BART-based inference for Poisson processes

DOI10.1016/J.CSDA.2022.107658MaRDI QIDQ6167043zbMATH OpenFDO

Authors Stamatina Lamprinakou, Mauricio Barahona, Seth R. Flaxman, S. Filippi, Axel Gandy, Emma J. McCoy

Publication date 7 July 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2005.07927

zbMATH Keywords

BARTBayesian inferencenonparametric regressionPoisson processesintensity estimationregression trees

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Abstract: The effectiveness of Bayesian Additive Regression Trees (BART) has been demonstrated in a variety of contexts including non-parametric regression and classification. A BART scheme for estimating the intensity of inhomogeneous Poisson processes is introduced. Poisson intensity estimation is a vital task in various applications including medical imaging, astrophysics and network traffic analysis. The new approach enables full posterior inference of the intensity in a non-parametric regression setting. The performance of the novel scheme is demonstrated through simulation studies on synthetic and real datasets up to five dimensions, and the new scheme is compared with alternative approaches.

Recommendations

• Non-parametric Bayesian Estimation of a Spatial Poisson Intensity
• BART: Bayesian additive regression trees
• An algorithm for nonparametric Bayesian estimation of a Poisson intensity
• Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
• Bayesian inference for models based on point processes, by using Markov chain methods

Cites work

• scientific article; zbMATH DE number 3553528 (Why is no real title available?)
• scientific article; zbMATH DE number 1865517 (Why is no real title available?)
• scientific article; zbMATH DE number 774873 (Why is no real title available?)
• scientific article; zbMATH DE number 3190745 (Why is no real title available?)
• An Introduction to the Theory of Point Processes
• BART: Bayesian additive regression trees
• Bayesian inference and model assessment for spatial point patterns using posterior predictive samples
• Bayesian regression tree ensembles that adapt to smoothness and sparsity
• Bayesian regression trees for high-dimensional prediction and variable selection
• Counting process intensity estimation by orthogonal wavelet methods
• Efficient Metropolis-Hastings proposal mechanisms for Bayesian regression tree models
• Fast computation of spatially adaptive kernel estimates
• Inference from iterative simulation using multiple sequences
• Local Regression and Likelihood
• Non-parametric Bayesian Estimation of a Spatial Poisson Intensity
• Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
• On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions
• Prediction with missing data via Bayesian additive regression trees
• Simulation of nonhomogeneous poisson processes by thinning
• Statistical Analysis and Modelling of Spatial Point Patterns
• The Bayesian additive classification tree applied to credit risk modelling
• Understanding predictive information criteria for Bayesian models
• Variable selection for BART: an application to gene regulation

This page was built for publication: BART-based inference for Poisson processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6167043)