Choosing between Higher Moment Maximum Entropy Models and Its Application to Homogeneous Point Processes with Random Effects

Choosing between Higher Moment Maximum Entropy Models and Its Application to Homogeneous Point Processes with Random Effects

In the Bayesian framework, the usual choice of prior in the prediction of homogeneous Poisson processes with random effects is the gamma one. Here, we propose the use of higher order maximum entropy priors. Their advantage is illustrated in a simulation study and the choice of the best order is esta...

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Bibliographic Details
Main Authors: Lotfi Khribi, Brenda MacGibbon, Marc Fredette
Format: Article
Language:English
Published: MDPI AG 2017-12-01
Series:Entropy
Subjects:
recurrent events
mixed-Poisson
the maximum entropy principle
moment matching
maximum likelihood estimation
discrepancy measure
Kullback–Leibler divergence
likelihood ratio test
mean square prediction error
Online Access:https://www.mdpi.com/1099-4300/19/12/687

Internet

https://www.mdpi.com/1099-4300/19/12/687

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