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Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…

Probability · Mathematics 2010-04-19 Isabelle Camilier , Laurent Decreusefond

We consider a class of observation-driven Poisson count processes where the current value of the accompanying intensity process depends on previous values of both processes. We show under a contractive condition that the bivariate process…

Statistics Theory · Mathematics 2012-01-06 Michael H. Neumann

A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…

Machine Learning · Computer Science 2019-06-19 Bartłomiej Błaszczyszyn , Paul Keeler

We propose to test the homogeneity of a Poisson process observed on a finite interval. In this framework, we first provide lower bounds for the uniform separation rates in $\mathbb{L}^2$ norm over classical Besov bodies and weak Besov…

Statistics Theory · Mathematics 2009-05-08 M. Fromont , B. Laurent , P. Reynaud-Bouret

In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is…

Data Analysis, Statistics and Probability · Physics 2017-02-21 Diego Sevilla

It is well known that one can map certain properties of random matrices, fermionic gases, and zeros of the Riemann zeta function to a unique point process on the real line. Here we analytically provide exact generalizations of such a point…

Statistical Mechanics · Physics 2009-11-13 Salvatore Torquato , A. Scardicchio , Chase E Zachary

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…

Statistics Theory · Mathematics 2007-06-13 Serguei Dachian , Yury A. Kutoyants

A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…

Probability · Mathematics 2016-09-13 Luisa Beghin , Claudio Macci

In this paper, we propose a new comparison tool for spatial homogeneity of point processes, based on the joint examination of void probabilities and factorial moment measures. We prove that determinantal and permanental processes, as well…

Probability · Mathematics 2014-04-23 Bartlomiej Blaszczyszyn , D. Yogeshwaran

A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…

Probability · Mathematics 2015-11-18 Antonio Di Crescenzo , Barbara Martinucci , Shelemyahu Zacks

In this paper, we extend the notion of Cauchy-Schwarz divergence to point processes and establish that the Cauchy-Schwarz divergence between the probability densities of two Poisson point processes is half the squared…

Information Theory · Computer Science 2015-07-21 Hung Gia Hoang , Ba-Ngu Vo , Ba-Tuong Vo , Ronald Mahler

We study a stable partial matching $\tau$ of the (possibly randomized) $d$-dimensional lattice with a stationary determinantal point process $\Psi$ on $\mathbb{R}^d$ with intensity $\alpha>1$. For instance, $\Psi$ might be a Poisson…

Probability · Mathematics 2020-01-29 Michael Andreas Klatt , Günter Last , D. Yogeshwaran

We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null…

Probability · Mathematics 2007-05-23 Matthew O. Jones , Richard F. Serfozo

Keeler, Ross and Xia (2016) recently derived approximation and convergence results, which imply that the point process formed from the signal strengths received by an observer in a wireless network under a general statistical propagation…

Networking and Internet Architecture · Computer Science 2016-11-09 Paul Keeler , Nathan Ross , Aihua Xia , Bartlomiej Blaszczyszyn

We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of the Score Function test,…

Statistics Theory · Mathematics 2015-02-26 Serguei Dachian , Yury Kutoyants , Lin Yang

A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…

Methodology · Statistics 2024-07-01 Bingjing Tang , Julia Palacios

The purpose of this paper is to estimate the intensity of some random measure by a piecewise constant function on a finite partition of the underlying measurable space. Given a (possibly large) family of candidate partitions, we build a…

Statistics Theory · Mathematics 2007-06-13 Yannick Baraud , Lucien Birgé

In this paper we study splittings of a Poisson point process which are equivariant under a conservative transformation. We show that, if the Cartesian powers of this transformation are all ergodic, the only ergodic splitting is the obvious…

Probability · Mathematics 2018-11-21 Elise Janvresse , Emmanuel Roy , Thierry De La Rue

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

Probability · Mathematics 2014-06-24 Viktor Benes , Marketa Zikmundova

This article develops an analytical framework for studying information divergences and likelihood ratios associated with Poisson processes and point patterns on general measurable spaces. The main results include explicit analytical…

Statistics Theory · Mathematics 2024-10-07 Lasse Leskelä