
arXiv: 2305.13470
Point processes are stochastic models generating interacting points or events in time and/or space. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on inhomogeneous parametric forms of these functions assumed to depend on a certain number of spatial covariates. When this number of covariates is large, we are faced with a high-dimensional problem. This paper provides an overview of these questions and existing solutions based on regularizations.
T57-57.97, Applied mathematics. Quantitative methods, Ridge regression; shrinkage estimators (Lasso), 62H11, 60G55 (Primary) 62J07, 65C60, 97K80 (Secondary), Estimation in multivariate analysis, QA1-939, FOS: Mathematics, G.3, Mathematics - Statistics Theory, Point processes (e.g., Poisson, Cox, Hawkes processes), Statistics Theory (math.ST), Mathematics
T57-57.97, Applied mathematics. Quantitative methods, Ridge regression; shrinkage estimators (Lasso), 62H11, 60G55 (Primary) 62J07, 65C60, 97K80 (Secondary), Estimation in multivariate analysis, QA1-939, FOS: Mathematics, G.3, Mathematics - Statistics Theory, Point processes (e.g., Poisson, Cox, Hawkes processes), Statistics Theory (math.ST), Mathematics
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