Regularization techniques for inhomogeneous (spatial) point processes intensity and conditional intensity estimation
Year: 2023
Type: preprint
Abstract: Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on inhomogeneous parametric forms of these functions assumed to depend on a certain number of spatial covariates. When this number of covariates is large, we are faced with a high-dimensional problem. This paper provides an overview of these questions and existing solutions based on regularizations.
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funder: Agence Nationale de la Recherche
OpenAlex ID: W4378087417
