Fill's algorithm for absolutely continuous stochastically monotone kernels.
Electronic Communications in Probability [electronic only] (2002)
- Volume: 7, page 129-139
- ISSN: 1083-589X
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topMachida, Motoya. "Fill's algorithm for absolutely continuous stochastically monotone kernels.." Electronic Communications in Probability [electronic only] 7 (2002): 129-139. <http://eudml.org/doc/122585>.
@article{Machida2002,
author = {Machida, Motoya},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Markov chain Monte Carlo; Fill's algorithm; perfect sampling; exact sampling; rejection sampling; stochastic monotonicity; partially ordered set; monotone coupling; absolutely continuous Markov kernel; regularity conditions},
language = {eng},
pages = {129-139},
publisher = {University of Washington},
title = {Fill's algorithm for absolutely continuous stochastically monotone kernels.},
url = {http://eudml.org/doc/122585},
volume = {7},
year = {2002},
}
TY - JOUR
AU - Machida, Motoya
TI - Fill's algorithm for absolutely continuous stochastically monotone kernels.
JO - Electronic Communications in Probability [electronic only]
PY - 2002
PB - University of Washington
VL - 7
SP - 129
EP - 139
LA - eng
KW - Markov chain Monte Carlo; Fill's algorithm; perfect sampling; exact sampling; rejection sampling; stochastic monotonicity; partially ordered set; monotone coupling; absolutely continuous Markov kernel; regularity conditions
UR - http://eudml.org/doc/122585
ER -
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