IEEE.org| IEEE Xplore Digital Library| IEEE Standards| IEEE Spectrum| More Sites

Cart (Loading....) | Create Account | 

Close category search window
Author Searchbeta |  Advanced Search  |  Preferences |  Search Tips  |  More Search Options  
 
Browse Conference Publications > Statistical Signal Processing ... Help

The rejection Gibbs coupler: A perfect sampling algorithm and its application to truncated multivariate Gaussian distributions

Full Text Sign-In or Purchase

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing! close button
puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Yufei Huang ; Dept. of Electr. & Comput. Eng., State Univ. of New York, Stony Brook, NY, USA ; Ghirmai, T. ; Djuric, P.M.

A new Markov chain based algorithm for drawing samples from a desired distribution has been proposed. This algorithm, also known as the perfect sampling algorithm, can determine exactly when a Markov chain enters the equilibrium, and hence can output exact samples. We introduce a perfect sampling algorithm called the rejection Gibbs coupler for perfect sampling from bounded multivariate distributions. We demonstrate an application of the rejection coupler for generation of samples from truncated multivariate Gaussian distributions

Published in:
Statistical Signal Processing, 2001. Proceedings of the 11th IEEE Signal Processing Workshop on

Date of Conference: 2001

Page(s):
42 - 45
Meeting Date :
06 Aug 2001-08 Aug 2001
Print ISBN:
0-7803-7011-2
INSPEC Accession Number:
7174142
Digital Object Identifier :
10.1109/SSP.2001.955217
Product Type:
Conference Publications

IEEE Account

Purchase Details

Profile Information

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2013 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.