SB-ETAS: using simulation based inference for scalable, likelihood-free inference for the ETAS model of earthquake occurrences
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Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Non-Markovian processes: estimation (62M09) Inference from spatial processes (62M30) Seismology (including tsunami modeling), earthquakes (86A15)
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Cites work
- A Kernel Method for Smoothing Point Process Data
- A kernel two-sample test
- A review of self-exciting spatio-temporal point processes and their applications
- Approximation of Bayesian Hawkes process with \texttt{inlabru}
- Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes
- Bayesian inference for Hawkes processes
- Diagnostic tools for approximate Bayesian computation using the coverage property
- Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics
- GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model
- scientific article; zbMATH DE number 3576455 (Why is no real title available?)
- scientific article; zbMATH DE number 2042687 (Why is no real title available?)
- Reactive point processes: a new approach to predicting power failures in underground electrical systems
- Semi-automatic selection of summary statistics for ABC model choice
- Space-time point-process models for earthquake occurrences
- Spectra of some self-exciting and mutually exciting point processes
- Testing Statistical Hypotheses
- The asymptotic behaviour of maximum likelihood estimators for stationary point processes
- The frontier of simulation-based inference
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