Point processes

The course is not on the list Without time-table

Code	Completion	Credits	Range
XP01BOP	ZK	4	2+2

Garant předmětu:

Lecturer:

Tutor:

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

No time-table has been prepared for this course

The course is a part of the following study plans: