Efficient Simulation of Sparse Graphs of Point Processes
Computation
2021-03-05 v4 Applications
Abstract
We derive new discrete event simulation algorithms for marked time point processes. The main idea is to couple a special structure, namely the associated local independence graph, as defined by Didelez arXiv:0710.5874, with the activity tracking algorithm [muzy, 2019] for achieving high performance asynchronous simulations. With respect to classical algorithm, this allows reducing drastically the computational complexity, especially when the graph is sparse. [muzy, 2019] A. Muzy. 2019. Exploiting activity for the modeling and simulation of dynamics and learning processes in hierarchical (neurocognitive) systems. (Submitted to) Magazine of Computing in Science & Engineering (2019)
Cite
@article{arxiv.2001.01702,
title = {Efficient Simulation of Sparse Graphs of Point Processes},
author = {Cyrille Mascart and Alexandre Muzy and Patricia Reynaud-bouret},
journal= {arXiv preprint arXiv:2001.01702},
year = {2021}
}