The Barnoulli Factory, its extensions and applications
Krzysztof Łatuszyński · 2010
The Bernoulli factory problem is to sample a single output of an f(p)−coin using a black box generating p−coins, where the value of p ∈ (0, 1) is unknown and the function f is known. We sketch the recent reverse time martingale approach to the problem developed in [9] and indicate its applications in computational statistics.