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Fill's Algorithm for Absolutely Continuous Stochastically Monotone Kernels


 
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1. Title Title of document Fill's Algorithm for Absolutely Continuous Stochastically Monotone Kernels
 
2. Creator Author's name, affiliation, country Motoya Machida; Tennessee Technological University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Markov chain Monte Carlo, Fill's algorithm, perfect sampling, exact sampling, rejection sampling,stochastic monotonicity, partially ordered set,monotone coupling, absolutely continuous Markov kernel,regularity conditions.
 
3. Subject Subject classification Primary: 60J10, 68U20;secondary: 60G40, 65C05, 65C10, 65C40.
 
4. Description Abstract Fill, Machida, Murdoch, and Rosenthal (2000) presented their algorithm and its variants to extend the perfect sampling algorithm of Fill (1998) to chains on continuous state spaces. We consider their algorithm for absolutely continuous stochastically monotone kernels, and show the correctness of the algorithm under a set of certain regularity conditions. These conditions succeed in relaxing the previously known hypotheses sufficient for their algorithm to apply.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2002-08-05
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1056
 
10. Identifier Digital Object Identifier 10.1214/ECP.v7-1056
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 7
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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