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The log Gaussian Cox process is a flexible class of Cox processes, whose intensity surface is stochastic, for incorporating complex spatial and time structure of point patterns. The straightforward inference based on Markov chain Monte…

Computation · Statistics 2016-12-02 Shinichiro Shirota , Alan. E. Gelfand

The log-Gaussian Cox process is a flexible and popular class of point pattern models for capturing spatial and space-time dependence for point patterns. Model fitting requires approximation of stochastic integrals which is implemented…

Computation · Statistics 2018-10-24 Shinichiro Shirota , Sudipto Banerjee

McCullagh and Yang (2006) suggest a family of classification algorithms based on Cox processes. We further investigate the log Gaussian variant which has a number of appealing properties. Conditioned on the covariates, the distribution over…

Machine Learning · Statistics 2014-06-23 Alexander G. de. G Matthews , Zoubin Ghahramani

In this paper we present a novel inference methodology to perform Bayesian inference for spatiotemporal Cox processes where the intensity function depends on a multivariate Gaussian process. Dynamic Gaussian processes are introduced to…

Methodology · Statistics 2019-03-12 Flávio B. Gonçalves , Dani Gamerman

This paper introduces a new method for performing computational inference on log-Gaussian Cox processes. The likelihood is approximated directly by making novel use of a continuously specified Gaussian random field. We show that for…

Computation · Statistics 2015-11-02 Daniel Simpson , Janine Illian , Finn Lindgren , Sigrunn Sørbye , Håvard Rue

The Log-Gaussian Cox Process is a commonly used model for the analysis of spatial point patterns. Fitting this model is difficult because of its doubly-stochastic property, i.e., it is an hierarchical combination of a Poisson process at the…

Computation · Statistics 2017-01-05 Ming Teng , Farouk S. Nathoo , Timothy D. Johnson

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Machine Learning · Statistics 2014-04-08 Maurizio Filippone , Mark Girolami

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…

Machine Learning · Statistics 2018-07-23 Martin Tegner , Benjamin Bloem-Reddy , Stephen Roberts

We propose a statistical model for narrowing line shapes in spectroscopy that are well approximated as linear combinations of Lorentzian or Voigt functions. We introduce a log-Gaussian Cox process to represent the peak locations thereby…

Applications · Statistics 2025-07-01 Teemu Härkönen , Emma Hannula , Matthew T. Moores , Erik M. Vartiainen , Lassi Roininen

We generalize the log Gaussian Cox process (LGCP) framework to model multiple correlated point data jointly. The observations are treated as realizations of multiple LGCPs, whose log intensities are given by linear combinations of latent…

Machine Learning · Statistics 2019-03-18 Virginia Aglietti , Theodoros Damoulas , Edwin Bonilla

Markov chain Monte Carlo (MCMC) algorithms have become powerful tools for Bayesian inference. However, they do not scale well to large-data problems. Divide-and-conquer strategies, which split the data into batches and, for each batch, run…

Computation · Statistics 2017-07-18 Christopher Nemeth , Chris Sherlock

We investigate two options for performing Bayesian inference on spatial log-Gaussian Cox processes assuming a spatially continuous latent field: Markov chain Monte Carlo (MCMC) and the integrated nested Laplace approximation (INLA). We…

Computation · Statistics 2012-03-20 Benjamin M. Taylor , Peter J. Diggle

Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with…

Computation · Statistics 2010-03-22 Iain Murray , Ryan Prescott Adams , David J. C. MacKay

Gaussian process modulated Poisson processes provide a flexible framework for modelling spatiotemporal point patterns. So far this had been restricted to one dimension, binning to a pre-determined grid, or small data sets of up to a few…

Machine Learning · Statistics 2018-04-04 S. T. John , James Hensman

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 processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work,…

Computation · Statistics 2019-05-02 Karla Monterrubio-Gómez , Lassi Roininen , Sara Wade , Theo Damoulas , Mark Girolami

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

Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling…

Machine Learning · Statistics 2015-07-07 Botond Cseke , Andrew Zammit Mangion , Tom Heskes , Guido Sanguinetti

Stochastic processes are a flexible and widely used family of models for statistical modeling. While stochastic processes offer attractive properties such as inclusion of uncertainty properties, their inference is typically intractable,…

Methodology · Statistics 2026-02-10 Teemu Härkönen , Simo Särkkä

Gaussian processes (GPs) are a highly flexible, nonparametric statistical model that are commonly used to fit nonlinear relationships or account for correlation between observations. However, the computational load of fitting a Gaussian…

Computation · Statistics 2023-10-30 Matthew J Heaton , Jacob A. Johnson
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