Inhomogeneous Markov Point Processes by Transformation
نویسندگان
چکیده
منابع مشابه
Non-parametric Bayesian inference for inhomogeneous Markov point processes
With reference to a specific data set, we consider how to perform a flexible non-parametric Bayesian analysis of an inhomogeneous point pattern modelled by a Markov point process, with a location dependent first order term and pairwise interaction only. A priori we assume that the first order term is a shot noise process, and the interaction function for a pair of points depends only on the dis...
متن کاملTransformation of Markov processes by multiplicative functionals
© Annales de l’institut Fourier, 1965, tous droits réservés. L’accès aux archives de la revue « Annales de l’institut Fourier » (http://annalif.ujf-grenoble.fr/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier...
متن کاملComparison of time-inhomogeneous Markov processes
Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their in nitesimal generators as well as an invariance property of one process is assumed. The corresponding proof is based on a representation result for the solutions of inhomo...
متن کاملMarkov Determinantal Point Processes
A determinantal point process (DPP) is a random process useful for modeling the combinatorial problem of subset selection. In particular, DPPs encourage a random subset Y to contain a diverse set of items selected from a base set Y . For example, we might use a DPP to display a set of news headlines that are relevant to a user’s interests while covering a variety of topics. Suppose, however, th...
متن کاملSummary statistics for inhomogeneous marked point processes
We propose new summary statistics for intensity-reweighted moment stationary marked point processes with particular emphasis on discrete marks. The new statistics are based on the n-point correlation functions and reduce to cross J and D-functions when stationarity holds. We explore the relationships between the various functions and discuss their explicit forms under specific model assumptions...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2000
ISSN: 1350-7265
DOI: 10.2307/3318755