메뉴 건너뛰기




Volumn 31, Issue 1, 1999, Pages 69-87

Perfect simulation of some point processes for the impatient user

Author keywords

Area interaction process; Continuum random cluster model; Gibbs sampler; Markov chain Monte Carlo; Penetrable spheres mixture process; Perfect simulation; Point processes; User impatience bias

Indexed keywords


EID: 0032593236     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1029954267     Document Type: Article
Times cited : (16)

References (19)
  • 2
    • 21844484208 scopus 로고
    • The analysis of the Widom-Rowlinson model by stochastic geometric methods
    • CHAYES, J. T., CHAYES, L. and Kotecky, R. (1995). The analysis of the Widom-Rowlinson model by stochastic geometric methods. Commun. Math. Phys. 172, 551-569.
    • (1995) Commun. Math. Phys. , vol.172 , pp. 551-569
    • Chayes, J.T.1    Chayes, L.2    Kotecky, R.3
  • 3
    • 0032396902 scopus 로고    scopus 로고
    • An interruptible algorithm for perfect sampling via Markov chains
    • FILL, J. A. (1998). An interruptible algorithm for perfect sampling via Markov chains. Ann. Appl. Prob. 8, 131-162.
    • (1998) Ann. Appl. Prob. , vol.8 , pp. 131-162
    • Fill, J.A.1
  • 5
    • 0346760091 scopus 로고    scopus 로고
    • Characterisation results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes
    • R-96-2040. To appear in Bernoulli
    • HAggstrom, O., Van Lieshout, M. N. M. and MØLLER, J. (1996). Characterisation results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes. Aalborg Mathematics Department Research Report R-96-2040. To appear in Bernoulli.
    • (1996) Aalborg Mathematics Department Research Report
    • Haggstrom, O.1    Van Lieshout, M.N.M.2    Møller, J.3
  • 6
    • 0342581605 scopus 로고
    • Relationships between the multinomial and poisson models of stochastic processes, and between the canonical and grand canonical ensembles in statistical mechanics, with illustrations and Monte Carlo methods for the penetrable spheres model of liquid-vapourequilibrium
    • HAMMERSLEY, J. M., Lewis, J. W. E. and Rowlinson, J. S. (1975). Relationships between the multinomial and poisson models of stochastic processes, and between the canonical and grand canonical ensembles in statistical mechanics, with illustrations and Monte Carlo methods for the penetrable spheres model of liquid-vapourequilibrium. Sankhya A, 37, 457-491.
    • (1975) Sankhya A , vol.37 , pp. 457-491
    • Hammersley, J.M.1    Lewis, J.W.E.2    Rowlinson, J.S.3
  • 7
    • 0000931378 scopus 로고    scopus 로고
    • Perfect simulation for the area-interaction point process
    • L. Accardi and C. C Heyde. Springer, New York
    • KENDALL, W. S. (1999). Perfect simulation for the area-interaction point process. In Probability Towards 2000, ed. L. Accardi and C. C Heyde. Springer, New York, pp. 218-234.
    • (1999) Probability Towards 2000 , pp. 218-234
    • Kendall, W.S.1
  • 9
    • 0000558044 scopus 로고
    • Potts-model formulation of continuumpercolation
    • KLEIN, W. (1982). Potts-model formulation of continuumpercolation. Physical ReviewB 26, 2677-2678.
    • (1982) Physical Reviewb , vol.26 , pp. 2677-2678
    • Klein, W.1
  • 11
    • 0000566364 scopus 로고
    • Computablebounds for geometric convergenceof Markovchains
    • Meyn, S. P. and TWEEDIE, R. L. (1994). Computablebounds for geometric convergenceof Markovchains. Ann. Appl. Prob. 4, 981-1011.
    • (1994) Ann. Appl. Prob. , vol.4 , pp. 981-1011
    • Meyn, S.P.1    Tweedie, R.L.2
  • 12
    • 0001625977 scopus 로고    scopus 로고
