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Two-sided Taboo Limits for Markov Processes and Associated Perfect Simulation
Markov processes Quasi-stationary distribution Eigenvalues Perron{Frobenius theory
2015/7/8
In this paper, we study the two-sided taboo limit processes that arise when a Markov chain or process is conditioned on staying in some set A for a long period of time. The taboo limit is time-homogen...
Perfect Simulation for Mixtures with Known and Unknown Number of components
Bounding chains Dirichlet process Gibbs sampling Mixtures Optimization Perfect Sam-pling
2011/3/24
We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the la...
Perfect Simulation for Mixtures with Known and Unknown Number of components
Bounding chains Dirichlet process Gibbs sampling Mixtures Optimization Perfect Sam-pling
2011/3/23
We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the la...
Perfect simulation using dominated coupling from the past with application to area-interaction point processes and wavelet thresholding
coupling from the past (CFTP) dominated CFTP exact simulation local stability Markov chain Monte Carlo perfect simulation
2010/3/11
We consider perfect simulation algorithms for locally stable point processes
based on dominated coupling from the past, and apply these methods
in two different contexts. A new version of the algori...
Perfect Simulation from the Quicksort Limit Distribution
Quicksort random variate generation simulation perfect simulation rejection method fixed-point equation
2009/5/4
The weak limit of the normalized number of comparisons needed by the Quicksort algorithm to sort n randomly permuted items is known to be determined implicitly by a distributional point equation. We g...
Geometric Ergodicity and Perfect Simulation
CFTP domCFTP geometric ergodicity perfect simulation uniform ergodicity
2009/4/28
This note extends the work of Foss and Tweedie (1998), who showed that availability of the classic Coupling from the Past (CFTP) algorithm of Propp and Wilson (1996) is essentially equivalent to unifo...
Perfect simulation of spatial point processes using dominated coupling from the past with application to a multiscale area-interaction point process
Perfect simulation spatial point processes dominated coupling multiscale area-interaction point process
2010/3/18
We consider perfect simulation algorithms for locally stable point pro-
cesses based on dominated coupling from the past. A version of the al-
gorithm is developed which is feasible for processes wh...
Perfect simulation for Bayesian wavelet thresholding with correlated coefficients
Perfect simulation Bayesian wavelet thresholding correlated coefficients
2010/3/18
We introduce a new method of Bayesian wavelet shrinkage for recon-
structing a signal when we observe a noisy version. Rather than making
the usual assumption that the wavelet coecients of the sign...