Perfect Simulation

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Perfect Simulation

Perfect Simulation
Author :
Publisher : CRC Press
Total Pages : 250
Release :
ISBN-10 : 9781482232455
ISBN-13 : 1482232456
Rating : 4/5 (456 Downloads)

Book Synopsis Perfect Simulation by : Mark L. Huber

Download or read book Perfect Simulation written by Mark L. Huber and published by CRC Press. This book was released on 2016-01-20 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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


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