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poissonprocessestimation.jl's Introduction

PoissonProcessEstimation.jl

Fit intensity functions to multiple independent observed Poisson Processes,
assuming a low dimensional shared latent state space.

Mathematical model description in notebooks/simulated_from_RKHS.ipynb

Required Julia packages (tested with these versions)

  • MLKernels 0.1.0
  • Optim 0.5.0
  • Calculus 0.1.15
  • NBInclude 1.0.1
  • Cubature 1.2.0
  • PlotlyJS 0.3.1
  • (IJulia 1.2.0)
  • (JLD 0.6.3)
  • (MAT 0.2.14)

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