%% BiBTeX entries for the articles listed in
%% Annotated Bibliography of Perfectly Random Sampling with Markov Chains
%% (a few entries still need to be added)
@InProceedings{broder:tree,
Author = "Andrei Broder",
Title = "Generating random spanning trees",
BookTitle = "30th Annual Symposium on Foundations of Computer Science",
Pages = "442--447",
Year = 1989}
@Article{aldous:tree,
Author = "David J. Aldous",
Title = "A Random Walk Construction of Uniform Spanning Trees
and Uniform Labelled Trees",
Journal = "SIAM Journal on Discrete Mathematics",
Volume = 3,
Number = 4,
Pages = "450--465",
Year = 1990}
@Article{asmussen-glynn-thorisson:unknown-markov,
Author = "S{\o}ren Asmussen and Peter W. Glynn and Hermann Thorisson",
Title = "Stationary Detection in the Initial Transient Problem",
Journal = "ACM Transactions on Modeling and Computer Simulation",
Volume = 2,
Number = 2,
Pages = "130--157",
Year = 1992}
@InProceedings{aldous:unknown-markov,
Author="David Aldous",
Title="On Simulating a {M}arkov Chain Stationary Distribution
when Transition Probabilities are Unknown",
Booktitle="Discrete Probability and Algorithms",
Editor="David Aldous and Persi Diaconis and
Joel Spencer and J. Michael Steele",
Publisher="Springer-Verlag",
Series="IMA Volumes in Mathematics and its Applications",
Volume=72,
Pages="1--9",
Year=1995} % title all-caps
@InProceedings{randall-sinclair:testable,
Title = "Testable Algorithms for Self-Avoiding Walks",
Author = "Dana Randall and Alistair Sinclair",
Pages = "593--602",
BookTitle = "Proceedings of the Fifth Annual ACM-SIAM Symposium on Discrete Algorithms",
Year = 1994} %
@Article{lovasz-winkler:unknown-markov,
Author = "L\'aszl\'o Lov\'asz and Peter Winkler",
Title = "Exact Mixing in an Unknown {M}arkov Chain",
Journal = "Electronic Journal of Combinatorics",
Volume = 2,
Note = "Paper \#R15",
Year = 1995}
@Article{propp-wilson:exact-sampling,
Author = "James G. Propp and David B. Wilson",
Title = "Exact Sampling with Coupled {M}arkov Chains
and Applications to Statistical Mechanics",
Journal = "Random Structures and Algorithms",
Volume = 9,
Number = "1\&2",
Pages = "223--252",
Year = 1996}
@Article{johnson:testing,
Author = "Valen E. Johnson",
Title = "Studying convergence of {M}arkov chain {M}onte {C}arlo
algorithms using coupled sample paths",
Journal = "Journal of the American Statistical Association",
Volume = 91,
Number = 433,
Pages = "154--166",
Year = 1996}
@InProceedings{luby-randall-sinclair:markov-lattice,
Author = "Michael Luby and Dana Randall and Alistair Sinclair",
Title = "{M}arkov Chain Algorithms for Planar Lattice Structures
(Extended Abstract)",
BookTitle = "36th Annual Symposium on Foundations of Computer Science",
Pages = "150--159",
Year = 1995}
@Article{propp-wilson:unknown-markov-tree,
Author = "James G. Propp and David B. Wilson",
Title = "How to Get a Perfectly Random Sample from a Generic
{M}arkov Chain and Generate a Random Spanning Tree
of a Directed Graph",
Journal = "Journal of Algorithms",
Year = 1998,
Volume = 27,
Pages = "170--217"}
@TechReport{Epp-TR-95-50,
title = {{Representing all minimum spanning trees with applications to counting and generation}},
author = {David Eppstein},
address = {Irvine, CA, 92697-3425, USA},
institution = {Univ. of California, Irvine, Dept. of Information {\&} Computer Science},
number = {95-50},
year = {1995}} %%
@InProceedings{felsner-wernisch:linear-extension,
Author = "Stefan Felsner and Lorenz Wernisch",
Title = "Markov Chains for Linear Extensions, the Two-Dimensional Case",
Pages = "239--247",
BookTitle = "Proceedings of the Eighth Annual ACM-SIAM Symposium on
Discrete Algorithms",
Year = 1997}
@InProceedings{kendall:area-interaction,
Author = "Wilfrid S. Kendall",
Title = "Perfect Simulation for the Area-Interaction Point Process",
BookTitle = "Probability Towards 2000",
Editor = "L. Accardi and C. C. Heyde",
Publisher = "Springer",
Pages = "218--234",
Year = 1998} % find
% BookTitle = "Proceedings of the Symposium on Probability Towards the Year 2000",
% Note = "To appear in C.C. Heyde and L. Accardi, editors, {\it Probability Perspective}, World Scientific Press",
@InProceedings{kendall:boolean,
Author = "Wilfrid S. Kendall",
Title = "On some weighted {B}oolean models",
Editor = "D. Jeulin",
BookTitle = "Advances in Theory and Applications of Random Sets",
Pages = "105--120",
Publisher = "World Scientific Publishing Company",
Year = 1997} % find
@InProceedings{fill:interruptible-stoc,
Author = "James Allen Fill",
Title = "An Interruptible Algorithm for Perfect Sampling via {M}arkov
Chains",
Pages = "688--695",
BookTitle = "Proceedings of the Twenty-Ninth Annual ACM Symposium on
Theory of Computing",
Year = 1997,
Note = "To appear in {\em The Annals of Applied Probability}"} %
@Article{fill:interruptible,
Author = "James Allen Fill",
