hi, does anybody know how the Propp-Wilson algorithm works?
I have a markov chain and want to simulate from its stationary distribution using PW method. But I'm not sure if I'm using the algorithm correctly.
thanks
BTW, what specifically don't you understand in the method? I got interested and I am going to read it also. So let's solve the particular problem together if you state it here.
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.