If I have a sample of times from some process and I want to test how likely the are to have come from some unknown homogeneous Poisson process, there are a number of frequentist methods I have found online (e.g. goodness of fit methods). What is a Bayesian approach to this problem?
2026-04-01 18:25:25.1775067925
Bayesian test for Poisson process
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Bayesian approaches typically involve given hypotheses (e.g. specific examples of possible Poisson processes that could explain the data) and then calculate the posterior desnsity/probability over the different possible hypotheses/processes, which are proportional to your prior belief that a process is the right one, multiplied by the likelihood of the observed data given the hypothesized process. If you give more details about what kind of Poisson processes you are considering and what kind of prior beliefs you have about the processes/parameters for the processes, I can give a more specific answer.