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Related papers: Non-Homogeneous Poisson Process Intensity Modeling…

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The effectiveness of Bayesian Additive Regression Trees (BART) has been demonstrated in a variety of contexts including non-parametric regression and classification. A BART scheme for estimating the intensity of inhomogeneous Poisson…

Statistics Theory · Mathematics 2022-11-15 Stamatina Lamprinakou , Mauricio Barahona , Seth Flaxman , Sarah Filippi , Axel Gandy , Emma McCoy

Our purpose in this paper is to apply the general methodology for model selection based on T-estimators developed in Birg\'{e} [Ann. Inst. H. Poincar\'{e} Probab. Statist. 42 (2006) 273--325] to the particular situation of the estimation of…

Statistics Theory · Mathematics 2009-09-29 Lucien Birgé

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

The intensity of a Gibbs point process is usually an intractable function of the model parameters. For repulsive pairwise interaction point processes, this intensity can be expressed as the Laplace transform of some particular function.…

Methodology · Statistics 2017-12-11 Jean-François Coeurjolly , Frédéric Lavancier

This paper proposes a model of interactions between two point processes, ruled by a reproduction function h, which is considered as the intensity of a Poisson process. In particular, we focus on the context of neurosciences to detect…

Statistics Theory · Mathematics 2014-03-07 Laure Sansonnet , Christine Tuleau-Malot

We consider the problem of localization of Poisson source by the observations of inhomogeneous Poisson processes. We suppose that there are $k$ detectors on the plane and each detector provides the observations of Poisson processes whose…

Statistics Theory · Mathematics 2018-06-19 Oleg V. Chernoyarov , Yury A. Kutoyants

We introduce the `nhppp' package for simulating events from one-dimensional non-homogeneous Poisson point processes (NHPPPs) in R fast and with a small memory footprint. We developed it to facilitate the sampling of event times in discrete…

Computation · Statistics 2024-05-30 Thomas A. Trikalinos , Yuliia Sereda

This paper proposes a new methodology to perform Bayesian inference for a class of multidimensional Cox processes in which the intensity function is piecewise constant. Poisson processes with piecewise constant intensity functions are…

Methodology · Statistics 2022-11-16 Flavio B. Gonçalves , Barbara C. C. Dias

In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real unknown parameter, we consider a simple hypothesis against a sequence of close (contiguous) alternatives. Under certain…

Statistics Theory · Mathematics 2007-07-02 Khosrow Fazli

We propose a novel tree-based ensemble method, named XGBoostPP, to nonparametrically estimate the intensity of a point process as a function of covariates. It extends the use of gradient-boosted regression trees (Chen & Guestrin, 2016) to…

Methodology · Statistics 2024-02-01 C. Lu , Y. Guan , M. N. M. van Lieshout , G. Xu

The availability of large spatial data geocoded at accurate locations has fueled a growing interest in spatial modeling and analysis of point processes. The proposed research is motivated by the intensity estimation problem for large…

Applications · Statistics 2021-07-19 Lihao Yin , Huiyan Sang

Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…

Machine Learning · Computer Science 2024-10-31 David Lüdke , Enric Rabasseda Raventós , Marcel Kollovieh , Stephan Günnemann

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

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

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

We derive the posterior contraction rate for non-parametric Bayesian estimation of the intensity function of a Poisson point process.

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Peter Spreij

Prediction of events such as part replacement and failure events plays a critical role in reliability engineering. Event stream data are commonly observed in manufacturing and teleservice systems. Designing predictive models for individual…

Machine Learning · Statistics 2020-11-09 Salman Jahani , Shiyu Zhou , Dharmaraj Veeramani , Jeff Schmidt

Point processes are becoming very popular in modeling asynchronous sequential data due to their sound mathematical foundation and strength in modeling a variety of real-world phenomena. Currently, they are often characterized via intensity…

Machine Learning · Computer Science 2017-05-24 Shuai Xiao , Mehrdad Farajtabar , Xiaojing Ye , Junchi Yan , Le Song , Hongyuan Zha

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian signal observed in presence of a homogeneous Poissonian noise.…

Statistics Theory · Mathematics 2022-11-21 O V Chernoyarov , S Dachian , Yu A Kutoyants