Enregistré dans:
| Auteurs principaux: | , , |
|---|---|
| Format: | Preprint |
| Publié: |
2023
|
| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2312.14073 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866913826931212288 |
|---|---|
| author | Giordano, Matteo Kirichenko, Alisa Rousseau, Judith |
| author_facet | Giordano, Matteo Kirichenko, Alisa Rousseau, Judith |
| contents | This work studies nonparametric Bayesian estimation of the intensity function of an inhomogeneous Poisson point process in the important case where the intensity depends on covariates, based on the observation of a single realisation of the point pattern over a large area. It is shown how the presence of covariates allows to borrow information from far away locations in the observation window, enabling consistent inference in the growing domain asymptotics. In particular, optimal posterior contraction rates under both global and point-wise loss functions are derived. The rates in global loss are obtained under conditions on the prior distribution resembling those in the well established theory of Bayesian nonparametrics, combined with concentration inequalities for functionals of stationary processes to control certain random covariate-dependent loss functions appearing in the analysis. The local rates are derived with an ad-hoc study that builds on recent advances in the theory of Pólya tree priors, extended to the present multivariate setting with a novel construction that makes use of the random geometry induced by the covariates. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_14073 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Nonparametric Bayesian intensity estimation for covariate-driven inhomogeneous point processes Giordano, Matteo Kirichenko, Alisa Rousseau, Judith Statistics Theory This work studies nonparametric Bayesian estimation of the intensity function of an inhomogeneous Poisson point process in the important case where the intensity depends on covariates, based on the observation of a single realisation of the point pattern over a large area. It is shown how the presence of covariates allows to borrow information from far away locations in the observation window, enabling consistent inference in the growing domain asymptotics. In particular, optimal posterior contraction rates under both global and point-wise loss functions are derived. The rates in global loss are obtained under conditions on the prior distribution resembling those in the well established theory of Bayesian nonparametrics, combined with concentration inequalities for functionals of stationary processes to control certain random covariate-dependent loss functions appearing in the analysis. The local rates are derived with an ad-hoc study that builds on recent advances in the theory of Pólya tree priors, extended to the present multivariate setting with a novel construction that makes use of the random geometry induced by the covariates. |
| title | Nonparametric Bayesian intensity estimation for covariate-driven inhomogeneous point processes |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2312.14073 |