Title = "An Interruptible Algorithm for Perfect Sampling via {M}arkov
Chains",
Volume = 8,
Number = 1,
Pages = "131--162",
Year = 1998,
Journal = "The Annals of Applied Probability"} %
@Article{glynn-heidelberger:budget,
Author = "Peter W. Glynn and Philip Heidelberger",
Title = "Bias properties of budget constrained simulations",
Journal = "Operations Research",
Volume = 38,
Number = 5,
Pages = "801--814",
Year = 1990} %check cap
@TechReport{fill:move-to-front-tr,
Author = "James Allen Fill",
Title = "The Move-to-Front Rule:
A Case Study for Two Exact Sampling Algorithms",
Number = 566,
Institution = "Department of Mathematical Sciences,
The Johns Hopkins University",
Year = 1996,
Note = "To appear in {\em Probability in
the Engineering and Informational Sciences\/} in 1998
(issue 3)"}
@Article{fill:move-to-front,
Author = "James Allen Fill",
Title = "The Move-to-Front Rule:
A Case Study for Two Exact Sampling Algorithms",
Journal = "Probability in the Engineering and Informational Sciences",
Volume = 12,
Pages = "283--302",
Year = 1998} % ch
@TechReport{haggstrom-lieshout-moller:exact-spatial-tr,
Author = "O. {H\"aggstr\"om} and M. N. M. van Lieshout and J. M{\o}ller",
Title = "Characterisation results and {M}arkov chain {M}onte
{C}arlo algorithms including exact simulation for
some spatial point processes",
Institution = "Aalborg University",
Number = "R-96-2040",
Year = 1996,
Note = "To appear in {\em Bernoulli}"} % initials without periods
@Article{haggstrom-lieshout-moller:exact-spatial,
Author = "O. {H\"aggstr\"om} and M. N. M. van Lieshout and J. M{\o}ller",
Title = "Characterisation results and {M}arkov chain {M}onte
{C}arlo algorithms including exact simulation for
some spatial point processes",
Journal = "Bernoulli",
Volume = 5,
Number = 4,
Pages = "641--658",
Year = 1999}
% InProceedings{moller:point-process:proceedings,
% Author = "Jesper M{\o}ller",
% Title = "Markov chain {M}onte {C}arlo and spatial point processes",
% Note = "To appear",
% BookTitle = "Stochastic Geometry, Likelihood, and Computation",
% Editor = "O. Barndorff-Nielsen and W. S. Kendall and M. N. M. van Lieshout",
% Series = "Proceedings Seminaire Europ\'een de Statistiqe",
% Publisher = "Chapman and Hall",
% Year = 1997}
@InProceedings{moller:point-process,
Author = "Jesper M{\o}ller",
Title = "Markov chain {M}onte {C}arlo and spatial point processes",
BookTitle = "Stochastic Geometry: Likelihood and Computation",
Editor = "W. S. Kendall and O. E. Barndorff-Nielsen and M. N. M. van Lieshout",
Series = "Monographs on Statistics and Applied Probability \#80",
Pages = "141--172",
Publisher = "Chapman and Hall / CRC Press",
Year = 1998}
@Article{propp:expository,
Author = "James Propp",
Title = "Generating random elements of a finite distributive lattice",
Journal = "Electronic Journal of Combinatorics",
Volume = 4,
Number = 2,
Year = 1997,
Note = "Paper \#R15. arXiv:math.CO/9801066"} % check caps
@Article{haggstrom-nelander:antimonotone,
Author = "Olle {H\"aggstr\"om} and Karin Nelander",
Title = "Exact sampling from anti-monotone systems",
Year = 1998,
Journal = "Statistica Neerlandica",
Volume = 52,
Pages = "360--380"} % ch no
@InProceedings{luby-vigoda:independent,
Author = "Michael Luby and Eric Vigoda",
Title = "Approximately Counting Up To Four (Extended Abstract)",
Pages = "682--687",
BookTitle = "Proceedings of the Twenty-Ninth Annual ACM Symposium on
Theory of Computing",
Year = 1997}
@Article{murdoch-green:continuous,
Author = "D. J. Murdoch and P. J. Green",
Title = "Exact Sampling from a Continuous State Space",
Journal = "Scandinavian Journal of Statistics",
Volume = 25,
Number = 3,
Pages = "483--502",
Year = 1998}
@Article{kendall-moller:exact-spatial,
Author = "Wilfrid S. Kendall and Jesper M{\o}ller",
Title = "Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes",
Volume = 32,
Number = 3,
Pages = "844--865",
Year = 2000,
Journal = "Advances in Applied Probability"
}
@TechReport{cai:metropolis,
Author = "Haiyan Cai",
Title = "A note on an exact sampling algorithm and {M}etropolis {M}arkov chains",
institution = "University of Missouri, St. Louis",
Year = 1997} % title all-caps
@Article{foss-tweedie:srs-cftp,
Author = "S. G. Foss and R. L. Tweedie",
Title = "Perfect Simulation and Backward Coupling",
Year = 1998,
Journal = "Stochastic Models",
Volume = 14,
Number = "1-2",
Pages = "187--203"}
% Foss's web page gives 187-204
@Misc{lund-wilson:storage,
Author = "Robert B. Lund and David B. Wilson",
Title = "Exact Sampling Algorithms for Storage Systems",
Note = "Manuscript",
Year = 1997}
@Article{moller:conditional,
Author = "Jesper M{\o}ller",
Title = "Perfect simulation of conditionally specified models",
Year = 1999,
Journal = "Journal of the Royal Statistical Society {\rm B}",
Volume = 61,
Number = 1,
Pages = "251--264"} % ch J.
