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Catalytic Perfect Simulation

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Abstract

We introduce a methodology for perfect simulation using so called catalysts to modify random fields. Our methodology builds on a number of ideas previously introduced by Breyer and Roberts (1999), by Murdoch (1999), and by Wilson (2000). We illustrate our techniques by simulating two examples of Bayesian posterior distributions.

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References

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Authors and Affiliations

  1. Department of Mathematics, Lancaster University, UK

    L. A. Breyer & G. O. Roberts

Authors
  1. L. A. Breyer
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  2. G. O. Roberts
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Breyer, L.A., Roberts, G.O. Catalytic Perfect Simulation. Methodology and Computing in Applied Probability 3, 161–177 (2001). https://doi.org/10.1023/A:1012205210377

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  • DOI: https://doi.org/10.1023/A:1012205210377

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