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Related papers: Locally weighted minimum contrast estimation for s…

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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…

Methodology · Statistics 2024-07-03 Lin Zhu , Junho Yang , Mikyoung Jun , Scott Cook

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…

Computation · Statistics 2017-01-05 Ming Teng , Farouk S. Nathoo , Timothy D. Johnson

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

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…

Methodology · Statistics 2023-08-17 Federico Bassetti , Roberto Casarin , Matteo Iacopini

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…

Statistics Theory · Mathematics 2025-10-07 Yasutaka Shimizu

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…

Statistics Theory · Mathematics 2015-10-15 Christophe Biscio , Frédéric Lavancier

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…

Methodology · Statistics 2025-12-01 Yacine Mohamed Idir , Olivier Orfila , Patrice Chatellier , Vincent Judalet

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…

Statistics Theory · Mathematics 2007-12-18 Denis Belomestny , Vladimir Spokoiny

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…

Computation · Statistics 2016-12-04 Shinichiro Shirota , Alan E. Gelfand

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…

Geophysics · Physics 2020-10-26 M. Holschneider , K. Ferrat , G. Zöller , Ch. Molkenthin

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…

Applications · Statistics 2013-01-10 Janine B. Illian , Sigrunn H. Sørbye , Håvard Rue

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…

Machine Learning · Computer Science 2020-10-06 Marco Todescato , Andrea Carron , Ruggero Carli , Gianluigi Pillonetto , Luca Schenato

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…

Machine Learning · Computer Science 2021-11-03 Oliver Hamelijnck , William J. Wilkinson , Niki A. Loppi , Arno Solin , Theodoros Damoulas

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…

Machine Learning · Statistics 2015-07-07 Botond Cseke , Andrew Zammit Mangion , Tom Heskes , Guido Sanguinetti

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…

Computation · Statistics 2016-12-02 Shinichiro Shirota , Alan. E. Gelfand

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…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Robert B. Gramacy , Benjamin Haaland

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…

Methodology · Statistics 2013-12-24 Peter J. Diggle , Paula Moraga , Barry Rowlingson , Benjamin M. Taylor

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…

Methodology · Statistics 2019-06-10 Pulong Ma , Bledar A. Konomi , Emily L. Kang

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…

Computation · Statistics 2012-03-20 Benjamin M. Taylor , Peter J. Diggle

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…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau
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