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The purpose of this paper is to estimate the intensity of a Poisson process $N$ by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean measure of $N$ with respect to $ndx$ where $n$ is a fixed…

Statistics Theory · Mathematics 2008-10-30 Patricia Reynaud-Bouret , Vincent Rivoirard

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

Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…

Methodology · Statistics 2024-06-28 Si Cheng , Jon Wakefield , Ali Shojaie

We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…

Methodology · Statistics 2020-03-31 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

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 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

The purpose of this paper is to estimate the intensity of a Poisson process $N$ by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean measure of $N$ with respect to $ndx$ where $n$ is a fixed…

Statistics Theory · Mathematics 2008-01-22 Patricia Reynaud-Bouret , Vincent Rivoirard

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

Statistics Theory · Mathematics 2014-07-02 Jean-François Coeurjolly , Jesper Møller

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

Intensity estimation for Poisson processes is a classical problem and has been extensively studied over the past few decades. Practical observations, however, often contain compositional noise, i.e. a nonlinear shift along the time axis,…

Methodology · Statistics 2019-09-25 Glenna Schluck , Wei Wu , Anuj Srivastava

In this article, we propose a spectral method for a class of multivariate inhomogeneous spatial point processes, namely the second-order intensity reweighted stationary processes. A key ingredient of our approach is utilizing the asymptotic…

Methodology · Statistics 2025-10-22 Qi-Wen Ding , Junho Yang , Joonho Shin

In this paper, we revisit the original ideas of Stein and propose an estimator of the intensity parameter of a homogeneous Poisson point process defined in $\R^d$ and observed in a bounded window. The procedure is based on a new general…

Statistics Theory · Mathematics 2015-07-31 Marianne Clausel , Jean-François Coeurjolly , Jérôme Lelong

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

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

The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance…

Machine Learning · Statistics 2025-03-04 Hee-Geon Kang , Sunggon Kim

We discuss and compare various approaches to the problem of bandwidth selection for kernel estimators of intensity functions of spatial point processes. We also propose a new method based on the Campbell formula applied to the reciprocal…

Methodology · Statistics 2016-12-01 O. Cronie , M. N. M. van Lieshout

We introduce a semi-parametric estimator of the Poisson intensity parameter of a spatial stationary Gibbs point process. Under very mild assumptions satisfied by a large class of Gibbs models, we establish its strong consistency and…

Statistics Theory · Mathematics 2013-08-14 Nadia Morsli , Jean-François Coeurjolly

Exploiting the fact that most arrival processes exhibit cyclic behaviour, we propose a simple procedure for estimating the intensity of a nonhomogeneous Poisson process. The estimator is the super-resolution analogue to Shao 2010 and Shao &…

Machine Learning · Statistics 2019-03-01 Ningyuan Chen , Donald K. K. Lee , Sahand Negahban

We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…

Methodology · Statistics 2021-06-10 Chunyi Zhao , Athanasios Kottas

This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…

Statistics Theory · Mathematics 2011-05-20 Jérémie Bigot , Sébastien Gadat , Thierry Klein , Clément Marteau
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