Journée Richard Tweedie

Institut Henri Poincaré, Paris,   28 Janvier 2002

              Christian P. Robert

             CEREMADE, Université de PARIS DAUPHINE

                   `Perfect sampling'


   One important contribution of Richard Tweedie's work on MCMC algorithms and simulation theory is his study of perfect or exact simulation algorithms, right after Propp and Wilson's introduction of the concept in 1996. We will attempt to review the work of Richard Tweedie in this area and complement this review with examples of our own in the setup of mixtures of distributions (joint works with G. Casella, J.P. Hobert, K.L. Mengersen and D.M. Titterington)