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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...
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Boca Raton, FL :
CRC Press, Taylor & Francis Group,
[2016]
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| Series: | Monographs on statistics and applied probability (Series) ;
148. |
| Subjects: | |
| Online Access: | Texto completo (Requiere registro previo con correo institucional) |