ABSTRACT

Exact sampling, specifically coupling from the past (CFTP), allows users to sample exactly from the stationary distribution of a Markov chain. During its nearly 20 years of existence, exact sampling has evolved into perfect simulation, which enables high-dimensional simulation from interacting distributions.Perfect Simulation illustrates the applic

chapter 1|24 pages

Introduction

chapter 2|18 pages

Acceptance/Rejection

chapter 3|18 pages

Coupling from the Past

chapter 4|20 pages

Bounding Chains

chapter 5|16 pages

Advanced Techniques Using Coalescence

chapter 7|20 pages

Spatial Point Processes

chapter 8|20 pages

The Randomness Recycler

chapter 9|22 pages

Advanced Acceptance/Rejection

chapter 10|16 pages

Stochastic Differential Equations