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Estimation of the intensity of a point process is considered within a nonparametric framework. The intensity measure is unknown and depends on covariates, possibly many more than the observed number of jumps. Only a single trajectory of the…

Statistics Theory · Mathematics 2017-02-20 Alessio Sancetta

This work studies nonparametric Bayesian estimation of the intensity function of an inhomogeneous Poisson point process in the important case where the intensity depends on covariates, based on the observation of a single realisation of the…

Statistics Theory · Mathematics 2025-05-09 Matteo Giordano , Alisa Kirichenko , Judith Rousseau

Network data often take the form of repeated interactions between senders and receivers tabulated over time. A primary question to ask of such data is which traits and behaviors are predictive of interaction. To answer this question, a…

Methodology · Statistics 2013-04-09 Patrick O. Perry , Patrick J. Wolfe

A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…

Methodology · Statistics 2024-07-01 Bingjing Tang , Julia Palacios

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

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

We study adaptive sensing of Cox point processes, a widely used model from spatial statistics. We introduce three tasks: maximization of captured events, search for the maximum of the intensity function and learning level sets of the…

Machine Learning · Computer Science 2022-03-31 Mojmír Mutný , Andreas Krause

Counting processes often written $N=(N_t)_{t\in\mathbb{R}^+}$ are used in several applications of biostatistics, notably for the study of chronic diseases. In the case of respiratory illness it is natural to suppose that the count of the…

Statistics Theory · Mathematics 2016-05-24 Nicolas Klutchnikoff , Gaspar Massiot

Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on…

Statistics Theory · Mathematics 2023-05-24 Jean-François Coeurjolly , Ismaïla Ba , Achmad Choiruddin

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

Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression…

Methodology · Statistics 2020-12-10 Xiwei Tang , Lexin Li

This article addresses the problem of functional supervised classification of Cox process trajectories, whose random intensity is driven by some exogenous random covariable. The classification task is achieved through a regularized convex…

Statistics Theory · Mathematics 2014-10-16 Gérard Biau , Benoît Cadre , Quentin Paris

We investigate applications of deep neural networks to a point process having an intensity with mixing covariates processes as input. Our generic model includes Cox-type models and marked point processes as well as multivariate point…

Statistics Theory · Mathematics 2025-04-23 Yoshihiro Gyotoku , Ioane Muni Toke , Nakahiro Yoshida

In this paper, the panel count data analysis for recurrent events is considered. Such analysis is useful for studying tumor or infection recurrences in both clinical trial and observational studies. A bivariate Gaussian Cox process model is…

Applications · Statistics 2019-02-19 Ye Liang , Yang Li , Bin Zhang

Statistical modeling of point patterns is an important and common problem in several areas. The Poisson process is the most common process used for this purpose, in particular, its generalization that considers the intensity function to be…

Methodology · Statistics 2021-02-26 Flavio B. Gonçalves , Livia M. Dutra , Roger W. C. Silva

Many real-world objects can be modeled as a stream of events on the nodes of a graph. In this paper, we propose a class of graphical event models named temporal point process graphical models for representing the temporal dependencies among…

Methodology · Statistics 2021-10-25 Yalong Lyu , Huiyuan Wang , Wei Lin

The Cox process is a stochastic process which generalises the Poisson process by letting the underlying intensity function itself be a stochastic process. In this paper we present a fast Bayesian inference scheme for the permanental…

Methodology · Statistics 2018-08-07 Christian J. Walder , Adrian N. Bishop

The analysis of spatial point patterns that occur in the network domain have recently gained much attraction and various intensity functions and measures have been proposed. However, the linkage of spatial network statistics to regression…

Applications · Statistics 2016-07-25 Matthias Eckardt , Jorge Mateu

Event sequence, asynchronously generated with random timestamp, is ubiquitous among applications. The precise and arbitrary timestamp can carry important clues about the underlying dynamics, and has lent the event data fundamentally…

Machine Learning · Computer Science 2017-05-26 Shuai Xiao , Junchi Yan , Stephen M. Chu , Xiaokang Yang , Hongyuan Zha

Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In…

Machine Learning · Statistics 2026-01-13 Xiuyuan Cheng , Tingnan Gong , Yao Xie
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