arXiv subjects

Achmad Choiruddin

Publications and source records attributed to Achmad Choiruddin.

9 recordsLinked to original sources

arXiv2025

Marked point processes intensity estimation using sparse group Lasso method applied to locations of lucrative and cooperative banks in mainland France

In this paper, we model the locations of five major banks in mainland France, two lucrative and three cooperative institutions based on socio-economic considerations. Locations of banks are collected using web scrapping and constitute a bivariate spatial point process for which we estimate nonparametrically summary functions (intensity, Ripley and cross-Ripley's K functions). This shows that the pattern is highly inhomogenenous and exhibits a clustering effect especially at small scales, and thus a significant departure to the bivariate (inhomogeneous) Poisson point process is pointed out. We also collect socio-economic datasets (at the living area level) from INSEE and propose a parametric modelling of the intensity function using these covariates. We propose a group-penalized bivariate composite likelihood method to estimate the model parameters, and we establish its asymptotic properties. The application of the methodology to the banking dataset provides new insights into the specificity of the cooperative model within the sector, particularly in relation to the theories of institutional isomorphism.

stat.ME↗

arXiv2025

Design-Life Levels for Environmental Extremes: A Dependence-Aware Block-Maxima Workflow for Severity and Persistence

Environmental risk assessment often asks how large the maximum discharge, flood, or insured loss may become over a design life rather than in a single year. In environmental records, planning-horizon risk is complicated by limited record length, extremal clustering, and sub-asymptotic behavior, yet severity estimation, clustering assessment, and design-life levels are often handled separately. We develop a dependence-aware block-maxima workflow that links these tasks within a single inferential scheme. The severity branch estimates the extreme value index from sliding block-maximum quantile scaling using data-adaptive plateau selection and covariance-aware feasible generalized least squares. The persistence branch pools native block-maxima extremal-index paths over a stable block-size window to characterize extremal clustering. Design-life levels are then derived on the chosen observation clock, with the extremal index retained as a complementary descriptor of persistence. In synthetic short-record benchmarks, the main gain is improved interval calibration under overlap dependence, especially within block-maxima comparisons. Applications to Texas and Florida streamflow and National Flood Insurance Program building-payout claims show persistent hydrologic extremes but much faster escalation of insured losses across adjacent parts of the flood-risk chain. The workflow provides calibrated severity, persistence, and design-life levels for environmental design and flood-risk assessment under dependent records.

stat.ME↗

arXiv2023

Regularization techniques for inhomogeneous (spatial) point processes intensity and conditional intensity estimation

Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on inhomogeneous parametric forms of these functions assumed to depend on a certain number of spatial covariates. When this number of covariates is large, we are faced with a high-dimensional problem. This paper provides an overview of these questions and existing solutions based on regularizations.

math.ST↗

arXiv2022

Adaptive lasso and Dantzig selector for spatial point processes intensity estimation

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.

stat.ME↗

arXiv2021

Quantifying effect of geological factor on distribution of earthquake occurrences by inhomogeneous Cox processes

Research on the earthquake occurrences using a statistical methodology based on point processes has mainly focused on the data featuring earthquake catalogs which ignores the effect of environmental variables. In this paper, we introduce inhomogeneous versions of the Cox process models which are able to quantify the effect of geological factors such as subduction zone, fault, and volcano on the major earthquake distribution in Sulawesi and Maluku, Indonesia. In particular, we compare Thomas, Cauchy, variance-Gamma, and log-Gaussian Cox models and consider parametric intensity and pair correlation functions to enhance model interpretability. We perform model selection using the Akaike information criterion (AIC) and envelopes test. We conclude that the nearest distances to the subduction zone and volcano give a significant impact on the risk of earthquake occurrence in Sulawesi and Maluku. Furthermore, the Cauchy and variance-Gamma cluster models fit well the major earthquake distribution in Sulawesi and Maluku.

physics.geo-ph↗

arXiv2020

Information criteria for inhomogeneous spatial point processes

The theoretical foundation for a number of model selection criteria is established in the context of inhomogeneous point processes and under various asymptotic settings: infill, increasing domain, and combinations of these. For inhomogeneous Poisson processes we consider Akaike information criterion and the Bayesian information criterion, and in particular we identify the point process analogue of sample size needed for the Bayesian information criterion. Considering general inhomogeneous point processes we derive new composite likelihood and composite Bayesian information criteria for selecting a regression model for the intensity function. The proposed model selection criteria are evaluated using simulations of Poisson processes and cluster point processes.

math.ST↗

arXiv2019

Regularized estimation for highly multivariate log Gaussian Cox processes

Statistical inference for highly multivariate point pattern data is challenging due to complex models with large numbers of parameters. In this paper, we develop numerically stable and efficient parameter estimation and model selection algorithms for a class of multivariate log Gaussian Cox processes. The methodology is applied to a highly multivariate point pattern data set from tropical rain forest ecology.

stat.ME↗

arXiv2017

Spatial point processes intensity estimation with a diverging number of covariates

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the number of covariates diverges as the domain of observation increases. In particular, we consider estimating equations based on Campbell theorems derived from Poisson and logistic regression likelihoods regularized by a general penalty function. We prove that, under some conditions, the consistency, the sparsity, and the asymptotic normality are valid for such a setting. We support the theoretical results by numerical ones obtained from simulation experiments and an application to forestry datasets.

stat.ME↗

arXiv2017

Convex and non-convex regularization methods for spatial point processes intensity estimation

This paper deals with feature selection procedures for spatial point processes intensity estimation. We consider regularized versions of estimating equations based on Campbell theorem derived from two classical functions: Poisson likelihood and logistic regression likelihood. We provide general conditions on the spatial point processes and on penalty functions which ensure consistency, sparsity and asymptotic normality. We discuss the numerical implementation and assess finite sample properties in a simulation study. Finally, an application to tropical forestry datasets illustrates the use of the proposed methods.

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