Point Processes on Directed Linear Networks

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Abstract

In this paper we consider point processes specified on directed linear networks, i.e. linear networks with associated directions. We adapt the so-called conditional intensity function used for specifying point processes on the time line to the setting of directed linear networks. For models specified by such a conditional intensity function, we derive an explicit expression for the likelihood function, specify two simulation algorithms (the inverse method and Ogata’s modified thinning algorithm), and consider methods for model checking through the use of residuals. We also extend the results and methods to the case of a marked point process on a directed linear network. Furthermore, we consider specific classes of point process models on directed linear networks (Poisson processes, Hawkes processes, non-linear Hawkes processes, self-correcting processes, and marked Hawkes processes), all adapted from well-known models in the temporal setting. Finally, we apply the results and methods to analyse simulated and neurological data.

Original languageEnglish
JournalMethodology and Computing in Applied Probability
Volume23
Issue number2
Pages (from-to)647–667
Number of pages21
ISSN1387-5841
DOIs
Publication statusPublished - 2021

Keywords

  • Conditional intensity
  • Dendrite network
  • Directed acyclic linear network
  • Hawkes process
  • Self-correcting process

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