Simulating events of unknown probabilities via reverse time martingales

DOI10.1002/rsa.20333zbMath1236.60044arXiv0907.4018OpenAlexW2142828514MaRDI QIDQ5198664

Omiros Papaspiliopoulos, Gareth O. Roberts, Ioannis Kosmidis, Krzysztof Łatuszyński

Publication date: 9 August 2011

Published in: Random Structures & Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.4018

zbMATH Keywords

computational problems in statisticsretrospective samplingBernoulli factorymartingales with discrete parameterunbiased simulation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

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