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Related papers: Spatio-temporal determinantal point processes

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Many real-world objects can be modeled as a stream of events on the nodes of a graph. In this paper, we propose a class of graphical event models named temporal point process graphical models for representing the temporal dependencies among…

Methodology · Statistics 2021-10-25 Yalong Lyu , Huiyuan Wang , Wei Lin

Determinantal points processes are a promising but relatively under-developed tool in machine learning and statistical modelling, being the canonical statistical example of distributions with repulsion. While their mathematical formulation…

Machine Learning · Computer Science 2022-03-31 Nicholas P Baskerville

Point pattern data often exhibit features such as abrupt changes, hotspots and spatially varying dependence in local intensity. Under a Poisson process framework, these correspond to discontinuities and nonstationarity in the underlying…

Methodology · Statistics 2025-07-24 Izabel Nolau , Flávio B. Gonçalves , Dani Gamerman

A spatial point process can be characterized by an intensity function which predicts the number of events that occur across space. In this paper, we develop a method to infer predictive intensity intervals by learning a spatial model using…

Machine Learning · Statistics 2020-07-06 Muhammad Osama , Dave Zachariah , Petre Stoica

We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose…

Mathematical Physics · Physics 2007-05-23 J. Schmiegel , O. E. Barndorff-Nielsen , H. C. Eggers

Herein, we address the expectations of frame potentials of three types of determinantal point processes(DPPs) on the d-dimensional unit sphere: (i) spherical ensembles on the 2-dimensional unit sphere; (ii) harmonic ensembles on the…

Probability · Mathematics 2021-05-13 Masatake Hirao

We investigate how the choice of spatial point process for generating random sampling patterns affects the numerical stability of non-uniform generalized sampling between Fourier bases and Daubechies scaling functions. Specifically, we…

Applications · Statistics 2017-09-19 Robert Dahl Jacobsen , Jesper Møller , Morten Nielsen , Morten Grud Rasmussen

From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…

Statistics Theory · Mathematics 2021-10-12 Mohamedou Ould Haye , Anne Philippe , Caroline Robet

This paper develops methodology for local sensitivity analysis based on directional derivatives associated with spatial processes. Formal gradient analysis for spatial processes was elaborated in previous papers, focusing on distribution…

Statistics Theory · Mathematics 2015-03-31 Maria A. Terres , Alan E. Gelfand

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

The generation of random spatial data on a computer is an important tool for understanding the behavior of spatial processes. In this paper we describe how to generate realizations from the main types of spatial processes, including…

Computation · Statistics 2013-08-05 Dirk P. Kroese , Zdravko I. Botev

We consider a family {P} of determinantal point processes arising in representation theory and random matrix theory. The processes live on the one-dimensional lattice and their correlation kernels correspond to projection operators in the…

Probability · Mathematics 2013-03-04 Grigori Olshanski

Many applications require stochastic processes specified on two- or higher-dimensional domains; spatial or spatial-temporal modelling, for example. In these applications it is attractive, for conceptual simplicity and computational…

Statistics Theory · Mathematics 2017-02-21 Jonathan Rougier

In this paper, we study one dimensional Markov processes with spatial delay. Since the seminal work of Feller, we know that virtually any one dimensional, strong, homogeneous, continuous Markov process can be uniquely characterized via its…

Probability · Mathematics 2016-10-07 Michael Salins , Konstantinos Spiliopoulos

Let X be a locally compact Polish space and let m be a reference Radon measure on X. Let $\Gamma_X$ denote the configuration space over X, that is, the space of all locally finite subsets of X. A point process on X is a probability measure…

Probability · Mathematics 2013-07-25 Eugene Lytvynov

We survey recent results on determinantal processes, random growth, random tilings and their relation to random matrix theory.

Mathematical Physics · Physics 2007-05-23 Kurt Johansson

A set of discrete individual points located in an embedding continuum space can be seen as percolating or non-percolating, depending on the radius of the discs/spheres associated with each of them. This problem is relevant in theoretical…

Statistical Mechanics · Physics 2022-07-21 Pablo Villegas , Tommaso Gili , Andrea Gabrielli , Guido Caldarelli

Gaussian random fields with Mat\'ern covariance functions are popular models in spatial statistics and machine learning. In this work, we develop a spatio-temporal extension of the Gaussian Mat\'ern fields formulated as solutions to a…

Methodology · Statistics 2023-04-06 Finn Lindgren , Haakon Bakka , David Bolin , Elias Krainski , Håvard Rue

In this paper, we study a functional SAR model in which explanatory variables are sampling points of a continuous-time process. We propose a procedure for the maximum likelihood estimation for the spatial parameter dependence and the…

Statistics Theory · Mathematics 2016-09-14 Wilmer Pineda-Ríos , Ramón Giraldo

We show the existence of superprocesses in a random medium with location dependent branching. Technically, we make use of a duality relation to establish the uniqueness of the martingale problem and to obtain the moment formulas.

Probability · Mathematics 2016-03-11 Congzao Dong