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A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…

Methodology · Statistics 2024-07-01 Bingjing Tang , Julia Palacios

We present an approximate Bayesian inference approach for estimating the intensity of an inhomogeneous Poisson process, where the intensity function is modelled using a Gaussian process (GP) prior via a sigmoid link function. Augmenting the…

Machine Learning · Statistics 2019-05-06 Christian Donner , Manfred Opper

We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…

Machine Learning · Statistics 2019-06-10 Virginia Aglietti , Edwin V. Bonilla , Theodoros Damoulas , Sally Cripps

We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…

Statistics Theory · Mathematics 2013-11-28 Eduard Belitser , Paulo Serra , Harry van Zanten

This paper proposes a new methodology to perform Bayesian inference for a class of multidimensional Cox processes in which the intensity function is piecewise constant. Poisson processes with piecewise constant intensity functions are…

Methodology · Statistics 2022-11-16 Flavio B. Gonçalves , Barbara C. C. Dias

The Cox process is a stochastic process which generalises the Poisson process by letting the underlying intensity function itself be a stochastic process. In this paper we present a fast Bayesian inference scheme for the permanental…

Methodology · Statistics 2018-08-07 Christian J. Walder , Adrian N. Bishop

Statistical modeling of point patterns is an important and common problem in several areas. The Poisson process is the most common process used for this purpose, in particular, its generalization that considers the intensity function to be…

Methodology · Statistics 2021-02-26 Flavio B. Gonçalves , Livia M. Dutra , Roger W. C. Silva

We study nonparametric Bayesian inference for the intensity function of a covariate-driven point process. We extend recent results from the literature, showing that a wide class of Gaussian priors, combined with flexible link functions,…

Statistics Theory · Mathematics 2025-05-27 Patric Dolmeta , Matteo Giordano

The paper considers a Cox process where the stochastic intensity function for the Poisson data model is itself a non-homogeneous Poisson process. We show that it is possible to obtain the marginal data process, namely a non-homogeneous…

Methodology · Statistics 2023-04-17 Shuying Wang , Stephen G. Walker

Modelling the first-order intensity function is one of the main aims in point process theory, and it has been approached so far from different perspectives. One appealing model describes the intensity as a function of a spatial covariate.…

Methodology · Statistics 2018-07-03 M. I. Borrajo , W. González-Manteiga , M. D. Martínez-Miranda

We focus on the estimation of the intensity of a Poisson process in the presence of a uniform noise. We propose a kernel-based procedure fully calibrated in theory and practice. We show that our adaptive estimator is optimal from the oracle…

Methodology · Statistics 2022-06-29 Anna Bonnet , Claire Lacour , Franck Picard , Vincent Rivoirard

Despite the fundamental nature of the inhomogeneous Poisson process in the theory and application of stochastic processes, and its attractive generalizations (e.g. Cox process), few tractable nonparametric modeling approaches of intensity…

Machine Learning · Statistics 2017-06-27 Seth Flaxman , Yee Whye Teh , Dino Sejdinovic

The intensity of a Gibbs point process is usually an intractable function of the model parameters. For repulsive pairwise interaction point processes, this intensity can be expressed as the Laplace transform of some particular function.…

Methodology · Statistics 2017-12-11 Jean-François Coeurjolly , Frédéric Lavancier

We study adaptive sensing of Cox point processes, a widely used model from spatial statistics. We introduce three tasks: maximization of captured events, search for the maximum of the intensity function and learning level sets of the…

Machine Learning · Computer Science 2022-03-31 Mojmír Mutný , Andreas Krause

We present the Additive Poisson Process (APP), a novel framework that can model the higher-order interaction effects of the intensity functions in stochastic processes using lower dimensional projections. Our model combines the techniques…

Machine Learning · Statistics 2020-06-17 Simon Luo , Feng Zhou , Lamiae Azizi , Mahito Sugiyama

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…

Statistics Theory · Mathematics 2019-02-19 Martin Kroll

Point pattern data often exhibit features such as abrupt changes, hotspots and spatially varying dependence in local intensity. Under a Poisson process framework, these correspond to discontinuities and nonstationarity in the underlying…

Methodology · Statistics 2025-07-24 Izabel Nolau , Flávio B. Gonçalves , Dani Gamerman

Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the positive intensity function. This commonly yields solutions…

Machine Learning · Statistics 2019-03-01 Andrés F. López-Lopera , ST John , Nicolas Durrande

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

We observe $n$ inhomogeneous Poisson processes with covariates and aim at estimating their intensities. We assume that the intensity of each Poisson process is of the form $s (\cdot, x)$ where $x$ is the covariate and where $s$ is an…

Statistics Theory · Mathematics 2013-06-14 Mathieu Sart
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