Posts Tagged ‘ Bernouilli factory ’

The Bernoulli factory

April 22, 2010
The Bernoulli factory

A few months ago, LatuszyƄski, Kosmidis, Papaspiliopoulos and Roberts arXived a paper I should have noticed earlier as its topic is very much related to our paper with Randal Douc on the vanilla Rao-Blackwellisation scheme. It is motivated by the Bernoulli factory problem, which aims at (unbiasedly) estimating f(p) from an iid sequence of Bernoulli

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