stelfi (Q68581): Difference between revisions
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Property / last update: 6 April 2023 / rank | |||||||||||||||
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Property / author: Charlotte M. Jones-Todd / rank | |||||||||||||||
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Property / author: Alec van Helsdingen / rank | |||||||||||||||
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Property / copyright license: GNU General Public License / rank | |||||||||||||||
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Property / cites work: An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach / rank | |||||||||||||||
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publication date: 3 November 2022
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publication date: 28 September 2023
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publication date: 24 October 2023
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24 October 2023
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Property / last update: 24 October 2023 / rank | |||||||||||||||
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Fit Hawkes and log-Gaussian Cox process models with extensions. Introduced in Hawkes (1971) <doi:10.2307/2334319> a Hawkes process is a self-exciting temporal point process where the occurrence of an event immediately increases the chance of another. We extend this to consider self-inhibiting process and a non-homogeneous background rate. A log-Gaussian Cox process is a Poisson point process where the log-intensity is given by a Gaussian random field. We extend this to a joint likelihood formulation fitting a marked log-Gaussian Cox model. In addition, the package offers functionality to fit self-exciting spatiotemporal point processes. Models are fitted via maximum likelihood using 'TMB' (Template Model Builder). Where included 1) random fields are assumed to be Gaussian and are integrated over using the Laplace approximation and 2) a stochastic partial differential equation model, introduced by Lindgren, Rue, and Lindström. (2011) <doi:10.1111/j.1467-9868.2011.00777.x>, is defined for the field(s). | |||||||||||||||
Property / description: Fit Hawkes and log-Gaussian Cox process models with extensions. Introduced in Hawkes (1971) <doi:10.2307/2334319> a Hawkes process is a self-exciting temporal point process where the occurrence of an event immediately increases the chance of another. We extend this to consider self-inhibiting process and a non-homogeneous background rate. A log-Gaussian Cox process is a Poisson point process where the log-intensity is given by a Gaussian random field. We extend this to a joint likelihood formulation fitting a marked log-Gaussian Cox model. In addition, the package offers functionality to fit self-exciting spatiotemporal point processes. Models are fitted via maximum likelihood using 'TMB' (Template Model Builder). Where included 1) random fields are assumed to be Gaussian and are integrated over using the Laplace approximation and 2) a stochastic partial differential equation model, introduced by Lindgren, Rue, and Lindström. (2011) <doi:10.1111/j.1467-9868.2011.00777.x>, is defined for the field(s). / rank | |||||||||||||||
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Property / author: Charlotte M. Jones-Todd / rank | |||||||||||||||
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Property / author: Alec van Helsdingen / rank | |||||||||||||||
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Property / copyright license: GNU General Public License / rank | |||||||||||||||
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edition/version: ≥ 3 (English) | |||||||||||||||
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software version identifier: ≥ 1.9.6 | |||||||||||||||
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software version identifier: ≥ 1.0.14 | |||||||||||||||
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software version identifier: ≥ 3.4.3 | |||||||||||||||
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software version identifier: ≥ 1.1.3 | |||||||||||||||
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software version identifier: ≥ 2.3 | |||||||||||||||
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Property / cites work: Spectra of Some Self-Exciting and Mutually Exciting Point Processes / rank | |||||||||||||||
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Property / cites work: An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach / rank | |||||||||||||||
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Property / depends on software: R / rank | |||||||||||||||
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software version identifier: ≥ 4.3.0 | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Latest revision as of 19:56, 12 March 2024
Hawkes and Log-Gaussian Cox Point Processes Using Template Model Builder
Language | Label | Description | Also known as |
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English | stelfi |
Hawkes and Log-Gaussian Cox Point Processes Using Template Model Builder |
Statements
24 October 2023
0 references
Fit Hawkes and log-Gaussian Cox process models with extensions. Introduced in Hawkes (1971) <doi:10.2307/2334319> a Hawkes process is a self-exciting temporal point process where the occurrence of an event immediately increases the chance of another. We extend this to consider self-inhibiting process and a non-homogeneous background rate. A log-Gaussian Cox process is a Poisson point process where the log-intensity is given by a Gaussian random field. We extend this to a joint likelihood formulation fitting a marked log-Gaussian Cox model. In addition, the package offers functionality to fit self-exciting spatiotemporal point processes. Models are fitted via maximum likelihood using 'TMB' (Template Model Builder). Where included 1) random fields are assumed to be Gaussian and are integrated over using the Laplace approximation and 2) a stochastic partial differential equation model, introduced by Lindgren, Rue, and Lindström. (2011) <doi:10.1111/j.1467-9868.2011.00777.x>, is defined for the field(s).
0 references