Latent Point Process Allocation

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Chris Lloyd, Tom Gunter, Michael Osborne, Stephen Roberts, Tom Nickson ;
Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, PMLR 51:389-397, 2016.

Abstract

We introduce a probabilistic model for the factorisation of continuous Poisson process rate functions. Our model can be thought of as a topic model for Poisson point processes in which each point is assigned to one of a set of latent rate functions that are shared across multiple outputs. We show that the model brings a means of incorporating structure in point process inference beyond the state-of-the-art. We derive an efficient variational inference scheme for the model based on sparse Gaussian processes that scales linearly in the number of data points. Finally, we demonstrate, using examples from spatial and temporal statistics, how the model can be used for discovering hidden structure with greater precision than standard frequentist approaches.

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