Likelihood and Non‐parametric Bayesian MCMC Inference for Spatial Point Processes Based on Perfect Simulation and Path Sampling
A pointwise interaction point process on a bounded planar region \(S\) is considered with density w.r.t. the unit rate Poisson process defined by \[ f(x)=c_{\beta,\varphi}^{-1} \beta^{\text{\,card}(x)} \prod_{\{\xi,\eta\}\subseteq x:\xi\not=\eta} \phi(\| \xi-\eta\|), \] where \(0\leq\varphi\leq 1\) is an interaction function, \(x\) denotes any finite subset of \(S\), \(\beta>0\) is a parameter, and \(c_{\beta,\varphi}\) is a normalizing constant. Approximate MLE estimation is described for \(\varphi(r)=\gamma^{1\{r\leq R\}}\) (a Strauss process). A nonparametric Bayesian analysis technique is developed for \(\phi\) approximated by a step function. The perfect simulation with dominated coupling from the past (CFTP) algorithm is used for the sampling.
- scientific article; zbMATH DE number 1912119
- Modern statistics for spatial point processes (with discussion)
- Bayesian inference for spatially inhomogeneous pairwise interacting point processes
- A primer on perfect simulation for spatial point processes
- Bayesian inference for models based on point processes, by using Markov chain methods
- Exact sampling from conditional Boolean models with applications to maximum likelihood inference
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- scientific article; zbMATH DE number 4128217 (Why is no real title available?)
- 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
- Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes
- Mixture formulae for shot noise weighted point processes
- Bayesian inference for models based on point processes, by using Markov chain methods
- Non-parametric Bayesian inference for inhomogeneous Markov point processes
- Fast covariance estimation for innovations computed from a spatial Gibbs point process
- Takacs-Fiksel method for stationary marked Gibbs point processes
- A double Metropolis–Hastings sampler for spatial models with intractable normalizing constants
- Bayesian Estimation of Soft-Core Potential Models for Spatial Point Patterns
- Likelihood-based inference for Matérn type-III repulsive point processes
- Inference
- Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes
- Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
- The impact of \textsf{R} on statistical science for spatial point processes
- Bayesian inference for spatially inhomogeneous pairwise interacting point processes
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