Journal article icon

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


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


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP