by Lippiello E, Giacco F, de Arcangelis L, Marzocchi W, Godano C
Abstract:
Branching processes provide an accurate description of earthquake occurrence in the short term (days to a few weeks). Yet, the implementation of these models is not usually straightforward because of the difficulties in estimating the parameters. Indeed, log-likelihood estimation involves a spatial integral that cannot be analytically evaluated and is difficult to implement in numerical codes. Here we present a novel technique that allows for an accurate, stable, and relatively fast param- eter inversion procedure. We study the efficiency of this technique using synthetic epidemic-type aftershock sequence catalogs with a set of parameters known a priori . Results show the efficiency of the novel technique and illustrate the limits of recently proposed approximations.
Reference:
Parameter Estimation in the ETAS Model: Approximations and Novel Methods (Lippiello E, Giacco F, de Arcangelis L, Marzocchi W, Godano C), In BULLETIN OF THE SEISMOLOGICAL SOCIETY OF AMERICA, volume 104, 2014. (Articolo in rivista)
Bibtex Entry:
@article{lip14,
author = {Lippiello E, and Giacco F, and de Arcangelis L, and Marzocchi W, and Godano C,},
pages = {985-994},
title = {Parameter Estimation in the ETAS Model: Approximations
and Novel Methods},
volume = {104},
note = {Articolo in rivista},
issn = {0037-1106},
journal = {BULLETIN OF THE SEISMOLOGICAL SOCIETY OF AMERICA},
doi = {10.1785/0120130148},
year = {2014},
wosId = {WOS:000333672000027},
scopusId = {2-s2.0-84897529275},
abstract = {Branching processes provide an accurate description of earthquake
occurrence in the short term (days to a few weeks). Yet, the implementation of these
models is not usually straightforward because of the difficulties in estimating the
parameters. Indeed, log-likelihood estimation involves a spatial integral that cannot
be analytically evaluated and is difficult to implement in numerical codes. Here we
present a novel technique that allows for an accurate, stable, and relatively fast param-
eter inversion procedure. We study the efficiency of this technique using synthetic
epidemic-type aftershock sequence catalogs with a set of parameters known
a priori
.
Results show the efficiency of the novel technique and illustrate the limits of recently proposed approximations.}
}