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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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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) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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: |
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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Status: | Not Peer Reviewed | ||||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 (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 | ||||
Funder: | Engineering and Physical Sciences Research Council (EPSRC) | ||||
Grant number: | GR/S52780/01 (EPSRC) |
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