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Paper No. 06-11

Download 06-11

WS Kendall, Y Shen and E Thonnes

N-fold way simulated tempering for pairwise interaction point processes

Date: September 2006

Abstract: Pairwise interaction point processes with strong interaction are usually difficult to sample. We discuss how Besag lattice processes can be used in a simulated tempering MCMC scheme to help with the simulation of such processes. We show how the N-fold way algorithm can be used to sample the lattice processes efficiently and introduce the N-fold way algorithm into our simulated tempering scheme. To calibrate the simulated tempering scheme we use the Wang-Landau algorithm.

Keywords: Pairwise interaction point processes, Besag lattice processes, MCMC, simulated tempering, N-fold way algorithm, Wang-Landau algorithm
1991 MSC: 60J10, 68U05, 60G55, 60D05.