One-shot CFTP; application to a class of truncated Gaussian densities (Q2433243)
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scientific article; zbMATH DE number 5068146
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| English | One-shot CFTP; application to a class of truncated Gaussian densities |
scientific article; zbMATH DE number 5068146 |
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One-shot CFTP; application to a class of truncated Gaussian densities (English)
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27 October 2006
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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.
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one-shot coupling
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truncated Gaussian density
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computation time
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randomness
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algorithms
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numerical experiments
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0.7414100766181946
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0.741273045539856
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0.7411707639694214
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0.7363996505737305
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0.7330076694488525
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