Perfect simulations are methods, which convert suitable Markov chain Monte Carlo (MCMC) algorithms into algorithms which return exact draws from the target distribution, instead of approximations based on long-time convergence to equilibrium. In recent years a lot of various perfect simulation algorithms were developed. This work provides a unified exposition of some perfect simulation algorithms with applications to spatial point processes, especially to the Strauss process and area-interaction process. Described algorithms and their properties are compared theoretically and also by a simulation study.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:298168 |
| Date | January 2010 |
| Creators | Sadil, Antonín |
| Contributors | Prokešová, Michaela, Beneš, Viktor |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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