Efficient Simulation of Sparse Graphs of Point Processes
نویسندگان
چکیده
We derive new discrete event simulation algorithms for marked time point processes. The main idea is to couple a special structure, namely the associated local independence graph, as defined by Didelez, with activity tracking algorithm of Muzy achieving high-performance asynchronous simulations. With respect classical algorithms, this allows us drastically reduce computational complexity, especially when graph sparse.
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ژورنال
عنوان ژورنال: ACM Transactions on Modeling and Computer Simulation
سال: 2023
ISSN: ['1049-3301', '1558-1195']
DOI: https://doi.org/10.1145/3565809