Related papers: Simulations for Karlin random fields
An aggregated model is proposed, of which the partial-sum process scales to the Karlin stable processes recently investigated in the literature. The limit extremes of the proposed model, when having regularly-varying tails, are…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
The simulation of spin models close to critical points of continuous phase transitions is heavily impeded by the occurrence of critical slowing down. A number of cluster algorithms, usually based on the Fortuin-Kasteleyn representation of…
The pseudo likelihood method of Besag(1974), has remained a popular method for estimating Markov random field on a very large lattice, despite various documented deficiencies. This is partly because it remains the only computationally…
Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. One such representation is based on a limit of…
Generalized Brown-Resnick processes form a flexible class of stationary max-stable processes based on Gaussian random fields. With regard to applications fast and accurate simulation of these processes is an important issue. In fact,…
We provide a new kriging procedure of processes on graphs. Based on the construction of Gaussian random processes indexed by graphs, we extend to this framework the usual linear prediction method for spatial random fields, known as kriging.…
This paper is devoted to the study of simulating a large class of self-similar processes. Since most current simulation approaches are limited to case-by-case studies, every existing approach has its constraints and flaws; hence a general…
The article is devoted to the resampling approach application to the reliability problems. This approach to reliability problems was first proposed by Ivnitsky (1967). Resampling is intensive statistical computer method, which is…
A new and very general technique for simulating solid-fluid suspensions has been described in a previous paper (Part I); the most important feature of the new method is that the computational cost scales with the number of particles. In…
Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that…
We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of…
Recently the regular conditional distributions of max-infinitely divisible processes were derived by \citet{Dombry2011} and although these conditional distributions have complicated closed forms, \citet{Dombry2011b} introduce an algorithm…
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…
We investigate a special case of infinite urn schemes first considered by Karlin (1967), especially its occupancy and odd-occupancy processes. We first propose a natural randomization of these two processes and their decompositions. We then…
Nested sampling is a simulation method for approximating marginal likelihoods proposed by Skilling (2006). We establish that nested sampling has an approximation error that vanishes at the standard Monte Carlo rate and that this error is…
The conventional spin dynamics simulations are performed in direct products of state spaces of individual spins. In a general system of n spins, the total number of elements in the state basis is >4^n. A system propagation step requires an…
We propose and analyse new stabilized time marching schemes for Phase Fields model such as Allen-Cahn and Cahn-Hillard equations, when discretized in space with high order finite differences compact schemes. The stabilization applies to…
The estimation of small probabilities of failure from computer simulations is a classical problem in engineering, and the Subset Simulation algorithm proposed by Au & Beck (Prob. Eng. Mech., 2001) has become one of the most popular method…
Simulation-based methods for statistical inference have evolved dramatically over the past 50 years, keeping pace with technological advancements. The field is undergoing a new revolution as it embraces the representational capacity of…