Perfect Metropolis-Hastings simulation of locally stable point processes
Perfect Metropolis-Hastings simulation of locally stable point processes
复制标题
局部稳定点过程的完美 Metropolis-Hastings 模拟
DOI：
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发表时间：
1999
期刊：
影响因子：
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通讯作者：
Jesper Møller
中科院分区：
文献类型：
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作者：
W. Kendall;Jesper Møller
本文研究了完美模拟，特别是过去耦合(CFTP)在随机点过程模拟中的应用。我们给出了控制CFTP方法的一般形式，并将其应用于一般局部稳定点过程作为空间生灭过程的平衡分布的完美模拟问题。然后，我们研究了点过程的离散时间Metropolis-Hastings采样器，并展示了如何将从细胞系统采样的变量转换为完美版本。给出了施特劳斯点过程的一个应用。
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 Metropolis-Hastings 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.