Abstract
The purpose of this chapter is to exemplify construction of selected coupling-from-the-past algorithms, using simple examples and discussing code which can be run in the statistical scripting language R. The simple examples are: symmetric random walk with two reflecting boundaries, a very basic continuous state-space Markov chain, the Ising model with external field, and random walk with negative drift and a reflecting boundary at the origin. In parallel with this, a discussion is given of the relationship between coupling-from-the-past algorithms on the one hand, and uniform and geometric ergodicity on the other.
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© 2015 Springer International Publishing Switzerland
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Kendall, W.S. (2015). Introduction to Coupling-from-the-Past using R . In: Schmidt, V. (eds) Stochastic Geometry, Spatial Statistics and Random Fields. Lecture Notes in Mathematics, vol 2120. Springer, Cham. https://doi.org/10.1007/978-3-319-10064-7_13
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DOI: https://doi.org/10.1007/978-3-319-10064-7_13
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Publisher Name: Springer, Cham
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Online ISBN: 978-3-319-10064-7
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