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Abstract Details
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Activity Number:
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85
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Type:
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Contributed
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Date/Time:
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Sunday, July 29, 2012 : 4:00 PM to 5:50 PM
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Sponsor:
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Section on Statistics and the Environment
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| Abstract - #304065 |
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Title:
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Estimating Clustered Space-Time Point Process Models for Earthquakes
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Author(s):
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Frederic Schoenberg*+
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Companies:
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University of California at Los Angeles
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Address:
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8142 Math Science Bldg., Los Angeles, CA, 90095-1554, United States
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Keywords:
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clustering ;
earthquakes ;
maximum likelihood estimation ;
point process ;
seismology ;
space-time point processes
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Abstract:
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Following a brief tutorial for the novice on how to use existing methods for estimating clustered space-time point process models, such as the epidemic-type aftershock sequence (ETAS) model, by maximum likelihood, we will discuss a new trick that facilitates the computation enormously. The trick, which involves a slight reparameterization of the model, is shown through simulations to result in substantially decreased computation time and increased stability, with no discernable effect on accuracy. The main advantage, however, is a huge decrease in programming time. Results for various earthquake catalogs are presented.
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Authors who are presenting talks have a * after their name.
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