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