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Informatics Report Series
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| Title:Efficient system identification of dynamic spatio-temporal systems from point process observations |
| Authors:
Andrew Zammit-Mangion
; Visakan Kadirkamanathan
; Guido Sanguinetti
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| Date: 2011 |
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Publication Type:Journal Article
Publication Status:Pre-print
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- Abstract:
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We describe an efficient approximate inference approach for spatio-temporal point processes. The approach is based on explicitly modelling the dynamics of the underlying intensity function as a stochastic partial differential equation. By projecting on a suitable set of basis functions, we show that this induces a state-space model which can then be dealt with using established signal processing tools.
- Copyright:
- 2011 by The University of Edinburgh. All Rights Reserved
- Links To Paper
- No links available
- Bibtex format
- @Article{EDI-INF-RR-1398,
- author = {
Andrew Zammit-Mangion
and Visakan Kadirkamanathan
and Guido Sanguinetti
},
- title = {Efficient system identification of dynamic spatio-temporal systems from point process observations},
- journal = {},
- year = 2011,
- }
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