Point processes

Garant předmětu:

Kateřina Helisová

Lecturer:

Kateřina Helisová

Tutor:

Kateřina Helisová

Supervisor:

Department of Mathematics

Synopsis:

Students get the basic overview on the theory of point processes, their probabilistic models, statistical analyses and applications.

Requirements:

Syllabus of lectures:

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

Syllabus of tutorials:

Study Objective:

Study materials:

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.

Note:

Further information:

http://math.feld.cvut.cz/helisova/01XP01BOP.html

Time-table for winter semester 2023/2024:

Time-table is not available yet

Time-table for summer semester 2023/2024:

	06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon
Tue	roomJP:B1-5?? Helisová K. 09:15–10:45 (lecture parallel1) Jugoslávských partyzánů 3 K13101 pracovna vyuč.roomJP:B1-5?? Helisová K. 11:00–12:30 (lecture parallel1 parallel nr.101) Jugoslávských partyzánů 3 K13101 pracovna vyuč.
Wed
Thu
Fri

The course is a part of the following study plans: