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We study the binary classification problem for Poisson point processes, which are allowed to take values in a general metric space. The problem is tackled in two different ways: estimating nonparametricaly the intensity functions of the…

Statistics Theory · Mathematics 2016-07-01 Alejandro Cholaquidis , Liliana Forzani , Pamela Llop , Leonardo Moreno

In this paper, we address the problem of parameter estimation of a 2-D chirp model under the assumption that the errors are stationary. We extend the 2-D periodogram method for the sinusoidal model, to find initial values to use in any…

Methodology · Statistics 2018-07-26 Rhythm Grover , Debasis Kundu , Amit Mitra

We consider nonparametric estimation of the distribution function $F$ of squared sphere radii in the classical Wicksell problem. Under smoothness conditions on $F$ in a neighborhood of $x$, in \cite{21} it is shown that the Isotonic Inverse…

Statistics Theory · Mathematics 2024-10-21 Francesco Gili , Geurt Jongbloed , Aad van der Vaart

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

Several precise and computationally efficient results for pointing errors models in two asymptotic cases are derived in this paper. The normalized mean-squared error (NMSE) performance metric is employed to quantify the accuracy of…

Information Theory · Computer Science 2023-05-11 Maoke Miao , Xiao-yu Chen , Rui Yin , Jiantao Yuan

Several well known estimators of finite population mean and its functions are investigated under some standard sampling designs. Such functions of mean include the variance, the correlation coefficient and the regression coefficient in the…

Statistics Theory · Mathematics 2023-05-25 Anurag Dey , Probal Chaudhuri

Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The…

Statistics Theory · Mathematics 2012-11-15 Magalie Fromont , Béatrice Laurent , Patricia Reynaud-Bouret

We propose to test the homogeneity of a Poisson process observed on a finite interval. In this framework, we first provide lower bounds for the uniform separation rates in $\mathbb{L}^2$ norm over classical Besov bodies and weak Besov…

Statistics Theory · Mathematics 2009-05-08 M. Fromont , B. Laurent , P. Reynaud-Bouret

Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…

Methodology · Statistics 2013-12-31 Lu Lin , Feng Li , Kangning Wang , Lixing Zhu

We obtain an asymptotic H\"older estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the…

Analysis of PDEs · Mathematics 2020-08-05 Ángel Arroyo , Mikko Parviainen

This paper investigates asymptotic properties of algorithms that can be viewed as robust analogues of the classical empirical risk minimization. These strategies are based on replacing the usual empirical average by a robust proxy of the…

Statistics Theory · Mathematics 2023-06-01 Stanislav Minsker

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

The term ``empirical predictor'' refers to a two-stage predictor of a linear combination of fixed and random effects. In the first stage, a predictor is obtained but it involves unknown parameters; thus, in the second stage, the unknown…

Statistics Theory · Mathematics 2007-06-13 Kalyan Das , Jiming Jiang , J. N. K. Rao

Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…

Methodology · Statistics 2020-08-14 Ping Zhou , Zhen Yu , Jingyi Ma , Maozai Tian , Ye Fan

Reference [1] established an index theory for a class of linear selfadjoint operator equations covering both second order linear Hamiltonian systems and first order linear Hamiltonian systems as special cases. In this paper based upon this…

Classical Analysis and ODEs · Mathematics 2011-04-12 Yujun Dong , Yuan Shan

The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper (2007) for estimation of unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk. It…

Statistics Theory · Mathematics 2008-12-18 Leonid Galtchouk , Serguey Pergamenshchikov

This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…

Statistics Theory · Mathematics 2011-05-20 Jérémie Bigot , Sébastien Gadat , Thierry Klein , Clément Marteau

In this paper we will discuss a procedure to improve the usual estimator of a linear functional of the unknown regression function in inverse nonparametric regression models. In Klaassen, Lee, and Ruymgaart (2001) it has been proved that…

Statistics Theory · Mathematics 2007-06-13 Chris A. J. Klaassen , Eun-Joo Lee , Frits H. Ruymgaart

We evaluate priors by the second order asymptotic behavior of the corresponding estimators.Under certain regularity conditions, the risk differences between efficient estimators of parameters taking values in a domain D, an open connected…

Statistics Theory · Mathematics 2010-03-08 J. A. Hartigan