Related papers: Prediction in a non-homogeneous Poisson cluster mo…

The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis. In this paper, we extend the Markov-modulated Poisson process framework through…

Prediction of events such as part replacement and failure events plays a critical role in reliability engineering. Event stream data are commonly observed in manufacturing and teleservice systems. Designing predictive models for individual…

In this paper, we propose a new comparison tool for spatial homogeneity of point processes, based on the joint examination of void probabilities and factorial moment measures. We prove that determinantal and permanental processes, as well…

Clusters traverse a gas and collide with gas particles. The gas particles are adsorbed and the clusters become hosts. If the clusters are size selected, the number of guests will be Poisson distributed. We review this by showcasing four…

In this paper we examine the claims reserving problem using Tweedie's compound Poisson model. We develop the maximum likelihood and Bayesian Markov chain Monte Carlo simulation approaches to fit the model and then compare the estimated…

The growing complexity of heterogeneous cellular networks (HetNets) has necessitated the need to consider variety of user and base station (BS) configurations for realistic performance evaluation and system design. This is directly…

Clinical trials in the modern era are characterized by their complexity and high costs and usually involve hundreds/thousands of patients to be recruited across multiple clinical centres in many countries, as typically a rather large sample…

Arrival processes to service systems often display (i) larger than anticipated fluctuations, (ii) a time-varying rate, and (iii) temporal correlation. Motivated by this, we introduce a specific non-homogeneous Poisson process that…

In this project we are interested in performing clustering of observations such that the cluster membership is influenced by a set of predictors. To that end, we employ the Bayesian nonparameteric Common Atoms Model, which is a nested…

A family of parsimonious Gaussian cluster-weighted models is presented. This family concerns a multivariate extension to cluster-weighted modelling that can account for correlations between multivariate responses. Parsimony is attained by…

The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behaviour and is thus not described well by a Poisson process. We construct a general model for the inter-exceedance times in…

Any limiting point process for the time normalized exceedances of high levels by a stationary sequence is necessarily compound Poisson under appropriate long range dependence conditions. Typically exceedances appear in clusters. The…

The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…

Exploiting the fact that most arrival processes exhibit cyclic behaviour, we propose a simple procedure for estimating the intensity of a nonhomogeneous Poisson process. The estimator is the super-resolution analogue to Shao 2010 and Shao &…

Statistical modelling strategy is the key for success in data analysis. The trade-off between flexibility and parsimony plays a vital role in statistical modelling. In clustered data analysis, in order to account for the heterogeneity…

Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…

One of the focal points of the modern literature on Bayesian nonparametrics has been the problem of clustering, or partitioning, where each data point is modeled as being associated with one and only one of some collection of groups called…

Modeling the arrival process to an Emergency Department (ED) is the first step of all studies dealing with the patient flow within the ED. Many of them focus on the increasing phenomenon of ED overcrowding, which is afflicting hospitals all…

The prediction of future insurance claims based on observed risk factors, or covariates, help the actuary set insurance premiums. Typically, actuaries use parametric regression models to predict claims based on the covariate information.…

A common assumption when modeling queuing systems is that arrivals behave like a Poisson process with constant parameter. In practice, however, call arrivals are often observed to be significantly overdispersed. This motivates that in this…