Download or read book Simulating Point Processes by Intensity Projection written by Kay Giesecke and published by . This book was released on 2009 with total page 9 pages. Available in PDF, EPUB and Kindle. Book excerpt: Point processes with stochastic intensities are ubiquitous in many application areas, including finance, insurance, reliability and queuing. They can be simulated from standard Poisson arrivals by time-scaling with the cumulative intensity, whose path is typically generated with a discretization method. However, discretization introduces bias into the simulation results. This paper proposes a method for the exact simulation of point processes with stochastic intensities. The method leads to unbiased estimators. It is illustrated for a point process whose intensity follows an affine jump-diffusion process.
Download or read book Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA written by Elias T. Krainski and published by CRC Press. This book was released on 2018-12-07 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling spatial and spatio-temporal continuous processes is an important and challenging problem in spatial statistics. Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA describes in detail the stochastic partial differential equations (SPDE) approach for modeling continuous spatial processes with a Matérn covariance, which has been implemented using the integrated nested Laplace approximation (INLA) in the R-INLA package. Key concepts about modeling spatial processes and the SPDE approach are explained with examples using simulated data and real applications. This book has been authored by leading experts in spatial statistics, including the main developers of the INLA and SPDE methodologies and the R-INLA package. It also includes a wide range of applications: * Spatial and spatio-temporal models for continuous outcomes * Analysis of spatial and spatio-temporal point patterns * Coregionalization spatial and spatio-temporal models * Measurement error spatial models * Modeling preferential sampling * Spatial and spatio-temporal models with physical barriers * Survival analysis with spatial effects * Dynamic space-time regression * Spatial and spatio-temporal models for extremes * Hurdle models with spatial effects * Penalized Complexity priors for spatial models All the examples in the book are fully reproducible. Further information about this book, as well as the R code and datasets used, is available from the book website at http://www.r-inla.org/spde-book. The tools described in this book will be useful to researchers in many fields such as biostatistics, spatial statistics, environmental sciences, epidemiology, ecology and others. Graduate and Ph.D. students will also find this book and associated files a valuable resource to learn INLA and the SPDE approach for spatial modeling.
Download or read book Statistical Inference and Simulation for Spatial Point Processes written by Jesper Moller and published by CRC Press. This book was released on 2003-09-25 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spatial point processes play a fundamental role in spatial statistics and today they are an active area of research with many new applications. Although other published works address different aspects of spatial point processes, most of the classical literature deals only with nonparametric methods, and a thorough treatment of the theory and applications of simulation-based inference is difficult to find. Written by researchers at the top of the field, this book collects and unifies recent theoretical advances and examples of applications. The authors examine Markov chain Monte Carlo algorithms and explore one of the most important recent developments in MCMC: perfect simulation procedures.
Download or read book An Introduction to the Theory of Point Processes written by D.J. Daley and published by Springer Science & Business Media. This book was released on 2006-04-10 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.
Download or read book Monte Carlo and Quasi Monte Carlo Methods 2008 written by Pierre L' Ecuyer and published by Springer Science & Business Media. This book was released on 2010-01-14 with total page 669 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasi-Monte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasi-Monte Carlo research.
