#86 #pdf of: Perfect Simulation (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

By Mark L. Huber



Perfect Simulation (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) By Mark L. Huber

 |  2016-01-20  |  2016-01-20  | File type: PDF | File size: 16.Mb
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Most Helpful 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 application of perfect simulation ideas and algorithms to a wide range of problems The book is on This book offers the first comprehensive description of many fascinating perfect simulation techniques which mainly have emerged within the last twenty years It is enjoyable reading Jesper M oslash ller Professor of Statistics Department of Mathemat

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