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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 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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https://hal.archives-ouvertes.fr/hal-02455422
Contributor : Cyrille Mascart <>
Submitted on : Thursday, March 4, 2021 - 9:54:33 AM
Last modification on : Wednesday, March 10, 2021 - 3:33:13 AM

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Cyrille Mascart, Alexandre Muzy, Patricia Reynaud-Bouret. Efficient Simulation of Sparse Graphs of Point Processes. 2021. ⟨hal-02455422v2⟩

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