An RKHS Framework for Fixed Effects in Permanental Process Models

Name: An RKHS Framework for Fixed Effects in Permanental Process Models
Uploaded: 2026-10-08T10:25:53.356275+00:00
Duration: 372 s
Description: The research extends permanental process models by incorporating fixed effects into their intensity function framework. In a specific limit, the intensity function decomposes into a fixed effects component and a term from a Reproducing Kernel Hilbert Space (RKHS). This decomposition allows for clear scientific interpretation and straightforward inclusion of domain knowledge.

The research extends permanental process models by incorporating fixed effects into their intensity function framework. In a specific limit, the intensity function decomposes into a fixed effects component and a term from a Reproducing Kernel Hilbert Space (RKHS). This decomposition allows for clear scientific interpretation and straightforward inclusion of domain knowledge.

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