State estimation for aoristic models

Aoristic data can be described by a marked point process in time in which the points cannot be observed directly but are known to lie in observable intervals, the marks. We consider Bayesian state estimation for the latent points when the marks are modelled in terms of an alternating renewal process in equilibrium and the prior is a Markov point point process. We derive the posterior distribution, estimate its parameters and present some examples that illustrate the influence of the prior distribution.

• View at arXiv

Free Full Text ( Final Version , 597kb )