Category: simulation

simulation fodder for future exams

Here are two nice exercises for a future simulation exam, seen and solved on X validated.The first one is about simulating a Gibbs sampler associated with the joint target exp{-|x|-|y|-a(y-x|} defined over IR² for a≥0 (or possibly a>-1). The conditionals are identical and non-standard, but a simple bound on the conditional density is the corresponding […]

a new method to solve the transformation of calculus

An hilariously ridiculous email I just received (warning: book cover unrelated): Good day! this is very important to the “Mathematics” and the related fields, “The Simulator”,“Probability theory”,”Statistics”,”Numerical Analysis”, “Cryptography”,“Data mining”,“The big data analysis”and“Artificial Intelligence”. The transformation of random variables in Calculus is very difficult and sometimes is impossible to be done. The simulator can get […]