Perfect simulation of Vervaat perpetuities.
Fill, James Allen, Huber, Mark L. (2010)
Electronic Journal of Probability [electronic only]
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Fill, James Allen, Huber, Mark L. (2010)
Electronic Journal of Probability [electronic only]
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Perpelea, Doina (2009)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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Assoudou, Souad, Essebbar, Belkheir (2004)
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Martin Janžura, Pavel Boček (1998)
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With the aid of Markov Chain Monte Carlo methods we can sample even from complex multi-dimensional distributions which cannot be exactly calculated. Thus, an application to the problem of knowledge integration (e. g. in expert systems) is straightforward.
Claudio Asci, Mauro Piccioni (2009)
Kybernetika
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The BIPF algorithm is a Markovian algorithm with the purpose of simulating certain probability distributions supported by contingency tables belonging to hierarchical log-linear models. The updating steps of the algorithm depend only on the required expected marginal tables over the maximal terms of the hierarchical model. Usually these tables are marginals of a positive joint table, in which case it is well known that the algorithm is a blocking Gibbs Sampler. But the algorithm makes...
Maciej Romaniuk (2008)
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Barker, Richard J., Schofield, Matthew R. (2007)
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