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A Stein–Papangelou Goodness-of-Fit Test for Point Processes

机译:Stein-painangelou适合点流程的健康测试

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Point processes provide a powerful framework for modeling the distribution and interactions of events in time or space. Their flexibility has given rise to a variety of sophisticated models in statistics and machine learning, yet model diagnostic and criticism techniques remain underdeveloped. In this work, we propose a general Stein operator for point processes based on the Papangelou conditional intensity function. We then establish a kernel goodness-of-fit test by defining a Stein discrepancy measure for general point processes. Notably, our test also applies to non-Poisson point processes whose intensity functions contain intractable normalization constants due to the presence of complex interactions among points. We apply our proposed test to several point process models, and show that it outperforms a two-sample test based on the maximum mean discrepancy.
机译:点流程提供了一个强大的框架,用于在时间或空间中建模事件的分布和交互。它们的灵活性在统计和机器学习中引起了各种复杂的模型,但模型诊断和批评技术仍未开发。在这项工作中,我们提出了一般的Stein操作员,用于基于番茄源条件强度函数的点过程。然后,我们通过定义一般点过程的斯坦差异措施来建立内核良好测试。值得注意的是,我们的测试也适用于非泊松点过程,其强度函数由于点之间存在复杂的相互作用而包含难治性标准化常数。我们将建议的测试应用于几个点流程模型,并表明它超越了基于最大均值差异的两个样本测试。

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