Journal article
Gaussian process modulated renewal processes
- Abstract:
-
Renewal processes are generalizations of the Poisson process on the real line whose intervals are drawn i.i.d. from some distribution. Modulated renewal processes allow these interevent distributions to vary with time, allowing the introduction of nonstationarity. In this work, we take a nonparametric Bayesian approach, modelling this nonstationarity with a Gaussian process. Our approach is based on the idea of uniformization, which allows us to draw exact samples from an otherwise intractabl...
Expand abstract
Actions
Authors
Bibliographic Details
- Journal:
- Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011
- Publication date:
- 2011-01-01
- Source identifiers:
-
353214
Item Description
- Language:
- English
- Pubs id:
-
pubs:353214
- UUID:
-
uuid:772f7ff2-aa88-4b9b-9a64-461a57a621b9
- Local pid:
- pubs:353214
- Deposit date:
- 2013-11-16
Terms of use
- Copyright date:
- 2011
If you are the owner of this record, you can report an update to it here: Report update to this record