Perfect Simulation (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

Perfect Simulation (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

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 application of perfect simulation ideas and algorithms to a wide range of problems. The book is one of the first to bring together research on simulatio…

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