Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
复制标题
使用有序空间上的主导过程进行完美模拟，并应用于局部稳定点过程
DOI：
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发表时间：
2000
影响因子：
1.2
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。给出了支配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死过程平衡分布的完美模拟问题。然后，我们研究离散时间Metropolis-Hastings采样器的点过程，并展示了如何从细胞系统采样的变体可以转换为完美的版本。给出了施特劳斯点工艺的一个应用。
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.