    • Markov chain Monte Carlo and spatial point processes
    • O. Barndorff-Nielsen, W. S. Kendall, and M. N. M. Van Lieshout. Chapman & Hall, BocaRaton, FL
    • MØLLER, J. (1997). Markov chain Monte Carlo and spatial point processes. In Stochastic Geometry: Likelihood and Computation, ed. O. Barndorff-Nielsen, W. S. Kendall, and M. N. M. Van Lieshout. Chapman & Hall, BocaRaton, FL, pp. 141-172.
    • (1997) Stochastic Geometry: Likelihood and Computation , pp. 141-172
    • Møller, J.1
  • 13
    • 0000082687 scopus 로고    scopus 로고
    • Coupling from the past: A user’s guide
    • D. Aldous and J. Propp.DIMACS Ser. Discrete Math. Theoret. Comput. Sci, Amer. Math. Soc., Providence, RI
    • PROPP, J. G., WILSON, D. B. (1998). Coupling from the past: a user’s guide. In Miscrosurveys in Discrete Probability, ed. D. Aldous and J. Propp. (DIMACS Ser. Discrete Math. Theoret. Comput. Sci. 41). Amer. Math. Soc., Providence, RI, pp. 181-192.
    • (1998) Miscrosurveys in Discrete Probability , vol.41 , pp. 181-192
    • Propp, J.G.1    Wilson, D.B.2
  • 14
    • 0005193926 scopus 로고    scopus 로고
    • Exact sampling with coupled Markov chains and applications to statistical mechanics
    • PROPP, J. G. and WILSON, D. B. (1996). Exact sampling with coupled Markov chains and applications to statistical mechanics. Random StructuresAlgorithms 9, 223-252.
    • (1996) Random Structuresalgorithms , vol.9 , pp. 223-252
    • Propp, J.G.1    Wilson, D.B.2
  • 15
    • 0000481620 scopus 로고
    • On the geometric convergenceof the Gibbs sampler
    • ROBERTS, G. O. and POLSON, N. G. (1994). On the geometric convergenceof the Gibbs sampler. J. Royal Statist. Soc. B, 56, 377-384.
    • (1994) J. Royal Statist. Soc. B , vol.56 , pp. 377-384
    • Roberts, G.O.1    Polson, N.G.2
  • 16
    • 0008676424 scopus 로고
    • Penetrable spheres model of liquid vapour equilibrium
    • ROWLINSON, J. S (1980). Penetrable spheres model of liquid vapour equilibrium. Adv. Chemical Phys. 41, 1-57.
    • (1980) Adv. Chemical Phys. , vol.41 , pp. 1-57
    • Rowlinson, J.S.1
  • 17
    • 0342581591 scopus 로고
    • Probability densities for some one-dimensionalproblems in statistical mechanics
    • G. R. Grimmet and D. J. A. Welsh. Clarendon Press, Oxford
    • ROWLINSON, J. S. (1990). Probability densities for some one-dimensionalproblems in statistical mechanics. In Disorderin Physical Systems. Ed. G. R. Grimmet and D. J. A. Welsh. Clarendon Press, Oxford, pp. 261-276.
    • (1990) Disorderin Physical Systems , pp. 261-276
    • Rowlinson, J.S.1
  • 18
    • 0040649917 scopus 로고    scopus 로고
    • Simple examples of the use of Nash inequalities for finite Markov chains
    • O. Barndorff-Nielsen, W. S. Kendall and M. N. M. Van Lieshout. Chapman & Hall, Boco Raton, FL
    • Saloff-Coste, L. (1997). Simple examples of the use of Nash inequalities for finite Markov chains. In Stochastic Geometry: Likelihood and Computation, ed. O. Barndorff-Nielsen, W. S. Kendall and M. N. M. Van Lieshout. Chapman & Hall, Boco Raton, FL, pp. 365-400.
    • (1997) Stochastic Geometry: Likelihood and Computation , pp. 365-400
    • Saloff-Coste, L.1
  • 19
    • 36849104022 scopus 로고
    • New model for the study of liquid-vapor phase transitions
    • WIDOM, B. and ROWLINSON, J. S. (1970). New model for the study of liquid-vapor phase transitions. J. Chemical Phys. 52, 1670-1684.
    • (1970) J. Chemical Phys. , vol.52 , pp. 1670-1684
    • Widom, B.1    Rowlinson, J.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.