IDEAS home Printed from https://ideas.repec.org/a/bpj/mcmeap/v30y2024i4p365-374n1003.html
   My bibliography  Save this article

Bernoulli factory: The 2šš™-coin problem

Author

Listed:
  • Hu Shenggang

    (Department of Statistics, University of Warwick, Coventry, CV4 7AL, United Kingdom)

  • Zhang Bo

    (Department of Industrial Engineering, Tsinghua University, Beijing, 100084, P. R. China)

  • Dai Hongsheng

    (School of Mathematics, Statistics and Physics, Newcastle University, Newcastle upon Tyne, NE1 7RU, United Kingdom)

  • Liang Wei

    (School of Mathematical Sciences, Xiamen University, Xiamen, 361005, United Kingdom)

Abstract

This paper aims to address the Bernoulli factory problem of 2 ā¢ p 2\mathtt{p} coins by analysing the relationship between the negative binomial distributions and binomial distributions generated on the same chain of coin flips. The proposed algorithm requires fewer conditions on the constructed sequences compared with the existing algorithms. The feasibility of obtaining such 2 ā¢ p 2\mathtt{p} -coin based on šš™-coins will be considered as well.

Suggested Citation

  • Hu Shenggang & Zhang Bo & Dai Hongsheng & Liang Wei, 2024. "Bernoulli factory: The 2šš™-coin problem," Monte Carlo Methods and Applications, De Gruyter, vol. 30(4), pages 365-374.
    • Handle: RePEc:bpj:mcmeap:v:30:y:2024:i:4:p:365-374:n:1003
    DOI: 10.1515/mcma-2024-2016
    as

    Download full text from publisher

    File URL: https://doi.org/10.1515/mcma-2024-2016
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.
    File URL: https://libkey.io/10.1515/mcma-2024-2016?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Mark Huber, 2017. "Optimal Linear Bernoulli Factories for Small Mean Problems," Methodology and Computing in Applied Probability, Springer, vol. 19(2), pages 631-645, June.
    2. Radu Herbei & L. Mark Berliner, 2014. "Estimating Ocean Circulation: An MCMC Approach With Approximated Likelihoods via the Bernoulli Factory," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 944-954, September.
    3. D Vats & F B GonƧalves & K Łatuszyński & G O Roberts, 2022. "Efficient Bernoulli factory Markov chain Monte Carlo for intractable posteriors [Optimal scaling of MCMC beyond Metropolis]," Biometrika, Biometrika Trust, vol. 109(2), pages 369-385.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Cole, D. Austin & Gramacy, Robert B. & Ludkovski, Mike, 2022. "Large-scale local surrogate modeling of stochastic simulation experiments," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:mcmeap:v:30:y:2024:i:4:p:365-374:n:1003. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.