arXiv subjects

Rasmus Waagepetersen

Publications and source records attributed to Rasmus Waagepetersen.

At least 19 recordsLinked to original sources

arXiv2026

$K$-functions for point processes on complex surfaces

The $K$-function is a fundamental summary statistic for assessing clustering or regularity of point processes in two or three dimensional Euclidean space. In practice, however, many planar point patterns arise from projecting locations of objects on a surface in three dimensional space to two dimensional space. For example, when events or objects occur in a landscape their elevation is often ignored. This can lead to erroneous conclusions regarding properties of the point process generating the point pattern. There is not a unique way to extend the classical $K$-function to point patterns on a complex surface. In this paper we propose, explore, and discuss several approaches in terms of their theoretical and computational properties. The best performing approach, coined the surface area $K$-function, can be viewed is an analogue of the classical $K$-function replacing counts of points in Euclidean balls with counts of points in surface geodesic balls. However, an important distinction is that the argument of our surface area $K$-function is area instead of radius of geodesic balls. The performances of the various surface $K$-functions are compared in applications to simulated and real data.

stat.ME↗

arXiv2025

Semi-parametric Markov models for multi-type point patterns

Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates. However, estimation of interaction and covariate effects may be seriously biased in the presence of unobserved spatial confounders. In this paper we introduce a new class of semi-parametric Markov point processes that adjusts for spatial confounding through a non-parametric factor that accommodates effects of latent spatial variables common to all types of points. We introduce a conditional pseudo likelihood for parameter estimation and show that the resulting estimator has desirable asymptotic properties. Our methodology not least has great potential in studies of industry agglomeration and we apply it to study spatial patterns of locations of two types of banks in France.

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arXiv2025

Critical Point Processes Obtained from a Gaussian Random Field with a View Towards Statistics

This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical points of latent smooth Gaussian random fields or of subsets of critical points like minima, saddle points etc. Despite of the simplicity of their definition, the mathematical analysis of critical point processes is non-trivial involving for example deep results on the geometry of random fields, Sobolev space theory, chaos expansions, and multiple Wiener-It{\^o} integrals. We provide explicit expressions for fundamental moment characteristics used in spatial point process statistics like the intensity parameter, the pair correlation function, and higher order intensity functions. The crucial dependence structure (attraction or repulsiveness) of a critical point process is discussed in depth and is in particular related to the dimension of the points and the type of critical points (extrema, saddle points, or all of the critical points). We propose simulation strategies based on spectral methods or smoothing of grid-based simulations and show that resulting approximate critical point process simulations asymptotically converge to the exact critical point process distribution. Finally, under the increasing domain framework, we obtain asymptotic results for linear and bilinear statistics of a critical point process. In particular, we obtain a multivariate central limit theorem for the intensity parameter estimate and a modified version of Ripley's K-function.

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arXiv2024

Composite likelihood inference for space-time point processes

The dynamics of a rain forest is extremely complex involving births, deaths and growth of trees with complex interactions between trees, animals, climate, and environment. We consider the patterns of recruits (new trees) and dead trees between rain forest censuses. For a current census we specify regression models for the conditional intensity of recruits and the conditional probabilities of death given the current trees and spatial covariates. We estimate regression parameters using conditional composite likelihood functions that only involve the conditional first order properties of the data. When constructing assumption lean estimators of covariance matrices of parameter estimates we only need mild assumptions of decaying conditional correlations in space while assumptions regarding correlations over time are avoided by exploiting conditional centering of composite likelihood score functions. Time series of point patterns from rain forest censuses are quite short while each point pattern covers a fairly big spatial region. To obtain asymptotic results we therefore use a central limit theorem for the fixed timespan - increasing spatial domain asymptotic setting. This also allows us to handle the challenge of using stochastic covariates constructed from past point patterns. Conveniently, it suffices to impose weak dependence assumptions on the innovations of the space-time process. We investigate the proposed methodology by simulation studies and applications to rain forest data.

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arXiv2024

A central limit theorem for a sequence of conditionally centered random fields

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $α$-mixing conditions in space or time. Exploiting conditional centering and the space-time structure, the limiting normal distribution is obtained for increasing spatial domain, increasing length of the sequence, or both of these. The theorem is very well suited for establishing asymptotic normality in the context of unbiased estimating function inference for a wide range of space-time processes. This is pertinent given the abundance of space-time data. Two examples demonstrate the applicability of the theorem.

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arXiv2023

A functional central limit theorem for the K-function with an estimated intensity function

The $K$-function is arguably the most important functional summary statistic for spatial point processes. It is used extensively for goodness-of-fit testing and in connection with minimum contrast estimation for parametric spatial point process models. It is thus pertinent to understand the asymptotic properties of estimates of the $K$-function. In this paper we derive the functional asymptotic distribution for the $K$-function estimator. Contrary to previous papers on functional convergence we consider the case of an inhomogeneous intensity function. We moreover handle the fact that practical $K$-function estimators rely on plugging in an estimate of the intensity function. This removes two serious limitations of the existing literature.

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arXiv2022

Second order semi-parametric inference for multivariate log Gaussian Cox processes

This paper introduces a new approach to inferring the second order properties of a multivariate log Gaussian Cox process (LGCP) with a complex intensity function. We assume a semi-parametric model for the multivariate intensity function containing an unspecified complex factor common to all types of points. Given this model we exploit the availability of several types of points to construct a second-order conditional composite likelihood to infer the pair correlation and cross pair correlation functions of the LGCP. Crucially this likelihood does not depend on the unspecified part of the intensity function. We also introduce a cross validation method for model selection and an algorithm for regularized inference that can be used to obtain sparse models for cross pair correlation functions. The methodology is applied to simulated data as well as data examples from microscopy and criminology. This shows how the new approach outperforms existing alternatives where the intensity functions are estimated non-parametrically.

