Bernoulli factory: the 2p-coin problem

DOI10.1515/MCMA-2024-2016MaRDI QIDQ6654633zbMATH OpenFDO

Authors Shenggang Hu, Bo Zhang, Hongsheng Dai, Wei Liang

Publication date 20 December 2024

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

incomplete beta functionnegative binomial distributionStirling's approximationBernoulli factory

Mathematics Subject Classification ID

Combinatorial probability (60C05)

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Cites work

• scientific article; zbMATH DE number 1231230 (Why is no real title available?)
• A Bernoulli factory
• Efficient Bernoulli factory Markov chain Monte Carlo for intractable posteriors
• Exact sampling for intractable probability distributions via a Bernoulli factory
• Fast simulation of new coins from old
• Nearly optimal Bernoulli factories for linear functions
• New coins from old: Computing with unknown bias
• Optimal linear Bernoulli factories for small mean problems
• Simulating events of unknown probabilities via reverse time martingales
• The Negative Binomial Distribution and the Incomplete Beta Function

Cited in

(1)

• Multiparameter Bernoulli factories

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