A Note on the Folding Coupler

Wolfgang Hörmann, Josef Leydold

Publikation: Working/Discussion PaperWU Working Paper

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Abstract

Perfect Gibbs sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random vectors. We show that a perfect Gibbs sampling algorithm suggested in the literature is not always generating from the correct distribution.
OriginalspracheEnglisch
PublikationsstatusVeröffentlicht - 1 Dez. 2006

Publikationsreihe

NameResearch Report Series / Department of Statistics and Mathematics
Nr.36

WU Working Paper Reihe

  • Research Report Series / Department of Statistics and Mathematics

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