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.Perfect Simulation illustrates the applic
Book Details
- Country: US
- Published: 2016-01-20
- Publisher: CRC Press
- Language: English
- Pages: 250
- Available Formats:
- Reading Modes:
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