BART-based inference for Poisson processes. (arXiv:2005.07927v2 [math.ST] UPDATED)

The effectiveness of Bayesian Additive Regression Trees (BART) has been
demonstrated in a variety of contexts including non-parametric regression and
classification. A BART scheme for estimating the intensity of inhomogeneous
Poisson processes is introduced. Poisson intensity estimation is a vital task
in various applications including medical imaging, astrophysics and network
traffic analysis. The new approach enables full posterior inference of the
intensity in a non-parametric regression setting. The performance of the novel
scheme is demonstrated through simulation studies on synthetic …

arxiv bart inference math processes