Related papers: Compound Poisson approximation for triangular arra…
This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…
We study Krasnoselskii-Mann style iterative algorithms for approximating fixpoints of asymptotically weakly contractive mappings, with a focus on providing generalised convergence proofs along with explicit rates of convergence. More…
In this paper we study a Tikhonov-type method for ill-posed nonlinear operator equations $\gdag = F(\udag)$ where $\gdag$ is an integrable, non-negative function. We assume that data are drawn from a Poisson process with density $t\gdag$…
This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…
In this paper we give a historical account of the development of Poisson approximation using Stein's method and present some of the main results. We give two recent applications, one on maximal arithmetic progressions and the other on…
This paper presents the probability hypothesis density (PHD) filter for sets of trajectories: the trajectory probability density (TPHD) filter. The TPHD filter is capable of estimating trajectories in a principled way without requiring to…
We prove a result that can be applied to determine the finite-dimensional simple Poisson modules over a Poisson algebra and apply it to numerous examples. In the discussion of the examples, the emphasis is on the correspondence with the…
In this work we present new results on the convergence of diagonal sequences of certain mixed type Hermite-Pad\'e approximants of a Nikishin system. The study is motivated by a mixed Hermite-Pad\'e approximation scheme used in the…
The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…
A factorization formula for certain automorphisms of a Poisson algebra associated to a quiver is proved, which involves framed versions of moduli spaces of quiver representations. This factorization formula is related to wall-crossing…
We prove the asymptotic functional Poisson laws in the total variation norm and obtain estimates of the corresponding convergence rates for a large class of hyperbolic dynamical systems. These results generalize the ones obtained before in…
We present a unified framework to study threshold functions for the existence of solutions to linear systems of equations in random sets which includes arithmetic progressions, sum-free sets, $B_{h}[g]$-sets and Hilbert cubes. In…
Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of classifiers, we combine them and obtain a…
In this paper we combine two existing approaches for approximating attractors. One of them approximates the attractors arbitrarily well by sublevel sets related to solutions of infinite dimensional linear programming problems. A downside…
In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…
This paper establishes quantitative limit theorems for two classes of Cox point processes, quantifying their convergence to a Poisson point process (PPP). We employ Stein's method for PPP aproximation, leveraging the generator approach and…
We show that for planar dispersing billiards the return times distribution is, in the limit, Poisson for metric balls almost everywhere w.r.t. the SRB measure. Since the Poincar\'e return map is piecewise smooth but becomes singular at the…
Using Bayesian methods for extreme value analysis offers an alternative to frequentist ones, with several advantages such as easily dealing with parametric uncertainty or studying irregular models. However, computations can be challenging…
In this paper, the weak Galerkin finite element method for second order elliptic problems employing polygonal or polyhedral meshes with arbitrary small edges or faces was analyzed. With the shape regular assumptions, optimal convergence…
This paper studies theory and inference of an observation-driven model for time series of counts. It is assumed that the observations follow a Poisson distribution conditioned on an accompanying intensity process, which is equipped with a…