BART-based inference for Poisson processes
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Published version
Author(s)
Type
Journal Article
Abstract
The effectiveness of Bayesian Additive Regression Trees (BART) has been demonstrated in a variety of contexts including non-parametric regression and classification. A BART scheme for estimating the intensity of inhomogeneous Poisson processes is introduced. Poisson intensity estimation is a vital task in various applications including medical imaging, astrophysics and network traffic analysis. The new approach enables full posterior inference of the intensity in a non-parametric regression setting. The performance of the novel scheme is demonstrated through simulation studies on synthetic and real datasets up to five dimensions, and the new scheme is compared with alternative approaches.
Date Issued
2023-04
Date Acceptance
2022-11-09
Citation
Computational Statistics and Data Analysis, 2023, 180, pp.1-25
ISSN
0167-9473
Publisher
Elsevier
Start Page
1
End Page
25
Journal / Book Title
Computational Statistics and Data Analysis
Volume
180
Copyright Statement
© 2022 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license
(http://creativecommons.org/licenses/by/4.0/).
(http://creativecommons.org/licenses/by/4.0/).
License URL
Identifier
http://dx.doi.org/10.1016/j.csda.2022.107658
Publication Status
Published
Article Number
107658
Date Publish Online
2022-11-25