Likelihood and Non‐parametric Bayesian MCMC Inference for Spatial Point Processes Based on Perfect Simulation and Path Sampling
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Publication:4455960
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Cites work
- scientific article; zbMATH DE number 4128217 (Why is no real title available?)
- Exact sampling from conditional Boolean models with applications to maximum likelihood inference
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Perfect Forward Simulation via Simulated Tempering
- Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
- Practical Maximum Pseudolikelihood for Spatial Point Patterns
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Statistical Inference for Spatial Processes
Cited in
(14)- Bayesian Estimation of Soft-Core Potential Models for Spatial Point Patterns
- Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
- Likelihood-based inference for Matérn type-III repulsive point processes
- Bayesian inference for models based on point processes, by using Markov chain methods
- Inference
- Non-parametric Bayesian inference for inhomogeneous Markov point processes
- Takacs-Fiksel method for stationary marked Gibbs point processes
- A double Metropolis–Hastings sampler for spatial models with intractable normalizing constants
- Bayesian inference for spatially inhomogeneous pairwise interacting point processes
- Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes
- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
- Mixture formulae for shot noise weighted point processes
- Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes
- Fast covariance estimation for innovations computed from a spatial Gibbs point process
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