Perfect Simulation
- ISBN-10
- 1482232456
- ISBN-13
- 9781482232455
- Category
- Mathematics
- Pages
- 250
- Language
- English
- Published
- 2016-01-20
- Publisher
- CRC Press
- Author
- Mark L. Huber
Description
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
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