Exact sampling from conditional Boolean models with applications to maximum likelihood inference

DOI10.1239/AAP/999188317MaRDI QIDQ2749125zbMATH OpenOpenAlexFDO

Authors M. N. M. Van Lieshout, Erik Van Zwet

Publication date 7 April 2002

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://ir.cwi.nl/pub/1134

zbMATH Keywords

Boolean modelEM algorithmintensityMarkov chain Monte Carlomaximum likelihood estimatormissing data problem

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from spatial processes (62M30)

Review text

The Boolean model of discs (the bombing model) is the union of unit balls (grains) centred at the points of a stationary Poisson point process (germs). The authors attack the estimation problem for its intensity using the maximum likelihood approach, while most of previous approaches relied on variants of the method of moments [see \textit{I. Molchanov}, Statistics of the Boolean model for practitioners and mathematicians. (1997; Zbl 0878.62068)]. NEWLINENEWLINENEWLINEBecause the balls may overlap, form clusters and so render some grains completely invisible, it is not possible to come up with an explicit expression for the likelihood. The authors treat it as missing data problem and demonstrate how coupling from the past can be applied to generate samples from the conditional distributions of germs given the observed union set. These samples are then used to approximate the maximum likelihood estimator of the intensity. The authors discuss and compare two methods: one based on a Monte Carlo approximation of the likelihood function, the other a stochastic version of the EM algorithm.

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Cited in

(9)

• Transdimensional approximate Bayesian computation for inference on invasive species models with latent variables of unknown dimension
• Exact simulation of a Boolean model
• Sparse Sampling and Maximum Likelihood Estimation for Boolean Models
• A note on stochastic domination and conditional thinning
• Likelihood and Non‐parametric Bayesian MCMC Inference for Spatial Point Processes Based on Perfect Simulation and Path Sampling
• The Candy model: properties and inference
• Inference with a contrast-based posterior distribution and application in spatial statistics
• Recursive maximum-likelihood estimation in the one-dimensional discrete Boolean random set model
• Computationally efficient approximate likelihood procedures for the Boolean model

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