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A Note on the Folding Coupler

Hörmann, Wolfgang and Leydold, Josef (2006) A Note on the Folding Coupler. Research Report Series / Department of Statistics and Mathematics, 36. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Abstract

Perfect Gibbs sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random vectors. We show that a perfect Gibbs sampling algorithm suggested in the literature is not always generating from the correct distribution. (author's abstract)

Item Type: Paper
Keywords: Markov chain Monte Carlo method / perfect Gibbs sampling / coupling from the past
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 11 May 2006 19:56
Last Modified: 28 May 2015 15:00
URI: http://epub.wu.ac.at/id/eprint/1528

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