Extension of Fill's perfect rejection sampling algorithm to general chains

@article{Fill2000ExtensionOF,
  title={Extension of Fill's perfect rejection sampling algorithm to general chains},
  author={James Allen Fill and Motoya Machida and Duncan J. Murdoch and Jeffrey S. Rosenthal},
  journal={Random Struct. Algorithms},
  year={2000},
  volume={17},
  pages={290-316}
}
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. 
Highly Cited
This paper has 111 citations. REVIEW CITATIONS

From This Paper

Topics from this paper.

Citations

Publications citing this paper.

111 Citations

01020'00'04'09'14'19
Citations per Year
Semantic Scholar estimates that this publication has 111 citations based on the available data.

See our FAQ for additional information.