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Perfect Sampling for Gibbs Point Processes Using Partial Rejection Sampling

Probability 2019-01-18 v1

Abstract

We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo et al. (2017). Our particular focus is on pairwise interaction processes, penetrable spheres mixture models and area-interaction processes, with a finite interaction range. For an interaction range 2r2r of the target process, the proposed algorithm can generate a perfect sample with O(log(1/r))O(\log(1/r)) expected running time complexity, provided that the intensity of the points is not too high.

Keywords

Cite

@article{arxiv.1901.05624,
  title  = {Perfect Sampling for Gibbs Point Processes Using Partial Rejection Sampling},
  author = {Sarat B. Moka and Dirk P. Kroese},
  journal= {arXiv preprint arXiv:1901.05624},
  year   = {2019}
}

Comments

17 pages, 6 figures