Art

J-GLOBAL ID：200902258634560270   Reference number：07A0765976

Perfect Simulation of Markov Chains.

マルコフ連鎖の完璧シミュレーション

Author (2)： MATSUI TOMOMI (中央大 理工) ,  KIJIMA SHUJI (京大 数理解析研)
Material： シミュレーション  (Journal of the Japan Society for Simulation Technology)
Volume： 26  Issue： 2  Page： 101-106  Publication year： Jun. 15, 2007 
JST Material Number： L0458A  ISSN： 0285-9947  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： JAPANESE (JA)

Thesaurus term： *Monte Carlo Method ,...
Semi thesaurus term： *MCMC method ,...

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JST classification (2)： System and control theory in general  (IA02010H) ,  Computer simulation  (JE11000H)

Reference (14)：

• DIMAKOS, X. K. A guide to exact simulation. International Statistical Review. 2001, 69, 27-48
• FILL, J. An interruptible algorithm for perfect sampling via Markov chains. Annals of Applied Probability. 1998, 8, 131-162
• HAGGSTROM, O. Finite Markov Chains and Algorithmic Application, London Mathematical Society, Student Texts. 2002, 52
• KIJIMA, S. Polynomial time perfect sampling algorithm for two-rowed contingency tables. Random Structures and Algorithms. 2006, 29, 243-256
• KIJIMA, S. Approximate/perfect samplers for closed Jackson networks. Proceedings of the 2005 Winter Simulation Conference. 2005, 862-868

Terms in the title (2)： マルコフ連鎖 ,  シミュレーション