Advances in Applied Probability · 2000 · 191 citations · 33 references
EngineeringPhysicsProbability TheorySpatial StatisticsStochastic ProcessesDiscrete-time Stochastic ProcessesMarkov Chain Monte CarloMarkov ProcessesMonte Carlo MethodsMonte Carlo SimulationPoint ProcessesCoupling From The PastEquilibriumMetropolis-hastings AlgorithmMetropolis-hastings SamplingPoint Process AnalysisPoint Process SimulationSpatial Point Process ModelingStochastic Birth-death Processes
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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