vix.ing · top · new · best · stats · spec

PCA for Point Processes

2024/04/30 by Franck Picard, Picard, Franck, Vincent Rivoirard +5 · 1 citation
Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Methodology (stat.ME) #Morphological variations and asymmetry #Point processes and geometric inequalities #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.2404.19661

openalex publication_date 2024/04/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30

Abstract

We introduce a novel statistical framework for the analysis of replicated point processes that allows for the study of point pattern variability at a population level. By treating point process realizations as random measures, we adopt a functional analysis perspective and propose a form of functional Principal Component Analysis (fPCA) for point processes. The originality of our method is to base our analysis on the cumulative mass functions of the random measures which gives us a direct and interpretable analysis. Key theoretical contributions include establishing a Karhunen-Loève expansion for the random measures and a Mercer Theorem for covariance measures. We establish convergence in a strong sense, and introduce the concept of principal measures, which can be seen as latent processes governing the dynamics of the observed point patterns. We propose an easy-to-implement estimation strategy of eigenelements for which parametric rates are achieved. We fully characterize the solutions of our approach to Poisson and Hawkes processes and validate our methodology via simulations and diverse applications in seismology, single-cell biology and neurosiences, demonstrating its versatility and effectiveness. Our method is implemented in the pppca R-package.

Cited by

Related