We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet process mixtures for this density, combined with nonparametric or semiparametric modeling for the mark distribution, yield flexible prior models for the marked Poisson process. In particular, we focus on fully nonparametric model formulations that build the mark density and intensity function from a joint nonparametric mixture, and provide guidelines for straightforward application of these techniques. A key feature of such models is that they can yield flexible inference about the conditional distribution for multivariate marks without requiring specification of a complicated dependence scheme. We address issues relating to choice of the Dirichlet process mixture kernels, and develop methods for prior specification and posterior simulation for full inference about functionals of the marked Poisson process. Moreover, we discuss a method for model checking that can be used to assess and compare goodness of fit of different model specifications under the proposed framework. The methodology is illustrated with simulated and real data sets.
We develop a prior probability model for temporal Poisson process intensities through structured mixtures of Erlang densities with common scale parameter, mixing on the integer shape parameters. The mixture weights are constructed through increments of a cumulative intensity function which is modeled nonparametrically with a gamma process prior. Such model specification provides a novel extension of Erlang mixtures for density estimation to the intensity estimation setting. The prior model structure supports general shapes for the point process intensity function, and it also enables effective…
In this paper we present Poisson mixture approaches for origin-destination (OD) modeling in transportation analysis. We introduce covariate-based models which incorporate different transport modeling phases and also allow for direct probabilistic inference on link traffic based on Bayesian predictions. Emphasis is placed on the Poisson-inverse Gaussian as an alternative to the commonly-used Poisson-gamma and Poisson-lognormal models. We present a first full Bayesian formulation and demonstrate that the Poisson-inverse Gaussian is particularly suited for OD analysis due to desirable marginal an…
Three-way data structures, characterized by three entities, the units, the variables and the occasions, are frequent in biological studies. In RNA sequencing, three-way data structures are obtained when high-throughput transcriptome sequencing data are collected for $n$ genes across $p$ conditions at $r$ occasions. Matrix variate distributions offer a natural way to model three-way data and mixtures of matrix variate distributions can be used to cluster three-way data. Clustering of gene expression data is carried out as means of discovering gene co-expression networks. In this work, a mixture…
Poisson multi-Bernoulli mixture filter: direct derivation and implementation
University of Liverpool（利物浦大学）；Defence Science and Technology Group（国防科学技术集团）；Queensland University of Technology（昆士兰科技大学）；Chalmers University of Technology（查尔姆斯理工大学）
In this work, we study the partial sums of independent and identically distributed random variables with the number of terms following a fractional Poisson (FP) distribution. The FP sum contains the Poisson and geometric summations as particular cases. We show that the weak limit of the FP summation, when properly normalized, is a mixture between the normal and Mittag-Leffler distributions, which we call by Normal-Mittag-Leffler (NML) law. A parameter estimation procedure for the NML distribution is developed and the associated asymptotic distribution is derived. Simulations are performed to c…
University of Washington（华盛顿大学）；Google Inc（谷歌公司）；University of Wisconsin-Madison（威斯康星大学麦迪逊分校）；Fred Hutchinson Cancer Research Center（弗雷德·哈钦森癌症研究中心）
This paper investigates the theoretical and empirical performance of Fisher-Pitman-type permutation tests for assessing the equality of unknown Poisson mixture distributions. Building on nonparametric maximum likelihood estimators (NPMLEs) of the mixing distribution, these tests are theoretically shown to be able to adapt to complicated unspecified structures of count data and also consistent against their corresponding ANOVA-type alternatives; the latter is a result in parallel to classic claims made by Robinson (Robinson, 1973). The studied methods are then applied to a single-cell RNA-seq d…
To accurately quantify landslide hazard in a region of Turkey, we develop new marked point process models within a Bayesian hierarchical framework for the joint prediction of landslide counts and sizes. To accommodate for the dominant role of the few largest landslides in aggregated sizes, we leverage mark distributions with strong justification from extreme-value theory, thus bridging the two broad areas of statistics of extremes and marked point patterns. At the data level, we assume a Poisson distribution for landslide counts, while we compare different "sub-asymptotic" distributions for la…
Heavy-tailed random variables have been used in insurance research to model both loss frequencies and loss severities, with substantially more emphasis on the latter. In the present work, we take a step toward addressing this imbalance by exploring the class of heavy-tailed frequency models formed by continuous mixtures of Negative Binomial and Poisson random variables. We begin by defining the concept of a calibrative family of mixing distributions (each member of which is identifiable from its associated Negative Binomial mixture), and show how to construct such families from only a single m…
This paper is a step-by-step tutorial for fitting a mixture distribution to data. It merely assumes the reader has the background of calculus and linear algebra. Other required background is briefly reviewed before explaining the main algorithm. In explaining the main algorithm, first, fitting a mixture of two distributions is detailed and examples of fitting two Gaussians and Poissons, respectively for continuous and discrete cases, are introduced. Thereafter, fitting several distributions in general case is explained and examples of several Gaussians (Gaussian Mixture Model) and Poissons are…
Multiple change-point detection for Poisson point processes
Sorbonne Université（索邦大学）；Université Paris Cité（巴黎西岱大学）；CNRS（法国国家科学研究中心）；Laboratoire de Probabilités, Statistique et Modélisation（概率、统计与建模实验室）；Université Paris Nanterre（巴黎楠泰尔大学）；EDF
A Poisson Factor Mixture Model for the Analysis of Linguistic Competence in Italian University Students' Writing
University of Bologna（博洛尼亚大学）；Department of Statistical Sciences, University of Bologna（博洛尼亚大学统计科学系）；Department of Classical Philology and Italian Studies, University of Bologna（博洛尼亚大学古典语文学与意大利学研究系）
University of Liverpool（利物浦大学）；Universidad Antonio de Nebrija（安东尼奥·德·内布里哈大学）；Commonwealth Scientific and Industrial Research Organization（联邦科学与工业研究组织）；Chalmers University of Technology（查尔姆斯理工大学）
This paper proposes a Poisson multi-Bernoulli mixture (PMBM) filter for coexisting point and extended targets, i.e., for scenarios where there may be simultaneous point and extended targets. The PMBM filter provides a recursion to compute the multi-target filtering posterior based on probabilistic information on data associations, and single-target predictions and updates. In this paper, we first derive the PMBM filter update for a generalised measurement model, which can include measurements originated from point and extended targets. Second, we propose a single-target space that accommodates…
This paper proposes a Poisson multi-Bernoulli mixture (PMBM) filter on the space of sets of tree trajectories for multiple target tracking with spawning targets. A tree trajectory contains all trajectory information of a target and its descendants, which appear due to the spawning process. Each tree contains a set of branches, where each branch has trajectory information of a target or one of the descendants and its genealogy. For the standard dynamic and measurement models with multi-Bernoulli spawning, the posterior is a PMBM density, with each Bernoulli having information on a potential tre…
Texas A&M University（德州农工大学）；University of Miami（迈阿密大学）
Structured point process data harvested from various platforms poses new challenges to the machine learning community. By imposing a matrix structure to repeatedly observed marked point processes, we propose a novel mixture model of multi-level marked point processes for identifying potential heterogeneity in the observed data. Specifically, we study a matrix whose entries are marked log-Gaussian Cox processes and cluster rows of such a matrix. An efficient semi-parametric Expectation-Solution (ES) algorithm combined with functional principal component analysis (FPCA) of point processes is pro…
