Related papers: Cubature scheme for spatio-temporal Poisson point …

stopp is a novel R package specifically designed for the analysis of spatio-temporal point patterns which might have occurred in a subset of the Euclidean space or on some specific linear network, such as roads of a city. It represents the…

The stopp R package deals with spatio-temporal point processes which might have occurred on the Euclidean space or on some specific linear networks such as roads of a city. The package contains functions to summarize, plot, and perform…

A number of numeric approaches to simulate Poisson point processes with arbitrary event rates are presented and implemented for R. They include the simulation of the number of points and their location as well as the determination of…

Cubature on Wiener space [Lyons, T.; Victoir, N.; Proc. R. Soc. Lond. A 8 January 2004 vol. 460 no. 2041 169-198] provides a powerful alternative to Monte Carlo simulation for the integration of certain functionals on Wiener space. More…

We describe methods, tools, and a software library called LASPATED, available on GitHub (at https://github.com/vguigues/) to fit models using spatio-temporal data and space-time discretization. A video tutorial for this library is available…

We consider models for spatiotemporal Poisson processes with some missing location data. We discuss four models that make provision for missing location data, and their estimation. The corresponding code is available on GitHub as an…

Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…

Point processes are an essential tool when we are interested in where in time or space events occur. The basic starting point for point processes is usually the Poisson process. Over the years, Stein's method has been developed with a great…

Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…

A Gaussian process has been one of the important approaches for emulating computer simulations. However, the stationarity assumption for a Gaussian process and the intractability for large-scale dataset limit its availability in practice.…

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…

We introduce the `nhppp' package for simulating events from one-dimensional non-homogeneous Poisson point processes (NHPPPs) in R fast and with a small memory footprint. We developed it to facilitate the sampling of event times in discrete…

We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently introduced by Kaarnioja, Kuo, and Sloan (SIAM J. Numer. Anal.,…

The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance…

A class of improved estimators is proposed for N-point correlation functions of galaxy clustering, and for discrete spatial random processes in general. In the limit of weak clustering, the variance of the unbiased estimator converges to…

We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable…

Multivariate spatio-temporal data refers to multiple measurements taken across space and time. For many analyses, spatial and time components can be separately studied: for example, to explore the temporal trend of one variable for a single…

In the realm of large-scale spatiotemporal data, abrupt changes are commonly occurring across both spatial and temporal domains. This study aims to address the concurrent challenges of detecting change points and identifying spatial…

Estimating the probability of failure for expensive simulations is a central task in reliability analysis for structural design, power grid design, and safety certification, among other areas. This work derives credible intervals on the…

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…