N-fold way simulated tempering for pairwise interaction point processes
Kendall, Wilfrid S., Shen, Yuan and Thönnes, Elke (2006) N-fold way simulated tempering for pairwise interaction point processes. Working Paper. University of Warwick. Centre for Research in Statistical Methodology, Coventry.
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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|
|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|Status:||Not Peer Reviewed|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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