Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes

  title={Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes},
  author={E. Belitser and Paulo Serra and H. V. Zanten},
  journal={Journal of Statistical Planning and Inference},
  • E. Belitser, Paulo Serra, H. V. Zanten
  • Published 2013
  • Mathematics
  • Journal of Statistical Planning and Inference
  • We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. To motivate our results we start by analyzing count data coming from a call center which we model as a Poisson process. This analysis is carried out using a certain spline prior. This prior is based on B-spline expansions with free knots, adapted from well-established methods used in regression, for instance. This particular prior is computationally feasible… CONTINUE READING
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