Discrete event simulation of point processes: A computational complexity analysis on sparse graphs

01/06/2020

∙

by   Cyrille Mascart, et al.

∙

0

∙

share

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 arXiv:arch-ive/190102412629 for achieving high performance asynchronous simulations. With respect to classical algorithm, this allows reducing drastically the computational complexity, especially when the graph is sparse.