Graeme K. Ambler

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

    Authors: Bernard W. Silverman, Graeme K. Ambler
    Subjects: Methodology
    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.

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