Regularization techniques for inhomogeneous (spatial) point processes intensity and conditional intensity estimation
Statistics Theory
2023-05-24 v1 Statistics Theory
Abstract
Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on inhomogeneous parametric forms of these functions assumed to depend on a certain number of spatial covariates. When this number of covariates is large, we are faced with a high-dimensional problem. This paper provides an overview of these questions and existing solutions based on regularizations.
Cite
@article{arxiv.2305.13470,
title = {Regularization techniques for inhomogeneous (spatial) point processes intensity and conditional intensity estimation},
author = {Jean-François Coeurjolly and Ismaïla Ba and Achmad Choiruddin},
journal= {arXiv preprint arXiv:2305.13470},
year = {2023}
}
Comments
19 pages, 2 figures