Casella, George; Lavine, Michael; Robert, Christian P. - Université Paris-Dauphine (Paris IX) - 2001
In 1996, Propp and Wilson introduced coupling from the past (CFTP), an algorithm for generating a sample from the exact stationary distribution of a Markov chain. In 1998, Fill proposed another so–called perfect sampling algorithm. These algorithms have enormous potential in Markov Chain Monte...
