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SEQUENTIAL INFERENCE METHODS FOR NON-HOMGENEOUS POISSON PROCESSES WITH STATE-SPACE PRIOR

Abstract: 

The non-homogeneous Poisson process (NHPP) is a point process with time-varying intensity across its domain, the use of which arises in numerous domains in signal processing, machine learning and many other fields. However, its applications are largely limited by the intractable likelihood and the high computational cost of existing inference schemes. We present an online inference framework that utilises generative Poisson data and sequential Markov Chain Monte Carlo (SMCMC) algorithm, which achieves improved performance in both synthetic and real datasets.

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Paper Details

Authors:
Chenhao Li, Simon J. Godsill
Submitted On:
20 April 2018 - 4:06am
Short Link:
Type:
Poster
Event:
Presenter's Name:
Chenhao Li
Paper Code:
4077
Document Year:
2018
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Sequential Methods for Non-homogeneous Poisson Intensity Inference

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[1] Chenhao Li, Simon J. Godsill, "SEQUENTIAL INFERENCE METHODS FOR NON-HOMGENEOUS POISSON PROCESSES WITH STATE-SPACE PRIOR", IEEE SigPort, 2018. [Online]. Available: http://sigport.org/3092. Accessed: Aug. 19, 2018.
@article{3092-18,
url = {http://sigport.org/3092},
author = {Chenhao Li; Simon J. Godsill },
publisher = {IEEE SigPort},
title = {SEQUENTIAL INFERENCE METHODS FOR NON-HOMGENEOUS POISSON PROCESSES WITH STATE-SPACE PRIOR},
year = {2018} }
TY - EJOUR
T1 - SEQUENTIAL INFERENCE METHODS FOR NON-HOMGENEOUS POISSON PROCESSES WITH STATE-SPACE PRIOR
AU - Chenhao Li; Simon J. Godsill
PY - 2018
PB - IEEE SigPort
UR - http://sigport.org/3092
ER -
Chenhao Li, Simon J. Godsill. (2018). SEQUENTIAL INFERENCE METHODS FOR NON-HOMGENEOUS POISSON PROCESSES WITH STATE-SPACE PRIOR. IEEE SigPort. http://sigport.org/3092
Chenhao Li, Simon J. Godsill, 2018. SEQUENTIAL INFERENCE METHODS FOR NON-HOMGENEOUS POISSON PROCESSES WITH STATE-SPACE PRIOR. Available at: http://sigport.org/3092.
Chenhao Li, Simon J. Godsill. (2018). "SEQUENTIAL INFERENCE METHODS FOR NON-HOMGENEOUS POISSON PROCESSES WITH STATE-SPACE PRIOR." Web.
1. Chenhao Li, Simon J. Godsill. SEQUENTIAL INFERENCE METHODS FOR NON-HOMGENEOUS POISSON PROCESSES WITH STATE-SPACE PRIOR [Internet]. IEEE SigPort; 2018. Available from : http://sigport.org/3092