English

Perfect simulation using dominated coupling from the past with application to area-interaction point processes and wavelet thresholding

Methodology 2010-03-02 v1 Computation

Abstract

We consider perfect simulation algorithms for locally stable point processes based on dominated coupling from the past, and apply these methods in two different contexts. A new version of the algorithm is developed which is feasible for processes which are neither purely attractive nor purely repulsive. Such processes include multiscale area-interaction processes, which are capable of modelling point patterns whose clustering structure varies across scales. The other topic considered is nonparametric regression using wavelets, where we use a suitable area-interaction process on the discrete space of indices of wavelet coefficients to model the notion that if one wavelet coefficient is non-zero then it is more likely that neighbouring coefficients will be also. A method based on perfect simulation within this model shows promising results compared to the standard methods which threshold coefficients independently.

Keywords

Cite

@article{arxiv.1003.0243,
  title  = {Perfect simulation using dominated coupling from the past with application to area-interaction point processes and wavelet thresholding},
  author = {Graeme K. Ambler and Bernard W. Silverman},
  journal= {arXiv preprint arXiv:1003.0243},
  year   = {2010}
}

Comments

27 pages, 8 figures. Chapter 3 of "Probability and Mathematical Genetics: Papers in Honour of Sir John Kingman" (Editors N.H. Bingham and C.M. Goldie), Cambridge University Press, 2010

R2 v1 2026-06-21T14:52:13.876Z