Fast simulation of new coins from old

By Serban Nacu, Yuval Peres. 2003

75 citations recorded by the source corpus.

Let S⊂(0,1). Given a known function f:S→(0,1), we consider the problem of using independent tosses of a coin with probability of heads p (where p∈S is unknown) to simulate a coin with probability of heads f(p). We prove that if S is a closed interval and f is real analytic on S, then f has a fast simulation on S (the number of p-coin tosses needed has exponential tails). Conversely, if a function f has a fast simulation on an open set, then it is real analytic on that set.

Subfields: Management Science and Operations Research, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/f884b21aac3b9876aff8f74da715e28c495aac0c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Pierre E. Jacob
2. Alexandre Hoang Thiery

In Mathematical Physics

1. Pierre E. Jacob
2. Alexandre Hoang Thiery

In Statistics and Probability

1. Pierre E. Jacob
2. Alexandre Hoang Thiery

Citations in the corpus

• On nonnegative unbiased estimators (2013, methodology): “That debiasing method generalizes the random truncation approach discussed in Papaspiliopoulos [2011], Girolami et al.”