Perfect sampling for Gibbs point processes using partial rejection sampling

DOI10.3150/19-BEJ1184zbMATH Open1436.82008arXiv1901.05624MaRDI QIDQ2174993FDOQ2174993

Sarat B. Moka, Dirk P. Kroese

Publication date: 27 April 2020

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo et al. (2017). Our particular focus is on pairwise interaction processes, penetrable spheres mixture models and area-interaction processes, with a finite interaction range. For an interaction range $2r$ of the target process, the proposed algorithm can generate a perfect sample with $O(log(1/r))$ expected running time complexity, provided that the intensity of the points is not too high.

Full work available at URL: https://arxiv.org/abs/1901.05624

zbMATH Keywords

Strauss processpairwise interaction processperfect samplinghard-core processarea-interaction processpartial-rejection samplingpenetrable spheres mixture model

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Sampling theory, sample surveys (62D05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sample path properties (60G17) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Cites Work

• Stochastic geometry and its applications
• Title not available (Why is that?)
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• Area-interaction point processes
• Perfect simulation for interacting point processes, loss networks and Ising models.
• Bayesian Analysis of Markov Point Processes
• Title not available (Why is that?)
• An interruptible algorithm for perfect sampling via Markov chains
• Title not available (Why is that?)
• Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
• Perfect simulation of spatial processes.
• Spatial birth-death swap chains
• Fast approximation of the intensity of Gibbs point processes
• On Local Distributed Sampling and Counting
• Bounds on the artificial phase transition for perfect simulation of hard core Gibbs processes
• Title not available (Why is that?)
• Uniform sampling through the Lovasz local lemma
• Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models
• What Can be Sampled Locally?

Cited In (4)

• Gaps and interleaving of point processes in sampling from a residual allocation model
• Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models
• Fundamentals of partial rejection sampling
• Title not available (Why is that?)

Uses Software

• spatstat

This page was built for publication: Perfect sampling for Gibbs point processes using partial rejection sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2174993)