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Perfect Simulation

Author Mark L. Huber
Release Date: 2016/01/01
ISBN: 9781482232455
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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

Table of Contents

  1. Front Cover (1/3)
  2. Front Cover (2/3)
  3. Front Cover (3/3)
  4. Contents (1/2)
  5. Contents (2/2)
  6. List of Figures
  7. List of Tables
  8. Preface
  9. Chapter 1: Introduction (1/5)
  10. Chapter 1: Introduction (2/5)
  11. Chapter 1: Introduction (3/5)
  12. Chapter 1: Introduction (4/5)
  13. Chapter 1: Introduction (5/5)
  14. Chapter 2: Acceptance/Rejection (1/4)
  15. Chapter 2: Acceptance/Rejection (2/4)
  16. Chapter 2: Acceptance/Rejection (3/4)
  17. Chapter 2: Acceptance/Rejection (4/4)
  18. Chapter 3: Coupling from the Past (1/4)
  19. Chapter 3: Coupling from the Past (2/4)
  20. Chapter 3: Coupling from the Past (3/4)
  21. Chapter 3: Coupling from the Past (4/4)
  22. Chapter 4: Bounding Chains (1/4)
  23. Chapter 4: Bounding Chains (2/4)
  24. Chapter 4: Bounding Chains (3/4)
  25. Chapter 5: Advanced Techniques Using Coalescence (1/4)
  26. Chapter 5: Advanced Techniques Using Coalescence (2/4)
  27. Chapter 5: Advanced Techniques Using Coalescence (3/4)
  28. Chapter 5: Advanced Techniques Using Coalescence (4/4)
  29. Chapter 6: Coalescence on Continuous and Unbounded State Spaces (1/5)
  30. Chapter 6: Coalescence on Continuous and Unbounded State Spaces (2/5)
  31. Chapter 6: Coalescence on Continuous and Unbounded State Spaces (3/5)
  32. Chapter 6: Coalescence on Continuous and Unbounded State Spaces (4/5)
  33. Chapter 6: Coalescence on Continuous and Unbounded State Spaces (5/5)
  34. Chapter 7: Spatial Point Processes (1/4)
  35. Chapter 7: Spatial Point Processes (2/4)
  36. Chapter 7: Spatial Point Processes (3/4)
  37. Chapter 7: Spatial Point Processes (4/4)
  38. Chapter 8: The Randomness Recycler (1/4)
  39. Chapter 8: The Randomness Recycler (2/4)
  40. Chapter 8: The Randomness Recycler (3/4)
  41. Chapter 8: The Randomness Recycler (4/4)
  42. Chapter 9: Advanced Acceptance/Rejection (1/5)
  43. Chapter 9: Advanced Acceptance/Rejection (2/5)
  44. Chapter 9: Advanced Acceptance/Rejection (3/5)
  45. Chapter 9: Advanced Acceptance/Rejection (4/5)
  46. Chapter 9: Advanced Acceptance/Rejection (5/5)
  47. Chapter 10: Stochastic Differential Equations (1/4)
  48. Chapter 10: Stochastic Differential Equations (2/4)
  49. Chapter 10: Stochastic Differential Equations (3/4)
  50. Chapter 10: Stochastic Differential Equations (4/4)
  51. Chapter 11: Applications and Limitations of Perfect Simulation (1/4)
  52. Chapter 11: Applications and Limitations of Perfect Simulation (2/4)
  53. Chapter 11: Applications and Limitations of Perfect Simulation (3/4)
  54. Chapter 11: Applications and Limitations of Perfect Simulation (4/4)
  55. Bibliography (1/2)
  56. Bibliography (2/2)
  57. Back Cover