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Perfect Forward Simulation via Simulated Tempering

Several authors discuss how the simulated tempering scheme provides a very simple mechanism for introducing regenerations within a Markov chain. In this article we explain how regenerative simulated tempering schemes provide a very natural mechanism for perfect simulation. We use this to provide a perfect simulation algorithm, which uses a single-sweep forward-simulation without the need for recursively searching through negative times. We demonstrate this algorithm in the context of several examples.