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The Poisson-saddlepoint approximation

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Authors : Baddeley, Adrian (Author of the conference)
CIRM (Publisher )

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Abstract : 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.

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

    Information on the Video

    Film maker : Hennenfent, Guillaume
    Language : English
    Available date : 25/05/17
    Conference Date : 17/05/17
    Subseries : Research talks
    arXiv category : Statistics ; Methodology ; Mathematical Physics
    Mathematical Area(s) : Probability & Statistics ; Mathematical Physics
    Format : MP4 (.mp4) - HD
    Targeted Audience : Researchers
    Download : https://videos.cirm-math.fr/2017-05-17_Baddeley.mp4

Information on the Event

Event Title : 19th workshop on stochastic geometry, stereology and image analysis / 19ème conférence en géométrie stochastique, stéréologie et analyse d'images
Event Organizers : Calka, Pierre ; Coeurjolly, Jean-François ; Coupier, David ; Estrade, Anne ; Molchanov, Ilya
Dates : 15/05/17 - 19/05/17
Event Year : 2017
Event URL : 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

See Also

Bibliography

  • 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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