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Bayesian modelling of flexible marked point processes with applications to event sequences from association football
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Narayanan, Santhosh (2020) Bayesian modelling of flexible marked point processes with applications to event sequences from association football. PhD thesis, University of Warwick.
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WRAP_Theses_Narayanan_2020.pdf - Submitted Version - Requires a PDF viewer. Download (5Mb) | Preview |
Official URL: http://webcat.warwick.ac.uk/record=b3520069~S15
Abstract
We consider the modelling of a collection of marked point processes where the occurrence rate depends on past occurrences within the process. Building on a traditional model for point processes, the Hawkes process, we restrict its characteristic properties exclusively to the space of marks, providing the freedom to specify a different model for the occurrence times. The main idea is to use the decomposition of a multivariate density function to decouple the joint modelling of the event types (marks) and the occurrence times. We develop a Bayesian framework for the inference and prediction of these flexible marked point processes that can be applied to a wide range of applications. We present a case study on the modelling of event-sequences from association football, where the sequence of game events can be treated as a marked spatio-temporal point process. We provide inferences about previously unquantified measures governing the dynamics of the game as well as predict the occurrence of events of interest, such as goals, corners or fouls, in a specified interval of time.
| Item Type: | Thesis or Dissertation (PhD) | ||||
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| Subjects: | Q Science > QA Mathematics | ||||
| Library of Congress Subject Headings (LCSH): | Point processes -- Mathematical models, Bayesian statistical decision theory, Sequences (Mathematics) | ||||
| Official Date: | May 2020 | ||||
| Dates: |
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| Institution: | University of Warwick | ||||
| Theses Department: | Department of Statistics | ||||
| Thesis Type: | PhD | ||||
| Publication Status: | Unpublished | ||||
| Supervisor(s)/Advisor: | Kosmidis, Ioannis ; Dellaportas, Petros | ||||
| Format of File: | |||||
| Extent: | xix, 127 leaves : illustrations (some colour) | ||||
| Language: | eng |
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