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Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression…

Methodology · Statistics 2020-12-10 Xiwei Tang , Lexin Li

In this paper an asymptotic homogenization method for the analysis of composite materials with periodic microstructure in presence of thermodiffusion is described. Appropriate down-scaling relations correlating the microscopic fields to the…

Mathematical Physics · Physics 2015-12-31 A. Bacigalupo , L. Morini , A. Piccolroaz

The objective of the present paper is to introduce the concept of a spatially inhomogeneous linear inverse problem where the degree of ill-posedness of operator $Q$ depends not only on the scale but also on location. In this case, the rates…

Statistics Theory · Mathematics 2013-12-05 Marianna Pensky

We propose new summary statistics for intensity-reweighted moment stationary point processes that generalise the well known J-, empty space, and nearest-neighbour distance distribution functions, represent them in terms of generating…

Methodology · Statistics 2010-08-27 M. N. M. van Lieshout

Laser-plasma based experiments are always more demanding about the plasma features which need to be generated during the interaction. This is valid for laser-plasma acceleration as well as for inertial confinement fusion experiments. Most…

Plasma Physics · Physics 2025-09-03 F. Filippi , M. Cipriani , S. Mastrostefano , M. Scisciò , F. Consoli

Many real-world problems are inherently multimodal, from spoken language, gestures, and paralinguistics humans use to communicate, to force, proprioception, and visual sensors on robots. While there has been an explosion of interest in…

Multi-stage (designed) procedures, obtained by splitting the sampling budget suitably across stages, and designing the sampling at a particular stage based on information about the parameter obtained from previous stages, are often…

Methodology · Statistics 2014-01-08 Atul Mallik , Moulinath Banerjee , George Michailidis

Although system heterogeneity has been extensively studied in the past, there is yet to be a study on measuring the impact of heterogeneity on system performance. For this purpose, we propose a heterogeneity measure that can characterize…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-07 Ali Mokhtari , Saeid Ghafouri , Pooyan Jamshidi , Mohsen Amini Salehi

We develop a marginal treatment effect based method to learn about causal effects in multiple treatment models with discrete instruments. We allow selection into treatment to be governed by a general class of threshold crossing models that…

Econometrics · Economics 2026-01-21 Vishal Kamat , Samuel Norris , Matthew Pecenco

In continuous-time wavelet analysis, most wavelet present some kind of symmetry. Based on the Fourier and Hartley transform kernels, a new wavelet multiresolution analysis is proposed. This approach is based on a pair of orthogonal wavelet…

Classical Analysis and ODEs · Mathematics 2015-02-10 L. R. Soares , H. M. de Oliveira , R. J. Cintra

Given a stationary point process, an intensity burst is defined as a short time period during which the number of counts is larger than the typical count rate. It might signal a local non-stationarity or the presence of an external…

Trading and Market Microstructure · Quantitative Finance 2018-04-04 Marcello Rambaldi , Vladimir Filimonov , Fabrizio Lillo

In this paper we propose computationally efficient and robust methods for estimating the moment tensor and location of micro-seismic event(s) for large search volumes. Our contribution is two-fold. First, we propose a novel joint-complexity…

Geophysics · Physics 2013-09-11 Gregory Ely , Shuchin Aeron

We study the nonparametric estimation of the jump density of a compound Poisson process from the discrete observation of one trajectory over $[0,T]$. We consider the microscopic regime when the sampling rate $\Delta=\Delta_T\rightarrow0$ as…

Statistics Theory · Mathematics 2012-03-15 Céline Duval

This chapter is dedicated to recent developments in the field of wavelet analysis for scattered data. We introduce the concept of samplets, which are signed measures of wavelet type and may be defined on sets of arbitrarily distributed data…

Numerical Analysis · Mathematics 2025-03-25 Helmut Harbrecht , Michael Multerer

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

Machine Learning · Statistics 2020-11-04 Lorena Romero-Medrano , Pablo Moreno-Muñoz , Antonio Artés-Rodríguez

Point processes in time have a wide range of applications that include the claims arrival process in insurance or the analysis of queues in operations research. Due to advances in technology, such samples of point processes are increasingly…

Methodology · Statistics 2021-09-14 Álvaro Gajardo , Hans-Georg Müller

Second-order statistics play a crucial role in analysing point processes. Previous research has specifically explored locally weighted second-order statistics for point processes, offering diagnostic tests in various spatial domains.…

Methodology · Statistics 2024-04-17 Nicoletta D'Angelo , Giada Adelfio , Jorge Mateu , Ottmar Cronie

A parametric point process model is developed, with modeling based on the assumption that sequential observations often share latent phenomena, while also possessing idiosyncratic effects. An alternating optimization method is proposed to…

Machine Learning · Statistics 2018-02-14 Hongteng Xu , Lawrence Carin , Hongyuan Zha

Some techniques for the study of intermittency by means of wavelet transforms, are presented on an example of synthetic turbulent signal. Several features of the turbulent field, that cannot be probed looking at standard structure function…

chao-dyn · Physics 2007-05-23 Piero Olla , Paolo Paradisi

We propose a constructive approach to building temporal point processes that incorporate dependence on their history. The dependence is modeled through the conditional density of the duration, i.e., the interval between successive event…

Methodology · Statistics 2025-10-31 Xiaotian Zheng , Athanasios Kottas , Bruno Sansó