Shrinkage Priors for Nonparametric Bayesian Prediction of Nonhomogeneous Poisson Processes

DOI10.1109/TIT.2021.3084062zbMath1486.62067arXiv2006.04052OpenAlexW3167502947MaRDI QIDQ4958228

Fumiyasu Komaki

Publication date: 7 September 2021

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.04052

zbMATH Keywords

improper priorsKullback-Leibler lossintensity functionsnumerical methods for Bayesian inference

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Unnamed Item

This page was built for publication: Shrinkage Priors for Nonparametric Bayesian Prediction of Nonhomogeneous Poisson Processes