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Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes

Statistical modeling of temporal point patterns is an important problem in several areas. The Cox process, a Poisson process where the intensity function is stochastic, is a common model for such data. We present a new class of unidimensional Cox process models in which the intensity function assume...

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Detalles Bibliográficos
Autores principales: Gonçalves, Flávio B., Dutra, Lívia M., Silva, Roger W. C.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8733934/
https://www.ncbi.nlm.nih.gov/pubmed/35013655
http://dx.doi.org/10.1007/s11222-021-10074-y