Jean-Francois Coeurjolly
(Laboratoire Jean Kuntzmann, Grenoble):

Variational approach for spatial point process intensity estimation

I will introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the d-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a simple and general setting when the intensity function is assumed to be of log-linear form. Obtained from the solution of a linear system of equations, the variational estimator is very simple to implement and quicker than alternative estimation procedures. I will show asymptotic properties as well as finite-sample properties in comparison with the maximum first order composite likelihood estimator when considering various inhomogeneous spatial point process models and dimensions.

This is a joint work with Jesper Møller (Aalborg University).