MPS-RR 1998-7
May 1998

Perfect simulation of conditionally specified models

Jesper Møller

Abstract

We discuss how the ideas of producing perfect simulations based on coupling from the past for finite state space models naturally extend to multivariate distributions with infinite or uncountable state spaces such as auto-gamma, auto-Poisson and auto-negative-binomial models, using Gibbs sampling in combination with sandwiching methods originally introduced for perfect simulation of point processes.

Availability: [ gzipped dvi-file ] [ gzipped ps-file ] [ pdf-file ]

[ Help on down-loading/viewing/printing ]