Jesper Møller and Jakob G . Rasmussen

Jesper Møller and Jacob G . Rasmussen : Perfect Simulation of Hawkes Processes

This article concerns a perfect simulation algorithm for unmarked and marked Hawkes processes. The usual straightforward simulation algorithm suffers from edge effects, whereas our perfect simulation algorithm does not. By viewing Hawkes processes as Poisson cluster processes and using their branching and conditional independence structure, useful approximations of the distribution function for...

Modelling Point Patterns with Linear Structures

Many observed spatial point patterns contain points placed roughly on line segments. Point patterns exhibiting such structures can be found for example in archaeology (locations of bronze age graves in Denmark) and geography (locations of mountain tops). We consider a particular class of point processes whose realizations contain such linear structures. Such a point process is constructed seque...

Approximate Simulation of Hawkes Processes

This article concerns a simulation algorithm for unmarked and marked Hawkes processes. The algorithm suffers from edge effects but is much faster than the perfect simulation algorithm introduced in our previous work [12]. We derive various useful measures for the error committed when using the algorithm, and we discuss various empirical results for the algorithm compared with perfect simulations.

Myocarditis in Forensic Medicine Myocarditis in Forensic Medicine

Perfect Simulation of Hawkes Processes

This article concerns a perfect simulation algorithm for unmarked and marked Hawkes processes. The usual straightforward simulation algorithm suffers from edge effects, whereas our perfect simulation algorithm does not. By viewing Hawkes processes as Poisson cluster processes and using their branching and conditional independence structure, useful approximations of the distribution function for...