Search results for "Point Process"
showing 10 items of 102 documents
Kernel estimation and display of a five-dimensional conditional intensity function
2018
The aim of this paper is to find a convenient and effective method of displaying some second order properties in a neighbourhood of a selected point of the process. The used techniques are based on very general high-dimensional nonparametric smoothing developed to define a more gen- eral version of the conditional intensity function introduced in earlier earthquake studies by Vere-Jones (1978). 1976) is commonly used for such a purpose in discussing the cumulative behavior of interpoint distances about an initial point. It is defined as the expected number of events falling within a given distance of the initial event, divided by the overall density (rate in 2-dimensions) of the process, sa…
Discussion of "modern statistics of spatial point processes"
2007
The paper ‘Modern statistics for spatial point processes' by Jesper Møller and Rasmus P. Waagepetersen is based on a special invited lecture given by the authors at the 21st Nordic Conference on Mathematical Statistics, held at Rebild, Denmark, in June 2006. At the conference, Antti Penttinen and Eva B. Vedel Jensen were invited to discuss the paper. We here present the comments from the two invited discussants and from a number of other scholars, as well as the authors' responses to these comments. Below Figure 1, Figure 2, etc., refer to figures in the paper under discussion, while Figure A, Figure B, etc., refer to figures in the current discussion. All numbered sections and formulas ref…
An Information-Theoretic Framework to Measure the Dynamic Interaction between Neural Spike Trains
2021
Understanding the interaction patterns among simultaneous recordings of spike trains from multiple neuronal units is a key topic in neuroscience. However, an optimal approach of assessing these interactions has not been established, as existing methods either do not consider the inherent point process nature of spike trains or are based on parametric assumptions that may lead to wrong inferences if not met. This work presents a framework, grounded in the field of information dynamics, for the model-free, continuous-time estimation of both undirected (symmetric) and directed (causal) interactions between pairs of spike trains. The framework decomposes the overall information exchanged dynami…
Determinants of spatial intensity of stop locations on cruise passengers tracking data
2021
This paper aims at analyzing the spatial intensity in the distribution of stop locations of cruise passengers during their visit at the destination through a stochastic point process modelling approach on a linear network. Data collected through the integration of GPS tracking technology and questionnaire-based survey on cruise passengers visiting the city of Palermo are used, to identify the main determinants which characterize their stop locations pattern. The spatial intensity of stop locations is estimated through a Gibbs point process model, taking into account for both individual-related variables, contextual-level information, and for spatial interaction among stop points. The Berman…
A semi-parametric stochastic generator for bivariate extreme events
2017
The analysis of multiple extreme values aims to describe the stochastic behaviour of observations in the joint upper tail of a distribution function. For instance, being able to simulate multivariate extreme events is convenient for end users who need a large number of random replications of extremes as input of a given complex system to test its sensitivity. The simulation of multivariate extremes is often based on the assumption that the dependence structure, the so-called extremal dependence function, is described by a specific parametric model. We propose a simulation method for sampling bivariate extremes, under the assumption that the extremal dependence function is semiparametric. Th…
Deducing self-interaction in eye movement data using sequential spatial point processes
2016
Eye movement data are outputs of an analyser tracking the gaze when a person is inspecting a scene. These kind of data are of increasing importance in scientific research as well as in applications, e.g. in marketing and man-machine interface planning. Thus the new areas of application call for advanced analysis tools. Our research objective is to suggest statistical modelling of eye movement sequences using sequential spatial point processes, which decomposes the variation in data into structural components having interpretation. We consider three elements of an eye movement sequence: heterogeneity of the target space, contextuality between subsequent movements, and time-dependent behaviou…
Minimum contrast for point processes' first-order intensity estimation
2023
In this paper, we exploit some theoretical results, from which we know the expected value of the K-function weighted by the true first-order intensity function of a point pattern. This theoretical result can serve as an estimation method for obtaining the parameter estimates of a specific model, assumed for the data. The only requirement is the knowledge of the first-order intensity function expression, completely avoiding writing the likelihood, which is often complex to deal with in point process models. We illustrate the method through simulation studies for spatio-temporal point processes.
Joint second-order parameter estimation for spatio-temporal log-Gaussian Cox processes
2018
We propose a new fitting method to estimate the set of second-order parameters for the class of homogeneous spatio-temporal log-Gaussian Cox point processes. With simulations, we show that the proposed minimum contrast procedure, based on the spatio-temporal pair correlation function, provides reliable estimates and we compare the results with the current available methods. Moreover, the proposed method can be used in the case of both separable and non-separable parametric specifications of the correlation function of the underlying Gaussian Random Field. We describe earthquake sequences comparing several Cox model specifications.
Including covariates in a space-time point process with application to seismicity
2020
AbstractThe paper proposes a spatio-temporal process that improves the assessment of events in space and time, considering a contagion model (branching process) within a regression-like framework to take covariates into account. The proposed approach develops the forward likelihood for prediction method for estimating the ETAS model, including covariates in the model specification of the epidemic component. A simulation study is carried out for analysing the misspecification model effect under several scenarios. Also an application to the Italian seismic catalogue is reported, together with the reference to the developed R package.