Sensing Cox Processes via Posterior Sampling and Positive Bases


METADATA ONLY
Loading...

Date

2022

Publication Type

Conference Paper

ETH Bibliography

yes

Citations

Altmetric
METADATA ONLY

Data

Rights / License

Abstract

We study adaptive sensing of Cox point processes, a widely used model from spatial statistics. We introduce three tasks: maximization of captured events, search for the maximum of the intensity function and learning level sets of the intensity function. We model the intensity function as a sample from a truncated Gaussian process, represented in a specially constructed positive basis. In this basis, the positivity constraint on the intensity function has a simple form. We show how the minimal description positive basis can be adapted to the covariance kernel, to non-stationarity and make connections to common positive bases from prior works. Our adaptive sensing algorithms use Langevin dynamics and are based on posterior sampling (Cox-TnomPsoN) and top-two posterior sampling (ToP2) principles. With latter, the difference between samples serves as a surrogate to the uncertainty. We demonstrate the approach using examples from environmental monitoring and crime rate modeling, and compare it to the classical Bayesian experimental design approach.

Publication status

published

Book title

Proceedings of The 25th International Conference on Artificial Intelligence and Statistics

Volume

151

Pages / Article No.

6968 - 6989

Publisher

PMLR

Event

25th International Conference on Artificial Intelligence and Statistics (AISTATS 2022)

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Organisational unit

03908 - Krause, Andreas / Krause, Andreas check_circle

Notes

Funding

180544 - NCCR Catalysis (phase I) (SNF)

Related publications and datasets