323 citations
- Claremont Graduate UniversityUS16 papers
- Scripps CollegeUS10 papers
- Pomona CollegeUS9 papers
- Harvey Mudd CollegeUS7 papers
- Pitzer CollegeUS7 papers
- Georgia Institute of TechnologyUS4 papers
- Arizona State UniversityUS3 papers
- Jagiellonian UniversityPL3 papers
- Massachusetts Institute of TechnologyUS3 papers
- University of California, Los AngelesUS3 papers
- University of ConnecticutUS3 papers
- University of South FloridaUS3 papers
7 papers · 1 filter
Minimum correlation for any bivariate Geometric distribution
Mark Huber, Nevena Maric
Consider a bivariate Geometric random variable where the first component has parameter and the second parameter . It is not possible to make the correlation between the…
Nearly optimal Bernoulli factories for linear functions
Mark Huber
Suppose that are independent identically distributed Bernoulli random variables with mean . A Bernoulli factory for a function takes as input $X_1,X_2,\ldot…
Approximation algorithms for the normalizing constant of Gibbs distributions
Mark Huber
Consider a family of distributions where means that . Here is the proper normalizing constant, equal to $\sum_x\exp(-…
Spatial birth-death swap chains
Mark Huber
Markov chains have long been used for generating random variates from spatial point processes. Broadly speaking, these chains fall into two categories: Metropolis-Hastings type cha…
Simulation reductions for the Ising model
Mark L. Huber
Polynomial time reductions between problems have long been used to delineate problem classes. Simulation reductions also exist, where an oracle for simulation from some probability…
Perfect simulation of Vervaat perpetuities
James Allen Fill, Mark Huber
We use coupling into and from the past to sample perfectly in a simple and provably fast fashion from the Vervaat family of perpetuities. The family includes the Dickman distributi…