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Scalable inference for space-time Gaussian Cox processes. (English) Zbl 1435.62433

In this paper, the authors investigate an approach to point processes, a stochastic process that places points on some mathematical space. The authors use nearest-neighbor Gaussian processes with the exact space-time Gaussian Cox process. Inference is then accomplished using an MCMC process over. This leads to a probability model that can be used to predict the space-time locations of discrete point processes in the real world. The authors validate the model by analyzing crime data from San Francisco.

MSC:

62P25 Applications of statistics to social sciences
62H11 Directional data; spatial statistics
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
60G15 Gaussian processes

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