Author: Mark L. Huber

Publisher: CRC Press

ISBN: 9781482232455

Category: Mathematics

Page: 250

View: 620

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