Download or read book Spatial Simulation written by David O'Sullivan and published by John Wiley & Sons. This book was released on 2013-08-05 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: A ground-up approach to explaining dynamic spatial modelling for an interdisciplinary audience. Across broad areas of the environmental and social sciences, simulation models are an important way to study systems inaccessible to scientific experimental and observational methods, and also an essential complement to those more conventional approaches. The contemporary research literature is teeming with abstract simulation models whose presentation is mathematically demanding and requires a high level of knowledge of quantitative and computational methods and approaches. Furthermore, simulation models designed to represent specific systems and phenomena are often complicated, and, as a result, difficult to reconstruct from their descriptions in the literature. This book aims to provide a practical and accessible account of dynamic spatial modelling, while also equipping readers with a sound conceptual foundation in the subject, and a useful introduction to the wide-ranging literature. Spatial Simulation: Exploring Pattern and Process is organised around the idea that a small number of spatial processes underlie the wide variety of dynamic spatial models. Its central focus on three ‘building-blocks’ of dynamic spatial models – forces of attraction and segregation, individual mobile entities, and processes of spread – guides the reader to an understanding of the basis of many of the complicated models found in the research literature. The three building block models are presented in their simplest form and are progressively elaborated and related to real world process that can be represented using them. Introductory chapters cover essential background topics, particularly the relationships between pattern, process and spatiotemporal scale. Additional chapters consider how time and space can be represented in more complicated models, and methods for the analysis and evaluation of models. Finally, the three building block models are woven together in a more elaborate example to show how a complicated model can be assembled from relatively simple components. To aid understanding, more than 50 specific models described in the book are available online at patternandprocess.org for exploration in the freely available Netlogo platform. This book encourages readers to develop intuition for the abstract types of model that are likely to be appropriate for application in any specific context. Spatial Simulation: Exploring Pattern and Process will be of interest to undergraduate and graduate students taking courses in environmental, social, ecological and geographical disciplines. Researchers and professionals who require a non-specialist introduction will also find this book an invaluable guide to dynamic spatial simulation.
Download or read book An Introduction to the Theory of Point Processes written by Daryl J. Daley and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic point processes are sets of randomly located points in time, on the plane or in some general space. This book provides a general introduction to the theory, starting with simple examples and an historical overview, and proceeding to the general theory. It thoroughly covers recent work in a broad historical perspective in an attempt to provide a wider audience with insights into recent theoretical developments. It contains numerous examples and exercises. This book aims to bridge the gap between informal treatments concerned with applications and highly abstract theoretical treatments.
Download or read book Perfect Simulation of Point Processes written by Allan Andersen and published by . This book was released on 2000 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Download or read book Stochastic Point Processes written by S. Kidambi Srinivasan and published by Alpha Science Int'l Ltd.. This book was released on 2003 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Point Processes are interesting from many points of view. From and abstract point of view, point process is a simple version of random measure; these processes have acquired importance mainly due their viability in modeling a variety of phenomena spanning physical, biological, economic and engineering sciences. This volume with contributions from leading probabilists contains, besides surveys on the state-of-art of the theory, papers dealing with problems of queues, inventory, reliability and population evolution. There are also papers dealing with practical aspects like statistical inference and nonlinear filtering. The book will be of interest to a wide spectrum of people including those working in the area of operations research, signal processing, electrical communications & control and neural network.
Download or read book An Introduction to the Theory of Point Processes written by D.J. Daley and published by Springer. This book was released on 2002-11-14 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.
Download or read book Spatial Point Patterns written by Adrian Baddeley and published by CRC Press. This book was released on 2015-11-11 with total page 830 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern Statistical Methodology and Software for Analyzing Spatial Point PatternsSpatial Point Patterns: Methodology and Applications with R shows scientific researchers and applied statisticians from a wide range of fields how to analyze their spatial point pattern data. Making the techniques accessible to non-mathematicians, the authors draw on th
Download or read book Process Modelling and Simulation with Finite Element Methods written by William B. J. Zimmerman and published by World Scientific. This book was released on 2004 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a systematic description and case studies of chemical engineering modelling and simulation based on the MATLAB/FEMLAB tools, in support of selected topics in undergraduate and postgraduate programmes that require numerical solution of complex balance equations (ordinary differential equations, partial differential equations, nonlinear equations, integro-differential equations). These systems arise naturally in analysis of transport phenomena, process systems, chemical reactions and chemical thermodynamics, and particle rate processes. Templates are given for modelling both state-of-the-art research topics (e.g. microfluidic networks, film drying, multiphase flow, population balance equations) and case studies of commonplace design calculations -- mixed phase reactor design, heat transfer, flowsheet analysis of unit operations, flash distillations, etc. The great strength of this book is that it makes modelling and simulating in the MATLAB/FEMLAB environment approachable to both the novice and the expert modeller.
