Perfect Simulation (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) by Mark L. Huber
English | Nov. 19, 2015 | ISBN: 1482232448 | 250 Pages | PDF (True) | 4.42 MB
Exact sampling, specifically coupling from the past (CFTP), allows users to sample exactly from the stationary distribution of a Markov chain. During its nearly 20 years of existence, exact sampling has evolved into perfect simulation, which enables high-dimensional simulation from interacting distributions.