Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes

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.

[1]  P. M. Prenter,et al.  Exponential spaces and counting processes , 1972 .

[2]  C. Preston Spatial birth and death processes , 1975, Advances in Applied Probability.

[3]  D. J. Strauss A model for clustering , 1975 .

[4]  F. Kelly,et al.  A note on Strauss's model for clustering , 1976 .

[5]  B. Ripley,et al.  Markov Point Processes , 1977 .

[6]  W. Klein Potts-model formulation of continuum percolation , 1982 .

[7]  R. W. R. Darling,et al.  Constructing nonhomeomorphic stochastic flows , 1987 .

[8]  A. Baddeley,et al.  Nearest-Neighbour Markov Point Processes and Random Sets , 1989 .

[9]  A. A. Borovkov,et al.  STOCHASTICALLY RECURSIVE SEQUENCES AND THEIR GENERALIZATIONS , 1992 .

[10]  Richard L. Tweedie,et al.  Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.

[11]  A. Baddeley,et al.  Area-interaction point processes , 1993 .

[12]  C. Geyer,et al.  Simulation Procedures and Likelihood Inference for Spatial Point Processes , 1994 .

[13]  Discussion of N.L. Hjort and H. Omre Topics in spatial statistics , 1994 .

[14]  David Bruce Wilson,et al.  Exact sampling with coupled Markov chains and applications to statistical mechanics , 1996, Random Struct. Algorithms.

[15]  D. Jeulin On some weighted Boolean models , 1997 .

[16]  W. Kendall Perfect Simulation for Spatial Point Processes , 1997 .

[17]  W. Kendall On some weighted Boolean models , 1997 .

[18]  J. A. Fill An interruptible algorithm for perfect sampling via Markov chains , 1998 .

[19]  R. Tweedie,et al.  Perfect simulation and backward coupling , 1998 .

[20]  Jesper Møller,et al.  Markov connected component fields , 1996, Advances in Applied Probability.

[21]  Peter Green,et al.  Exact sampling for Bayesian inference: towards general purpose algorithms , 1998 .

[22]  Wilfrid S. Kendall,et al.  Perfect Simulation for the Area-Interaction Point Process , 1998 .

[23]  P. Green,et al.  Exact Sampling from a Continuous State Space , 1998 .

[24]  Wilfrid S. Kendall,et al.  Perfect simulation in stochastic geometry , 1999, Pattern Recognit..

[25]  Olle Häggström,et al.  Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes , 1999 .

[26]  J. N. Corcoran,et al.  Perfect Sampling of Harris Recurrent Markov Chains , 1999 .

[27]  Geoff K. Nicholls,et al.  Perfect simulation for sample-based inference , 1999 .

[28]  W. Kendall,et al.  Quermass-interaction processes: conditions for stability , 1999, Advances in Applied Probability.

[29]  Jeffrey E. Steif,et al.  Centrum Voor Wiskunde En Informatica on the Existence and Non-existence of Finitary Codings for a Class of Random Fields , 2022 .

[30]  Jesper Møller,et al.  Extensions of Fill's algorithm for perfect simulation , 1999 .

[31]  Jesper Møller,et al.  Perfect implementation of a Metropolis-Hastings simulation of Markov point processes , 1999 .

[32]  Jesper Møller,et al.  Perfect Metropolis-Hastings simulation of locally stable point processes , 1999 .

[33]  E. Thönnes Perfect simulation of some point processes for the impatient user , 1999, Advances in Applied Probability.

[34]  David Bruce Wilson Layered Multishift Coupling for use in Perfect Sampling Algorithms (with a primer on CFTP) , 1999 .

[35]  Duncan J. Murdoch,et al.  Efficient use of exact samples , 2000, Stat. Comput..

[36]  Olle Häggström,et al.  Propp–Wilson Algorithms and Finitary Codings for High Noise Markov Random Fields , 2000, Combinatorics, Probability and Computing.

[37]  W. Kendall,et al.  Efficient Markovian couplings: examples and counterexamples , 2000 .

[38]  P. Ferrari,et al.  Perfect simulation for interacting point processes, loss networks and Ising models , 1999, math/9911162.