相关论文: Perfect simulation for interacting point processes…
We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…
We develop exact simulation (also known as perfect sampling) algorithms for a family of assemble-to-order systems. Due to the finite capacity, and coupling in demands and replenishments, known solving techniques are inefficient for larger…
The simulation of high-energy physics collision events is a key element for data analysis at present and future particle accelerators. The comparison of simulation predictions to data allows looking for rare deviations that can be due to…
We present a new approach to study measures on ensembles of contours, polymers or other objects interacting by some sort of exclusion condition. For concreteness we develop it here for the case of Peierls contours. Unlike existing methods,…
Consider an irreducible, Harris recurrent Markov chain of transition kernel {\Pi} and invariant probability measure {\pi}. If {\Pi} satisfies a minorization condition, then the split chain allows the identification of regeneration times…
The Ising model was generalized to a system of cells interacting exclusively by presence of shared spins. Within the cells there are interactions of any complexity, the simplest intracell interactions come down to the Ising model. The…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…
Non-homogeneous Poisson processes are used in a wide range of scientific disciplines, ranging from the environmental sciences to the health sciences. Often, the central object of interest in a point process is the underlying intensity…
Here several perfect simulation algorithms are brought under a single framework, and shown to derive from the same probabilistic result, called here the Fundamental Theorem of Perfect Simulation (FTPS). An exact simulation algorithm has…
There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…
We develop a theory of insertion and deletion tolerance for point processes. A process is insertion-tolerant if adding a suitably chosen random point results in a point process that is absolutely continuous in law with respect to the…
A powerful existing technique for evaluating statistical mechanical quantities in two-dimensional Ising models is based on constructing a matrix representing the nearest neighbor spin couplings and then evaluating the Pfaffian of the…
In this paper, we describe a novel approach for checking safety specifications of a dynamical system with exogenous inputs over infinite time horizon that is guaranteed to terminate in finite time with a conclusive answer. We introduce the…
Many applications in the field of statistics require Markov chain Monte Carlo methods. Determining appropriate starting values and run lengths can be both analytically and empirically challenging. A desire to overcome these problems has led…
We are interested in estimating the location of what we call "smooth change-point" from $n$ independent observations of an inhomogeneous Poisson process. The smooth change-point is a transition of the intensity function of the process from…
Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter and computing a data fit criterion. Subsequently, the data…
We construct an infinitely exchangeable process on the set $\cate$ of subsets of the power set of the natural numbers $\mathbb{N}$ via a Poisson point process with mean measure $\Lambda$ on the power set of $\mathbb{N}$. Each $E\in\cate$…
We present an algorithm to simulate the many-body depletion interaction between anisotropic colloids in an implicit way, integrating out the degrees of freedom of the depletants, which we treat as an ideal gas. Because the depletant…
Poisson restart assumes that a stochastic process is interrupted and starts again at random time moments. A number of studies have demonstrated that this strategy may minimize the expected completion time in some classes of random search…
The high-performance scalable parallel algorithm for rigorous calculation of partition function of lattice systems with finite number Ising spins was developed. The parallel calculations run by C++ code with using of Message Passing…