Regularization techniques for inhomogeneous (spatial) point processes intensity and conditional intensity estimation

Autor:	Coeurjolly, Jean-François, Ba, Ismaïla, Choiruddin, Achmad
Rok vydání:	2023
Předmět:	Mathematics - Statistics Theory 62H11 60G55 (Primary) 62J07 65C60 97K80 (Secondary) G.3
Druh dokumentu:	Working Paper
Popis:	Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on inhomogeneous parametric forms of these functions assumed to depend on a certain number of spatial covariates. When this number of covariates is large, we are faced with a high-dimensional problem. This paper provides an overview of these questions and existing solutions based on regularizations. Comment: 19 pages, 2 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2305.13470 Zobrazit plný text záznamu View this record from Arxiv