Math @ Duke
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Publications [#69197] of Mark Huber
Papers Submitted
- M. Huber, Spatial Birth-Death-Swap Chains,
Bernoulli
(May, 2008)
(last updated on 2008/08/18)
Abstract: Markov chains have long been used for generating random variates from spatial point processes.
Broadly speaking, these chains fall into two categories: Metropolis-Hastings type chains running
in discrete time and spatial birth death chains running in continuous time. These birth death
chains only allow for removal of a point or addition of a point. In this work it is shown that
the addition of transitions where a point is moved from one location to the other can aid in
shortening the mixing time of the chain. Here the mixing time of the chain is analyzed through
coupling, and use of the swap moves allows for analysis of a broader class of chains. Furthermore,
these swap moves can be employed in perfect sampling algorithms via the dominated Coupling
from the Past procedure of Kendall and Møller. This method can be applied to any pairwise
interaction model with repulsion. In particular, an application to the Strauss process is developed
in detail, and the swap chains are shown to be much faster than standard birth death chains.
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