随机混合Cox点过程

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Annals of the Institute of Statistical Mathematics Pub Date : 2024-11-22 DOI:10.1007/s10463-024-00915-8

A. C. Micheas

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引用次数: 0

摘要

我们引入并研究了一类新的基于指数族分量的随机混合模型的Cox点过程，用于潜在泊松过程的强度函数。我们研究了提出的点过程概率分布的理论性质，并提供了使用经典和贝叶斯方法进行参数估计的程序。我们通过实例、仿真和实际数据应用说明了新模型的丰富性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

Random mixture Cox point processes

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Random mixture Cox point processes

We introduce and study a new class of Cox point processes, based on random mixture models of exponential family components for the intensity function of the underlying Poisson process. We investigate theoretical properties of the proposed probability distributions of the point process, as well as provide procedures for parameter estimation using a classical and Bayesian approach. We illustrate the richness of the new models through examples, simulations and real data applications.

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来源期刊

Annals of the Institute of Statistical Mathematics 数学-统计学与概率论

CiteScore

2.00

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： Annals of the Institute of Statistical Mathematics (AISM) aims to provide a forum for open communication among statisticians, and to contribute to the advancement of statistics as a science to enable humans to handle information in order to cope with uncertainties. It publishes high-quality papers that shed new light on the theoretical, computational and/or methodological aspects of statistical science. Emphasis is placed on (a) development of new methodologies motivated by real data, (b) development of unifying theories, and (c) analysis and improvement of existing methodologies and theories.