Bayesian nonparametric statistical inference for Poisson point processes

DOI10.1007/BF00575525zbMath0482.62078MaRDI QIDQ3940694

Albert Y. Lo

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Skorokhod topologyintensity measureweighted gamma prior probability

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

A Bernstein-von Mises theorem in the nonparametric right-censoring model ⋮ Bayesian Analysis of Stochastic Processes in Reliability ⋮ Bayesian Non‐Parametric Estimation of Smooth Hazard Rates for Seismic Hazard Assessment ⋮ Nonparametric Posterior Learning for Emission Tomography ⋮ Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions ⋮ The Bernstein-von Mises theorem for the proportional hazard model ⋮ Dirichlet mean identities and laws of a class of subordinators ⋮ Bayesian analysis of proportional hazard models ⋮ Nonparametric Bayesian estimators for counting processes ⋮ Posterior contraction rates for support boundary recovery ⋮ On option pricing under a completely random measure via a generalized Esscher transform ⋮ Posterior Analysis for Normalized Random Measures with Independent Increments ⋮ Posteriors, conjugacy, and exponential families for completely random measures ⋮ Linear and quadratic functionals of random hazard rates: An asymptotic analysis ⋮ Bayesian partial likelihood approach for tied observations ⋮ Clustering and mixtures of processes ⋮ Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring ⋮ A Bayes method for a monotone hazard rate via \(S\)-paths ⋮ The combinatorial structure of beta negative binomial processes ⋮ Bayesian analysis for monotone hazard ratio ⋮ On a class of Bayesian nonparametric estimates. II: Hazard rate estimates ⋮ Erlang mixture modeling for Poisson process intensities ⋮ On posterior consistency of survival models ⋮ Bayesian inference for poisson process models with censored data. ⋮ Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
• A Bayesian nonparametric approach to reliability
• Nonparametric inference for a family of counting processes
• Tailfree and neutral random probabilities and their posterior distributions
• A Bayesian analysis of some nonparametric problems
• Bayes Linear Estimators of the Intensity Function of the Nonstationary Poisson Process
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• Asymptotic Behavior of Bayes' Estimates
• Counting measures, monotone random set functions
• Asymptotic Expansions Associated with Posterior Distributions
• Consistency a Posteriori
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications