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Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…

Statistics Theory · Mathematics 2026-05-06 Yannick Baraud

The most studied continuum percolation model in two dimensions is the Boolean model consisting of disks with the same radius whose centers are randomly distributed on the Poisson point process (PPP). We also consider the Boolean percolation…

Statistical Mechanics · Physics 2021-07-07 Machiko Katori , Makoto Katori

The Papangelou intensities of determinantal (or fermion) point processes are investigated. These exhibit a monotonicity property expressing the repulsive nature of the interaction, and satisfy a bound implying stochastic domination by a…

Probability · Mathematics 2010-03-16 Hans-Otto Georgii , Hyun Jae Yoo

In this article we discuss a set of geometric ideas which shed some light on the question of directed polymer pinning in the presence of bulk disorder. Differing from standard methods and techniques, we transform the problem to a particular…

Probability · Mathematics 2007-05-23 Vincent Beffara , Vladas Sidoravicius , Herbert Spohn , Eulalia Vares

While classical percolation is well understood, percolation effects in randomly packed or jammed structures are much less explored. Here we investigate both experimentally and theoretically the electrical percolation in a binary composite…

Materials Science · Physics 2021-04-20 Shiva Pokhrel , Brendon Waters , Solveig Felton , Zhi-Feng Huang , Boris Nadgorny

We discuss a model for directed percolation in which the flux of material along each bond is a dynamical variable. The model includes a physically significant limiting case where the total flux of material is conserved. We show that the…

Disordered Systems and Neural Networks · Physics 2023-10-04 Barto Cucurull , Greg Huber , Kyle Kawagoe , Marc Pradas , Alain Pumir , Michael Wilkinson

We prove the existence of non-trivial phase transitions for the intersection of two independent random interlacements and the complement of the intersection. Some asymptotic results about the phase curves are also obtained. Moreover, we…

Probability · Mathematics 2020-10-27 Zijie Zhuang

We observe $n$ inhomogeneous Poisson processes with covariates and aim at estimating their intensities. We assume that the intensity of each Poisson process is of the form $s (\cdot, x)$ where $x$ is the covariate and where $s$ is an…

Statistics Theory · Mathematics 2013-06-14 Mathieu Sart

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

The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…

Machine Learning · Statistics 2016-09-13 Yuval Harel , Ron Meir , Manfred Opper

We study nonparametric Bayesian inference for the intensity function of a covariate-driven point process. We extend recent results from the literature, showing that a wide class of Gaussian priors, combined with flexible link functions,…

Statistics Theory · Mathematics 2025-05-27 Patric Dolmeta , Matteo Giordano

We analyze general enough models of repeated indirect measurements in which a quantum system interacts repeatedly with randomly chosen probes on which Von Neumann direct measurements are performed. We prove, under suitable hypotheses, that…

Mathematical Physics · Physics 2015-06-05 Michel Bauer , Tristan Benoist , Denis Bernard

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…

Probability · Mathematics 2026-03-24 Nikolaos Kolliopoulos , Martin Larsson , Zeyu Zhang

We address the statistics of continuous weak linear measurement on a few-state quantum system that is subject to a conditioned quantum evolution. For a conditioned evolution, both the initial and final states of the system are fixed: the…

Quantum Physics · Physics 2017-02-23 A. Franquet , Yuli V. Nazarov

We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…

Probability · Mathematics 2019-05-01 Frank Aurzada , Nadine Guillotin-Plantard , Françoise Pène

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 derive the posterior contraction rate for non-parametric Bayesian estimation of the intensity function of a Poisson point process.

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Peter Spreij

In this paper, we apply the Stein's method in the context of point processes, namely when the target measure is the distribution of a finite Poisson point process. We show that the so-called Kantorovich-Rubinstein distance between such a…

Probability · Mathematics 2018-07-09 Laurent Decreusefond , Aurélien Vasseur

We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for which the probability of observing more than one event over a…

Econometrics · Economics 2026-01-16 Kim Christensen , Alexei Kolokolov