Bernoulli Factory Algorithms

This page catalogs algorithms to turn coins biased one way into coins biased another way, also known as Bernoulli factories. It provides step-by-step instructions to help programmers implement these Bernoulli factory algorithms. This page also contains algorithms to exactly simulate probabilities that are irrational numbers, using only random bits, which is related to the Bernoulli factory problem. This page is focused on sampling methods that exactly simulate a given probability without introducing new errors, assuming "truly random" numbers are available. The page links to a Python module that implements several Bernoulli factories.