Quotation Hörmann, Wolfgang, Leydold, Josef. 2006. A Note on the Folding Coupler. Department of Statistics and Mathematic, Research Report Series, Report 36.


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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.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title A Note on the Folding Coupler
Title of whole publication Department of Statistics and Mathematic, Research Report Series, Report 36
Year 2006
URL http://epub.wu-wien.ac.at/dyn/virlib/wp/showentry?ID=epub-wu-01_974&style=blank

Associations

People
Hörmann, Wolfgang (Former researcher)
Leydold, Josef (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research Institute for Computational Methods FI (Details)
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