Abstract
We consider the problem of generating perfect samples from a Gibbs point process, a spatial process that is absolutely continuous w.r.t. a Poisson point process. Examples include area-interaction processes, hard-sphere models and Strauss processes. Traditionally, this is addressed using coupling from the past (CFTP) based methods. We consider acceptance-rejection methods that, unlike the common CFTP methods, do not have the impatient-user bias. Our key contribution is a novel importance sampling based acceptance-rejection methodology for generating perfect samples from Gibbs point processes. We focus on a simpler setting of hard-sphere models in a d-dimensional hypercube that we analyze in an asymptotic regime where the number of spheres generated increases to infinity while the sphere radius decreases to zero at varying rates.
Original language | English |
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Pages (from-to) | 69-75 |
Number of pages | 7 |
Journal | Performance Evaluation Review |
Volume | 45 |
Issue number | 3 |
DOIs | |
Publication status | Published - Dec 2017 |
Externally published | Yes |
Event | 35th IFIP International Symposium on Computer Performance, Modeling, Measurements and Evaluation, IFIP WG 7.3 Performance 2017 - New York, United States Duration: 13 Nov 2017 → 17 Nov 2017 |