A Note on the Folding Coupler

Wolfgang Hörmann, Josef Leydold

Publication: 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.
Original languageEnglish
Publication statusPublished - 1 Dec 2006

Publication series

NameResearch Report Series / Department of Statistics and Mathematics
No.36

WU Working Paper Series

  • Research Report Series / Department of Statistics and Mathematics

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