Perfect Simulation
| Author | : Mark L. Huber |
| Publisher | : CRC Press |
| Total Pages | : 250 |
| Release | : 2016-01-20 |
| 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
