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Poisson intensity estimation with reproducing kernels

Abstract:

Despite the fundamental nature of the inhomogeneous Poisson process in the theory and application of stochastic processes, and its attractive generalizations (e.g. Cox process), few tractable nonparametric modeling approaches of intensity functions exist, especially when observed points lie in a high-dimensional space. In this paper we develop a new, computationally tractable Reproducing Kernel Hilbert Space (RKHS) formulation for the inhomogeneous Poisson process. We model the square root of...

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Publication status:
Published
Peer review status:
Peer reviewed
Version:
Publisher's version

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Publisher copy:
10.1214/17-EJS1339SI

Authors


Flaxman, S More by this author
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Institution:
University of Oxford
Department:
Statistics
More by this author
Institution:
University of Oxford
Department:
Statistics
Publisher:
Institute of Mathematical Statistics Publisher's website
Journal:
Electronic Journal of Statistics Journal website
Volume:
11
Issue:
2
Pages:
5081-5104
Publication date:
2017-12-15
Acceptance date:
2017-09-09
DOI:
ISSN:
1935-7524
Pubs id:
pubs:738592
URN:
uri:ee076572-33eb-441e-abbb-15ec4bb93790
UUID:
uuid:ee076572-33eb-441e-abbb-15ec4bb93790
Local pid:
pubs:738592

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