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Journal Articles ACM Transactions on Modeling and Computer Simulation Year : 2022

Efficient Simulation of Sparse Graphs of Point Processes

Abstract

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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Dates and versions

hal-02455422 , version 1 (26-01-2020)
hal-02455422 , version 2 (04-03-2021)

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Cyrille Mascart, David Hill, Alexandre Muzy, Patricia Reynaud-Bouret. Efficient Simulation of Sparse Graphs of Point Processes. ACM Transactions on Modeling and Computer Simulation, 2022, 33 (1-2), pp.23-38. ⟨10.1145/3565809 10.1145/nnnnnnn.nnnnnnn⟩. ⟨hal-02455422v2⟩
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