An algorithm for nonparametric Bayesian estimation of a Poisson intensity
type: Item
instance of: scholarly article
title: An algorithm for nonparametric Bayesian estimation of a Poisson intensity
zbMATH Open document ID: 0885.62040
author: Elja Arjas
author: Juha Heikkinen
published in: Computational Statistics
publication date: 1998-03-17T00:00:00Z
review text: A nonparametric Bayesian algorithm is described for the estimation of intensity of a non-homogeneous Poisson process. The unknown intensity is approximated by a picewise constant function. The number of jumps as well as jump points and levels of the estimator are selected by an iterative Monte-Carlo algorithm based on the ratios of prior and posterior densities. Results of simulations are presented.
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1129909
zbMATH Keywords: non-homogeneous Poisson processes
zbMATH Keywords: intensity
zbMATH Keywords: Monte-Carlo algorithms
zbMATH Keywords: nonparametric Bayesian estimation
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1129909