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Efficient Simulation of Sparse Graphs of Point Processes
ACM Transactions on Modeling and Computer Simulation ( IF 0.9 ) Pub Date : 2023-02-28 , DOI: https://dl.acm.org/doi/10.1145/3565809
Cyrille Mascart, David Hill, Alexandre Muzy, Patricia Reynaud-Bouret

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 the activity tracking algorithm of Muzy for achieving high-performance asynchronous simulations. With respect to classical algorithms, this allows us to drastically reduce the computational complexity, especially when the graph is sparse.



中文翻译:

点过程稀疏图的高效模拟

我们推导出用于标记时间点过程的新离散事件模拟算法。主要思想是将一个特殊的结构,即 Didelez 定义的关联局部独立图,与 Muzy 的活动跟踪算法相结合,以实现高性能异步模拟。对于经典算法,这使我们能够大大降低计算复杂度,尤其是在图稀疏时。

更新日期:2023-03-01
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