IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v102y2002i1p63-88.html
   My bibliography  Save this article

Perfect simulation for interacting point processes, loss networks and Ising models

Author

Listed:
  • Ferrari, Pablo A.
  • Fernández, Roberto
  • Garcia, Nancy L.

Abstract

We present a perfect simulation algorithm for measures that are absolutely continuous with respect to some Poisson process and can be obtained as invariant measures of birth-and-death processes. Examples include area- and perimeter-interacting point processes (with stochastic grains), invariant measures of loss networks, and the Ising contour and random cluster models. The algorithm does not involve couplings of the process with different initial conditions and it is not tied up to monotonicity requirements. Furthermore, it directly provides perfect samples of finite windows of the infinite-volume measure, subjected to time and space "user-impatience bias". The algorithm is based on a two-step procedure: (i) a perfect-simulation scheme for a (finite and random) relevant portion of a (space-time) marked Poisson processes (free birth-and-death process, free loss networks), and (ii) a "cleaning" algorithm that trims out this process according to the interaction rules of the target process. The first step involves the perfect generation of "ancestors" of a given object, that is of predecessors that may have an influence on the birthrate under the target process. The second step, and hence the whole procedure, is feasible if these "ancestors" form a finite set with probability one. We present a sufficiency criteria for this condition, based on the absence of infinite clusters for an associated (backwards) oriented percolation model. The criteria is expressed in terms of the subcriticality of a majorizing multitype branching process, whose corresponding parameter yields bounds for errors due to space-time "user-impatience bias". The approach has previously been used, as an alternative to cluster expansion techniques, to extract properties of the invariant measures involved.

Suggested Citation

  • Ferrari, Pablo A. & Fernández, Roberto & Garcia, Nancy L., 2002. "Perfect simulation for interacting point processes, loss networks and Ising models," Stochastic Processes and their Applications, Elsevier, vol. 102(1), pages 63-88, November.
  • Handle: RePEc:eee:spapps:v:102:y:2002:i:1:p:63-88
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(02)00180-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. A. Baddeley & M. Lieshout, 1995. "Area-interaction point processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(4), pages 601-619, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Robert, Philippe, 2010. "The evolution of a spatial stochastic network," Stochastic Processes and their Applications, Elsevier, vol. 120(7), pages 1342-1363, July.
    2. Garcia, Nancy L. & Maric, Nevena, 2006. "Existence and perfect simulation of one-dimensional loss networks," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1920-1931, December.
    3. Gregori, P. & van Lieshout, M. N. M. & Mateu, J., 2004. "Mixture formulae for shot noise weighted point processes," Statistics & Probability Letters, Elsevier, vol. 67(4), pages 311-320, May.
    4. Bermolen, Paola & Jonckheere, Matthieu & Moyal, Pascal, 2017. "The jamming constant of uniform random graphs," Stochastic Processes and their Applications, Elsevier, vol. 127(7), pages 2138-2178.
    5. Lasse Leskelä & Falk Unger, 2012. "Stability of a spatial polling system with greedy myopic service," Annals of Operations Research, Springer, vol. 198(1), pages 165-183, September.
    6. van Lieshout, M.N.M. & Stoica, R.S., 2006. "Perfect simulation for marked point processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 679-698, November.
    7. Nancy L. Garcia & Nevena Marić, 2008. "Simulation Study for the Clan of Ancestors in a Perfect Simulation Scheme of a Continuous One-Dimensional Loss Network," Methodology and Computing in Applied Probability, Springer, vol. 10(3), pages 453-469, September.
    8. Nicolas Picard & Avner Bar‐Hen & Frédéric Mortier & Joël Chadœuf, 2009. "The Multi‐scale Marked Area‐interaction Point Process: A Model for the Spatial Pattern of Trees," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(1), pages 23-41, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Glenna F Nightingale & Kevin N Laland & William Hoppitt & Peter Nightingale, 2015. "Bayesian Spatial NBDA for Diffusion Data with Home-Base Coordinates," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-19, July.
    2. Daniel, Jeffrey & Horrocks, Julie & Umphrey, Gary J., 2018. "Penalized composite likelihoods for inhomogeneous Gibbs point process models," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 104-116.
    3. Gregori, P. & van Lieshout, M. N. M. & Mateu, J., 2004. "Mixture formulae for shot noise weighted point processes," Statistics & Probability Letters, Elsevier, vol. 67(4), pages 311-320, May.
    4. Chen, Jiaxun & Micheas, Athanasios C. & Holan, Scott H., 2022. "Hierarchical Bayesian modeling of spatio-temporal area-interaction processes," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    5. Ian W. Renner & David I. Warton, 2013. "Equivalence of MAXENT and Poisson Point Process Models for Species Distribution Modeling in Ecology," Biometrics, The International Biometric Society, vol. 69(1), pages 274-281, March.
    6. Grabarnik, Pavel & Särkkä, Aila, 2009. "Modelling the spatial structure of forest stands by multivariate point processes with hierarchical interactions," Ecological Modelling, Elsevier, vol. 220(9), pages 1232-1240.
    7. Genet, Astrid & Grabarnik, Pavel & Sekretenko, Olga & Pothier, David, 2014. "Incorporating the mechanisms underlying inter-tree competition into a random point process model to improve spatial tree pattern analysis in forestry," Ecological Modelling, Elsevier, vol. 288(C), pages 143-154.
    8. T. Rajala & D. J. Murrell & S. C. Olhede, 2018. "Detecting multivariate interactions in spatial point patterns with Gibbs models and variable selection," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(5), pages 1237-1273, November.
    9. Renshaw, Eric & Mateu, Jorge & Saura, Fuensanta, 2007. "Disentangling mark/point interaction in marked-point processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3123-3144, March.
    10. David Dereudre & Frédéric Lavancier & Kateřina Staňková Helisová, 2014. "Estimation of the Intensity Parameter of the Germ-Grain Quermass-Interaction Model when the Number of Germs is not Observed," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 809-829, September.
    11. Nicolas Picard & Avner Bar‐Hen & Frédéric Mortier & Joël Chadœuf, 2009. "The Multi‐scale Marked Area‐interaction Point Process: A Model for the Spatial Pattern of Trees," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(1), pages 23-41, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:102:y:2002:i:1:p:63-88. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.