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 when observed points lie in a hig...

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Bibliographic Details
Main Authors: Flaxman, S, Teh, Y, Sejdinovic, D
Format: Journal article
Published: Institute of Mathematical Statistics 2017