Shrinkage Priors for Nonparametric Bayesian Prediction of Nonhomogeneous Poisson Processes
Shrinkage Priors for Nonparametric Bayesian Prediction of Nonhomogeneous Poisson Processes
We consider nonparametric Bayesian estimation and prediction for nonhomogeneous Poisson process models with unknown intensity functions. We propose a class of improper priors for intensity functions. Nonparametric Bayesian inference with kernel mixture based on the class improper priors is shown to be useful, although improper priors have not been widely …