Perfect simulation
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 distr...
Main Author: | |
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Format: | eBook |
Language: | English |
Published: |
Boca Raton, FL
CRC Press, Taylor & Francis Group
2016
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Series: | Monographs on statistics and applied probability
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Subjects: | |
Online Access: | |
Collection: | O'Reilly - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references (pages 219-226) and index
- Front Cover; Contents; List of Figures; List of Tables; Preface; Chapter 1: Introduction; Chapter 2: Acceptance/Rejection; Chapter 3: Coupling from the Past; Chapter 4: Bounding Chains; Chapter 5: Advanced Techniques Using Coalescence; Chapter 6: Coalescence on Continuous and Unbounded State Spaces; Chapter 7: Spatial Point Processes; Chapter 8: The Randomness Recycler; Chapter 9: Advanced Acceptance/Rejection; Chapter 10: Stochastic Differential Equations; Chapter 11: Applications and Limitations of Perfect Simulation; Bibliography; Back Cover