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arXiv · 2101.03698

Adaptive lasso and Dantzig selector for spatial point processes intensity estimation

Achmad Choiruddin·Jean-François Coeurjolly·Frédérique Letué
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Abstract

Lasso and Dantzig selector are standard procedures able to perform variable selection and estimation simultaneously. This paper is concerned with extending these procedures to spatial point process intensity estimation. We propose adaptive versions of these procedures, develop efficient computational methodologies and derive asymptotic results for a large class of spatial point processes under an original setting where the number of parameters, i.e. the number of spatial covariates considered, increases with the expected number of data points. Both procedures are compared theoretically, in a simulation study, and in a real data example.

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Achmad Choiruddin, Jean-François Coeurjolly, Frédérique Letué. 2021-01-11. Adaptive lasso and Dantzig selector for spatial point processes intensity estimation. https://arxiv.org/abs/2101.03698

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