永久过程模型中固定效应的RKHS框架
An RKHS Framework for Fixed Effects in Permanental Process Models
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中文总结 AI 辅助
该研究提出了包含固定效应的永久过程模型的RKHS扩展框架，通过扩散先验极限下的表示定理分解强度函数，实现了模型的科学解释与领域知识的便捷融入。
中文摘要 AI 辅助
本短文描述了包含固定效应的永久过程模型的扩展。通过从固定效应系数的先验出发，我们证明在扩散先验极限下，永久过程的强度函数可利用表示定理求得，并自然分解为固定效应项和属于再生核希尔伯特空间（RKHS）的函数。我们表明，极限等价核定义了一个RKHS，其平方范数恰好是极限惩罚项。这使得永久过程模型能直接进行科学解释，且易于将领域知识融入估计过程。
英文摘要
This short work describes an extension of the permanental process model which includes fixed effects. By starting with a prior on the fixed effects coefficients we show that, in the diffuse prior limit, the intensity function of the permanental process can be found using the representer theorem and naturally decomposed into a fixed effects term and a function which is an element of a Reproducing Kernel Hilbert Space (RKHS). We show that the limiting equivalent kernel defines an RKHS whose squared norm is exactly the limiting penalty. This allows for straightforward scientific interpretation of permanental process models and the easy incorporation of domain knowledge into the estimation process.
