Exact sampling from conditional Boolean models with applications to maximum likelihood inference

M.N.M. Lieshout, van, E.W. Zwet, van

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    10 Citations (Scopus)
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    Abstract

    We are interested in estimating the intensity parameter of a Boolean model of discs (the bombing model) from a single realization. To do so, we derive the conditional distribution of the points (germs) of the underlying Poisson process. We demonstrate how to apply coupling from the past to generate samples from this distribution, and use the samples thus obtained to approximate the maximum likelihood estimator of the intensity. We discuss and compare two methods: one based on a Monte Carlo approximation of the likelihood function, the other a stochastic version of the EM algorithm.
    Original languageEnglish
    Pages (from-to)339-353
    JournalAdvances in Applied Probability
    Volume33
    Issue number2
    DOIs
    Publication statusPublished - 2001

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