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This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…
The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…
We propose a multi-tone decomposition algorithm that can find the frequencies, amplitudes and phases of the fundamental sinusoids in a noisy observation sequence. Under independent identically distributed Gaussian noise, our method utilizes…
Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…
We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable…
The (Non-Preemptive) Throughput Maximization problem is a natural and fundamental scheduling problem. We are given $n$ jobs, where each job $j$ is characterized by a processing time and a time window, contained in a global interval $[0,T)$,…
We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able to identify the regimes (patches) of the time series. The process is composed of…
We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…
This paper proposes a new methodology to perform Bayesian inference for a class of multidimensional Cox processes in which the intensity function is piecewise constant. Poisson processes with piecewise constant intensity functions are…
We study infinite-server queues in which the arrival process is a Cox process (or doubly stochastic Poisson process), of which the arrival rate is given by shot noise. A shot-noise rate emerges as a natural model, if the arrival rate tends…
We study the binary classification problem for Poisson point processes, which are allowed to take values in a general metric space. The problem is tackled in two different ways: estimating nonparametricaly the intensity functions of the…
This paper considers the finite element solution of the boundary value problem of Poisson's equation and proposes a guaranteed em a posteriori local error estimation based on the hypercircle method. Compared to the existing literature on…
An estimation method is presented for polynomial phase signals, i.e., those adopting the form of a complex exponential whose phase is polynomial in its indices. Transcending the scope of existing techniques, the proposed estimator can…
An online, adaptive method of time delay and magnitude estimation for sinusoidal signals is presented. The method is based on an adaptive gradient descent algorithm that directly determines the time delay and magnitudes of two noisy…
The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…
A new computational scheme for the nonlinear cosmological matter power spectrum (PS) is presented. Our method is based on evolution equations in time, which can be cast in a form extremely convenient for fast numerical evaluations. A…
We present the Additive Poisson Process (APP), a novel framework that can model the higher-order interaction effects of the intensity functions in stochastic processes using lower dimensional projections. Our model combines the techniques…
This paper develops a mathematical theory of super-resolution. Broadly speaking, super-resolution is the problem of recovering the fine details of an object---the high end of its spectrum---from coarse scale information only---from samples…
The telegraph process $\{X(t), t>0\}$, is supposed to be observed at $n+1$ equidistant time points $t_i=i\Delta_n,i=0,1,..., n$. The unknown value of $\lambda$, the underlying rate of the Poisson process, is a parameter to be estimated. The…
For many measure preserving dynamical systems $(\Omega,T,m)$ the successive hitting times to a small set is well approximated by a Poisson process on the real line. In this work we define a new process obtained from recording not only the…