Exact Sampling from a Continuous State Space

• 1 September 1998
• journal article
• Published by Wiley in Scandinavian Journal of Statistics
• Vol. 25  (3) , 483-502
• https://doi.org/10.1111/1467-9469.00116

Abstract

Keywords

• COUPLING FROM THE PAST
• GAMMA COUPLING
• GIBBS SAMPLING
• MARKOV CHAIN MONTE CARLO
• METROPOLIS–HASTINGS
• PERFECT SIMULATION
• REJECTION SAMPLING