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Statistica Sinica 15(2005), 927-943





A NON-MONOTONE CFTP PERFECT SIMULATION

METHOD


Yuzhi Cai


University of Plymouth


Abstract: In this paper, we present a non-monotone coupling from the past (CFTP) method for obtaining perfect samples from the equilibrium distribution of a Markov chain. This method requires no monotone structure that is difficult to define in practice. We also apply the non-monotone CFTP method to general non-monotone birth-death processes and area-interaction point processes.



Key words and phrases: Area-interaction point processes, birth-death processes, CFTP, MCMC, monotone, non-monotone, perfect simulation.



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