Determinantal point process models and statistical inference
Frédéric Lavancier,
Jesper Møller and
Ege Rubak
Journal of the Royal Statistical Society Series B, 2015, vol. 77, issue 4, 853-877
Abstract:
type="main" xml:id="rssb12096-abs-0001">
Statistical models and methods for determinantal point processes (DPPs) seem largely unexplored. We demonstrate that DPPs provide useful models for the description of spatial point pattern data sets where nearby points repel each other. Such data are usually modelled by Gibbs point processes, where the likelihood and moment expressions are intractable and simulations are time consuming. We exploit the appealing probabilistic properties of DPPs to develop parametric models, where the likelihood and moment expressions can be easily evaluated and realizations can be quickly simulated. We discuss how statistical inference is conducted by using the likelihood or moment properties of DPP models, and we provide freely available software for simulation and statistical inference.
Date: 2015
References: Add references at CitEc
Citations: View citations in EconPapers (13)
Downloads: (external link)
http://hdl.handle.net/10.1111/rssb.2015.77.issue-4 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:77:y:2015:i:4:p:853-877
Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868
Access Statistics for this article
Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom
More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().