Search results for "Forward Predictive Likelihood"

showing 3 items of 3 documents

Alternated estimation in semi-parametric space-time branching-type point processes with application to seismic catalogs

2014

An estimation approach for the semi-param-etric intensity function of a class of space-time point processes is introduced. In particular we want to account for the estimation of parametric and nonparametric components simultaneously, applying a forward predictive likelihood to semi-parametric models. For each event, the probability of being a background event or an offspring is therefore estimated.

Environmental EngineeringEnvironmental Chemistrynonparametric estimation forward predictive likelihood ETAS modelpoint processearthquakes.Safety Risk Reliability and QualityGeneral Environmental ScienceWater Science and Technology
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Space-time Point Processes semi-parametric estimation with predictive measure information

2014

In this paper, we provide a method to estimate the space-time intensity of a branching-type point process by mixing nonparametric and parametric approaches. The method accounts simultaneously for the estimation of the different model components, applying a forward predictive likelihood estimation approach to semi-parametric models.

Point Process.etasFLPNonparametric EstimationForward Predictive Likelihood
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Mixed estimation technique in semi-parametric space-time point processes for earthquake description

2013

An estimation approach for the semi-parametric intensity function of a particular space-time point process is introduced. In particular we want to account for the estimation of parametric and nonparametric components simultaneously, applying a forward predictive likelihood to semi-parametric models. For each event, the probability of being a background event or one belonging to a seismic sequence is therefore estimated.

point proceNonparametric estimationSettore SECS-S/01 - Statisticaforward predictive likelihoodearthquakesETAS model
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