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We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…

Statistics Theory · Mathematics 2018-06-19 Yury A. Kutoyants

Poisson shot noise processes are natural generalizations of compound Poisson processes that have been widely applied in insurance, neuroscience, seismology, computer science and epidemiology. In this paper we study sharp deviations,…

Probability · Mathematics 2021-08-12 Giovanni Luca Torrisi , Emilio Leonardi

In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be…

Signal Processing · Electrical Eng. & Systems 2025-08-05 Ming-yan Gong , Bin Lyu

Multitype branching processes with immigration in one type are used to model the dynamics of stage-structured plant populations. Parametric inference is first carried out when count data of all types are observed. Statistical…

Applications · Statistics 2009-02-27 Catherine Laredo , Olivier David , Aurélie Garnier

For stationary sequences, under general local and asymptotic dependence restrictions, any limiting point process for time normalized upcrossings of high levels is a compound Poisson process, i.e., there is a clustering of high upcrossings,…

Statistics Theory · Mathematics 2012-04-10 João Renato Sebastião , Ana Paula Martins , Helena Ferreira , Luísa Pereira

This paper discusses infill asymptotics for logistic regression estimators for spatio-temporal point processes whose intensity functions are of log-linear form. We establish strong consistency and asymptotic normality for the parameters of…

Statistics Theory · Mathematics 2022-08-26 M. N. M. van Lieshout , C. Lu

We study the maximum likelihood estimator of the location parameter of the Pearson Type VII distribution with known scale. We rigorously establish precise asymptotic properties such as strong consistency, asymptotic normality, Bahadur…

Statistics Theory · Mathematics 2026-04-21 Kazuki Okamura

A Bayesian multiple change-point model is proposed to analyse violations of air quality standards by pollutants such as nitrogen oxides (NO2 and NO) and carbon monoxide (CO). The model is built on the assumption that the occurrence of…

Applications · Statistics 2010-12-10 Janos Gyarmati-Szabo , Leonid V. Bogachev , Haibo Chen

We consider a class of observation-driven Poisson count processes where the current value of the accompanying intensity process depends on previous values of both processes. We show under a contractive condition that the bivariate process…

Statistics Theory · Mathematics 2012-01-06 Michael H. Neumann

We address the problem of searching for a change point in an anomalous process among a finite set of M processes. Specifically, we address a composite hypothesis model in which each process generates measurements following a common…

Machine Learning · Statistics 2024-12-30 Liad Lea Didi , Tomer Gafni , Kobi Cohen

We consider a generalized version in continuous time of the parking problem of Knuth. Files arrive following a Poisson point process and are stored on a hardware identified with the real line. We specify the distribution of the space of…

Probability · Mathematics 2008-01-24 Vincent Bansaye

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

Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…

Methodology · Statistics 2025-02-10 Aldo Gardini , Fedele Greco , Carlo Trivisano

Nowadays it is not uncommon to have to deal with dissemination on multi-layered networks and often finding the source of said propagation can be a crucial task. In this paper we tackle this exact problem with a maximum likelihood approach…

Social and Information Networks · Computer Science 2020-12-04 Robert Paluch , Łukasz G. Gajewski , K. Suchecki , Janusz A. Hołyst

Simulation studies are presented regarding the performance of algorithms that localize point-like radioactive sources detected by a position sensitive portable radiation instrument (COCAE). The source direction is estimated by using the…

Instrumentation and Detectors · Physics 2015-05-28 K. Karafasoulis , K. Zachariadou , S. Seferlis , I. Kaissas , C. Lambropoulos , D. Loukas , C. Potiriadis

Statistical modeling of point patterns is an important and common problem in several areas. The Poisson process is the most common process used for this purpose, in particular, its generalization that considers the intensity function to be…

Methodology · Statistics 2021-02-26 Flavio B. Gonçalves , Livia M. Dutra , Roger W. C. Silva

This paper deals with the study of dependencies between two given events modeled by point processes. In particular, we focus on the context of DNA to detect favored or avoided distances between two given motifs along a genome suggesting…

Statistics Theory · Mathematics 2011-07-22 Laure Sansonnet

Sensor noise sources cause differences in the signal recorded across pixels in a single image and across multiple images. This paper presents a Bayesian approach to decomposing and characterizing the sensor noise sources involved in imaging…

This work considers a problem of estimating a mixing probability density $f$ in the setting of discrete mixture models. The paper consists of three parts. The first part focuses on the construction of an $L_1$ consistent estimator of $f$.…

Information Theory · Computer Science 2021-05-11 Luc Devroye , Alex Dytso

This paper presents a Bayesian estimation method for the passive localization of an acoustic source in shallow water. Our probabilistic focalization approach estimates the time-varying source location by associating direction of arrival…

Signal Processing · Electrical Eng. & Systems 2021-09-15 Florian Meyer , Kay L. Gemba
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