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N-fold way simulated tempering for pairwise interaction point processes

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Kendall, Wilfrid S., Shen, Yuan and Thönnes, Elke (2006) N-fold way simulated tempering for pairwise interaction point processes. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2006 (No.11).

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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...

Abstract

Pairwise interaction point processes with strong interaction are usually difficult to
sample. We discuss how Besag lattice processes can be used in a simulated tempering
MCMC scheme to help with the simulation of such processes. We show how
the N-fold way algorithm can be used to sample the lattice processes efficiently
and introduce the N-fold way algorithm into our simulated tempering scheme. To
calibrate the simulated tempering scheme we use the Wang-Landau algorithm.

Item Type:

Working or Discussion Paper (Working Paper)

Subjects:

Q Science > QA Mathematics

Divisions:

Faculty of Science > Statistics

Library of Congress Subject Headings (LCSH):

Point processes

Series Name:

Working papers

Publisher:

University of Warwick. Centre for Research in Statistical Methodology

Place of Publication:

Coventry

Official Date:

2006

Dates:

Date	Event
2006	Published

Volume:

Vol.2006

Number:

No.11

Number of Pages:

Status:

Not Peer Reviewed

Access rights to Published version:

Open Access

Funder:

Engineering and Physical Sciences Research Council (EPSRC)

Grant number:

GR/S52780/01 (EPSRC)

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