Poisson intensity estimation with reproducing kernels

Despite the fundamental nature of the inhomogeneous Poisson process in the theory and application of stochastic processes, and its attractive generalizations (e.g. Cox process), few tractable nonparametric modeling approaches of intensity functions exist, especially in high dimensional settings. In...

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Bibliographic Details
Main Authors: Flaxman, S, Teh, Y, Sejdinovic, D
Format: Conference item
Published: AI & Statistics 2017