Download or read book Mean Field Simulation for Monte Carlo Integration written by Pierre Del Moral and published by CRC Press. This book was released on 2013-05-20 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Markov chain Monte Carlo models; bootstrapping methods; ensemble Kalman filters; and interacting particle filters. Mean Field Simulation for Monte Carlo Integration presents the first comprehensive and modern mathematical treatment of mean field particle simulation models and interdisciplinary research topics, including interacting jumps and McKean-Vlasov processes, sequential Monte Carlo methodologies, genetic particle algorithms, genealogical tree-based algorithms, and quantum and diffusion Monte Carlo methods. Along with covering refined convergence analysis on nonlinear Markov chain models, the author discusses applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy and quasi-invariant measures arising in computational physics and population biology. This book shows how mean field particle simulation has revolutionized the field of Monte Carlo integration and stochastic algorithms. It will help theoretical probability researchers, applied statisticians, biologists, statistical physicists, and computer scientists work better across their own disciplinary boundaries.
Download or read book Statistical Methods for Spatial Data Analysis written by Oliver Schabenberger and published by CRC Press. This book was released on 2017-01-27 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding spatial statistics requires tools from applied and mathematical statistics, linear model theory, regression, time series, and stochastic processes. It also requires a mindset that focuses on the unique characteristics of spatial data and the development of specialized analytical tools designed explicitly for spatial data analysis. Statistical Methods for Spatial Data Analysis answers the demand for a text that incorporates all of these factors by presenting a balanced exposition that explores both the theoretical foundations of the field of spatial statistics as well as practical methods for the analysis of spatial data. This book is a comprehensive and illustrative treatment of basic statistical theory and methods for spatial data analysis, employing a model-based and frequentist approach that emphasizes the spatial domain. It introduces essential tools and approaches including: measures of autocorrelation and their role in data analysis; the background and theoretical framework supporting random fields; the analysis of mapped spatial point patterns; estimation and modeling of the covariance function and semivariogram; a comprehensive treatment of spatial analysis in the spectral domain; and spatial prediction and kriging. The volume also delivers a thorough analysis of spatial regression, providing a detailed development of linear models with uncorrelated errors, linear models with spatially-correlated errors and generalized linear mixed models for spatial data. It succinctly discusses Bayesian hierarchical models and concludes with reviews on simulating random fields, non-stationary covariance, and spatio-temporal processes. Additional material on the CRC Press website supplements the content of this book. The site provides data sets used as examples in the text, software code that can be used to implement many of the principal methods described and illustrated, and updates to the text itself.
Download or read book Seismicity Patterns their Statistical Significance and Physical Meaning written by Max Wyss and published by Birkhäuser. This book was released on 2012-12-06 with total page 519 pages. Available in PDF, EPUB and Kindle. Book excerpt: 204 Pure app!. geophys. , P. Reasenberg demonstrated that in Cascadia earthquakes are four times more likely to be foreshocks than in California. Many speakers emphasized the regional differences in all earthquake parameters, and it was generally understood that basic models of the earthquake occurrence must be modified for regional application. The idea that the focal mechanisms of foreshocks may differ from that of background activity was advocated by Y. Chen and identified by M. Ohtake as possibly the thus far most neglected property of foreshocks, in efforts to identify them. S. Matsumura proposed that focal mechanism patterns of small earthquakes may differ character istically near locked fault segments into which fault creep is advancing. Considerable discussion was devoted to the status of the seismic gap hypothesis because M. Wyss argued that the occurrence of the M 7. 9, 1986, Andreanof Islands earthquake was a confirmation of Reid's rebound theory of earthquakes and thus of the time predictable version of the gap hypothesis, whereas Y. Kagan believed he could negate this view by presenting a list of nine earthquake pairs with M> 7. 4, moment centroid separation of less than 100 km, and time difference less than about 60% of the time he estimated it would take plate motions to restore the slip of the first event.
Download or read book Computational Earthquake Physics Simulations Analysis and Infrastructure written by Xiang-chu Yin and published by Springer Science & Business Media. This book was released on 2007-02-16 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second part of a two-volume work contains 22 research articles on various aspects of computational earthquake physics. Coverage includes the promising earthquake forecasting model LURR (Load-Unload Response Ratio); pattern informatics and phase dynamics and their applications; computational algorithms, including continuum damage models and visualization and analysis of geophysical datasets; and assimilation of data.
