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Exact simulations

In: Geostatistical Simulation

Author

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  • Christian Lantuéjoul

    (École des Mines, Centre de Géostatistique)

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.

Suggested Citation

  • Christian Lantuéjoul, 2002. "Exact simulations," Springer Books, in: Geostatistical Simulation, chapter 10, pages 101-115, Springer.
    • Handle: RePEc:spr:sprchp:978-3-662-04808-5_10
    DOI: 10.1007/978-3-662-04808-5_10
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