@InProceedings{kendall:spatial,
Author = "W. S. Kendall",
Title = "Perfect Simulation for Spatial Point Processes",
BookTitle = "Bulletin of the International Statistical Institute
$51^{\hbox{st}}$ Session,
Istanbul (August 1997)",
Volume = 3,
Pages = "163--166",
Year = 1997} %ch
% City = "Istanbul",
% Note = "Invited lecture, 51st session of the ISI, Istanbul",
@Article{foss-tweedie-corcoran:regeneration,
Author = "S. G. Foss and R. L. Tweedie and J. N. Corcoran",
Title = "Simulating the Invariant Measures of {M}arkov Chains using
Backward Coupling at Regeneration Times",
Journal = "Probability in the Engineering and Informational Sciences",
Volume = 12,
Pages = "303--320",
Year = 1998} % ch no
% all caps title
% Foss's web page says "Horizontal Backward", but this does not appear
% in the title of the paper
@Article{thonnes:points,
Author = "Elke {Th\"onnes}",
Title = "Perfect Simulation of some Point Processes for the Impatient User",
Journal = "Advances in Applied Probability,
Stochastic Geometry and Statistical Applications",
Volume = 31, number=1,
Pages = "69--87",
Year = 1999}
@InProceedings{propp-wilson:cftp-aug,
Author = "James Propp and David Wilson",
Title = "Coupling from the past: a user's guide",
BookTitle = "Microsurveys in Discrete Probability",
Editor = "D. Aldous and J. Propp",
Series = "DIMACS Series in Discrete Mathematics and Theoretical
Computer Science",
Volume = 41,
Publisher = "American Mathematical Society",
Pages = "181--192",
Year = 1998}
@Article{haggstrom-nelander:random-fields,
Author = "Olle {H\"aggstr\"om} and Karin Nelander",
Title = "On Exact Simulation of {M}arkov Random Fields Using Coupling from the Past",
Journal = "Scandinavian Journal of Statistics",
Volume = 26,
Number = 3,
Pages = "395--411",
Year = 1999}
@Article{berg-steif:codings,
Key = "Berg Steif",
Author = "J. van den Berg and J. E. Steif",
Title = "On the existence and nonexistence of finitary
codings for a class of random fields",
Journal = "The Annals of Probability",
Volume = 27,
Number = 3,
Pages = "1501--1522",
Year = 1999}
@Article{corcoran-tweedie:perfect-harris,
Author = "J. N. Corcoran and R. L. Tweedie",
Title = "Perfect Sampling of ergodic {H}arris Chains",
Journal = "Annals of Applied Probability",
volume=11,number=2,pages="438--451",
Year = 2001}
@InProceedings{exact-bibliography,
Author = "David B. Wilson",
Title = "Annotated Bibliography of Perfectly Random Sampling with \char77arkov Chains",
BookTitle = "Microsurveys in Discrete Probability",
Editor = "D. Aldous and J. Propp",
Series = "DIMACS Series in Discrete Mathematics and Theoretical
Computer Science",
Volume = 41,
Publisher = "American Mathematical Society",
Pages = "209--220",
Year = 1998,
Note = "Updated versions to appear at {\tt http://dimacs.rutgers.edu/\char126dbwilson/exact}"}
@TechReport{fismen:exact,
Author = "Morten Fismen",
Title = "Exact Simulation Using {M}arkov Chains",
Institution = "Institutt for Matematiske Fag",
Number = "6/98",
Year = 1998,
Note = "Diploma-thesis"}
@InProceedings{green-murdoch:bayesian,
Author = "Peter J. Green and Duncan J. Murdoch",
Title = "Exact sampling for {B}ayesian inference:
towards general purpose algorithms
(with discussion)",
Note = "Presented as an invited paper at the
6th Valencia International Meeting on Bayesian Statistics,
Alcossebre, Spain, June 1998",
BookTitle = "Bayesian Statistics 6",
Editor = "J. M. Bernardo and J. O. Berger and
A. P. Dawid and A. F. M. Smith",
Publisher = "Oxford University Press",
Pages = "301--321",
Year = 1999}
@Article{kendall-thonnes:geometry,
Author = "W. S. Kendall and Elke {Th\"onnes}",
Title = "Perfect Simulation in Stochastic Geometry",
Journal = "Pattern Recognition",
Volume = 32,
Number = 9,
Pages = "1569--1586",
Year = 1999,
Note = "Special issue on random sets."}%
@Article{corcoran-tweedie:perfect-independent,
Author = "J. N. Corcoran and R. L. Tweedie",
