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

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 نشر من قبل Bernard Silverman
 تاريخ النشر 2010
  مجال البحث الاحصاء الرياضي
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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.

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