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N-fold way simulated tempering for pairwise interaction point processes

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Kendall, W. 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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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:
DateEvent
2006Published
Volume: Vol.2006
Number: No.11
Number of Pages: 21
Institution: University of Warwick
Status: Not Peer Reviewed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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