Abstract
The previous chapter highlighted the difficulties in determining the rate of convergence of an iterative Markov algorithm quantitatively. This is very frustrating as the only problem is to generate one state from the target distribution: then it suffices to run the transition kernel from that state to produce as many as desired.
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© 2002 Springer-Verlag Berlin Heidelberg
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Lantuéjoul, C. (2002). Exact simulations. In: Geostatistical Simulation. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-04808-5_10
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DOI: https://doi.org/10.1007/978-3-662-04808-5_10
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-07582-7
Online ISBN: 978-3-662-04808-5
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