Subject description - XP01BOP
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Explanatory Notes
Instructions
XP01BOP | Point processes | ||
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Roles: | Extent of teaching: | 2+2 | |
Department: | 13101 | Language of teaching: | |
Guarantors: | Helisová K. | Completion: | ZK |
Lecturers: | Helisová K. | Credits: | 4 |
Tutors: | Helisová K. | Semester: | L,Z |
Web page:
http://math.feld.cvut.cz/helisova/01XP01BOP.htmlAnotation:
Students get the basic overview on the theory of point processes, their probabilistic models, statistical analyses and applications.Course outlines:
1. | Introduction to point processes | |
2. | Poisson point processes | |
3. | Summary statistics | |
4. | Cox processes | |
5. | Cluster point processes | |
6. | Hard-core point processes | |
7. | Point processes given by a density | |
8. | Markov point processes | |
9. | Gibbs processes | |
10. | MCMC simulations | |
11. | Simulation-based inference | |
12. | Maximum likelihood for point processes | |
13. | Pseudo likelihood | |
14. | Takacs-Fiksel method |
Exercises outline:
1. | Introduction to point processes | |
2. | Poisson point processes | |
3. | Summary statistics | |
4. | Cox processes | |
5. | Cluster point processes | |
6. | Hard-core point processes | |
7. | Point processes given by a density | |
8. | Markov point processes | |
9. | Gibbs processes | |
10. | MCMC simulations | |
11. | Simulation-based inference | |
12. | Maximum likelihood for point processes | |
13. | Pseudo likelihood | |
14. | Takacs-Fiksel method |
Literature:
1. | Moeller J., Waagepetersen R.P. (2004): Statistical inference and simulations for spatial point processes. Chapman and Hall/CRC, Boca Raton. | |
2. | Stoyan D., Kendall W.S., Mecke J. (1995): Stochastic Geometry and Its Applications. Wiley, Chichester. |
Requirements:
Subject is included into these academic programs:Program | Branch | Role | Recommended semester |
Page updated 4.5.2024 17:51:56, semester: Z/2024-5, Z,L/2023-4, Send comments about the content to the Administrators of the Academic Programs | Proposal and Realization: I. Halaška (K336), J. Novák (K336) |