Information criteria for inhomogeneous spatial point processes

被引:22
作者
Choiruddin, Achmad [3 ]
Coeurjolly, Jean-Francois [1 ,4 ]
Waagepetersen, Rasmus [2 ]
机构
[1] Univ Grenoble Alpes, LJK, Dept DATA, St Martin Dheres, France
[2] Aalborg Univ, Dept Math Sci, Aalborg, Denmark
[3] Inst Teknol Sepuluh Nopember, Dept Stat, Surabaya, Jawa Timur, Indonesia
[4] Univ Quebec Montreal UQAM, Dept Math, Montreal, PQ, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Akaike' s information criterion; Bayesian information criterion; composite information criterion; composite likelihood; inhomogeneous point process; intensity function; model selection; LIKELIHOODS; PARAMETERS; INTENSITY; INFERENCE;
D O I
10.1111/anzs.12327
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The theoretical foundation for a number of model selection criteria is established in the context of inhomogeneous point processes and under various asymptotic settings: infill, increasing domain and combinations of these. For inhomogeneous Poisson processes we consider Akaike's information criterion and the Bayesian information criterion, and in particular we identify the point process analogue of 'sample size' needed for the Bayesian information criterion. Considering general inhomogeneous point processes we derive new composite likelihood and composite Bayesian information criteria for selecting a regression model for the intensity function. The proposed model selection criteria are evaluated using simulations of Poisson processes and cluster point processes.
引用
收藏
页码:119 / 143
页数:25
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