Bernoulli Factory

Speaker: 

Time: 

Friday, 28 March 2014, 14:30 to 16:00

Venue: 

  • D-405 (D-Block Seminar Room)

Organisers: 

Abstract: Necessary and sufficient conditions on a function $f(p)$ are given for the existence of a simulation procedure to simulate a Bernoulli random variable with success probability $f(p)$ from independent Bernoulli random variables with success probability $p$, with $p$ being constrained to lie in a subset of $[0,1]$ but otherwise unknown.