Perfect slice samplers

Antonietta Mira

doi:10.1111/1467-9868.00301

Perfect slice samplers

2002-01-06

45

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AI

DOI：10.1111/1467-9868.00301

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Perfect sampling allows the exact simulation of random variables from the stationary measure of a Markov chain. By exploiting monotonicity properties of the slice sampler we show that a perfect version of the algorithm can be easily implemented, at least when the target distribution is bounded. Various extensions, including perfect product slice samplers, and examples of applications are discussed.

Keyword:

automodels

auxiliary variables

coupling from the past

ising model

perfect simulation

random fields

Swendsen-Wang algorithm

Perfect slice samplers

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