{"product_id":"perfect-simulation-mark-l-huber-9781482232448","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\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\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Mark L. Huber\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1482232448\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781482232448\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e CRC Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 11\/19\/2015\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 242\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.10lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.40h x 6.20w x 0.80d","brand":"Mark L. Huber","offers":[{"title":"Hardcover","offer_id":44073010888959,"sku":"9781482232448","price":115.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_e8042945-1b7d-4678-b2e4-3eacd041a712.jpg?v=1685445273","url":"https:\/\/www.whiterainbookhouse.com\/products\/perfect-simulation-mark-l-huber-9781482232448","provider":"WR Book House","version":"1.0","type":"link"}