In volume 41, issue 9 of Communications in Statistics—Simulation and Computation, the incorrect figure captions and text appeared in “Regenerative Markov Chain Monte Carlo for Any Distribution” by D. Minh, D. Minh, and A. Nguyen, pages 1745–1760. The correct captions and text are given below.
Figure 1. When συ(x) is known.
Figure 2. Prospective algorithm: when συ(x) is unknown.
Figure 3. Retrospective algorithm: when συ(x) is unknown.
Below is the corrected text from page 1752, including Eq. (17).
For now, we define the following function:
To use the prospective Algorithm Q, we choose the uniform distribution over W =s {x: .25 ≤ x ≤ .75} for υ(·); that is, υ(y) = 1/(.75 – .25) = 2 and tυ(y) = 2t for all y ∈ W, and 0 otherwise (see Fig. 4).