Exploring Stochastic Point Processes

Welcome

This website contains materials to guide a first exploration of stochastic point processes.

These materials focus mainly on the Poisson process in one dimension. This is considered both as a special example of a stochastic process and also as a statistical model for point pattern data. We will explore this simple model together and I will point you in the direction of interesting areas to further explore for yourself.

These materials were created by Zak Varty as a starting point for undergraduate research projects at Imperial College London. The intended reader is an undergraduate student at the end of their first year of study, who is familiar with the basics of probability and statistical inference and has some programming experience. The materials might also be useful to anyone with a similar background who is learning about point process models for the first time.

Content

We will have four sessions, each focusing in on one aspect of stochastic point processes.

  1. Point Process Theory
  2. Point Process Simulation
  3. Point Process Inference
  4. Point Process Applications

Attribution

If you use these resources in your work, please cite them as follows or use the BibTeX entry provided below.

Varty, Z. (2024). Exploring Stochastic Point Processes [Course materials]. https://m1r.zakvarty.com/.

@online{varty2022exploring,
  author = {Zak Varty},
  title = {Exploring {S}tochastic {P}oint {P}rocesses},
  year = {2024},
  url = {https://m1r.zakvarty.com/}
}

License

The content of this website is published under the Creative Commons Attribution 4.0 International license. This license lets you distribute, remix, adapt, and build upon this work, even commercially, on the condition that you give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.

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