English
Related papers

Related papers: Multivariate Geometric Anisotropic Cox Processes

200 papers

Statistical inference for highly multivariate point pattern data is challenging due to complex models with large numbers of parameters. In this paper, we develop numerically stable and efficient parameter estimation and model selection…

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

This paper presents a Bayesian generative model for dependent Cox point processes, alongside an efficient inference scheme which scales as if the point processes were modelled independently. We can handle missing data naturally, infer…

Machine Learning · Statistics 2014-07-28 Tom Gunter , Chris Lloyd , Michael A. Osborne , Stephen J. Roberts

There is a lack of point process models on linear networks. For an arbitrary linear network, we consider new models for a Cox process with an isotropic pair correlation function obtained in various ways by transforming an isotropic Gaussian…

Statistics Theory · Mathematics 2024-01-17 Jesper Møller , Jakob G. Rasmussen

We introduce a class of spatial stochastic processes in the max-domain of attraction of familiar max-stable processes. The new class is based on Cox processes and comprises models with short range dependence. We show that statistical…

Probability · Mathematics 2016-12-15 Martin Dirrler , Martin Schlather , Kirstin Strokorb

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

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

This paper investigates the (in)-consistency of various bootstrap methods for making inference on a change-point in time in the Cox model with right censored survival data. A criterion is established for the consistency of any bootstrap…

Methodology · Statistics 2013-08-01 Gongjun Xu , Bodhisattva Sen , Zhiliang Ying

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

We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…

Methodology · Statistics 2020-07-29 Evandro Konzen , Jian Qing Shi , Zhanfeng Wang

An important task in the statistical analysis of inhomogeneous point processes is to investigate the influence of a set of covariates on the point-generating mechanism. In this article, we consider the nonparametric Bayesian approach to…

Methodology · Statistics 2026-01-19 Patric Dolmeta , Matteo Giordano

We present a non-parametric prognostic framework for individualized event prediction based on joint modeling of both longitudinal and time-to-event data. Our approach exploits a multivariate Gaussian convolution process (MGCP) to model the…

Machine Learning · Statistics 2023-07-04 Xubo Yue , Raed Kontar

Spatial and spatio-temporal single-structure point process models are widely used in epidemiology, biology, ecology, seismology... . However, most natural phenomena present multiple interaction structure or exhibit dependence at multiple…

Methodology · Statistics 2020-07-07 Morteza Raeisi , Florent Bonneu , Edith Gabriel

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

Computation · Statistics 2016-12-04 Shinichiro Shirota , Alan E. Gelfand

A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an…

Methodology · Statistics 2023-08-17 Federico Bassetti , Roberto Casarin , Matteo Iacopini

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 develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…

Risk Management · Quantitative Finance 2021-08-19 Benjamin Avanzi , Gregory Clive Taylor , Bernard Wong , Xinda Yang

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

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

This paper is the second in a series of papers which combine graphical modelling and marked spatial point patterns. Extending the previous results of \cite Eckardt (2016a), we introduce a marked spatial dependence graph model which depicts…

Applications · Statistics 2016-09-29 Matthias Eckardt , Jorge Mateu
‹ Prev 1 2 3 10 Next ›