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A Practical Implementation of the Bernoulli Factory
A Practical Implementation Bernoulli Factory
2011/7/5
The Bernoulli Factory is an algorithm that takes as input a series of i.i.d. Bernoulli random variables with an unknown but fixed success probability $p$, and outputs a corresponding series of Bernoul...
Exact sampling for intractable probability distributions via a Bernoulli factory
intractable probability distributions Bernoulli factory
2011/3/3
Many applications in the eld of statistics require Markov chain Monte Carlo methods.
Determining appropriate starting values and run lengths can be both analytically and empirically challenging.