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math.ST2019
Unbiased Estimation of the Reciprocal Mean for Non-negative Random Variables
Sarat Moka, Dirk P. Kroese, Sandeep Juneja
Many simulation problems require the estimation of a ratio of two expectations. In recent years Monte Carlo estimators have been proposed that can estimate such ratios without bias…
math.PR2019
Perfect Sampling for Gibbs Point Processes Using Partial Rejection Sampling
Sarat B. Moka, Dirk P. Kroese
We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo et al. (2017). Our particular focus is on pairwise interaction pro…