搜索结果: 1-10 共查到“point process”相关记录10条 . 查询时间(0.107 秒)
Point process models for household distributions within small areal units
areal units household distribution point processes simulation spatial demography
2014/11/20
Spatio-demographic data sets are increasingly available worldwide, permitting ever more realistic modeling and analysis of social processes ranging from mobility to disease transmission. The informati...
Sparse approximations in spatio-temporal point-process models
latent Gaussian models linear dynamical systems log Gaussian Cox process approximate inference expectation propagation sparse inference
2013/6/14
Analysis of spatio-temporal point patterns plays an important role in several disciplines, yet inference in these systems remains computationally challenging due to the high resolution modelling gener...
Calibration diagnostics for point process models via the probability integral transform
Calibration diagnostics point process models probability integral transform
2013/6/14
We propose the use of the probability integral transform (PIT) for model validation in point process models. The simple PIT diagnostics assess the calibration of the model and can detect inconsistenci...
A Simple Probabilistic and Point-process Response Model for Predicting Every Spike in Optogenetics
optogenetics point processes generalized linear models response functions neuronal data generalized additive models prediction.
2012/9/19
Optogenetics is a new tool to stimulate genetically targeted neuronal circuits us-ing light flashes that can be delivered at high frequencies. It has shown promise for studying neural circuits that ar...
Point process bridges and weak convergence of insider trading models
point process bridge Glosten-Milgrom model Kyle model insider trading equilibrium weak convergence
2012/6/5
We construct explicitly a bridge process whose distribution, in its own filtration, is the same as the difference of two independent Poisson processes with the same intensity and its time 1 value sati...
Particle approximation of the intensity measures of a spatial branching point process arising in multi-target tracking
Spatial branching processes multi-target tracking problems
2011/2/25
The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability proper...
A stochastic marked point process model for earthquakes
stochastic marked point process model earthquakes
2009/12/11
A simplified stochastic model for earthquake occurrence focusing on the spatio-temporal interactions between earthquakes is presented. The model is a marked point process model in which each earthquak...
Perfect simulation of spatial point processes using dominated coupling from the past with application to a multiscale area-interaction point process
Perfect simulation spatial point processes dominated coupling multiscale area-interaction point process
2010/3/18
We consider perfect simulation algorithms for locally stable point pro-
cesses based on dominated coupling from the past. A version of the al-
gorithm is developed which is feasible for processes wh...
Prediction of the Sample Variance of Marks for a Marked Spatial Point Process by the Threshold Method
marked spatial point process mean square error mixing condition non-ergodicity threshold method
2009/3/6
We discuss the prediction of the sample variance of marks of a marked spatial point process on a continuous space by the threshold method. The threshold method is a statistical prediction using only t...
Explicit Computations for a Filtering Problem with Point Process Observations with Applications to Credit Risk
Filtering Problem Applications Credit Risk
2010/12/13
We consider the intensity-based approach for the modeling of default times of one or more companies. In this approach the default times are defined as the jump times of a Cox process, which is a Poiss...
