Gaussian Process Methods for Covariate-Based Intensity Estimation
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866908380272001024 |
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| author | Dolmeta, Patric Giordano, Matteo |
| author_facet | Dolmeta, Patric Giordano, Matteo |
| contents | We study nonparametric Bayesian inference for the intensity function of a covariate-driven point process. We extend recent results from the literature, showing that a wide class of Gaussian priors, combined with flexible link functions, achieve minimax optimal posterior contraction rates. Our result includes widespread prior choices such as the popular Matérn processes, with the standard exponential (and sigmoid) link, and implies that the resulting methodologically attractive procedures optimally solve the statistical problem at hand, in the increasing domain asymptotics and under the common assumption in spatial statistics that the covariates are stationary and ergodic. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2505_20157 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Gaussian Process Methods for Covariate-Based Intensity Estimation Dolmeta, Patric Giordano, Matteo Statistics Theory We study nonparametric Bayesian inference for the intensity function of a covariate-driven point process. We extend recent results from the literature, showing that a wide class of Gaussian priors, combined with flexible link functions, achieve minimax optimal posterior contraction rates. Our result includes widespread prior choices such as the popular Matérn processes, with the standard exponential (and sigmoid) link, and implies that the resulting methodologically attractive procedures optimally solve the statistical problem at hand, in the increasing domain asymptotics and under the common assumption in spatial statistics that the covariates are stationary and ergodic. |
| title | Gaussian Process Methods for Covariate-Based Intensity Estimation |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2505.20157 |