Online Resource
[Erscheinungsort nicht ermittelbar] : Chapman and Hall/CRC
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Boston, MA : Safari
ISBN:
9781482232455
Language:
English
Pages:
1 online resource (250 pages)
Edition:
1st edition
Keywords:
Electronic books ; local
Abstract:
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
Note:
Online resource; Title from title page (viewed January 20, 2016)
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Mode of access: World Wide Web.
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