Mark L. Huber

Perfect Simulation (eBook, ePUB)

• Format: ePub

Produktbeschreibung

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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Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 250
• Erscheinungstermin: 20. Januar 2016
• Englisch
• ISBN-13: 9781040072585
• Artikelnr.: 72519817

Autorenporträt

Mark L. Huber is the Fletcher Jones Associate Professor of Mathematics and Statistics and George R. Roberts Fellow at Claremont McKenna College. Dr. Huber works in the area of computational probability, designing Monte Carlo methods for applications in statistics and computer science. His research interests include applied mathematics, calculus, computers, probability, and statistics. He earned a PhD from Cornell University.