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A maximum likelihood (ML) technique for detecting compact sources in images of the x-ray sky is examined. Such images, in the relatively low exposure regime accessible to present x-ray observatories, exhibit Poissonian noise at background…

Instrumentation and Methods for Astrophysics · Physics 2009-11-13 I. M. Stewart

In electromagnetic source localization problems stemming from linearized Poisson-type equation, the aim is to locate the sources within a domain that produce given measurements on the boundary. In this type of problem, biasing of the…

Optimization and Control · Mathematics 2024-07-30 Joonas Lahtinen

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…

Statistics Theory · Mathematics 2026-03-12 Johannes Brutsche , Angelika Rohde

We consider the point process of signal strengths from transmitters in a wireless network observed from a fixed position under models with general signal path loss and random propagation effects. We show via coupling arguments that under…

Probability · Mathematics 2014-11-20 Holger Paul Keeler , Nathan Ross , Aihua Xia

Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…

Statistics Theory · Mathematics 2025-04-25 Hongwei Mei

Consider an $(L,1)$ random walk in an i.i.d. random environment, whose environment involves certain parameter. We get the maximum likelihood estimator(MLE) of the environment parameter which can be written as functionals of a multitype…

Statistics Theory · Mathematics 2018-08-31 Hua-Ming Wang , Meijuan Zhang

Variable-intensity astronomical sources are the result of complex and often extreme physical processes. Abrupt changes in source intensity are typically accompanied by equally sudden spectral shifts, i.e., sudden changes in the wavelength…

Applications · Statistics 2015-12-14 Raymond K. W. Wong , Vinay L. Kashyap , Thomas C. M. Lee , David A. van Dyk

Intensity estimation for Poisson processes is a classical problem and has been extensively studied over the past few decades. Practical observations, however, often contain compositional noise, i.e. a nonlinear shift along the time axis,…

Methodology · Statistics 2019-09-25 Glenna Schluck , Wei Wu , Anuj Srivastava

Linear inverse problems $A \mu = \delta$ with Poisson noise and non-negative unknown $\mu \geq 0$ are ubiquitous in applications, for instance in Positron Emission Tomography (PET) in medical imaging. The associated maximum likelihood…

Optimization and Control · Mathematics 2020-02-24 Camille Pouchol , Olivier Verdier

The problem of locating an odor source in turbulent flows is central to key applications such as environmental monitoring and disaster response. We address this challenge by designing an algorithm based on Bayesian inference, which uses…

Fluid Dynamics · Physics 2025-04-11 Lorenzo Piro , Robin A. Heinonen , Massimo Cencini , Luca Biferale

In this paper, we propose improved estimation method for logistic regression based on subsamples taken according the optimal subsampling probabilities developed in Wang et al. 2018 Both asymptotic results and numerical results show that the…

Methodology · Statistics 2021-06-24 HaiYing Wang

We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…

Methodology · Statistics 2020-03-31 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of the Score Function test,…

Statistics Theory · Mathematics 2015-02-26 Serguei Dachian , Yury Kutoyants , Lin Yang

A method is described to solve the Poisson problem for a three dimensional source distribution that is periodic into one direction. Perpendicular to the direction of periodicity a free space (or open) boundary is realized. In beam physics,…

Accelerator Physics · Physics 2016-03-23 M. Dohlus , Ch. Henning

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

We consider a bivariate first hitting-time model in which durations are the crossing times of dependent compound Poisson processes with fixed thresholds. The identifiability of the model is discussed, and likelihood estimators of the model…

Methodology · Statistics 2025-04-14 Mikael Escobar-Bach , Alexandre Popier , Malo Sahin

Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…

Methodology · Statistics 2021-07-06 Jun Yu , HaiYing Wang , Mingyao Ai , Huiming Zhang

We consider parameter estimation in finite hidden state space Markov models with time-dependent inhomogeneous noise, where the inhomogeneity vanishes sufficiently fast. Based on the concept of asymptotic mean stationary processes we prove…

Statistics Theory · Mathematics 2018-10-02 Manuel Diehn , Axel Munk , Daniel Rudolf

Understanding the sources that contribute to fine particulate matter (PM$_{2.5}$) is of crucial importance for designing and implementing targeted air pollution mitigation strategies. Determining what factors contribute to a pollutant's…

Applications · Statistics 2025-11-03 Michela Frigeri , Veronica Berrocal , Alessandra Guglielmi