Textbooks

Perfect Simulation

Perfect Simulation is a text aimed at the upper division undergraduate/first or second year graduate student crowd. It begins with a general introduction to Markov chain Monte Carlo, but quickly moves into how to use perfect simulation algorithms to solve problems. A wide variety of perfect simulation methods are covered, including Acceptance/Rejection, Coupling from the Past, Fill's algorithm, FMMR, the Randomness Recycler, Partially Recursive Acceptance Rejection, Sequential Acceptance Rejection, Multishift coupling, Multigamma coupling, Retrospective sampling, and many more! Also covered are techniques for using perfect samples for rigorous estimation, including the Tootsie Pop Algorithm and the Paired Product Estimator. The publisher is CRC Press and you can order it through Amazon. Please check back here for updates and further information, or drop me an email if you'd like to know more!

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