Likelihood and Non‐parametric Bayesian MCMC Inference for Spatial Point Processes Based on Perfect Simulation and Path Sampling
DOI10.1111/1467-9469.00348zbMATH Open1034.62093OpenAlexW2018178613MaRDI QIDQ4455960FDOQ4455960
Kasper K. Berthelsen, Jesper Møller
Publication date: 16 March 2004
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00348
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Inference from spatial processes (62M30) Numerical analysis or methods applied to Markov chains (65C40) Nonparametric statistical resampling methods (62G09) Non-Markovian processes: estimation (62M09)
Cites Work
- Statistical Inference for Spatial Processes
- Title not available (Why is that?)
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Practical Maximum Pseudolikelihood for Spatial Point Patterns
- Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
- Exact sampling from conditional Boolean models with applications to maximum likelihood inference
- Perfect Forward Simulation via Simulated Tempering
Cited In (12)
- Bayesian Estimation of Soft-Core Potential Models for Spatial Point Patterns
- Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
- Bayesian inference for models based on point processes, by using Markov chain methods
- 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
- Mixture formulae for shot noise weighted point processes
- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
- 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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