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A results of numerical procedure for construction of confidence intervals for parameter of Poisson distribution for signal in the presence of background which has Poisson distribution with known value of parameter are presented. It is shown…

Data Analysis, Statistics and Probability · Physics 2007-05-23 S. I. Bityukov , N. V. Krasnikov

The Poisson compound decision problem is a long-standing problem in statistics, where empirical Bayes methodologies are commonly used to estimate Poisson's means in static or batch domains. In this paper, we study the Poisson compound…

Methodology · Statistics 2025-06-10 Stefano Favaro , Sandra Fortini

We show that a compound Poisson distribution holds for scaled exceedances of observables $\phi$ uniquely maximized at a periodic point $\zeta$ in a variety of two-dimensional hyperbolic dynamical systems with singularities $(M,T,\mu)$,…

Dynamical Systems · Mathematics 2017-11-22 Meagan Carney , Matthew Nicol , Hong-Kun Zhang

We develop two models for Bayesian estimation and selection in high-order, discrete-state Markov chains. Both are based on the mixture transition distribution, which constructs a transition probability tensor with additive mixing of…

Methodology · Statistics 2021-09-17 Matthew Heiner , Athanasios Kottas

We prove that certain natural random variables associated with the local eigenvalue statistics for generalized lattice Anderson models constructed with finite-rank perturbations are compound Poisson distributed. This distribution is…

Mathematical Physics · Physics 2015-09-30 Peter D. Hislop , M. Krishna

It is well-known that assumptions of monotonicity in size-bias couplings may be used to prove simple, yet powerful, Poisson approximation results. Here we show how these assumptions may be relaxed, establishing explicit Poisson…

Probability · Mathematics 2019-01-30 Fraser Daly , Oliver Johnson

We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…

Probability · Mathematics 2022-10-13 Adrian Riekert

The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…

Probability · Mathematics 2010-07-28 Persi Diaconis , Arun Ram

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Statistics Theory · Mathematics 2008-05-27 Jiahua Chen , Xianming Tan

Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…

High Energy Physics - Experiment · Physics 2011-07-19 Ilya Narsky

Stein's method is used to approximate sums of discrete and locally dependent random variables by a centered and symmetric Binomial distribution. Under appropriate smoothness properties of the summands, the same order of accuracy as in the…

Probability · Mathematics 2007-05-23 Adrian Röllin

Multivariate count data are commonly encountered through high-throughput sequencing technologies in bioinformatics, text mining, or in sports analytics. Although the Poisson distribution seems a natural fit to these count data, its…

Computation · Statistics 2020-04-16 Sanjeena Subedi , Ryan Browne

In this paper the generalization of the Poisson distribution is derived for the case when each consecutive event changes event rate. A simple formula for the probability of observing of a given number of events for the selected period of…

Data Analysis, Statistics and Probability · Physics 2014-01-06 E. A. Kushnirenko

We present two different approaches for parameter learning in several mixture models in one dimension. Our first approach uses complex-analytic methods and applies to Gaussian mixtures with shared variance, binomial mixtures with shared…

Machine Learning · Computer Science 2020-01-22 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

This paper introduces some new characterizations of COM-Poisson random variables. First, it extends Moran-Chatterji characterization and generalizes Rao-Rubin characterization of Poisson distribution to COM-Poisson distribution. Then, it…

Probability · Mathematics 2018-09-26 Bo Li , Huiming Zhang , Jiao He

One of the difficulties in calculating the capacity of certain Poisson channels is that H(lambda), the entropy of the Poisson distribution with mean lambda, is not available in a simple form. In this work we derive upper and lower bounds…

Information Theory · Computer Science 2010-04-20 Jose A. Adell , Alberto Lekuona , Yaming Yu

We investigate multiple Charlier polynomials and in particular we will use the (nearest neighbor) recurrence relation to find the asymptotic behavior of the ratio of two multiple Charlier polynomials. This result is then used to obtain the…

Classical Analysis and ODEs · Mathematics 2013-10-04 François Ndayiragije , Walter Van Assche

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

Numerical Analysis · Mathematics 2019-09-04 Chen Zhang , Simon Arridge , Bangti Jin

We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast motion. By studying the smoothness of the solution of the…

Probability · Mathematics 2022-04-28 Yun Li , Fuke Wu , Longjie Xie

The Poisson multinomial distribution (PMD) describes the distribution of the sum of $n$ independent but non-identically distributed random vectors, in which each random vector is of length $m$ with 0/1 valued elements and only one of its…

Computation · Statistics 2022-01-13 Zhengzhi Lin , Yueyao Wang , Yili Hong
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