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  Extension of Fill's perfect rejection sampling algorithm to general chains (1999) [26 citations — 11 self]

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by James Allen Fill, Motoya Machida, Duncan J. Murdoch, Je#rey S. Rosenthal
http://www.mts.jhu.edu/~fill/papers/fmmrfull.ps
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Abstract:

By developing and applying a broad framework for rejection sampling using auxiliary randomness, we provide an extension of the perfect sampling algorithm of Fill (1998) to general chains on quite general state spaces, and describe how use of bounding processes can ease computational burden. Along the way, we unearth a simple connection between the Coupling From The Past (CFTP) algorithm originated by Propp and Wilson (1996) and our extension of Fill's algorithm. Key words and phrases. Fill's algorithm, Markov chain Monte Carlo, perfect sampling, exact sampling, rejection sampling, interruptibility, coupling from the past, read-once coupling from the past, monotone transition rule, realizable monotonicity,

Citations

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48 Iterated random functions – DIACONIS, D - 1999
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37 Exact sampling from anti-monotone systems – Haggstrom, Nelander - 1997
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25 Perfect Metropolis-Hastings simulation of locally stable point processes – Kendall, Mller - 1999
24 A combinatorial description of the spectrum for the Tsetlin library and its generalization to hyperplane arrangements – Bidigare, Hanlon, et al. - 1999
22 Extensions of Fill's algorithm for perfect simulation – Mller, Schladitz - 1999
21 Perfect simulation of some point processes for the impatient user – Thonnes - 1997
20 Annotated bibliography of perfectly random sampling with Markov chains – Wilson - 1998
20 Perfect simulation of conditionally specified models – Møller - 1999
19 Coupling from the past: A user’s guide – PROPP, D - 1998
19 How to couple from the past using a read-once source of randomness – Wilson - 1999
16 On exact simulation of Markov random fields using coupling from the past – Häggström, Nelander - 1999
16 Stochastic monotonicity and realizable monotonicity – Fill, Machida - 1999
16 Perfect simulation and backward coupling – Foss, Tweedie - 1998
13 Efficient use of exact samples – Murdoch, Rosenthal - 1998
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3 Stochastic and realizable monotonicity. Preprint. Available from http://www.mts.jhu.edu/~fill – Fill, Machida - 1998
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1 The FMMR algorithm for a stochastically monotone kernel in the absolutely continuous case. Draft available from http://www.mts.jhu.edu/~machida – Machida - 2000