PhD and Post Doc Course on Inference and Simulation for Spatial Point Processes, June 10, 2006

Scope of course

At the 21st Nordic Conference on Mathematical Statistics, June 11 - 15, 2006, there will be a special invited talk on "Modern spatial point process modelling and inference" by Professor Jesper Møller and Associate Professor Rasmus Waagepetersen, see http://www.dsts.dk/nordstat2006. Prior to the conference the speakers will give a one day PhD and post doc course on "Inference and simulation for spatial point processes", with a view to biological applications. The course will be a mixture of short lectures, exercises and computer demos. It takes place on June 10, 2006, at the Department of Mathematical Sciences, Aalborg University, Denmark.

Location

The lectures take place at Department of Mathematical Sciences, Aalborg University, Fredrik Bajers Vej 7G. Lecture room G5-109.

Material

Here you can download relevant material

Software needed for the course: sppcode

Topics

  • History and examples of applications
  • Moment formulas (Slivnyak-Mecke, Campbell, Georgii-Nguyen-Zessin)
  • Densities and conditional intensities for spatial point processes
  • Poisson process
  • Gibbs and Markov point processes
  • Cox and cluster point processes
  • Residuals
  • Summary statistics
  • Estimating equations and pseudo likelihood
  • Maximum likelihood estimation
  • Bayesian inference
  • Markov chain Monte Carlo

Schedule, Saturday, June 10

10.00 - 13.00Lecture I: Introduction to point processes, moment measures, and the Poisson process
Exercises (including coffee break)
Lecture II: Cox and cluster processes
Exercises
13.00 - 14.00Lunch break
14.00 - 17.00Lecture III: The conditional intensity and Markov point processes
Exercises (including coffee break)
Lecture IV: Likelihood-based inference and MCMC
Exercises
17.00 - 18.30Refreshments
18.30 - 19.00Bus to city center
19.00 - 23.00Dinner at a restaurant in Aalborg

About the lecturers

Jesper Møller and Rasmus P. Waagepetersen have collaborated for many years on central problems in spatial and computational statistics, where they have a particular interest in theoretical advances in simulation-based inference for spatial point processes and their applications. Their recent monograph is entitled "Statistical inference and simulation for spatial point processes" (Chapman & Hall/CRC). Current research interests of Jesper Møller also includes stochastic geometry and Markov chain Monte Carlo methods, particularly perfect simulation, while Rasmus P. Waagepetersen also is interested in generalized linear mixed models and models for variance heterogeneity in quantitative genetics.

Jesper Møller
Rasmus P. Waagepetersen


Registration

Go to http://www.dsts.dk/nordstat2006/registration.html to register for the course. The course fee, including refreshments, meals and transportation, is 600 DKK. Go to http://www.dsts.dk/nordstat2006 to register for the course.