Title = "Perfect Sampling from Independent {M}etropolis-{H}astings Chains",
Journal = "Journal of Statistical Planning and Inference",volume=104,number=2,pages="297--314", year=2002}
@TechReport{diaconis-freedman:rfuncs-tr,
Author = "Persi Diaconis and David Freedman",
Title = "Iterated Random Functions",
Institution = "Department of Statistics, University of California at Berkeley",
Number = "511",
Year = 1998}
@Article{diaconis-freedman:rfuncs,
Author = "Persi Diaconis and David Freedman",
Title = "Iterated Random Functions",
Journal = "SIAM Review",
Volume = 41,
Number = 1,
Pages = "45--76",
Year = 1999}
% ch y
@Article{editors:diaconis-freedman,
Author = "The Editors",
Title = "Graphical Illustration of Some Examples Related to the Article ``{I}terated Random Functions'' by {D}iaconis and {F}reedman",
Journal = "SIAM Review",
Volume = 41,
Number = 1,
Pages = "77--82",
Year = 1999}
@Article{moller-schladitz:fill,
Author = "Jesper M{\o}ller and Katja Schladitz",
Title = "Extensions of {F}ill's algorithm for perfect simulation",
Journal = "Journal of the Royal Statistical Society {\rm B}",
Volume = 61,
Number = 4,
Year = 1999,
Pages = "955--969"}
@InProceedings{huber:techniques,
Author = "Mark Huber",
Title = "Exact Sampling and Approximate Counting Techniques",
BookTitle = "Proceedings of the 30th Annual ACM Symposium on
the Theory of Computing",
Pages = "31--40",
Year = 1998}
@Article{nelander:beach,
Author = "Karin Nelander",
Title = "A {M}arkov chain {M}onte {C}arlo study of the beach model",
journal="Markov Processes and Related Fields",
volume=5,number=3,pages="345--369",
Year = 2000}
@Article{burdzy-kendall:couplings,
Author = "Krzysztof Burdzy and Wilfrid S. Kendall",
Title = "Efficient {M}arkovian couplings: examples and counterexamples",
Year = 2000,
volume=10,number=2,pages="362--409",
Journal = "The Annals of Applied Probability"}
@Article{huber:swendsen-wang,
Author = "Mark Huber",
Title = "A bounding chain for {Swendsen-Wang}",
Journal = "Random Structure and Algorithms",
volume=22,number=1,pages="43--59",
Year = 2003}
% Note = "A two-page version appeared in {\em Tenth Annual ACM-SIAM Symposium on Discrete Algorithms (1999)\/}"
@Article{murdoch-rosenthal:efficient,
Author = "Duncan J. Murdoch and Jeffrey S. Rosenthal",
Title = "Efficient Use of Exact Samples",
Journal = "Statistics and Computing",
volume=10,number=3,pages="237--243",year= 2000}
% Note = "Presented at the
% 6th Valencia International Meeting on Bayesian Statistics,
% Alcossebre, Spain, June 1998"}
@InProceedings{fill-machida-murdoch-rosenthal:fill-xabs,
Author = "James Allen Fill and Motoya Machida and Duncan J. Murdoch and Jeffrey S. Rosenthal",
Title = "Extension of {F}ill's perfect rejection sampling algorithm to general chains (extended abstract)",
BookTitle = "Monte Carlo Methods",
Editor = "Neil Madras",
Series = "Fields Institute Communications",
Volume = 26,
Publisher = "American Mathematical Society",
Pages = "37--52",
Year = 2000}
@Article{fill-machida-murdoch-rosenthal:fill,
Author = "James Allen Fill and Motoya Machida and Duncan J. Murdoch and Jeffrey S. Rosenthal",
Title = "Extension of {F}ill's perfect rejection sampling algorithm to general chains",
Journal = "Random Structures \& Algorithms",
volume = 17, number = "3\&4", pages = "290--316",
Year = 2000}
@Article{haggstrom-steif:finitary,
Author = "Olle {H\"aggstr\"om} and Jeffrey E. Steif",
Title = "{P}ropp-{W}ilson algorithms and finitary codings
for high noise {M}arkov random fields",
Journal = "Combinatorics, Probability and Computing",
volume=9,number=5,pages="425--439", year=2000}
@Article{hobert-robert-titterington:mixtures,
Author = "James P. Hobert and Christian P. Robert and D. M. Titterington",
Title = "On perfect simulation for some mixtures of distributions",
Journal = "Statistics and Computing",
Volume = 9,
Number = 4,
Pages = "287--298",
Year = 1999}
% Tech. report DT9835, CREST, INSEE, Paris.
