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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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Official URL: http://www.fundacion.uc3m.es/IWAP2010/Archivos%20d...
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) | ||||
|---|---|---|---|---|---|
| Divisions: | Faculty of 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| Status: | Not Peer Reviewed | ||||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 | ||||
| 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 | ||||
| Related URLs: |
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