A covariance density for a point process and a random field
Abstract
The spatial point process literature offers a well-developed theory for characterizing covariances within a point process or between different point processes using joint intensity functions or cross joint intensity functions. However, similar summary statistics are missing for characterizing the covariance between a point process and a random field. We introduce a normalized mixed covariance density that fills this gap for covariances between variables of a random field and linear functionals of a point process. We construct a non-parametric kernel estimator of the covariance density and a data-driven method for bandwidth selection. We further use our estimate of the covariance density to test the dependence between a point process and a random field. Several existing tests require observations of the random field at the events of the point process. These are often not available when the random field is sampled on a grid unrelated to the point process. Then interpolation is needed to impute random field values at point process events. Our covariance density estimate in contrast does not require interpolation. We investigate the performance of our non-parametric estimator and the method for bandwidth selection in applications to simulated and real data.
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BibTeX
@misc{palmelund2026covariance,
title = {{A covariance density for a point process and a random field}},
author = {Markus Frederik Palmelund and Ib Thorsgaard Jensen and Rasmus Waagepetersen},
howpublished = {arXiv},
year = {2026},
month = nov,
doi = {10.48550/arxiv.2611.05583},
eprint = {2611.05583},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2611.05583},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - A covariance density for a point process and a random field
AU - Markus Frederik Palmelund
AU - Ib Thorsgaard Jensen
AU - Rasmus Waagepetersen
PY - 2026
DA - 2026/11/03
PB - arXiv
DO - 10.48550/arxiv.2611.05583
UR - https://arxiv.org/abs/2611.05583
AB - The spatial point process literature offers a well-developed theory for characterizing covariances within a point process or between different point processes using joint intensity functions or cross joint intensity functions. However, similar summary statistics are missing for characterizing the covariance between a point process and a random field. We introduce a normalized mixed covariance density that fills this gap for covariances between variables of a random field and linear functionals of a point process. We construct a non-parametric kernel estimator of the covariance density and a data-driven method for bandwidth selection. We further use our estimate of the covariance density to test the dependence between a point process and a random field. Several existing tests require observations of the random field at the events of the point process. These are often not available when the random field is sampled on a grid unrelated to the point process. Then interpolation is needed to impute random field values at point process events. Our covariance density estimate in contrast does not require interpolation. We investigate the performance of our non-parametric estimator and the method for bandwidth selection in applications to simulated and real data.
ER -