A Primer on Perfect Simulation

2007 ◽  
pp. 349-378 ◽  
Author(s):  
Elke Thönnes
Keyword(s):  
Perfect Simulation

Perfect Simulation for Image Restoration

2007 ◽  
Vol 23 (3) ◽  
pp. 475-487
Author(s):  
Mark Huber
Keyword(s):  
Image Restoration ◽  
Perfect Simulation

scholarly journals Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme

2011 ◽  
Vol 43 (03) ◽  
pp. 735-759 ◽  
Author(s):  
Sandro Gallo
Keyword(s):  
Transition Probabilities ◽  
Natural Extension ◽  
Continuity Condition ◽  
Variable Length ◽  
Perfect Simulation ◽  
Simulation Algorithm ◽  
Deterministic Function ◽  
The Family ◽  
Context Tree ◽  
Probabilistic Context

We present a new perfect simulation algorithm for stationary chains having unbounded variable length memory. This is the class of infinite memory chains for which the family of transition probabilities is represented by a probabilistic context tree. We do not assume any continuity condition: our condition is expressed in terms of the structure of the context tree. More precisely, the length of the contexts is a deterministic function of the distance to the last occurrence of some determined string of symbols. It turns out that the resulting class of chains can be seen as a natural extension of the class of chains having a renewal string. In particular, our chains exhibit a visible regeneration scheme.

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