{"product_id":"9780367377199","title":"Perfect Simulation","description":"\u003cp\u003eExact 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.\u003c\/p\u003e\n\n\u003cp\u003ePerfect Simulation illustrates the application of perfect simulation ideas and algorithms to a wide range of problems. The book is one of the first to bring together research on simulation from statistics, physics, finance, computer science, and other areas into a unified framework. You will discover the mechanisms behind creating perfect simulation algorithms for solving an array of problems.\u003c\/p\u003e\n\n\u003cp\u003eThe author describes numerous protocol methodologies for designing algorithms for specific problems. He first examines the commonly used acceptance\/rejection (AR) protocol for creating perfect simulation algorithms. He then covers other major protocols, including CFTP; the Fill, Machida, Murdoch, and Rosenthal (FMMR) method; the randomness recycler; retrospective sampling; and partially recursive AR, along with multiple variants of these protocols. The book also shows how perfect simulation methods have been successfully applied to a variety of problems, such as Markov random fields, permutations, stochastic differential equations, spatial point processes, Bayesian posteriors, combinatorial objects, and Markov processes.\u003c\/p\u003e","brand":"Chapman \u0026 Hall\/CRC","offers":[{"title":"Default Title","offer_id":45397813395535,"sku":"00000_00000_00000_00000","price":3325.0,"currency_code":"TWD","in_stock":true}],"url":"https:\/\/kinokuniya.com.tw\/products\/9780367377199","provider":"Books Kinokuniya Taiwan","version":"1.0","type":"link"}