Related papers: A Spatiotemporal Gamma Shot Noise Cox Process
We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…
Longitudinal data are important in numerous fields, such as healthcare, sociology and seismology, but real-world datasets present notable challenges for practitioners because they can be high-dimensional, contain structured missingness…
In this paper, the panel count data analysis for recurrent events is considered. Such analysis is useful for studying tumor or infection recurrences in both clinical trial and observational studies. A bivariate Gaussian Cox process model is…
We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…
A variational inference-based framework for training a multi-output Gaussian process latent variable model, specifically tailored to the tails-up spatio-temporal stream network, is developed. Training, given a censored observational data…
We present a non-parametric prognostic framework for individualized event prediction based on joint modeling of both longitudinal and time-to-event data. Our approach exploits a multivariate Gaussian convolution process (MGCP) to model the…
Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…
The statistical modeling of multivariate count data observed on a space-time lattice has generally focused on using a hierarchical modeling approach where space-time correlation structure is placed on a continuous, latent, process. The…
We study the problem of modeling and inference for spatio-temporal count processes. Our approach uses parsimonious parameterisations of multivariate autoregressive count time series models, including possible regression on covariates. We…
Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…
We propose a local version of spatio-temporal log-Gaussian Cox processes using Local Indicators of Spatio-Temporal Association (LISTA) functions into the minimum contrast procedure to obtain space as well as time-varying parameters. We…
We consider a Cox process with Poisson shot noise intensity which has been widely applied in insurance, finance, queue theory, statistic, and many other fields. Cox process is flexible because its intensity depends on not only the time but…
In this article, we develop fully Bayesian, copula-based, spatial-statistical models for large, noisy, incomplete, and non-Gaussian spatial data. Our approach includes novel constructions of copulas that accommodate a spatial-random-effects…
We propose a Bayesian stochastic cellular automata modeling approach to model the spread of wildfires with uncertainty quantification. The model considers a dynamic neighborhood structure that allows neighbor states to inform transition…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…
We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a…
We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is…
We propose an efficient solution to the state estimation problem in multi-scan multi-sensor multiple extended target sensing scenarios. We first model the measurement process by a doubly inhomogeneous-generalized shot noise Cox process and…
This paper proposes a hierarchical spatial-temporal model for modelling the spectrograms of animal calls. The motivation stems from analyzing recordings of the so-called grunt calls emitted by various lemur species. Our goal is to identify…
Properties of arrival times are studied for a Cox process with independent (and stationary) increments. Under a reasonable setting the directing random measure is shown to take over independent (and stationary) increments of the process,…