Resource title

An Elementary Rigorous Introduction to Exact Sampling

Resource image

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Resource description

We introduce coupling from the past, a recently developed method for exact sampling from a given distribution. Focus is on rigour and thorough proofs. We stay on an elementary level which requires little or no prior knowledge from probability theory. This should fill an obvious gap between innumerable intuitive and incomplete reviews, and few precise derivations on an abstract level.

Resource author

Felix Friedrich, Gerhard Winkler, Olaf Wittich, Volkmar Liebscher

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/23885

Resource license

Adapt according to the presented license agreement and reference the original author.