Related papers: Locally weighted minimum contrast estimation for s…
Compared to widely used likelihood-based approaches, the minimum contrast (MC) method offers a computationally efficient method for estimation and inference of spatial point processes. These relative gains in computing time become more…
The Log-Gaussian Cox Process is a commonly used model for the analysis of spatial point patterns. Fitting this model is difficult because of its doubly-stochastic property, i.e., it is an hierarchical combination of a Poisson process at the…
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…
A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an…
We propose a contrast-based estimation method for Gaussian processes with time-inhomogeneous drifts, observed under high-frequency sampling. The process is modeled as the sum of a deterministic drift function and a stationary Gaussian…
We study minimum contrast estimation for parametric stationary determi-nantal point processes. These processes form a useful class of models for repulsive (or regular, or inhibitive) point patterns and are already applied in numerous…
This paper explores Vecchia likelihood approximation for modeling physical phenomena sensed by mobile and fixed low-cost sensors in urban environments. A three-level hierarchical model is proposed to simultaneously accounts for the physical…
This paper presents a new method for spatially adaptive local (constant) likelihood estimation which applies to a broad class of nonparametric models, including the Gaussian, Poisson and binary response models. The main idea of the method…
The log Gaussian Cox process is a flexible class of point pattern models for capturing spatial and spatio-temporal dependence for point patterns. Model fitting requires approximation of stochastic integrals which is implemented through…
We develop a technique to estimate spatially varying seismicity patterns. It is based on a Gaussian approximation of the underlying Poisson Process. A link function is used to estimate local moments of the seismicity from observed…
This paper develops methodology that provides a toolbox for routinely fitting complex models to realistic spatial point pattern data. We consider models that are based on log-Gaussian Cox processes and include local interaction in these by…
In this work we study the non-parametric reconstruction of spatio-temporal dynamical Gaussian processes (GPs) via GP regression from sparse and noisy data. GPs have been mainly applied to spatial regression where they represent one of the…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling…
The log Gaussian Cox process is a flexible class of Cox processes, whose intensity surface is stochastic, for incorporating complex spatial and time structure of point patterns. The straightforward inference based on Markov chain Monte…
Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…
In this paper we first describe the class of log-Gaussian Cox processes (LGCPs) as models for spatial and spatio-temporal point process data. We discuss inference, with a particular focus on the computational challenges of likelihood-based…
Motivated by a large ground-level ozone dataset, we propose a new computationally efficient additive approximate Gaussian process. The proposed method incorporates a computational-complexity-reduction method and a separable covariance…
We investigate two options for performing Bayesian inference on spatial log-Gaussian Cox processes assuming a spatially continuous latent field: Markov chain Monte Carlo (MCMC) and the integrated nested Laplace approximation (INLA). We…
This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…