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Research Bernoulli Institute Calendar

Mathematics Colloquium - Prof. Rasmus Waagepetersen Aalborg University

When:We 22-09-2021 14:00 - 15:00
Where:5161.0151 Bernoulliborg

Title: ABC-IC: model selection criteria for inhomogeneous point processes.

Abstract:

This talk is concerned with criteria for selecting a model for the intensity function of an inhomogeneous point process. We first review basic point process concepts and how composite likelihood methods may be used to fit a model for the intensity function of an inhomogeneous point process. Next, we consider how model selection criteria like AIC and BIC can be adapted to the point process setting with the aim of selecting a model for the intensity function. In particular, this gives a perspective on what is the `number of observations' for a spatial point process. The results are illustrated by simulations and an application to a data set of rain forest tree locations.

Short biography:

Rasmus Waagepetersen received the M.Sc. degree in mathematical statistics and the Ph.D. degree in mathematical statistics from Aarhus University, Aarhus, Denmark, in 1995 and 1997, respectively. He was a Scientist with the Danish Institute of Agricultural Sciences, Tjele, Denmark, from 1997 to 2000. From 2000 to 2007, he was an Assistant and subsequently an Associate Professor with the Department of Mathematical Sciences, Aalborg University, Aalborg, Denmark. From 2008 to 2009, he was a Credit Risk Analyst at Spar Nord Bank, Aalborg. Since 2010, he has been a Full Professor with the Department of Mathematical Sciences, Aalborg University.