首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Extensions of Fill's algorithm for perfect simulation
Authors:J Møller  & K Schladitz
Institution:Aalborg University, Denmark,;Institut für Techno- und Wirtschaftsmathematik, Kaiserslautern, Germany
Abstract:Fill's algorithm for perfect simulation for attractive finite state space models, unbiased for user impatience, is presented in terms of stochastic recursive sequences and extended in two ways. Repulsive discrete Markov random fields with two coding sets like the auto-Poisson distribution on a lattice with 4-neighbourhood can be treated as monotone systems if a particular partial ordering and quasi-maximal and quasi-minimal states are used. Fill's algorithm then applies directly. Combining Fill's rejection sampling with sandwiching leads to a version of the algorithm which works for general discrete conditionally specified repulsive models. Extensions to other types of models are briefly discussed.
Keywords:Auto-Poisson model  Conditionally specified model  Exact simulation  Gibbs sampler  Hard-core model  Markov chain Monte Carlo methods  Repulsive Markov random fields  Stochastic recursive sequences  Strauss process
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号