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Regression trees and forests for non-homogeneous Poisson processes

Article ID Journal Published Year Pages File Type
1151579 Statistics & Probability Letters 2015 8 Pages PDF
Abstract

We propose tree and random forest methods for non-homogeneous Poisson processes. The splitting criterion is derived from a model with a piecewise constant rate function. A simulation study shows that the new method performs well.

Keywords
Random forestsMaximum likelihoodrecurrent eventsRecursive partitioning
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Regression trees and forests for non-homogeneous Poisson processes
Authors
Walid Mathlouthi, Marc Fredette, Denis Larocque,
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Journal
Statistics & Probability Letters
Journal: Statistics & Probability Letters
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