Thomas Lumley • 3/4/2025

Coupling simulations and the "reparametrisation trick"

This technical article discusses the 'reparametrisation trick' and methods for coupling simulations to ensure identical random number streams when switching between statistical methods like variational approximations and MCMC. It addresses challenges in response-adaptive randomization for clinical trials, examining how to maintain consistent data generation across different parameters and algorithms.

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#Statistical Computing #Random Number Generation #Monte Carlo Simulation