@Misc{holmes-mallick:orthogonal,
Author = "C. C. Holmes and B. K. Mallick",
Title = "Perfect Simulation for orthogonal model mixing",
Year = 1998,
Note = "Preprint"} % initials without periods
% Technical Report, Statistics Section, Department of Maths, Imperial College
@Misc{mira-moller-roberts:slice,
Author = "A. Mira and J. M{\o}ller and G. O. Roberts",
Title = "Perfect Slice Samplers",
Journal = "Journal of the Royal Statistical Society {\rm B}",
Volume = 63,
Number = 3,
Pages = "593--606",
Year = 2001}
@Book{mcmc-convergence,
Editor = "Christian P. Robert",
Title = "Discretization and MCMC Convergence Assessment",
Series = "Lecture Notes in Statistics \# 135",
Publisher = "Springer",
Year = 1998}
@InProceedings{muri-chauveau-cellier:dna,
Author = "Florence Muri and Didier Chauveau and Dominique Cellier",
Title = "Convergence Assessment in Latent
Variable Models: {DNA} Applications",
Pages = "127--146",
Editor = "Christian P. Robert",
BookTitle = "Discretization and MCMC Convergence Assessment",
Series = "Lecture Notes in Statistics \# 135",
Publisher = "Springer",
Year = 1998}
@TechReport{fill-machida:monotonicity,
Author = "James A. Fill and Motoya Machida",
Title = "Stochastic Monotonicity and Realizable Monotonicity",
Number = 573,
Institution = "Department of Mathematical Sciences,
The Johns Hopkins University",
Year = 1998}
@Misc{huber:independent,
Author = "Mark Huber",
Title = "Exact Random Sampling From Independent Sets",
Note = "Preprint",
Year = 1998}
@Misc{huber:fill,
Author = "Mark Huber",
Title = "Interruptible Exact Sampling and Construction of Strong Stationary Times for {M}arkov Chains",
Note = "Preprint",
Year = 1998}
@Misc{roehrl:parallel-cftp,
Author = "Armin S. A. {R\"ohrl}",
Title = "Fast, Portable, Parallel and Scalable Exact Simulation Using {M}arkov Chains",
Note = "Preprint",
Year = 1999}
@Misc{kendall-moller:exact-spatial-implementation,
Author = "Wilfrid S. Kendall and Jesper M{\o}ller",
Title = "Perfect implementation of a {M}etropolis-{H}astings
simulation of {M}arkov point processes",
Year = 1999,
Note = "Preprint"}
@PhdThesis{machida:monotonicity,
Author = "Motoya Machida",
Title = "Stochastic Monotonicity and Realizable Monotonicity",
School = "The Johns Hopkins University,
Department of Mathematical Sciences",
Year = 1999}
@Misc{moller-nicholls:perfect-tempering,
Author = "Jesper M{\o}ller and G. K. Nicholls",
Title = "Perfect simulation for sample-based inference",
Note = "\textit{Statistics and Computing,} to appear",
Year = 1999}
@Misc{huber:swap,
Author = "Mark Huber",
Title = "The swap move: a tool for building faster {M}arkov chains",
Note = "Preprint",
Year = 1999}
@Misc{huber:fill-2,
Author = "Mark Huber",
Title = "Perfect sampling without a lifetime commitment",
Note = "Preprint",
Year = 1999}
@Article{wilson:rocftp,
Author = "David B. Wilson",
Title = "How to Couple from the Past
Using a Read-Once Source of Randomness",
Journal = "Random Structures and Algorithms",
Volume = 16,
Number = 1,
Pages = "85--113",
Year = 2000,
Note = "arXiv:math.PR/9910050"}
@InProceedings{meng:multistage-backwards,
Author = "Xiao-Li Meng",
Title = "Towards a More General {Propp-Wilson} Algorithm:
Multistage Backward Coupling",
BookTitle = "Monte Carlo Methods",
Editor = "Neil Madras",
Series = "Fields Institute Communications",
Volume = 26,
Publisher = "American Mathematical Society",
Note = "To appear",
Year = 2000}
@Article{casella-mengersen-robert-titterington:perfect-mixture,
Author = "G. Casella and K. L. Mengersen and C. P. Robert and D. M. Titterington",
Title = "Perfect Slice Samplers for Mixtures of Distributions",
journal="Journal of the Royal Statistical Society {\rm B}",
volume=64,number=4,pages="777--790", year=2002}
@Misc{georgii:continuum-ising,
Author = "Hans-Otto Georgii",
Title = "Phase transition and percolation in {G}ibbsian particle models",
Year = 1999,
Note = "arXiv:math.PR/9910005"}
@InProceedings{murdoch:exact-bayesian,
Author = "D. J. Murdoch",
Title = "Exact Sampling for {B}ayesian Inference: Unbounded State Spaces",
BookTitle = "Monte Carlo Methods",
Editor = "Neil Madras",
Series = "Fields Institute Communications",
Volume = 26,
Publisher = "American Mathematical Society",
Note = "To appear",
Year = 2000,
OldNote = "Presented at the Workshop on Monte Carlo Methods, October 1998, Fields Institute, Toronto"}
@InProceedings{wilson:multishift,
Author = "David B. Wilson",
Title = "Layered Multishift Coupling
for use in Perfect Sampling Algorithms
(with a primer on {CFTP})",
BookTitle = "Monte Carlo Methods",
Editor = "Neil Madras",
Series = "Fields Institute Communications",
Volume = 26,
Publisher = "American Mathematical Society",
Pages = "141--176",
Note = "arXiv:math.PR/9912225",
Year = 2000}
@Misc{cai:exact-auxillary,
Author = "Haiyan Cai",
Title = "Exact Sampling Using Auxiliary Variables",
Note = "To Appear in the Statistical Computation Section of the ASA Proceedings",
Year = 1999}
% cap uncl
@Article{guglielmi-holmes-walker:continuous-unbounded,
Author = "Alessandra Guglielmi and Chris C. Holmes and Stephen G. Walker",
Title = "Perfect simulation involving functionals of a {Dirichlet} process",
Journal = "Journal of Computational and Graphical Statistics",
volume = 11, number = 2, pages = "306--310",
Year = 2002}
@Article{dimakos:guide-exact,
Author = "Xeni K. Dimakos",
Title = "A Guide to Exact Simulation",
Journal = "International Statistical Review",
volume=69,number=1,pages="27--48",year= 2001}
@InProceedings{novotny:intro-exact,
Author = "M. A. Novotny",
Title = "Introduction to the {Propp-Wilson} Method of Exact Sampling for the {Ising} Model",
BookTitle = "Computer Simulation Studies in Condensed Matter Physics XII",
Editor = "D. P. Landau and S. P. Lewis and H.-B. {Sch\"uttler}",
Series = "Springer Proceedings in Physics",
Volume = 85,
Publisher = "Springer Verlag",
Pages = "179--184",
Year = 2000,
Note = "arXiv:cond-mat/9905195"}
@InProceedings{thonnes:primer,
Author = "Elke {Th\"onnes}",
Title = "A Primer on Perfect Simulation",
BookTitle ="Statistical Physics and Spatial Statistic",
Editors = "Klaus R. Mecke and D. Stoyan",
Series = "Springer Lecture Notes in Physics \#554",
Publisher = "Springer Verlag",
Pages = "349--378", Year =2000}
@Misc{harvey:thesis,
Author = "Michael Harvey",
Title = "{Monte Carlo} Inference for Belief Networks Using Coupling From the Past",
Note = "Master's thesis, department of computer science, University of Toronto",
Year = 1999}
@Misc{sorensen:thesis,
Author = "Tine M{\o}ller S{\o}rensen",
Title = "A study of {Propp \& Wilson's}
method for exact {Markov chain Monte Carlo} sampling",
Note = "Master's thesis in computational statistics, University of Bath",
Year = 1997}
@Misc{fernandez-ferrari-garcia:perfect,
Author = "Roberto Fern\'andez and Pablo A. Ferrari and Nancy L. Garcia",
Title = "Perfect simulation for interacting point processes, loss networks and {Ising} models",
Note = "arXiv:math.PR/9911162",
Year = 1999}
@Misc{straatman:thesis,
Author = "Bas Straatman",
Title = "Exact sampling and applications to a mite dispersal model",
Note = "Master's thesis, Utrecht",
Year = 1998}
@Article{lund-thonnes:point-process,
Author = "Jens Lund and Elke {Th\"onnes}",
Title = "Perfect simulation and inference for point processes given noisy observations",
Journal = "Computational Statistics", volume=19,number=2,pages="317--336",
Year = 2004}
# Misc{lund-thonnes:mh-point-process,
# Author = "Jens Lund and Elke {Th\"onnes}",
# Title = "Perfect adaptive {Metropolis-Hastings} Simulation for Point Processes",
# Note = "Preliminary manuscript",
# Year = 1999}
@PhDThesis{lund:thesis,
Author = "Jens Lund",
Title = "Statistical inference and perfect simulation for point processes observed with noise",
School = "The Royal Veterinary and Agricultural University, Copenhagen,
Department of Statistics",
Year = 1999}
@Misc{gibbs:mixing-time,
Author = "Alison Gibbs",
Title = "Bounding the Convergence Time of the {Gibbs} Sampler in {Bayesian} Image Restoration",
Journal="Biometrika",volume=87,number=4,pages="749--766",
Year = 2000}
@PhDThesis{gibbs:thesis,
Author = "Alison Gibbs",
Title = "Convergence of {Markov} Chain {Monte} {Carlo} Algorithms with Applications to Image Restoration",
School = "University of Toronto, Department of Statistics",
Year = 1999}
@Article{fearnhead:genetic,
Author = "Paul Fearnhead",
Title = "Perfect Simulation from Population Genetic Models with Selection",
journal="Theoretical Population Biology",
volume=59,pages="263--279", year=2001}
@Misc{moller:thesis,
Author = "Jesper M{\o}ller",
Title = "Aspects of Spatial Statistics, Stochastic Geometry and {Markov} Chain {Monte Carlo} Methods",
Note = "Thesis for doctoral degree in Natural Sciences, Aalborg University",
Year = 1999}
@Misc{zhu-mumford:vision,
Author = "Song Chun Zhu and David Mumford",
Title = "Learning Generic Prior Models for Visual Computation",
Year = 1997,
Note = "To appear in \textit{IEEE Transactions on Pattern Analysis and Machine Intelligence}"}
@Article{childs-patterson-mackay:summary-states,
Author = "Andrew M. Childs and Ryan B. Patterson and David J. C. MacKay",
Title = "Exact sampling from non-attractive distributions using summary states",
Journal = "Physical Review E",
Volume = 63,
Pages = "036113",
Note = "arXiv:cond-mat/0005132",
Year = 2001}
@Misc{devroye-fill-neininger:quicksort,
Author = "Luc Devroye and James A. Fill and Ralph Neininger",
Title = "Perfect Simulation from the Quicksort Limit Distribution",
Year = 2000,
Note = "Preprint"}
@Misc{casella-lavine-robert:explain-perfect,
Author = "George Casella and Michael Lavine and Christian Robert",
Title = "Explaining the Perfect Sampler",
