%% 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"}