2 papers
stat.CO2023
Perfect simulation from unbiased simulation
George M. Leigh, Wen-Hsi Yang, Montana E. Wickens +1
We show that any application of the technique of unbiased simulation becomes perfect simulation when coalescence of the two coupled Markov chains can be practically assured in adva…
stat.CO2022
Design of Hamiltonian Monte Carlo for perfect simulation of general continuous distributions
George M. Leigh, Amanda R. Northrop
Hamiltonian Monte Carlo (HMC) is an efficient method of simulating smooth distributions and has motivated the widely used No-U-turn Sampler (NUTS) and software Stan. We build on NU…