journal="The American Statistician", volume = 55, number = 4, pages="299--305",
Year = 2001}
@Book{haggstrom:course,
Author = "Olle {H\"aggstr\"om}",
Title = "Finite {M}arkov Chains and Algorithmic Applications",
Publisher = "Cambridge University Press",
Note = "Based on lecture notes",
Year = 2002}
@InProceedings{van-zwet:stochastic-em,
Author = "Erik van Zwet",
Title = "Perfect stochastic {EM}",
BookTitle = "State of the Art in Probability and Statistics",
Series = "IMS Lecture Notes \#36",
Editor = "M. C. M. de Gunst and C. A. J. Klaassen and A. W. van der Vaart",
Pages= "607--616",
Year = 2001}
@Article{cooper-tweedie:perfect-inventory,
Author = "W. L. Cooper and R. L. Tweedie",
Title = "Perfect Simulation of an Inventory Model for Perishable Products",
Journal = "Stochastic Models",
Volume = 18,
Number = 2,
Pages = "229--243",
Year = 2002}
@InProceedings{moller:review,
Author = "Jesper M{\o}ller",
Title = "A review of perfect simulation in stochastic geometry",
BookTitle = "Selected Proceedings of the Symposium on Inference for Stochastic Processes",
Editor = "I.V. Basawa and C.C. Heyde and R.L. Taylor",
Series = "IMS Lecture Notes \& Monographs Series",
Volume = 37,
Pages = "333--355",
Year = 2001}
@Misc{comets-fernandez-ferrari:perfect,
Author = "Francis Comets and Roberto Fern\'andez and Pablo A. Ferrari",
Title = "Processes with Long Memory: Regenerative Construction and Perfect Simulation",
Note = "arXiv:math.PR/0009204",
Year = 2000}
@InProceedings{huber-fill:randomness-recycler,
Author = "James A. Fill and Mark Huber",
Title = "The Randomness Recycler: A New Technique for Perfect Sampling",
BookTitle = "41st Annual Symposium on Foundations of Computer Science",
Pages = "503--511",
Note = "arXiv:math.PR/0009242",
Year = 2000}
@Misc{fill-machida:inverse-pr-trans,
Author = "James A. Fill and Motoya Machida",
Title = "Realizable Monotonicity and Inverse Probability Transform",
Note = "arXiv:math.PR/0010026",
Year = 2000}
@Misc{loizeaux-mckeague:spatial,
Author = "Marc A. Loizeaux and Ian W. McKeague",
Title = "Bayesian inference for spatial point processes via perfect sampling",
Note = "Preprint",
Year = 2000}
@Misc{lieshout-zwet:bombing,
Author = "M. N. M. van Lieshout and E. W. van Zwet",
Title = "Maximum Likelihood Estimation for the Bombing Model",
Note = "Preprint",
Year = 2000}
@Misc{hobert-robert:moralizing,
Author = "James P. Hobert and Christian P. Robert",
Title = "Moralizing Perfect Sampling",
Note = "Preprint",
Year = 2000}
@Misc{schneider:sampling,
Author = "Michael K. Schneider",
Title = "Exact and Approximate Sampling from the Stationary Distribution of a Markov Chain",
Note = "Area exam report",
Year = 1998}
@Article{athreya-stenflo:doeblin,
Author = "Krishna B. Athreya and {\"O}rjan Stenflo",
Title = "Perfect Sampling for {Doeblin} Chains",
journal = "Sankhya -- The Indian Journal of Statistics",
volume=65, number=4, page="763--777",
Year = 2003}
@Misc{linde-moore-nordahl:rhombus,
Author = "Joakim Linde and Cristopher Moore and Mats G. Nordahl",
Title = "An $n$-dimensional generalization of the rhombus tiling",
Note = "Preprint",
Year = 2001}
@Misc{berthelsen-moller:jump,
Author = "Kasper K. Berthelsen and Jesper M{\o}ller",
Title = "Spatial Jump Processes and Perfect Simulation",
Note = "Preprint",
Year = 2001}
@Misc{moller-waagepetersen:spatial,
Author = "Jesper M{\o}ller and Rasmus P. Waagepetersen",
Title = "Simulation-based Inference for Spatial Point Processes",
Note = "Preprint",
Year = 2001}
@Misc{berthelsen-moller:primer,
Author = "Kasper K. Berthelsen and Jesper M{\o}ller",
Title = "A primer on perfect simulation for spatial point processes",
Note = "Preprint",
Year = 2001}
@Misc{besag:endives,
Author = "Julian Besag",
Title = "Likelihood Analysis of Binary Data in Space and Time",
Note = "Manuscript",
Year = 2001}
@Misc{wilson:nlm,
Author = "David B. Wilson",
Title = "Mixing times of lozenge tiling and card shuffling {Markov} chains",
Note = "arXiv:math.PR/0102193",
Year = 2001}
@Misc{berthelsen-moller:perfect-spatial,
Author = "Kasper K. Berthelsen and Jesper M{\o}ller",
Title = "Perfect simulation and inference for spatial point processes",
Note = "Manuscript",
Year = 2002}
@InProceedings{murdoch-meng:mixture,
Author = "Duncan J. Murdoch and Xiao-Li Meng",
Title = "Towards Perfect Sampling for {Bayesian} Mixture Priors",
BookTitle = "Bayesian Methods with Applications to Science, Policy, and Official Statistics.
Selected papers from ISBA 2000: the sixth world meeting of the International Society for Bayesian Analysis.",
Pages = "381--390",
Year = 2001} %ch yr
@InProceedings{craiu-meng:antithetic,
Author = "Radu V. Craiu and Xiao-Li Meng",
Title = "Antithetic Coupling for Perfect Sampling",
BookTitle = "Bayesian Methods with Applications to Science, Policy, and Official Statistics.
