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Non-homogeneous Poisson processes are used in a wide range of scientific disciplines, ranging from the environmental sciences to the health sciences. Often, the central object of interest in a point process is the underlying intensity…

Methodology · Statistics 2022-02-11 Tin Lok James Ng , Andrew Zammit-Mangion

Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

Methodology · Statistics 2021-09-06 Kang Du , Yu Xiang

Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…

Machine Learning · Computer Science 2024-05-30 Kang Du , Yu Xiang

We consider the problem of learning the inhomogeneous intensity of a counting process, under a sparse segmentation assumption. We introduce a weighted total-variation penalization, using data-driven weights that correctly scale the…

Statistics Theory · Mathematics 2015-07-03 Mokhtar Zahdi Alaya , Stéphane Gaïffas , Agathe Guilloux

We investigate the Poisson regression method for Markov and semi-Markov jump processes from a nonparametric angle, allowing the lengths of the time and duration intervals in the partition to vary with the number of observations. Imposing no…

Statistics Theory · Mathematics 2026-05-06 Martin Bladt , Rasmus Frigaard Lemvig

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

We study the problem of estimating the covariance parameters of a one-dimensional Gaussian process with exponential covariance function under fixed-domain asymptotics. We show that the weighted pairwise maximum likelihood estimator of the…

Statistics Theory · Mathematics 2019-07-15 François Bachoc , Moreno Bevilacqua , Daira Velandia

We propose a model selection approach for covariance estimation of a multi-dimensional stochastic process. Under very general assumptions, observing i.i.d replications of the process at fixed observation points, we construct an estimator of…

Statistics Theory · Mathematics 2009-09-29 Jérémie Bigot , Rolando Biscay , Jean-Michel Loubes , Lilian Muniz Alvarez

Estimating effects of spatially structured exposures is complicated by unmeasured spatial confounders, which undermine identifiability in spatial linear regression models unless structural assumptions are imposed. We develop a general…

Methodology · Statistics 2025-12-30 Anik Burman , Elizabeth L. Ogburn , Abhirup Datta

The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability properties, characterize its long time…

Probability · Mathematics 2010-12-27 Francois Caron , Pierre Del Moral , Arnaud Doucet , Michele Pace

We propose a new perspective for the evaluation of matching procedures by considering the complexity of the function class they belong to. Under this perspective we provide theoretical guarantees on post-matching covariate balance through a…

Statistics Theory · Mathematics 2023-01-04 Efrén Cruz Cortés , Kevin Josey , Fan Yang , Debashis Ghosh

It has become increasingly common nowadays to collect observations of feature and response pairs from different environments. As a consequence, one has to apply learned predictors to data with a different distribution due to distribution…

Methodology · Statistics 2023-10-31 Kang Du , Yu Xiang

We develop a framework for causal inference with continuous spatiotemporal point-process outcomes under cell-level interventions and outcome spillover. Potential outcomes are indexed by full treatment allocations, and the observed…

Methodology · Statistics 2026-04-15 Conor Kresin , Duncan A. Clark , Louis Davis , Martin Hazelton

Penalized B-splines are routinely used in additive models to describe smooth changes in a response with quantitative covariates. It is typically done through the conditional mean in the exponential family using generalized additive models…

Methodology · Statistics 2020-05-12 Philippe Lambert

We present a machine learning model for the analysis of randomly generated discrete signals, modeled as the points of an inhomogeneous, compound Poisson point process. Like the wavelet scattering transform introduced by Mallat, our…

Statistics Theory · Mathematics 2021-10-12 Michael Perlmutter , Jieqian He , Matthew Hirn

State-space models (SSMs) are a popular tool for modeling animal abundances. Inference difficulties for simple linear SSMs are well known, particularly in relation to simultaneous estimation of process and observation variances. Several…

Populations and Evolution · Quantitative Biology 2019-09-20 Leo Polansky , Ken B. Newman , Lara Mitchell

We consider spatially dependent functional data collected under a geostatistics setting, where locations are sampled from a spatial point process. The functional response is the sum of a spatially dependent functional effect and a spatially…

Methodology · Statistics 2021-06-18 Haozhe Zhang , Yehua Li

Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…

Probability · Mathematics 2015-10-02 Matthias Schulte , Christoph Thaele

We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…

Statistics Theory · Mathematics 2013-05-09 Paul Doukhan , William Kengne

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld