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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Boca Raton, FL :
CRC Press, Taylor & Francis Group,
[2016]
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Colección: | Monographs on statistics and applied probability (Series) ;
148. |
Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |