Efficient Simulation of Sparse Graphs of Point Processes
Résumé
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 [13], with the activity tracking algorithm [24] 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.
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