Perfect sampling for Gibbs point processes using partial rejection sampling

Sarat B. Moka; Dirk P. Kroese

doi:10.3150/19-BEJ1184

Perfect sampling for Gibbs point processes using partial rejection sampling

Sarat B. Moka, Dirk P. Kroese

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo, Jerrum and Liu (In STOC'17 - Proceedings of the 49th Annual ACM SIGACT Symposium on Theory of Computing (2017) 342-355 ACM). Our particular focus is on pairwise interaction processes, penetrable spheres mixture models and area-interaction processes, with a finite interaction range. For an interaction range 2r of the target process, the proposed algorithm can generate a perfect sample with O(log(1/r)) expected running time complexity, provided that the intensity of the points is not too high and Θ(1/r^d) parallel processor units are available.

Original language	English
Pages (from-to)	2082-2104
Number of pages	23
Journal	Bernoulli
Volume	26
Issue number	3
DOIs	https://doi.org/10.3150/19-BEJ1184
Publication status	Published - Aug 2020
Externally published	Yes

Keywords

area-interaction process
hard-core process
pairwise interaction process
partial-rejection sampling
penetrable spheres mixture model
perfect sampling
Strauss process

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title = "Perfect sampling for Gibbs point processes using partial rejection sampling",

abstract = "We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo, Jerrum and Liu (In STOC'17 - Proceedings of the 49th Annual ACM SIGACT Symposium on Theory of Computing (2017) 342-355 ACM). Our particular focus is on pairwise interaction processes, penetrable spheres mixture models and area-interaction processes, with a finite interaction range. For an interaction range 2r of the target process, the proposed algorithm can generate a perfect sample with O(log(1/r)) expected running time complexity, provided that the intensity of the points is not too high and Θ(1/rd) parallel processor units are available.",

keywords = "area-interaction process, hard-core process, pairwise interaction process, partial-rejection sampling, penetrable spheres mixture model, perfect sampling, Strauss process",

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AU - Kroese, Dirk P.

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AB - We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo, Jerrum and Liu (In STOC'17 - Proceedings of the 49th Annual ACM SIGACT Symposium on Theory of Computing (2017) 342-355 ACM). Our particular focus is on pairwise interaction processes, penetrable spheres mixture models and area-interaction processes, with a finite interaction range. For an interaction range 2r of the target process, the proposed algorithm can generate a perfect sample with O(log(1/r)) expected running time complexity, provided that the intensity of the points is not too high and Θ(1/rd) parallel processor units are available.

KW - area-interaction process

KW - hard-core process

KW - pairwise interaction process

KW - partial-rejection sampling

KW - penetrable spheres mixture model

KW - perfect sampling

KW - Strauss process

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UR - http://purl.org/au-research/grants/arc/CE140100049

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DO - 10.3150/19-BEJ1184

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EP - 2104

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 3

ER -

Perfect sampling for Gibbs point processes using partial rejection sampling

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Keywords

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