Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes

被引:45
作者
Häggström, O
Van Lieshout, MCNM
Moller, J
机构
[1] Chalmers, Dept Math, S-41296 Gothenburg, Sweden
[2] Ctr Math & Comp Sci, NL-1090 GB Amsterdam, Netherlands
[3] Univ Aalborg, Dept Math Sci, DK-9220 Aalborg O, Denmark
[4] Dept Theoret Stat, Aarhus, Denmark
关键词
area-interaction process; continuum random-cluster model; exact simulation; Gibbs sampling; Markov chain Monte Carlo; nearest-neighbour Markov point process; Papangelou conditional intensity; penetrable sphere model; phase transition; spatial point processes; Swendsen-Wang algorithm; Widom-Rowlinson mixture model;
D O I
10.2307/3318694
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The area-interaction process and the continuum random-duster model are characterized in terms of certain functional forms of their respective conditional intensities. In certain cases, these two point process models can be derived from a bivariate point process model which in many respects is simpler to analyse and simulate. Using this correspondence we devise a two-component Gibbs sampler, which can be used for fast and exact simulation by extending the recent ideas of Propp and Wilson. We further introduce a Swendsen-Wang type algorithm. The relevance of the results within spatial statistics:as well as statistical physics is discussed.
引用
收藏
页码:641 / 658
页数:18
相关论文
共 40 条
[1]  
[Anonymous], 1969, STAT MECH
[2]  
[Anonymous], ADV CHEM PHYS
[3]   NEAREST-NEIGHBOUR MARKOV POINT-PROCESSES AND RANDOM SETS [J].
BADDELEY, A ;
MOLLER, J .
INTERNATIONAL STATISTICAL REVIEW, 1989, 57 (02) :89-121
[4]  
Baddeley A. J., 1992, COMPUTATIONAL STATIS, V2, P271, DOI [10.1007/978-3-642-48678-434, DOI 10.1007/978-3-642-48678-434]
[5]   Markov properties of cluster processes [J].
Baddeley, AJ ;
VanLieshout, MNM ;
Moller, J .
ADVANCES IN APPLIED PROBABILITY, 1996, 28 (02) :346-355
[6]   Area-interaction point processes [J].
Baddeley, AJ ;
vanLieshout, MNM .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1995, 47 (04) :601-619
[7]  
BESAG J, 1993, J ROY STAT SOC B MET, V55, P25
[8]   The covariance matrix of the Potts model: A random cluster analysis [J].
Borgs, C ;
Chayes, JT .
JOURNAL OF STATISTICAL PHYSICS, 1996, 82 (5-6) :1235-1297
[9]   THE ANALYSIS OF THE WIDOM-ROWLINSON MODEL BY STOCHASTIC GEOMETRIC METHODS [J].
CHAYES, JT ;
CHAYES, L ;
KOTECKY, R .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1995, 172 (03) :551-569
[10]   Graphical representations and cluster algorithms II [J].
Chayes, L ;
Machta, J .
PHYSICA A, 1998, 254 (3-4) :477-516