Selected papers from ISBA 2000: the sixth world meeting of the International Society for Bayesian Analysis.",
Pages = "99--108",
Year = 2001} %ch yr
@Article{garcia:spatial,
Author = "Nancy L. Garcia.",
Title = "Perfect simulation of spatial processes",
Journal = "Resenhas - IME-USP",
Volume = 4,
Number = 3,
Pages = "281--324",
Year = 2000}
@InProceedings{cho-goel:scheduling,
Author = "Sung-Woo Cho and Ashish Goel",
Title = "Exact Sampling in Machine Scheduling Problems",
BookTitle = "Approximation Randomization and Combinatorial Optimization: Algorithms and Techniques",
Editor = "Michel X. Goemans and Klaus Jansen and Jos\'e D. P. Rolim and Luca Trevisan",
Series = "Lecture Notes in Computer Science",
Volume = 2129,
Pages = "202--210",
Year = 2001} % ch yr, cap of woo
@Misc{goel-mitzenmacher:tcp,
Author = "Ashish Goel and Michael Mitzenmacher",
Title = "Exact Sampling of {TCP} Window States",
Note = "To appear in IEEE Infocom",
Year = 2002}
@Misc{crank-fill:interruptible,
Author = "Keith Crank and James A. Fill",
Title = "Interruptible Exact Sampling in the Passive Case",
Note = "arXiv:math.PR/0202136",
Year = 2002}
@Article{dobrow-fill:fmmr,
Author = "Robert P. Dobrow and James A. Fill",
Title = "Speeding up the {FMMR} perfect sampling algorithm: {A} case study revisited",
journal = "Random Structures and Algorithms",volume=23,number=4,pages="434--452", year=2003,
Note = "arXiv:math.PR/0205120"}
@Article{philippe-robert:gauss,
Author = "Anne Philippe and Christian P. Robert",
Title = "Perfect simulation of positive {Gaussian} distributions",
Journal = "Statistics and Computing",
volume=13,number=2,pages="179--186",
Year = 2003}
@Misc{roberts-rosenthal:identities,
Author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
Title = "Combinatorial identities associated with {CFTP}",
Year = 2002}
@Article{breyer-roberts:fields,
Author = "L. A. Breyer and G. O. Roberts",
Title = "A new method for coupling random fields",
Journal = "LMS Journal of Computation and Mathematics",
Volume = 5,
Pages = "77--94",
Year = 2002}
@Article{breyer-roberts:catalytic,
Author = "L. A. Breyer and G. O. Roberts",
Title = "Catalytic perfect simulation",
Journal = "Methodology and Computing in Applied Probability",
Volume = 3,
Number = 2,
Pages = "161--177",
Year = 2001}
@Book{mackay,
author="David J. C. MacKay",
title="Information Theory, Inference, and Learning Algorithms",
publisher="Cambridge University Press",year=2003}
@PhDThesis{ambler:thesis,
author = "Graeme K. Ambler",
title="Dominated Coupling From The Past and Some Extensions of the Area-Interaction Process",
school="University of Bristol, Department of Mathematics",
year=2002
}
@Misc{sokal:monte-carlo,
Author = "Alan D. Sokal",
Title = "{M}onte {C}arlo Methods in Statistical Mechanics:
Foundations and New Algorithms",
Note = "Lecture notes from Cours de Troisi\`eme Cycle de la Physique en Suisse Romande. Updated in 1996 for the Carg\`ese Summer School on ``Functional Integration: Basics and Applications''",
Year = 1989}
@InProceedings{diaconis-saloff-coste:metropolis,
Author = "Persi Diaconis and Laurent Saloff-Coste",
Title = "What do we know about the {M}etropolis algorithm?",
BookTitle = "Proceedings of the Twenty-Seventh Annual ACM Symposium on Theory of Computing",
Pages = "112--129",
Year = 1995}
%cap in hbp differs
@InProceedings{jerrum-sinclair:survey,
Author = "Mark Jerrum and Alistair Sinclair",
Title = "The {M}arkov chain {M}onte {C}arlo method: an approach to approximate counting and integration",
BookTitle = "Approximation Algorithms for {NP}-hard Problems",
Editor = "D. S. Hochbaum",
Publisher = "PWS Publishing",
City = "Boston",
Year = 1996} %
@Article{aldous-diaconis:shuffling,
Author = "David Aldous and Persi Diaconis",
Title = "Shuffling Cards and Stopping Times",
Journal = "American Mathematical Monthly",
Volume = 93,
Number = 5,
Pages = "333--348",
Year = 1986}
@Article{diaconis-fill:stationary,
Author = "Persi Diaconis and James A. Fill",
Title = "Strong stationary times via a new form of duality",
Journal = "The Annals of Probability",
Volume = 18,
Pages = "1483--1522",
Year = 1990} % check
@InProceedings{letac:contraction,
Author = "G\'erard Letac",
Title = "A contraction principle for certain {M}arkov
chains and its applications",
BookTitle = "Random Matrices and Their Applications",
Series = "Contemporary Mathematics",
Publisher = "American Mathematical Society",
Volume = 50,
Pages = "263--273",
Year = 1986}
@Article{thorisson:backwards,
Author = "Herman Thorisson",
Title = "Backward limits",
Journal = "The Annals of Probability",
Volume = 16,
Number = 2,
Pages = "914--924",
Year = 1988} %cap
@Article{borovkov-foss:srs,
Author = "A. A. Borovkov and S. G. Foss",
Title = "Stochastically Recursive Sequences and their Generalizations",
Journal = "Siberian Advances in Mathematics",
Volume = 2,
Number = 1,
Pages = "16--81",
Year = 1992,
Note = "Translated from PRIM"} % title all-caps
@Book{aldous-fill:book,
Author = "David J. Aldous and James A. Fill",
Title = "{Reversible {M}arkov Chains and Random Walks on Graphs}",
Publisher = "Book in preparation, \texttt{http://www.stat.berkeley.edu/\char126aldous/book.html}",
Year = "200X"}