Exact sampling from a continuous state space

Murdoch, D. J., Green, P. J. . Scandinavian Journal of Statistics 1998. 25 (3) :483-502

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Bibtex

@article{CIS-209524,
  Author = {Murdoch, D. J. and Green, P. J.},
  Title = {Exact sampling from a continuous state space},
  Journal = {Scandinavian Journal of Statistics},
  Volume = {25},
  Number = {3},
  Year = {1998},
  Pages = {483--502},
  Keywords = {Markov chain Monte Carlo, Gibbs sampling, Rejection sampling, perfect simulation, coupling from the past, Metropolis–Hastings, gamma coupling}
}

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