optimal-transport

Non-Homogeneous Poisson Process Intensity Modeling and Estimation using Measure Transport

Tin Lok James Ng / 2022-09-19

A NHPP defined on \({\cal S} \subset \mathbb{R}^{d}\) can be fully characterized through its intensity function \(\lambda: {\cal S} \rightarrow [0, \infty)\). We present a general model for the intensity function of a non-homogeneous Poisson process using measure transport. The model finds its roots…