<p>We explore the posterior inference available for Bayesian spatial point process models. In the literature, discussion of such models is usually focused on model fitting and rejecting complete spatial randomness, with model diagnostics and posterior inference often left as an afterthought. Posterior predictive point patterns are shown to be useful in performing model diagnostics and model selection, as well as providing a wide array of posterior model summaries. We prescribe Bayesian residuals and methods for cross-validation and model selection for Poisson processes, log-Gaussian Cox processes, Gibbs processes, and cluster processes. These novel approaches are demonstrated using existing datasets and simulation studies.</p> / Dissertation
| Identifer | oai:union.ndltd.org:DUKE/oai:dukespace.lib.duke.edu:10161/8730 |
| Date | January 2014 |
| Creators | Leininger, Thomas Jeffrey |
| Contributors | Gelfand, Alan E |
| Source Sets | Duke University |
| Detected Language | English |
| Type | Dissertation |
Page generated in 0.0018 seconds