Bayesian semiparametric modelling of phase-varying point processes
share
We propose a Bayesian semiparametric approach for modelling registration of multiple point processes. Our approach entails modelling the mean measures of the phase-varying point processes with a Bernstein--Dirichlet prior, which induces a prior on the space of all warp functions. Theoretical results on the support of the induced priors are derived, and posterior consistency is obtained under mild conditions. Numerical experiments suggest a good performance of the proposed methods, and a climatology real-data example is used to showcase how the method can be employed in practice.
READ FULL TEXT