Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes
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arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2023
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| _version_ | 1866913261312540672 |
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| author | D'Angelo, Nicoletta Adelfio, Giada |
| author_facet | D'Angelo, Nicoletta Adelfio, Giada |
| contents | In this paper, we harness a result in point process theory, specifically the expectation of the weighted $K$-function, where the weighting is done by the true first-order intensity function. This theoretical result can be employed as an estimation method to derive parameter estimates for a particular model assumed for the data. The underlying motivation is to avoid the difficulties associated with dealing with complex likelihoods in point process models and their maximization. The exploited result makes our method theoretically applicable to any model specification. In this paper, we restrict our study to Poisson models, whose likelihood represents the base for many more complex point process models.
In this context, our proposed method can estimate the vector of local parameters that correspond to the points within the analyzed point pattern without introducing any additional complexity compared to the global estimation. We illustrate the method through simulation studies for both purely spatial and spatio-temporal point processes and show complex scenarios based on the Poisson model through the analysis of two real datasets concerning environmental problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2303_04669 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes D'Angelo, Nicoletta Adelfio, Giada Methodology In this paper, we harness a result in point process theory, specifically the expectation of the weighted $K$-function, where the weighting is done by the true first-order intensity function. This theoretical result can be employed as an estimation method to derive parameter estimates for a particular model assumed for the data. The underlying motivation is to avoid the difficulties associated with dealing with complex likelihoods in point process models and their maximization. The exploited result makes our method theoretically applicable to any model specification. In this paper, we restrict our study to Poisson models, whose likelihood represents the base for many more complex point process models. In this context, our proposed method can estimate the vector of local parameters that correspond to the points within the analyzed point pattern without introducing any additional complexity compared to the global estimation. We illustrate the method through simulation studies for both purely spatial and spatio-temporal point processes and show complex scenarios based on the Poisson model through the analysis of two real datasets concerning environmental problems. |
| title | Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes |
| topic | Methodology |
| url | https://arxiv.org/abs/2303.04669 |