4.1 Article

Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes

期刊

ADVANCES IN APPLIED PROBABILITY
卷 32, 期 3, 页码 844-865

出版社

APPLIED PROBABILITY TRUST
DOI: 10.1017/S0001867800010284

关键词

Coupling from the Past (CFTP); dominated CFTP; exact simulation; local stability; Markov chain Monte Carlo; Metropolis-Hastings; perfect simulation; Papangelou conditional intensity; realizable monotonicity; spatial birth-and-death process; spatial point process; stochastic monotonicity; Strauss process

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In this paper we investigate the application of perfect simulation, in particular Coupling from the Past (CFTP), to the simulation of random point processes. We give a general formulation of the method of dominated CFTP and apply it to the problem of perfect simulation of general locally stable point processes as equilibrium distributions of spatial birth-and-death processes. We then investigate discrete-time Metropolis-Hastings samplers for point processes, and show how a variant which samples systematically from cells can be converted into a perfect version. An application is given to the Strauss point process.

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