{"product_id":"perfect-simulation-paperback-softback","title":"Perfect Simulation - Paperback \/ softback","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\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003ePerfect Simulation\u003c\/strong\u003e 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\u003cp\u003e\u003c\/p\u003e\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":"Taylor \u0026 Francis","offers":[{"title":"Default Title","offer_id":45585237213422,"sku":"9780367377199","price":104.8,"currency_code":"AUD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0630\/9612\/7726\/files\/9780367377199.jpg?v=1721118768","url":"https:\/\/bookland.com.au\/products\/perfect-simulation-paperback-softback","provider":"Book Land AU","version":"1.0","type":"link"}