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The Bernoulli factory, its extensions and applications
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Łatuszyński, Krzysztof (2010) The Bernoulli factory, its extensions and applications. In: IWAP 2010 5th International Workshop on Applied Probability, Madrid, Spain, 5-8 Jul 2010. Published in: Proceedings of IWAP 2010 pp. 1-5.
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Abstract
The Bernoulli factory problem is to sample a single output of an f(p)coin using a black
box generating pcoins, where the value of p 2 (0; 1) is unknown and the function f is known. We
sketch the recent reverse time martingale approach to the problem developed in [9] and indicate its
applications in computational statistics
Item Type: | Conference Item (Paper) | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Proceedings of IWAP 2010 | ||||
Publisher: | IWAP | ||||
Official Date: | 2010 | ||||
Dates: |
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Page Range: | pp. 1-5 | ||||
Status: | Not Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | IWAP 2010 5th International Workshop on Applied Probability | ||||
Type of Event: | Workshop | ||||
Location of Event: | Madrid, Spain | ||||
Date(s) of Event: | 5-8 Jul 2010 | ||||
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