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

Authors Jean-François Coeurjolly, Achmad Choiruddin

Publication date 22 May 2023

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Directional data; spatial statistics (62H11) Ridge regression; shrinkage estimators (Lasso) (62J07) Applied statistics (educational aspects) (97K80)

Abstract: 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.

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