A Note on the Folding Coupler

Wolfgang Hörmann; Josef Leydold

doi:10.57938/25a77265-1578-4ddd-be7c-7f0274d8cf44

A Note on the Folding Coupler

Wolfgang Hörmann, Josef Leydold

Publikation: Working/Discussion Paper › WU 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.

Originalsprache	Englisch
DOIs	https://doi.org/10.57938/25a77265-1578-4ddd-be7c-7f0274d8cf44
Publikationsstatus	Veröffentlicht - 1 Dez. 2006

Publikationsreihe

Reihe	Research Report Series / Department of Statistics and Mathematics
Nummer	36

WU Working Paper Reihe

Research Report Series / Department of Statistics and Mathematics

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10.57938/25a77265-1578-4ddd-be7c-7f0274d8cf44Lizenz: Nicht angegeben

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Zitat

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