Posts Tagged ‘ perfect sampling ’

Handbook of Markov chain Monte Carlo

September 21, 2011
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Handbook of Markov chain Monte Carlo

At JSM, John Kimmel gave me a copy of the Handbook of Markov chain Monte Carlo, as I had not (yet?!) received it. This handbook is edited by Steve Brooks, Andrew Gelman, Galin Jones, and Xiao-Li Meng, all first-class jedis of the MCMC galaxy. I had not had a chance to get a look at

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Another Bernoulli factory

February 13, 2011
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Another Bernoulli factory

The paper “Exact sampling for intractable probability distributions via a Bernoulli factory” by James Flegal and Radu Herbei got posted on arXiv without me noticing, presumably because it came out just between Larry Brown’s conference in Philadelphia and my skiing vacations! I became aware of it only yesterday and find it quite interesting in that

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Monte Carlo Statistical Methods third edition

September 23, 2010
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Monte Carlo Statistical Methods third edition

Last week, George Casella and I worked around the clock on starting the third edition of Monte Carlo Statistical Methods by detailing the changes to make and designing the new table of contents. The new edition will not see a revolution in the presentation of the material but rather a more mature perspective on what

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