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Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…

Statistics Theory · Mathematics 2012-11-06 Serguei Dachian , Ilia Negri

Bayesian inference applied to microseismic activity monitoring allows the accurate location of microseismic events from recorded seismograms and the estimation of the associated uncertainties. However, the forward modelling of these…

We consider the problem of identifying an infection source based only on an observed set of infected nodes in a network, assuming that the infection process follows a Susceptible-Infected-Susceptible (SIS) model. We derive an estimator…

Social and Information Networks · Computer Science 2013-09-17 Wuqiong Luo , Wee Peng Tay

We consider a stationary Poisson hyperplane process with given directional distribution and intensity in $d$-dimensional Euclidean space. Generalizing the zero cell of such a process, we fix a convex body $K$ and consider the intersection…

Probability · Mathematics 2013-12-17 Daniel Hug , Rolf Schneider

Current approaches for collision avoidance and space traffic management face many challenges, mainly due to the continuous increase in the number of objects in orbit and the lack of scalable and automated solutions. To avoid catastrophic…

Machine Learning · Computer Science 2023-11-17 Marta Guimarães , Cláudia Soares , Chiara Manfletti

Marked point process data arise when events occur in a space with event-level marks. We study clustering of replicated marked Poisson point processes and introduce Dirichlet process mixtures of marked Poisson point processes, a Bayesian…

Methodology · Statistics 2026-05-12 Minsung Choi , Seonghyun Jeong

We study the problem of signal source localization using angle of arrival (AOA) measurements. We begin by presenting verifiable geometric conditions for sensor deployment that ensure the model's asymptotic localizability. Then we establish…

Signal Processing · Electrical Eng. & Systems 2025-11-21 Shenghua Hu , Guangyang Zeng , Wenchao Xue , Haitao Fang , Biqiang Mu

We propose a flexible change-point model for inhomogeneous Poisson Processes, which arise naturally from next-generation DNA sequencing, and derive score and generalized likelihood statistics for shifts in intensity functions. We construct…

Applications · Statistics 2012-06-29 Jeremy J. Shen , Nancy R. Zhang

Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a non-parametric Bayesian approach to estimate the intensity…

Statistics Theory · Mathematics 2020-05-21 Shota Gugushvili , Ester Mariucci , Frank van der Meulen

A model of Poissonian observation having a jump (change-point) in the intensity function is considered. Two cases are studied. The first one corresponds to the situation when the jump size converges to a non-zero limit, while in the second…

Statistics Theory · Mathematics 2015-02-25 Serguei Dachian , Lin Yang

In this work we consider the primal mixed variational formulation of the Poisson equation with a line source. The analysis and approximation of this problem is non-standard as the line source causes the solutions to be singular. We start by…

Analysis of PDEs · Mathematics 2019-10-28 Ingeborg G. Gjerde , Kundan Kumar , Jan M. Nordbotten

Source separation is one of the signal processing's main emerging domain. Many techniques such as maximum likelihood (ML), Infomax, cumulant matching, estimating function, etc. have been used to address this difficult problem.…

Mathematical Physics · Physics 2009-10-31 Ali Mohammad-Djafari

We present a series of new open source deep learning algorithms to accelerate Bayesian full waveform point source inversion of microseismic events. Inferring the joint posterior probability distribution of moment tensor components and…

Geophysics · Physics 2021-08-03 A. Spurio Mancini , D. Piras , A. M. G. Ferreira , M. P. Hobson , B. Joachimi

We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…

Statistics Theory · Mathematics 2013-11-28 Eduard Belitser , Paulo Serra , Harry van Zanten

We consider the problem of detecting the overlap between a pair of short fragments sampled in random locations from an exponentially longer sequence, via their possibly noisy reads. We consider a noiseless setting, in which the reads are…

Information Theory · Computer Science 2025-02-20 Nir Luria , Nir Weinberger

Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…

Probability · Mathematics 2011-12-09 Alexander E. Holroyd , Russell Lyons , Terry Soo

Prompt isolated leptons are essential in many analyses in high-energy particle physics but are subject to fake-lepton background, i.e. objects that mimic the lepton signature. The fake-lepton background is difficult to estimate from…

High Energy Physics - Phenomenology · Physics 2022-07-25 Johannes Erdmann , Cornelius Grunwald , Kevin Kröninger , Salvatore La Cagnina , Lars Röhrig , Erich Varnes

We study the flow-level performance of random wireless networks. The locations of base stations (BSs) follow a Poisson point process. The number and positions of active users are dynamic. We associate a queue to each BS. The performance and…

Information Theory · Computer Science 2013-08-23 Richard Combes , Eitan Altman

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

Optimization and Control · Mathematics 2021-01-12 Krzysztof J. Szajowski

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

Data Analysis, Statistics and Probability · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal
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