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This paper addresses a detection problem where several spatially distributed sensors independently observe a time-inhomogeneous stochastic process. The task is to decide between two hypotheses regarding the statistics of the observed…

Probability · Mathematics 2012-10-05 Chetan D. Pahlajani , Ioannis Poulakakis , Herbert G. Tanner

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…

Probability · Mathematics 2025-10-07 Hamza Adrat , Laurent Decreusefond

A key issue in statistics and machine learning is to automatically select the "right" model complexity, e.g., the number of neighbors to be averaged over in k nearest neighbor (kNN) regression or the polynomial degree in regression with…

Machine Learning · Computer Science 2010-10-04 Marcus Hutter , Minh-Ngoc Tran

The intensity matching approach for tractable performance evaluation and optimization of cellular networks is introduced. It assumes that the base stations are modeled as points of a Poisson point process and leverages stochastic geometry…

Information Theory · Computer Science 2016-04-12 Marco Di Renzo , Wei Lu , Peng Guan

The intensity of a Gibbs point process is usually an intractable function of the model parameters. For repulsive pairwise interaction point processes, this intensity can be expressed as the Laplace transform of some particular function.…

Methodology · Statistics 2017-12-11 Jean-François Coeurjolly , Frédéric Lavancier

Abstract We present PAC-Bayesian bounds for the generalisation error of the K-nearest-neighbour classifier (K-NN). This is achieved by casting the K-NN classifier into a kernel space framework in the limit of vanishing kernel bandwidth. We…

Machine Learning · Computer Science 2021-09-29 Thore Graepel , Ralf Herbrich

The goal of this paper is to provide a simple approach to perform local sensitivity analysis using Physics-informed neural networks (PINN). The main idea lies in adding a new term in the loss function that regularizes the solution in a…

Numerical Analysis · Mathematics 2024-06-07 John M. Hanna , José V. Aguado , Sebastien Comas-Cardona , Ramzi Askri , Domenico Borzacchiello

We consider a class of nonlinear elliptic problems associated with models in biophysics, which are described by the Poisson-Boltzmann equation (PBE). We prove mathematical correctness of the problem, study a suitable class of…

Numerical Analysis · Mathematics 2020-12-15 Johannes Kraus , Svetoslav Nakov , Sergey Repin

Classification of datasets into two or more distinct classes is an important machine learning task. Many methods are able to classify binary classification tasks with a very high accuracy on test data, but cannot provide any easily…

Machine Learning · Computer Science 2020-08-26 Yashesh Dhebar , Sparsh Gupta , Kalyanmoy Deb

Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…

Methodology · Statistics 2012-07-03 Ryan Martin , Duncan Ermini Leaf , Chuanhai Liu

We consider an inhomogeneous Poisson process $X$ on $[0,T]$. The intensity function of $X$ is supposed to be strictly positive and smooth on $[0,T]$ except at the point $\theta$, in which it has either a 0-type singularity (tends to 0 like…

Statistics Theory · Mathematics 2007-06-13 Serguei Dachian

The k-nearest neighbors (k-NN) classification rule has proven extremely successful in countless many computer vision applications. For example, image categorization often relies on uniform voting among the nearest prototypes in the space of…

Computer Vision and Pattern Recognition · Computer Science 2010-01-11 Paolo Piro , Richard Nock , Frank Nielsen , Michel Barlaud

The k-Nearest Neighbor (kNN) classification approach is conceptually simple - yet widely applied since it often performs well in practical applications. However, using a global constant k does not always provide an optimal solution, e.g.,…

Computer Vision and Pattern Recognition · Computer Science 2018-01-08 Mark Kibanov , Martin Becker , Juergen Mueller , Martin Atzmueller , Andreas Hotho , Gerd Stumme

We consider the intensity-based approach for the modeling of default times of one or more companies. In this approach the default times are defined as the jump times of a Cox process, which is a Poisson process conditional on the…

Computational Finance · Quantitative Finance 2008-12-02 Vincent Leijdekker , Peter Spreij

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

Random point patterns are ubiquitous in nature, and statistical models such as point processes, i.e., algorithms that generate stochastic collections of points, are commonly used to simulate and interpret them. We propose an application of…

Quantum Physics · Physics 2020-03-04 Soran Jahangiri , Juan Miguel Arrazola , Nicolás Quesada , Nathan Killoran

We consider the problem of the estimation of the mean function of an inhomogeneous Poisson process when its intensity function is periodic. For the mean integrated squared error (MISE) there is a classical lower bound for all estimators and…

Statistics Theory · Mathematics 2020-06-25 Samvel Gasparyan

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows…

Applications · Statistics 2016-08-14 Mária Süveges , Anthony C. Davison

We study linear regressions in a context where the outcome of interest and some of the covariates are observed in two different datasets that cannot be matched. Traditional approaches obtain point identification by relying, often…

Econometrics · Economics 2025-11-18 Xavier D'Haultfoeuille , Christophe Gaillac , Arnaud Maurel