An extension of Fill’s exact sampling algorithm
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چکیده
We provide an extension of Fill’s (1998) exact sampler algorithm. Our algorithm is similar to Fill’s, however it makes no assumptions regarding stochastic monotonicity, discreteness of the state space, the existence of densities, etc. We illustrate our algorithm on a simple example.
منابع مشابه
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تاریخ انتشار 1998