IDEAS home Printed from https://ideas.repec.org/a/bla/jorssc/v69y2020i1p109-130.html
   My bibliography  Save this article

Bayesian modelling of marked point processes with incomplete records: volcanic eruptions

Author

Listed:
  • Ting Wang
  • Matthew Schofield
  • Mark Bebbington
  • Koji Kiyosugi

Abstract

Modelling point processes with incomplete records is a challenging problem, especially when the degree of record completeness varies over time. For volcanic eruption records, we expect the degree of missingness to depend on both the time and the size of an eruption. We propose a time‐varying intensity function for a marked point process to model the non‐stationary variation of the observed point process caused by missing data. We apply this model to global and regional volcanic eruption records and use Bayesian inference to obtain hazard estimates and their uncertainties based on the observed incomplete records, to carry out residual analysis and to provide forecasts.

Suggested Citation

  • Ting Wang & Matthew Schofield & Mark Bebbington & Koji Kiyosugi, 2020. "Bayesian modelling of marked point processes with incomplete records: volcanic eruptions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(1), pages 109-130, January.
    • Handle: RePEc:bla:jorssc:v:69:y:2020:i:1:p:109-130
    DOI: 10.1111/rssc.12380
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/rssc.12380
    Download Restriction: no
    File URL: https://libkey.io/10.1111/rssc.12380?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:69:y:2020:i:1:p:109-130. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.