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).

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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
Date:	2006
Volume:	Vol.2006
Number:	No.11
Number of Pages:	21
Status:	Not Peer Reviewed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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URI:	http://wrap.warwick.ac.uk/id/eprint/35568

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