A Bernoulli factory

DOI10.1145/175007.175019MaRDI QIDQ4876045zbMATH OpenOpenAlexFDO

Authors George L. O'Brien, Michael Keane

Publication date 28 April 1996

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

simulation procedureBernoulli variable

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Distribution theory (60E99)

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Cited in

(22)

• The Bernoullis in Basel
• Bernoulli factory: the \(2\mathtt{p}\)-coin problem
• From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains
• On nonnegative unbiased estimators
• Simulating events of unknown probabilities via reverse time martingales
• Nearly optimal Bernoulli factories for linear functions
• Bernoulli Factories for Flow-Based Polytopes
• Fast simulation of new coins from old
• Bernoulli factories and duality in Wright-Fisher and Allen-Cahn models of population genetics
• Complexity Questions in Non-Uniform Random Variate Generation
• The Bernoullis of Basel
• Optimal linear Bernoulli factories for small mean problems
• Nonexistence of a class of variate generation schemes.
• New coins from old, smoothly
• ASYMPTOTIC ANALYSIS OF PERES’ ALGORITHM FOR RANDOM NUMBER GENERATION
• 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
• Combinatorial Bernoulli factories
• Aleatoric propositions: reasoning about coins
• Barker's algorithm for Bayesian inference with intractable likelihoods
• Multiparameter Bernoulli factories
• Model checking QCTL plus on quantum Markov chains

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