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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

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

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

Non-homogeneous Poisson processes are used in a wide range of scientific disciplines, ranging from the environmental sciences to the health sciences. Often, the central object of interest in a point process is the underlying intensity…

Methodology · Statistics 2022-02-11 Tin Lok James Ng , Andrew Zammit-Mangion

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

Recent years have seen an increased interest in the application of methods and techniques commonly associated with machine learning and artificial intelligence to spatial statistics. Here, in a celebration of the ten-year anniversary of the…

Methodology · Statistics 2022-01-25 Tin Lok James Ng , Andrew Zammit-Mangion

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

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

Probability · Mathematics 2014-06-24 Viktor Benes , Marketa Zikmundova

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

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

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

We propose a Bayesian semiparametric approach for registration of multiple point processes. Our approach entails modelling the mean measures of the phase-varying point processes with a Bernstein-Dirichlet prior, which induces a prior on the…

Methodology · Statistics 2020-12-14 Bastian Galasso , Yoav Zemel , Miguel de Carvalho

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 is a common problem in statistical analysis of spatial point pattern data. This paper proposes a nonparametric Bayesian method for estimating the spatial point process intensity based on mixture of finite mixture (MFM)…

Methodology · Statistics 2019-07-09 Junxian Geng , Wei Shi , Guanyu Hu

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

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

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…

Machine Learning · Statistics 2018-05-30 Christian Donner , Manfred Opper

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

Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…

Methodology · Statistics 2013-10-08 Antonio Canale , David B. Dunson

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
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