PoissonProcessEstimation.jl

Fit intensity functions to multiple independent observed Poisson Processes,
assuming a low dimensional shared latent state space.

Mathematical model description in notebooks/simulated_from_RKHS.ipynb

Required Julia packages (tested with these versions)

• MLKernels 0.1.0
• Optim 0.5.0
• Calculus 0.1.15
• NBInclude 1.0.1
• Cubature 1.2.0
• PlotlyJS 0.3.1
• (IJulia 1.2.0)
• (JLD 0.6.3)
• (MAT 0.2.14)