Analysis of perfect sampling methods for hard-sphere models

Authors
Publication date 12-2017
Journal Performance Evaluation Review
Event 35th IFIP International Symposium on Computer Performance, Modeling, Measurements and Evaluation, IFIP WG 7.3 Performance 2017
Volume | Issue number 45 | 3
Pages (from-to) 69-75
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Abstract
We consider the problem of generating perfect samples from a Gibbs point process, a spatial process that is absolutely continuous w.r.t. a Poisson point process. Examples include area-interaction processes, hard-sphere models and Strauss processes. Traditionally, this is addressed using coupling from the past (CFTP) based methods. We consider acceptance-rejection methods that, unlike the common CFTP methods, do not have the impatient-user bias. Our key contribution is a novel importance sampling based acceptance-rejection methodology for generating perfect samples from Gibbs point processes. We focus on a simpler setting of hard-sphere models in a d-dimensional hypercube that we analyze in an asymptotic regime where the number of spheres generated increases to infinity while the sphere radius decreases to zero at varying rates.
Document type Article
Language English
Published at https://doi.org/10.1145/3199524.3199536
Other links https://www.scopus.com/pages/publications/85046701068
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