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Sparse approximations in spatio-temporal point-process models
latent Gaussian models linear dynamical systems log Gaussian Cox process approximate inference expectation propagation sparse inference
2013/6/14
Analysis of spatio-temporal point patterns plays an important role in several disciplines, yet inference in these systems remains computationally challenging due to the high resolution modelling gener...
Calibration diagnostics for point process models via the probability integral transform
Calibration diagnostics point process models probability integral transform
2013/6/14
We propose the use of the probability integral transform (PIT) for model validation in point process models. The simple PIT diagnostics assess the calibration of the model and can detect inconsistenci...