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A Note on the Folding Coupler

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Perfect Gibbs sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random vectors. We show that a perfect Gibbs sampling algorithm suggested in the literature is not always generating from the correct distribution. (author's abstract) ; Series: Research Report Series / Department of Statistics and Mathematics

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Wolfgang Hörmann, Josef Leydold

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