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Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

Methodology · Statistics 2017-08-09 Clement Dombry , Sebastian Engelke , Marco Oesting

There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…

Statistics Theory · Mathematics 2020-02-11 Scott Ward , Edward A. K. Cohen , Niall Adams

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

Although discrete mixture modeling has formed the backbone of the literature on Bayesian density estimation, there are some well known disadvantages. We propose an alternative class of priors based on random nonlinear functions of a uniform…

Statistics Theory · Mathematics 2015-03-19 Suprateek Kundu , David B. Dunson

Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…

Probability · Mathematics 2026-01-26 Pradeep Vishwakarma

.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…

Statistical Mechanics · Physics 2020-08-26 V. Sposini , D. S. Grebenkov , R. Metzler , G. Oshanin , F. Seno

This article discusses the usage of a partiton based Fubini calculus for Poisson processes. The approach is an amplification of Bayesian techniques developed in Lo and Weng for gamma/Dirichlet processes. Applications to models are…

Probability · Mathematics 2007-05-23 Lancelot F. James

The Whittle likelihood is widely used for Bayesian nonparametric estimation of the spectral density of stationary time series. However, the loss of efficiency for non-Gaussian time series can be substantial. On the other hand, parametric…

Methodology · Statistics 2017-01-19 Claudia Kirch , Matthew C. Edwards , Alexander Meier , Renate Meyer

Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…

Machine Learning · Statistics 2014-02-06 Scott W. Linderman , Ryan P. Adams

We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…

Probability · Mathematics 2023-02-01 Servet Martínez , Javier Santibáñez

This paper presents a Bayesian generative model for dependent Cox point processes, alongside an efficient inference scheme which scales as if the point processes were modelled independently. We can handle missing data naturally, infer…

Machine Learning · Statistics 2014-07-28 Tom Gunter , Chris Lloyd , Michael A. Osborne , Stephen J. Roberts

Monitoring plant and animal populations is an important goal for both academic research and management of natural resources. Successful management of populations often depends on obtaining estimates of their mean or total over a region. The…

Methodology · Statistics 2014-10-14 Jay M. Ver Hoef , John K. Jansen

In modern telecommunications, spatial burstiness of data traffic poses challenges to traditional Poisson-based models. This paper describes application of thinning-stable point processes, which provide a more appropriate framework for…

Applications · Statistics 2025-05-12 Sergei Zuyev

This brief paper develops a probability density that models processes for which the physical mechanism is unknown. It has desirable properties which are not realized by densities derived from Gaussian process or other classic methods. In…

General Physics · Physics 2011-04-21 Steven C. Gustafson , Adam C. Hillier

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

We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…

Machine Learning · Statistics 2012-11-21 Nicholas J. Foti , Joseph D. Futoma , Daniel N. Rockmore , Sinead Williamson

High dimensional Poisson regression has become a standard framework for the analysis of massive counts datasets. In this work we estimate the intensity function of the Poisson regression model by using a dictionary approach, which…

Methodology · Statistics 2014-12-30 S. Ivanoff , F. Picard , V. Rivoirard

Grouped data are commonly encountered in applications. The Bernstein polynomial model is proposed as an approximate model in this paper for estimating a univariate density function based on grouped data. The coefficients of the Bernstein…

Methodology · Statistics 2015-07-21 Zhong Guan

The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…

Methodology · Statistics 2009-02-23 Simone A. Padoan , Mathieu Ribatet , Scott A. Sisson

Non-Poissonian bursty processes are ubiquitous in natural and social phenomena, yet little is known about their effects on the large-scale spreading dynamics. In order to characterize these effects we devise an analytically solvable model…

Physics and Society · Physics 2014-03-19 Hang-Hyun Jo , Juan I. Perotti , Kimmo Kaski , János Kertész