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We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…

Methodology · Statistics 2011-11-02 Matthew A. Taddy , Athanasios Kottas

We consider the problem of estimating an unknown coordinate-wise monotone function given noisy measurements, known as the isotonic regression problem. Often, only a small subset of the features affects the output. This motivates the sparse…

Statistics Theory · Mathematics 2019-07-04 David Gamarnik , Julia Gaudio

In this work, we consider an estimation method in sparse Poisson models inspired by [1] and provide novel sign consistency results under mild conditions.

Statistics Theory · Mathematics 2023-03-27 Marina Gomtsyan , Céline Lévy-Leduc , Sarah Ouadah , Laure Sansonnet

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

This work is devoted to the problem of estimation of the localization of Poisson source. The observations are inhomogeneous Poisson processes registered by the $k\geq 3$ detectors on the plane. We study the behavior of the Bayes estimators…

Statistics Theory · Mathematics 2018-06-20 O. V. Chernoyarov , S. Dachian , Yu. A. Kutoyants

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…

Methodology · Statistics 2017-03-14 Fani Tsapeli , Peter Tino , Mirco Musolesi

We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

We introduce a semi-parametric estimator of the Poisson intensity parameter of a spatial stationary Gibbs point process. Under very mild assumptions satisfied by a large class of Gibbs models, we establish its strong consistency and…

Statistics Theory · Mathematics 2013-08-14 Nadia Morsli , Jean-François Coeurjolly

A spatial point process can be characterized by an intensity function which predicts the number of events that occur across space. In this paper, we develop a method to infer predictive intensity intervals by learning a spatial model using…

Machine Learning · Statistics 2020-07-06 Muhammad Osama , Dave Zachariah , Petre Stoica

The problem of estimating the support of a distribution is of great importance in many areas of machine learning, computer science, physics and biology. Most of the existing work in this domain has focused on settings that assume perfectly…

Machine Learning · Statistics 2020-06-16 Eli Chien , Olgica Milenkovic , Angelia Nedich

Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on…

Statistics Theory · Mathematics 2023-05-24 Jean-François Coeurjolly , Ismaïla Ba , Achmad Choiruddin

Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serves as important building blocks for forecasting and model building. Decades of research have advanced…

Methodology · Statistics 2024-10-07 Peijun Sang , Dehan Kong , Shu Yang

Voronoi intensity estimators, which are non-parametric estimators for intensity functions of point processes, are both parameter-free and adaptive; the intensity estimate at a given location is given by the reciprocal size of the…

We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joel Heinrich , Craig Blocker , John Conway , Luc Demortier , Louis Lyons , Giovanni Punzi , Pekka K. Sinervo

We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…

Probability · Mathematics 2023-02-01 Servet Martínez , Javier Santibáñez

We derive the posterior contraction rate for non-parametric Bayesian estimation of the intensity function of a Poisson point process.

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Peter Spreij

We consider the problem of parameter estimation by observations of inhomogeneous Poisson process. It is well-known that if the regularity conditions are fulfilled then the maximum likelihood and Bayesian estimators are consistent,…

Statistics Theory · Mathematics 2009-03-27 Yury A. Kutoyants

The paper considers a Cox process where the stochastic intensity function for the Poisson data model is itself a non-homogeneous Poisson process. We show that it is possible to obtain the marginal data process, namely a non-homogeneous…

Methodology · Statistics 2023-04-17 Shuying Wang , Stephen G. Walker

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

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

Probability · Mathematics 2024-11-28 Shivam Singh Dhama