Perfect Simulation

Perfect Simulation

EnglishEbook
Huber, Mark L.
CRC Press
EAN: 9781040072585
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Detailed information

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
EAN 9781040072585
ISBN 1040072585
Binding Ebook
Publisher CRC Press
Publication date January 20, 2016
Language English
Country Uruguay
Authors Huber, Mark L.
Manufacturer information
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