Random mixture Cox point processes

A. C. Micheas ()
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A. C. Micheas: University of Missouri

Annals of the Institute of Statistical Mathematics, 2025, vol. 77, issue 2, No 4, 289-330

Abstract: Abstract We introduce and study a new class of Cox point processes, based on random mixture models of exponential family components for the intensity function of the underlying Poisson process. We investigate theoretical properties of the proposed probability distributions of the point process, as well as provide procedures for parameter estimation using a classical and Bayesian approach. We illustrate the richness of the new models through examples, simulations and real data applications.

Keywords: Cox point processes; Data augmentation; Exponential family; Gaussian random field; Generating functionals; Moment measures; Poisson point processes; Random intensity function; Random mixture (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s10463-024-00915-8

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