One-shot CFTP; application to a class of truncated Gaussian densities (Q2433243): Difference between revisions

The authors introduce a new method for the perfect simulation of multi-variate densities. The method can be applied in various settings. The algorithms presented use the Ro-CFTP protocol and rely on the construction of blocks of three different stages. The theoretical foundation is established by theorems and algorithms. Numerical experiments are as well performed for the validation and completeness of the theory proposed. It is an excellent research.