An Elementary Rigorous Introduction to Exact Sampling
Beschreibung
vor 21 Jahren
We introduce coupling from the past, a recently developed method
for exact sampling from a given distribution. Focus is on rigour
and thorough proofs. We stay on an elementary level which requires
little or no prior knowledge from probability theory. This should
fill an obvious gap between innumerable intuitive and incomplete
reviews, and few precise derivations on an abstract level.
for exact sampling from a given distribution. Focus is on rigour
and thorough proofs. We stay on an elementary level which requires
little or no prior knowledge from probability theory. This should
fill an obvious gap between innumerable intuitive and incomplete
reviews, and few precise derivations on an abstract level.
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