Optimal linear Bernoulli factories for small mean problems

DOI10.1007/s11009-016-9518-3zbMath1379.65006arXiv1507.00843OpenAlexW2963290835MaRDI QIDQ2397969

Mark L. Huber

Publication date: 14 August 2017

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.00843

zbMATH Keywords

randomized algorithmrandom walkPoisson processregenerative processesBernoulli factory (BF)near perfect simulation

Mathematics Subject Classification ID

Related Items (4)

Combinatorial Bernoulli factories ⋮ Barker's algorithm for Bayesian inference with intractable likelihoods ⋮ An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series ⋮ From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains

Cites Work

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• Fast simulation of new coins from old
• A Bernoulli factory
• Stationarity detection in the initial transient problem
• Simulating events of unknown probabilities via reverse time martingales
• Nearly Optimal Bernoulli Factories for Linear Functions

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