Exact sampling for Bayesian inference: towards general purpose algorithms
نویسندگان
چکیده
Propp and Wilson (1996) described a protocol, called coupling from the past, for exact sampling from a target distribution using a coupled Markov chain Monte Carlo algorithm. In this paper we discuss the implementation of coupling from the past for samplers on a continuous state space; our ultimate objective is Bayesian MCMC with guaranteed convergence. We make some progress towards this objective, but our methods are still not automatic or generally applicable.
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تاریخ انتشار 1998