Related papers: Information criteria for inhomogeneous spatial poi…
Recently proposed methods in data subset selection, that is active learning and active sampling, use Fisher information, Hessians, similarity matrices based on gradients, and gradient lengths to estimate how informative data is for a…
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…
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…
Compared to the conditional mean as a simple point estimator, the conditional density function is more informative to describe the distributions with multi-modality, asymmetry or heteroskedasticity. In this paper, we propose a novel…
The analysis of panel count data has garnered considerable attention in the literature, leading to the development of multiple statistical techniques. In inferential analysis, most works focus on leveraging estimating equation-based…
The statistical analysis of measurement data has become a key component of many quantum engineering experiments. As standard full state tomography becomes unfeasible for large dimensional quantum systems, one needs to exploit prior…
We consider the problem of localization of Poisson source by the observations of inhomogeneous Poisson processes. We suppose that there are $k$ detectors on the plane and each detector provides the observations of Poisson processes whose…
A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…
We present a new method of estimating the dispersion of a distribution which is based on the surprising property of a function that measures information processing intensity. It turns out that this function has a maximum at its fixed point.…
We give an overview of the role of information theory in statistics, and particularly in biostatistics. We recall the basic quantities in information theory; entropy, cross-entropy, conditional entropy, mutual information and…
It is known that statistical model selection as well as identification of dynamical equations from available data are both very challenging tasks. Physical systems behave according to their underlying dynamical equations which, in turn, can…
The spectrum and coherency are useful quantities for characterizing the temporal correlations and functional relations within and between point processes. This paper begins with a review of these quantities, their interpretation and how…
We propose information criteria that measure the prediction risk of a predictive density based on the Bayesian marginal likelihood from a frequentist point of view. We derive criteria for selecting variables in linear regression models,…
Engineers are often faced with the decision to select the most appropriate model for simulating the behavior of engineered systems, among a candidate set of models. Experimental monitoring data can generate significant value by supporting…
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…
We propose a novel continuous testing framework to test the intensities of Poisson Processes. This framework allows a rigorous definition of the complete testing procedure, from an infinite number of hypothesis to joint error rates. Our…
Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…
In segmented regression, when the regression function is continuous at the change-points that are the boundaries of the segments, it is also called joinpoint regression, and the analysis package developed by \cite{KimFFM00} has become a…
This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…
Model selection aims to determine which theoretical models are most plausible given some data, without necessarily asking about the preferred values of the model parameters. A common model selection question is to ask when new data require…