The Bernoulli Factory, extensions and applications
- đ¤ Speaker: Latuszynski, KG (University of Warwick)
- đ Date & Time: Wednesday 23 April 2014, 11:40 - 12:15
- đ Venue: Seminar Room 1, Newton Institute
Abstract
The celebrated Bernoulli Factory problem can be phrased as following: Given a black box to simulate a p-coin with unknown p, and given known function f, how to design an algorithm for sampling an f(p)-coin? Solving the Bernoulli Factory involves some elegant and enjoyable mathematics and somewhat surprisingly the problem shows up as a major burden in many computational settings, such as executing certain types of MCMC algorithms. I will discuss some of these applications as well as extensions of the Bernoulli Factory to more general random variables.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Wednesday 23 April 2014, 11:40-12:15