Related papers: Upper Limits from Counting Experiments with Multip…
In this paper we study the iterated birth process of which we examine the first-passage time distributions and the hitting probabilities. Furthermore, linear birth processes, linear and sublinear death processes at Poisson times are…
Confidence intervals for a binomial parameter or for the ratio of Poisson means are commonly desired in high energy physics (HEP) applications such as measuring a detection efficiency or branching ratio. Due to the discreteness of the data,…
We develop a likelihood methodology which can be used to search for evidence of burst repetition in the BATSE catalog, and to study the properties of the repetition signal. We use a simplified model of burst repetition in which a number…
We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…
In this paper, we deal with the problem of calibrating thresholding rules in the setting of Poisson intensity estimation. By using sharp concentration inequalities, oracle inequalities are derived and we establish the optimality of our…
Intensity estimation for Poisson processes is a classical problem and has been extensively studied over the past few decades. Practical observations, however, often contain compositional noise, i.e. a nonlinear shift along the time axis,…
Frequentist (classical) and the Bayesian approaches to the construction of confidence limits are compared. Various examples which illustrate specific problems are presented. The Likelihood Principle and the Stopping Rule Paradox are…
The frequentist definition of sensitivity of a search for new phenomena proposed in arXiv:0308063 has been utilized in a number of published experimental searches. In most cases, the simple approximate formula for the common problem of…
Convergence results for averages of independent replications of counting processes are established in a $p$-variation setting and under certain assumptions. Such convergence results can be combined with functional differentiability results…
In order to describe the extremal behaviour of some stochastic process $X$, approaches from univariate extreme value theory are typically generalized to the spatial domain. In particular, generalized peaks-over-threshold approaches allow…
Goal of these proceedings is to introduce a method based on event weighting in particle physics experiments. Weighting means that events are not just counted as integer numbers but are assigned a weight factor according to their importance…
Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…
Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…
This document presents the statistical methods used to process low-level measurements in the presence of noise. These methods can be classical or Bayesian. The question is placed in the general framework of the problem of nuisance…
Observational studies of recurrent event rates are common in biomedical statistics. Broadly, the goal is to estimate differences in event rates under two treatments within a defined target population over a specified followup window.…
We show on theoretical grounds that, even in the presence of noise, probabilistic measurement strategies (which have a certain probability of failure or abstention) can provide, upon a heralded successful outcome, estimates with a precision…
In many complex systems studied in statistical physics, inter-arrival times between events such as solar flares, trades and neuron voltages follow a heavy-tailed distribution. The set of event times is fractal-like, being dense in some time…
High utility pattern mining is an interesting yet challenging problem. The intrinsic computational cost of the problem will impose further challenges if efficiency in addition to the efficacy of a solution is sought. Recently, this problem…
The evaluation of the error to be attributed to cut efficiencies is a common question in the practice of experimental particle physics. Specifically, the need to evaluate the efficiency of the cuts for background removal, when they are…
Statistical moments of particle multiplicities in heavy-ion collision experiments are an important probe in the exploration of the phase diagram of strongly interacting matter and, particularly, in the search for the QCD critical end point.…