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arXiv2021

A $K$-function for inhomogeneous random measures with geometric features

This paper introduces a $K$-function for assessing second-order properties of inhomogeneous random measures generated by marked point processes. The marks can be geometric objects like fibers or sets of positive volume, and the presented $K$-function takes into account geometric features of the marks, such as tangent directions of fibers. The $K$-function requires an estimate of the inhomogeneous density function of the random measure. We introduce parametric estimates for the density function based on parametric models that represent large scale features of the inhomogeneous random measure. The proposed methodology is applied to simulated fiber patterns as well as a three-dimensional data set of steel fibers in concrete.

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arXiv2021

Currents and K-functions for Fiber Point Processes

Analysis of images of sets of fibers such as myelin sheaths or skeletal muscles must account for both the spatial distribution of fibers and differences in fiber shape. This necessitates a combination of point process and shape analysis methodology. In this paper, we develop a K-function for shape-valued point processes by embedding shapes as currents, thus equipping the point process domain with metric structure inherited from a reproducing kernel Hilbert space. We extend Ripley's K-function which measures deviations from spatial homogeneity of point processes to fiber data. The paper provides a theoretical account of the statistical foundation of the K-function and its extension to fiber data, and we test the developed K-function on simulated as well as real data sets. This includes a fiber data set consisting of myelin sheaths, visualizing the spatial and fiber shape behavior of myelin configurations at different debts.

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arXiv2020

Globally intensity-reweighted estimators for $K$- and pair correlation functions

We introduce new estimators of the inhomogeneous $K$-function and the pair correlation function of a spatial point process as well as the cross $K$-function and the cross pair correlation function of a bivariate spatial point process under the assumption of second-order intensity-reweighted stationarity. These estimators rely on a 'global' normalization factor which depends on an aggregation of the intensity function, whilst the existing estimators depend 'locally' on the intensity function at the individual observed points. The advantages of our new global estimators over the existing local estimators are demonstrated by theoretical considerations and a simulation study.

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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.

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arXiv2019

Adaptive estimating function inference for non-stationary determinantal point processes

Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function estimators in a very general setting of non-stationary point processes. We then adapt this result to the case of non-stationary determinantal point processes which are an important class of models for repulsive point patterns. In practice often first and second order estimating functions are used. For the latter it is common practice to omit contributions for pairs of points separated by a distance larger than some truncation distance which is usually specified in an ad hoc manner. We suggest instead a data-driven approach where the truncation distance is adapted automatically to the point process being fitted and where the approach integrates seamlessly with our asymptotic framework. The good performance of the adaptive approach is illustrated via simulation studies for non-stationary determinantal point processes and by an application to a real dataset.

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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.

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arXiv2019

Second-order variational equations for spatial point processes with a view to pair correlation function estimation

Second-order variational type equations for spatial point processes are established. In case of log linear parametric models for pair correlation functions, it is demonstrated that the variational equations can be applied to construct estimating equations with closed form solutions for the parameter estimates. This result is used to fit orthogonal series expansions of log pair correlation functions of general form.

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arXiv2018

Generalizations of Ripley's K-function with Application to Space Curves

The intensity function and Ripley's K-function have been used extensively in the literature to describe the first and second moment structure of spatial point sets. This has many applications including describing the statistical structure of synaptic vesicles. Some attempts have been made to extend Ripley's K-function to curve pieces. Such an extension can be used to describe the statistical structure of muscle fibers and brain fiber tracks. In this paper, we take a computational perspective and construct new and very general variants of Ripley's K-function for curves pieces, surface patches etc. We discuss the method from [Chiu, Stoyan, Kendall, & Mecke 2013] and compare it with our generalizations theoretically, and we give examples demonstrating the difference in their ability to separate sets of curve pieces.

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arXiv2017

Orthogonal series estimation of the pair correlation function of a spatial point process

The pair correlation function is a fundamental spatial point process characteristic that, given the intensity function, determines second order moments of the point process. Non-parametric estimation of the pair correlation function is a typical initial step of a statistical analysis of a spatial point pattern. Kernel estimators are popular but especially for clustered point patterns suffer from bias for small spatial lags. In this paper we introduce a new orthogonal series estimator. The new estimator is consistent and asymptotically normal according to our theoretical and simulation results. Our simulations further show that the new estimator can outperform the kernel estimators in particular for Poisson and clustered point processes.

math.ST↗

arXiv2016

Some recent developments in statistics for spatial point patterns

This paper reviews developments in statistics for spatial point processes obtained within roughly the last decade. These developments include new classes of spatial point process models such as determinantal point processes, models incorporating both regularity and aggregation, and models where points are randomly distributed around latent geometric structures. Regarding parametric inference the main focus is on various types of estimating functions derived from so-called innovation measures. Optimality of such estimating functions is discussed as well as computational issues. Maximum likelihood inference for determinantal point processes and Bayesian inference are briefly considered too. Concerning non-parametric inference, we consider extensions of functional summary statistics to the case of inhomogeneous point processes as well as new approaches to simulation based inference.

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arXiv2016

Towards optimal Takacs--Fiksel estimation

The Takacs--Fiksel method is a general approach to estimate the parameters of a spatial Gibbs point process. This method embraces standard procedures such as the pseudolikelihood and is defined via weight functions. In this paper we propose a general procedure to find weight functions which reduce the Godambe information and thus outperform pseudolikelihood in certain situations. The new procedure is applied to a standard dataset and to a recent neuroscience replicated point pattern dataset. Finally, the performance of the new procedure is investigated in a simulation study.

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