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Pré-Publication, Document De Travail Année : 2020

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

Résumé

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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Dates et versions

hal-02455422 , version 1 (26-01-2020)
hal-02455422 , version 2 (04-03-2021)

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Cyrille Mascart, Alexandre Muzy, Patricia Reynaud-Bouret. Discrete event simulation of point processes: A computational complexity analysis on sparse graphs. 2020. ⟨hal-02455422v1⟩
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