next up previous
Next: Completion of Exponential Family Up: Finite Point Processes Previous: Statistical Models

Strauss Processes

A simple example that is both a Markov point process and an exponential family is the Strauss process (Strauss, 1975; Kelly and Ripley, 1976). Let r be a fixed real number, let tex2html_wrap_inline3091 be a distance function on S, and let s(x) be the number of pairs of points in x that are separated by distance no more than r.

  equation338

Define t(x) to be the bivariate vector (n(x), s(x)). The exponential family having canonical statistic t(x) and unnormalized densities (1.3) is called the unconditional Strauss process. It was pointed out by Kelly and Ripley (1976) that tex2html_wrap_inline3107 defined by (1.13) is finite if and only if tex2html_wrap_inline3109 . Thus the natural parameter space of the family is

displaymath3111

Although it is of no importance in the sequel, it is interesting to note that since tex2html_wrap_inline2427 is not an open subset of tex2html_wrap_inline3115 this is a nonregular exponential family. The Strauss process thus provides an interesting example of a nonregular family not dreamed up just to provide an example of the phenomenon. The nonregularity affects likelihood inference for the model (Geyer and Møller, 1994). The Strauss process is also actually nonsteep since tex2html_wrap_inline3117 is finite for all tex2html_wrap_inline2375 .

Conditioning on the event tex2html_wrap_inline3121 gives the conditional Strauss process with k points. As in any exponential family, conditioning on a component of the natural statistic (here n(x)) eliminates the corresponding parameter tex2html_wrap_inline3127 . Thus this produces a one-parameter exponential family with natural statistic s(x). If we do not consider this a process derived from the unconditional process, but as a simple multivariate exponential family defined on tex2html_wrap_inline2969 with normalizing function

displaymath3133

then tex2html_wrap_inline3107 is now finite for all tex2html_wrap_inline3137 . Thus this gives another interesting property not seen in typical exponential families, that conditioning can increase the natural parameter space.

The title of Strauss (1975) calls this process a `model for clustering,' but the unconditional Strauss process is not at all a model for clustering. By the usual formulas for exponential families

displaymath3139

so

displaymath3141

and, in particular, every unconditional Strauss process with tex2html_wrap_inline3143 is less clustered than the Poisson process with tex2html_wrap_inline3145 and the same value of tex2html_wrap_inline3127 . The conditional Strauss process can be a model for clustering, since tex2html_wrap_inline3149 is allowed, but it is a very poor model. Before explaining this we look at another property of exponential families.


next up previous
Next: Completion of Exponential Family Up: Finite Point Processes Previous: Statistical Models

Charles Geyer
Fri Jul 5 15:26:21 CDT 1996