Advances in Applied Probability

Likelihood-based inference for Matérn type-III repulsive point processes

Mark L. Huber and Robert L. Wolpert
Source: Adv. in Appl. Probab. Volume 41, Number 4 (2009), 958-977.

Abstract

In a repulsive point process, points act as if they are repelling one another, leading to underdispersed configurations when compared to a standard Poisson point process. Such models are useful when competition for resources exists, as in the locations of towns and trees. Bertil Matérn introduced three models for repulsive point processes, referred to as types I, II, and III. Matérn used types I and II, and regarded type III as intractable. In this paper an algorithm is developed that allows for arbitrarily accurate approximation of the likelihood for data modeled by the Matérn type-III process. This method relies on a perfect simulation method that is shown to be fast in practice, generating samples in time that grows nearly linearly in the intensity parameter of the model, while the running times for more naive methods grow exponentially.

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Primary Subjects: 65C60
Secondary Subjects: 62M30, 68U20
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Permanent link to this document: http://projecteuclid.org/euclid.aap/1261669580
Digital Object Identifier: doi:10.1239/aap/1261669580
Mathematical Reviews number (MathSciNet): MR2663230

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Advances in Applied Probability

Advances in Applied Probability