Lecture Notes: Temporal Point Processes and the Conditional Intensity Function

2018/06/01 by Jakob Gulddahl Rasmussen, Rasmussen, Jakob Gulddahl · 1 voice · 9 citations
Mathematics · Biochemistry, Genetics and Molecular Biology · #Point processes and geometric inequalities #Diffusion and Search Dynamics

paper · pdf · doi:10.48550/arxiv.1806.00221

Abstract

These short lecture notes contain a not too technical introduction to point processes on the time line. The focus lies on defining these processes using the conditional intensity function. Furthermore, likelihood inference, methods of simulation and residual analysis for temporal point processes specified by a conditional intensity function are considered.

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Discussions

• A paper a day, episode 19. I recently stumbled upon this tutorial about point processes, which I first discovered during my PhD research on predictive maintenance. It's crazy how much data is still r [bsky, 17 points, 1 comments]

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