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Perfect Simulation

Perfect Simulation

by Mark L. Huber
Epub (Kobo), Epub (Adobe)
Publication Date: 30/04/2024
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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

ISBN:
9781040072585
9781040072585
Category:
Probability & statistics
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
30-04-2024
Language:
English
Publisher:
CRC Press

This item is delivered digitally

You can find this item in:

Probability & statistics Bayesian inference
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