An Elementary Rigorous Introduction to Exact Sampling
نویسندگان
چکیده
We introduce coupling from the past, a recently developed method for exact sampling from a given distribution. Focus is on rigour and thorough proofs. We stay on an elementary level which requires little or no prior knowledge from probability theory. This should fill an obvious gap between innumerable intuitive and incomplete reviews, and few precise derivations on an abstract level.
منابع مشابه
Making Do with Less: An Introduction to Compressed Sensing
This article offers an accessible but rigorous and essentially self-contained account of some of the central ideas in compressed sensing, aimed at nonspecialists and undergraduates who have had linear algebra and some probability. The basic premise is first illustrated by considering the problem of detecting a few defective items in a large set. We then build up the mathematical framework of co...
متن کاملElementary exact calculations of degree growth and entropy for discrete equations
Second-order discrete equations are studied over the field of rational functions [Formula: see text], where z is a variable not appearing in the equation. The exact degree of each iterate as a function of z can be calculated easily using the standard calculations that arise in singularity confinement analysis, even when the singularities are not confined. This produces elementary yet rigorous e...
متن کاملRigorous Error Analysis of Numerical Algorithms via Symbolic Computations
1. Introduction. Like the goal of combinatorial algorithms is to construct certain combinatorial objects by means of some elementary operations, the goal of numerical algorithms is to construct some real numbers by means of the four elementary arithmetic operations: addition, subtraction, multiplication and division. The diierence is that the set of real numbers is uncountable and as a conseque...
متن کاملA Sampling of Numerical Techniques
This paper is meant to be an introduction to the study of numerical analysis. We explore a sampling of numerical techniques used to address several elementary, yet fundamental queries, such as finding roots to continuous real-valued functions and solving linear systems of the form Ax = b. We approach these problems from a numerical perspective, describing the algorithms we use.
متن کاملRigorous High Precision Interval Arithmetic in COSY INFINITY
In this paper we present our implementation of a complete multiple machine precision interval package in FORTRAN 77. The operations are designed to perform optimally with up to about 100 significant digits. The implementation only requires IEEE 754 compliant floating point operations, and thus is highly portable to virtually any modern computer platform. Intervals are stored as unevaluated floa...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2002