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We propose a flexible change-point model for inhomogeneous Poisson Processes, which arise naturally from next-generation DNA sequencing, and derive score and generalized likelihood statistics for shifts in intensity functions. We construct…

Applications · Statistics 2012-06-29 Jeremy J. Shen , Nancy R. Zhang

Estimation of the spatial heterogeneity in crime incidence across an entire city is an important step towards reducing crime and increasing our understanding of the physical and social functioning of urban environments. This is a difficult…

Methodology · Statistics 2022-07-26 Cecilia Balocchi , Edward I. George , Shane T. Jensen

In the last decades, the notion that cities are in a state of equilibrium with a centralised organisation has given place to the viewpoint of cities in disequilibrium and organised from bottom to up. In this perspective, cities are evolving…

Computers and Society · Computer Science 2018-11-05 Marcos Oliveira , Eraldo Ribeiro , Carmelo Bastos-Filho , Ronaldo Menezes

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…

Machine Learning · Computer Science 2025-02-04 Oliver Hamelijnck , Arno Solin , Theodoros Damoulas

We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…

Applications · Statistics 2016-07-28 Marta Tallarita , Maria De Iorio , Alessandra Guglielmi , James Malone-Lee

We have implemented quantum modeling mainly based on Bohmian Mechanics to study time series that contain strong coupling between their events. We firstly propose how compared to normal densities, our target time series seem to be associated…

Mathematical Finance · Quantitative Finance 2023-07-26 Reza Hosseini , Samin Tajik , Zahra Koohi Lai , Tayeb Jamali , Emmanuel Haven , G. Reza Jafari

Multivariate space-time data are increasingly available in various scientific disciplines. When analyzing these data, one of the key issues is to describe the multivariate space-time dependencies. Under the Gaussian framework, one needs to…

Methodology · Statistics 2016-02-10 Marc Bourotte , Denis Allard , Emilio Porcu

The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…

Machine Learning · Statistics 2022-03-22 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

Identification of local structure in intensive data -- such as time series, images, and higher dimensional processes -- is an important problem in astronomy. Since the data are typically generated by an inhomogeneous Poisson process, an…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Jeffrey D. Scargle

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Machine Learning · Computer Science 2022-02-24 Krista Longi , Jakob Lindinger , Olaf Duennbier , Melih Kandemir , Arto Klami , Barbara Rakitsch

The log-Gaussian Cox process (LGCP) is a popular point process for modeling non-interacting spatial point patterns. This paper extends the LGCP model to handle data exhibiting fundamentally different behaviors in different subregions of the…

Methodology · Statistics 2017-11-03 Anders Hildeman , David Bolin , Jonas Wallin , Janine B. Illian

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…

Machine Learning · Statistics 2018-03-21 Gonzalo Rios , Felipe Tobar

A log Gaussian Cox process (LGCP) is a doubly stochastic construction consisting of a Poisson point process with a random log-intensity given by a Gaussian random field. Statistical methodology have mainly been developed for LGCPs defined…

Statistics Theory · Mathematics 2018-05-08 Jesper Møller , Francisco Cuevas-Pacheco

This article introduces estimators of trend and seasonality for time series of point processes. We assume the point processes follow a temporal or spatial doubly-stochastic Poisson model with log-Gaussian intensity functions. The proposed…

Methodology · Statistics 2026-05-22 Daniel Gervini , Simon A. Kopischke

Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…

Machine Learning · Statistics 2019-05-20 Lucas Maystre , Victor Kristof , Matthias Grossglauser

This work considers the distribution of inertial particles in turbulence using the point-particle approximation. We demonstrate that the random point process formed by the positions of particles in space is a Poisson point process with…

Fluid Dynamics · Physics 2017-07-26 Lukas Schmidt , Itzhak Fouxon , Markus Holzner

Prior specifications for hyperparameters of random fields in Bayesian spatial point process modelling can have a major impact on the statistical inference and the conclusions made. We consider fitting of log-Gaussian Cox processes to…

Methodology · Statistics 2017-09-21 Sigrunn H. Sørbye , Janine B. Illian , Daniel P. Simpson , David Burslem

We consider the problem of learning the inhomogeneous intensity of a counting process, under a sparse segmentation assumption. We introduce a weighted total-variation penalization, using data-driven weights that correctly scale the…

Statistics Theory · Mathematics 2015-07-03 Mokhtar Zahdi Alaya , Stéphane Gaïffas , Agathe Guilloux

Poisson log-linear models are ubiquitous in many applications, and one of the most popular approaches for parametric count regression. In the Bayesian context, however, there are no sufficient specific computational tools for efficient…

Computation · Statistics 2022-09-02 Laura D'Angelo , Antonio Canale

Gaussian processes provide a flexible, non-parametric framework for the approximation of functions in high-dimensional spaces. The covariance kernel is the main engine of Gaussian processes, incorporating correlations that underpin the…

Machine Learning · Statistics 2024-03-20 Dionissios T. Hristopulos