Fast simulation of new coins from old
From MaRDI portal
Publication:1774211
DOI10.1214/105051604000000549zbMath1072.65007arXivmath/0309222MaRDI QIDQ1774211
Publication date: 29 April 2005
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0309222
Bernstein polynomials; probabilistic methods; simulation algorithms; fast simulation of new coins from old
60C05: Combinatorial probability
Related Items
Exact simulation for multivariate Itô diffusions, ASYMPTOTIC ANALYSIS OF PERES’ ALGORITHM FOR RANDOM NUMBER GENERATION, Simulating events of unknown probabilities via reverse time martingales, Nearly Optimal Bernoulli Factories for Linear Functions, Multiparameter Bernoulli factories, Bernoulli Factories for Flow-Based Polytopes, Random walks on dynamical percolation: mixing times, mean squared displacement and hitting times, New coins from old, smoothly, Barker's algorithm for Bayesian inference with intractable likelihoods, Probability, minimax approximation, and Nash-equilibrium. Estimating the parameter of a biased coin, Exact sampling for intractable probability distributions via a Bernoulli factory, An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series, From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains, Biased coin puzzles, On nonnegative unbiased estimators, Optimal linear Bernoulli factories for small mean problems, Efficient sampling methods for discrete distributions, Combinatorial Bernoulli factories
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Iterating von Neumann's procedure for extracting random bits
- Nonexistence of a class of variate generation schemes.
- A Bernoulli factory
- Probability Inequalities for Sums of Bounded Random Variables
- The Efficient Construction of an Unbiased Random Sequence
- Probability