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Spatial birth-death swap chains. (English) Zbl 1254.60080
Author’s abstract: Markov chains have long been used for generating random variates from spatial point processes. Broadly speaking, these chains fall into two categories Metropolis-Hastings type chains running in discrete time and spatial birth-death chains running in continuous time. These birth-death chains only allow for the removal or addition of a point.
In this paper, it is shown that the addition of transitions, whereby a point is moved from one location to the other, can aid in shortening the mixing time of the chain. Here, the mixing time of the chain is analyzed through coupling, and the use of the swap moves allows for the analysis of a broader class of chains. Furthermore, these swap moves can be employed in perfect sampling algorithms via the dominated coupling from the past procedure of W. S. Kendall and J. Møller [Adv. Appl. Probab. 32, No. 3, 844–865 (2000; Zbl 1123.60309)]. This method can be applied to any pairwise interaction model with repulsion. In particular, an application to the Strauss process is developed in detail, and the swap chains are shown to be much faster than standard birth-death chains.

60J22 Computational methods in Markov chains
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60J27 Continuous-time Markov processes on discrete state spaces
65C40 Numerical analysis or methods applied to Markov chains
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