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Author Kendall, Wilfrid S. ♦ Møller, Jesper
Source CiteSeerX
Content type Text
File Format PDF
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Stable Point Process ♦ Perfect Metropolis-hastings Simulation ♦ Perfect Simulation ♦ Particular Coupling ♦ Discrete-time Metropolishastings Sampler ♦ Spatial Birth-and-death Process ♦ Point Process ♦ Strauss Point Process ♦ Stable Point ♦ General Formulation ♦ Perfect Version ♦ Equilibrium Distribution ♦ Random Point Process
Abstract In this paper we investigate the application of perfect simulation, in particular Coupling from The Past (CFTP), to the simulation of random point processes. We give a general formulation of the method of dominated CFTP and apply it to the problem of perfect simulation of general locally stable point processes as equilibrium distributions of spatial birth-and-death processes. We then investigate discrete-time MetropolisHastings samplers for point processes, and show how a variant which samples systematically from cells can be converted into a perfect version. An application is given to the Strauss point process.
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research
Education Level UG and PG ♦ Career/Technical Study
Learning Resource Type Article
Publisher Date 2000-01-01