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Point process data are becoming ubiquitous in modern applications, such as social networks, health care, and finance. Despite the powerful expressiveness of the popular recurrent neural network (RNN) models for point process data, they may…

Machine Learning · Computer Science 2022-11-22 Zheng Dong , Xiuyuan Cheng , Yao Xie

This paper introduces a new modeling framework for the statistical analysis of point patterns on a manifold M_{d}, defined by a connected and compact two-point homogeneous space, including the special case of the sphere. The presented…

Methodology · Statistics 2022-10-21 M. P. Frías , A. Torres , M. D. Ruiz-Medina

This paper introduces a $K$-function for assessing second-order properties of inhomogeneous random measures generated by marked point processes. The marks can be geometric objects like fibers or sets of positive volume, and the presented…

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

We take a wavelet based approach to the analysis of point processes and the estimation of the first order intensity under a continuous time setting. A multiresolution analysis of a point process is formulated which motivates the definition…

Methodology · Statistics 2018-04-02 Youssef Taleb , Edward A. K. Cohen

This study introduces an innovative local statistical moment approach for estimating Kramers-Moyal coefficients, effectively bridging the gap between nonparametric and parametric methodologies. These coefficients play a crucial role in…

Methodology · Statistics 2024-08-27 Christian Wiedemann , Matthias Wächter , Jan A. Freund , Joachim Peinke

Many real-world objects can be modeled as a stream of events on the nodes of a graph. In this paper, we propose a class of graphical event models named temporal point process graphical models for representing the temporal dependencies among…

Methodology · Statistics 2021-10-25 Yalong Lyu , Huiyuan Wang , Wei Lin

Stationary quantum stochastic process j is introduced as a *-homomorphism embedding an involutive graded algebra $\tilde K=\oplus_{i=1}^{\infty}K_i$ into a ring of (abelian) cohomologies of the one-parameter group $\alpha$ consisting of…

Functional Analysis · Mathematics 2007-05-23 Grigori G. Amosov

In this paper, we propose a generalization to germ-grain models of the inhomogeneous K-function of Point Processes. We apply them to a sample of images of peripheral blood smears obtained from patients with Sickle Cell Disease, in order to…

Other Statistics · Statistics 2014-02-03 M. Ángeles Gallego , M. Victoria Ibáñez , Amelia Simó

Graph-based methods for signal processing have shown promise for the analysis of data exhibiting irregular structure, such as those found in social, transportation, and sensor networks. Yet, though these systems are often dynamic,…

Machine Learning · Computer Science 2016-06-23 Nathanael Perraudin , Andreas Loukas , Francesco Grassi , Pierre Vandergheynst

These short lecture notes contain a not too technical introduction to point processes on the time line. The focus lies on defining these processes using the conditional intensity function. Furthermore, likelihood inference, methods of…

Methodology · Statistics 2018-06-04 Jakob Gulddahl Rasmussen

This paper concerns space-sphere point processes, that is, point processes on the product space of $\mathbb R^d$ (the $d$-dimensional Euclidean space) and $\mathbb S^k$ (the $k$-dimen\-sional sphere). We consider specific classes of models…

Recently, in [Class. Quantum Grav. 33 (2016) 045005], the authors proposed a new approach extending the framework of statistical mechanics to reparametrization-invariant systems with no additional gauges. In this work, the approach is…

General Relativity and Quantum Cosmology · Physics 2022-10-04 Goffredo Chirco , Thibaut Josset

This paper proposes a log-linear model for the latent intensity functions of a replicated spatio-temporal point process. By simultaneously fitting correlated spatial and temporal Karhunen-Lo\`eve expansions, the model produces spatial and…

Methodology · Statistics 2019-03-25 Daniel Gervini

This paper discusses infill asymptotics for logistic regression estimators for spatio-temporal point processes whose intensity functions are of log-linear form. We establish strong consistency and asymptotic normality for the parameters of…

Statistics Theory · Mathematics 2022-08-26 M. N. M. van Lieshout , C. Lu

This work studies nonparametric Bayesian estimation of the intensity function of an inhomogeneous Poisson point process in the important case where the intensity depends on covariates, based on the observation of a single realisation of the…

Statistics Theory · Mathematics 2025-05-09 Matteo Giordano , Alisa Kirichenko , Judith Rousseau

Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Computation · Statistics 2025-11-19 Alba Bernabeu , Jorge Mateu

Identifying an appropriate covariance function is one of the primary interests in spatial and spatio-temporal statistics because it allows researchers to analyze the dependence structure of the random process. For this purpose, spatial…

Methodology · Statistics 2025-02-04 Jongwook Kim , Chunfeng Huang , Nicholas Bussberg

It is shown that the inert properties of a stationary random process can be expressed in terms of the ratio of its correlation interval to the doubled variance. When using a fixed value of the Planck constant h as a proportionality factor,…

General Physics · Physics 2022-10-10 Mikhail Batanov-Gaukhman

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…

Machine Learning · Statistics 2015-07-10 Chintan A. Dalal , Vladimir Pavlovic , Robert E. Kopp