论文标题

有效模拟点过程的稀疏图

Efficient Simulation of Sparse Graphs of Point Processes

论文作者

Mascart, Cyrille, Muzy, Alexandre, Reynaud-bouret, Patricia

论文摘要

我们为标记的时间点过程得出新的离散事件仿真算法。主要思想是将特殊的结构(即Didelez Arxiv:0710.5874定义的相关局部独立图)与活动跟踪算法[Muzy,2019]进行定义,以实现高性能异步模拟。关于经典算法,这可以大大降低计算复杂性,尤其是当图稀疏时。 [Muzy,2019] A. Muzy。 2019。用于层次(神经认知)系统中动力学和学习过程的建模和模拟活动的利用活动。 (提交给)科学与工程计算杂志(2019)

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 arXiv:0710.5874, with the activity tracking algorithm [muzy, 2019] for achieving high performance asynchronous simulations. With respect to classical algorithm, this allows reducing drastically the computational complexity, especially when the graph is sparse. [muzy, 2019] A. Muzy. 2019. Exploiting activity for the modeling and simulation of dynamics and learning processes in hierarchical (neurocognitive) systems. (Submitted to) Magazine of Computing in Science & Engineering (2019)

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