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: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press, Taylor & Francis Group,
[2016]
|
| Series: | Monographs on statistics and applied probability (Series) ;
148. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Search Result 1
