Markov Chain Monte Carlo: Innovations and Applications, Vol. 7

Useful Reading

Here is a sample of useful resources concerning perfect simulation (particularly CFTP) and the underlying coupling ideas:

  • Lindvall s introduction to coupling [62] (now available as [63]) should be required reading for all applied probabilists, and lays invaluable foundations for an appreciation of coupling theory;

  • Thorisson s monograph [92] gives a masterly exposition of the mathematical theory of coupling as well as a treatment of CFTP itself; H ggstr m s short undergraduate text [39] provides a most accessible introduction at the level of discrete Markov chains; finally, the monograph [71] of M ller and Waagepetersen provides significant material from the perspective of stochastic geometry (a major consumer of CFTP!).

  • It is not possible in the short space afforded by these notes to be complete in assigning bibliographic credit, nor to give adequate coverage to the various applications of CFTP. The online bibliography developed by David Wilson should be the first port of call when seeking references to CFTP:

    • http://research.microsoft.com/~dbwilson/exact/

  • Finally, note that Wilson s online bibliography links to various useful tutorial essays; in particular we mention Casella et. al. [18], Dimakos [26] and Th nnes [90].

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