Choosing between Higher Moment Maximum Entropy Models and Its Application to Homogeneous Point Processes with Random Effects

In the Bayesian framework, the usual choice of prior in the prediction of homogeneous Poisson processes with random effects is the gamma one. Here, we propose the use of higher order maximum entropy priors. Their advantage is illustrated in a simulation study and the choice of the best order is esta...

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Egile Nagusiak:	Lotfi Khribi, Brenda MacGibbon, Marc Fredette
Formatua:	Artigo
Hizkuntza:	Inglês
Argitaratua:	MDPI AG 2017-12-01
Saila:	Entropy
Gaiak:	recurrent events mixed-Poisson the maximum entropy principle moment matching maximum likelihood estimation discrepancy measure Kullback–Leibler divergence likelihood ratio test mean square prediction error
Sarrera elektronikoa:	https://www.mdpi.com/1099-4300/19/12/687
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