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Multi angle The Poisson-saddlepoint approximation

Auteurs : Baddeley, Adrian (Auteur de la Conférence)
CIRM (Editeur )

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    Résumé : Gibbs spatial point processes are important models in theoretical physics and in spatial statistics. After a brief survey of Gibbs point processes, we will present a method for approximating their most important characteristic, the intensity of the process. The method has some affinity with the classical saddlepoint approximations of probability densities. For pairwise-interaction processes the approximation can be computed directly : it performs very well in many cases, but not in all cases. For higher-order interactions, we invoke limit results from stochastic geometry due to Roger Miles and the late Peter Hall, in order to compute the approximation.

    Joint work with Gopalan Nair.

    Codes MSC :
    60G55 - Point processes
    62E17 - Approximations to distributions (nonasymptotic)
    82B21 - Continuum models (systems of particles, etc.)

      Informations sur la Vidéo

      Réalisateur : Hennenfent, Guillaume
      Langue : Anglais
      Date de publication : 25/05/17
      Date de captation : 17/05/17
      Collection : Research talks
      Format : MP4
      Domaine : Probability & Statistics ; Mathematical Physics
      Audience : Chercheurs ; Doctorants , Post - Doctorants
      Download : http://videos.cirm-math.fr/2017-05-17_Baddeley.mp4

    Informations sur la rencontre

    Nom du congrès : 19th workshop on stochastic geometry, stereology and image analysis / 19ème conférence en géométrie stochastique, stéréologie et analyse d'images
    Organisteurs Congrès : Calka, Pierre ; Coeurjolly, Jean-François ; Coupier, David ; Estrade, Anne ; Molchanov, Ilya
    Dates : 15/05/17 - 19/05/17
    Année de la rencontre : 2017
    URL Congrès : http://conferences.cirm-math.fr/1513.html

    Citation Data

    DOI : 10.24350/CIRM.V.19167903
    Cite this video as: Baddeley, Adrian (2017). The Poisson-saddlepoint approximation. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19167903
    URI : http://dx.doi.org/10.24350/CIRM.V.19167903


    Voir aussi

    Bibliographie

    1. Baddeley, A., & Nair, G. (2012). Fast approximation of the intensity of Gibbs point processes. Electronic Journal of Statistics, 6, 1155-1169 - http://dx.doi.org/10.1214/12-EJS707

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