Non-homogeneous Poisson process intensity modeling and estimation using measure transport

DOI10.3150/22-BEJ1480OpenAlexW3040565862MaRDI QIDQ2108510FDOQ2108510

Authors: Tin Lok James Ng, Andrew Zammit-Mangion 

Publication date: 19 December 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.00248

zbMATH Keywords

intensity estimationPoisson point processdeep neural networkmeasure transport

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Stochastic processes (60Gxx) Inference from stochastic processes (62Mxx)

Cites Work

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• Online variational inference for state-space models with point-process observations
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• Approximation and estimation bounds for artificial neural networks
• Estimation of the intensity of non-homogeneous point processes via wavelets
• Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process
• Exponential convergence of the deep neural network approximation for analytic functions

Cited In (2)

• Mixture modeling with normalizing flows for spherical density estimation
• Operator-based intensity functions for the nonhomogeneous Poisson process

Uses Software

• INLA
• PyTorch
• NICE
• inlabru

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