Discrete event simulation of point processes: A computational complexity analysis on sparse graphs
| Autor: | Mascart, Cyrille, Muzy, Alexandre, Reynaud-Bouret, Patricia |
|---|---|
| Přispěvatelé: | Laboratoire d'Informatique, Signaux, et Systèmes de Sophia Antipolis (I3S), Université Nice Sophia Antipolis (... - 2019) (UNS), COMUE Université Côte d'Azur (2015 - 2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015 - 2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA), Modèles Discrets pour les Systèmes Complexes (Laboratoire I3S - MDSC), COMUE Université Côte d'Azur (2015 - 2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015 - 2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA)-Université Nice Sophia Antipolis (... - 2019) (UNS), Laboratoire Jean Alexandre Dieudonné (JAD), Université Côte d'Azur (UCA)-Université Nice Sophia Antipolis (... - 2019) (UNS), COMUE Université Côte d'Azur (2015 - 2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015 - 2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS), NeuroMod Institute, PNRIA, ANR-15-IDEX-0001,UCA JEDI,Idex UCA JEDI (2016), ANR-19-P3IA-0002,3IA@cote d'azur,3IA Côte d'Azur(2019) |
| Jazyk: | angličtina |
| Rok vydání: | 2020 |
| Předmět: |
discrete event simulation
[STAT]Statistics [stat] local independent graphs Mathematical software performance Additional Key Words and Phrases: Point processes computational complexity Statistical software CCS Concepts: • Mathematics of computing → Discrete mathematics [INFO]Computer Science [cs] Hawkes point processes |
| Popis: | 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) |
| Databáze: | OpenAIRE |
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