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Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…

Statistics Theory · Mathematics 2015-06-08 Shota Gugushvili , Frank van der Meulen , Peter Spreij

An enhancement in seismic measuring instrumentation has been proven to have implications in the quantity of observed earthquakes, since denser networks usually allow recording more events. However, phenomena such as strong earthquakes or…

In this paper, we present a nonparametric method to estimate the heterogeneity of a random medium from the angular distribution of intensity transmitted through a slab of random material. Our approach is based on the modeling of forward…

Data Analysis, Statistics and Probability · Physics 2012-02-06 Nicolas Le Bihan , Ludovic Margerin

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

Methodology · Statistics 2017-12-29 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

Selecting important spatial-dependent variables under the nonhomogeneous spatial Poisson process model is an important topic of great current interest. In this paper, we use the Deviance Information Criterion (DIC) and Logarithm of the…

Applications · Statistics 2019-10-16 Guanyu Hu , Fred Huffer , Ming-Hui Chen

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

Due to spatial dependence -- often characterized as complex and non-linear -- model misspecification is a prevalent and critical issue in spatial data analysis and prediction. As the data, and thus model performance, is heterogeneous,…

In this paper, we harness a result in point process theory, specifically the expectation of the weighted $K$-function, where the weighting is done by the true first-order intensity function. This theoretical result can be employed as an…

Methodology · Statistics 2024-03-13 Nicoletta D'Angelo , Giada Adelfio

This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Quentin Legros , Dominique Fourer , Sylvain Meignen , Marcelo A. Colominas

We develop a prior probability model for temporal Poisson process intensities through structured mixtures of Erlang densities with common scale parameter, mixing on the integer shape parameters. The mixture weights are constructed through…

Methodology · Statistics 2021-10-26 Hyotae Kim , Athanasios Kottas

Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density $f_0$ of its jump sizes, as well as of its intensity $\lambda_0.$ We take a Bayesian approach to the problem and…

Statistics Theory · Mathematics 2023-02-27 Shota Gugushvili , Frank van der Meulen , Peter Spreij

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

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

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

In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing…

Machine Learning · Statistics 2015-06-30 Yves-Laurent Kom Samo , Stephen Roberts

Marked point process data arise when events occur in a space with event-level marks. We study clustering of replicated marked Poisson point processes and introduce Dirichlet process mixtures of marked Poisson point processes, a Bayesian…

Methodology · Statistics 2026-05-12 Minsung Choi , Seonghyun Jeong

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

Computation · Statistics 2012-01-19 Ajay Jasra , Nikolas Kantas

We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…

Methodology · Statistics 2011-11-02 Matthew A. Taddy , Athanasios Kottas

Investigating relationships between response variables and covariates in areas such as environmental science, geoscience, and public health is an important endeavor. Based on a Bayesian mixture of finite mixtures model, we present a novel…

Methodology · Statistics 2023-06-06 Peng Zhao , Hou-Cheng Yang , Dipak K. Dey , Guanyu Hu