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In this article, we study the problem of parameter estimation for a discrete Ornstein - Uhlenbeck model driven by Poisson fractional noise. Based on random walk approximation for the noise, we study least squares and maximum likelihood…

Statistics Theory · Mathematics 2017-12-15 Héctor Araya , Natalia Bahamonde , Tania Roa , Soledad Torres

In this paper, we apply the Stein's method in the context of point processes, namely when the target measure is the distribution of a finite Poisson point process. We show that the so-called Kantorovich-Rubinstein distance between such a…

Probability · Mathematics 2018-07-09 Laurent Decreusefond , Aurélien Vasseur

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

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

This paper discusses the problem of adaptive estimation of a univariate object like the value of a regression function at a given point or a linear functional in a linear inverse problem. We consider an adaptive procedure originated from…

Statistics Theory · Mathematics 2009-08-26 Vladimir Spokoiny , Céline Vial

In this work, we provide a non-asymptotic convergence analysis of projected gradient descent for physics-informed neural networks for the Poisson equation. Under suitable assumptions, we show that the optimization error can be bounded by…

Optimization and Control · Mathematics 2025-05-13 Jonas Nießen , Johannes Müller

This work introduces a kernel-independent, multilevel, adaptive algorithm for efficiently evaluating a discrete convolution kernel with a given source distribution. The method is based on linear algebraic tools such as low rank…

Numerical Analysis · Mathematics 2025-07-11 Anna Yesypenko , Chao Chen , Per-Gunnar Martinsson

Image enhancement approaches often assume that the noise is signal independent, and approximate the degradation model as zero-mean additive Gaussian. However, this assumption does not hold for biomedical imaging systems where sensor-based…

Image and Video Processing · Electrical Eng. & Systems 2023-04-10 Calvin-Khang Ta , Abhishek Aich , Akash Gupta , Amit K. Roy-Chowdhury

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…

Methodology · Statistics 2025-10-08 Udita Goswami , Shuvashree Mondal

Langevin Dynamics is a Stochastic Differential Equation (SDE) central to sampling and generative modeling and is implemented via time discretization. Langevin Monte Carlo (LMC), based on the Euler-Maruyama discretization, is the simplest…

Machine Learning · Computer Science 2025-10-10 Saravanan Kandasamy , Dheeraj Nagaraj

We introduce a broad class of models called semiparametric spatial point process for making inference between spatial point patterns and spatial covariates. These models feature an intensity function with both parametric and nonparametric…

Methodology · Statistics 2025-09-24 Xindi Lin , Bumjun Park , Christopher Zahasky , Hyunseung Kang

Bursts of images exhibit significant self-similarity across both time and space. This motivates a representation of the kernels as linear combinations of a small set of basis elements. To this end, we introduce a novel basis prediction…

Computer Vision and Pattern Recognition · Computer Science 2020-12-04 Zhihao Xia , Federico Perazzi , Michaël Gharbi , Kalyan Sunkavalli , Ayan Chakrabarti

In the matter of selection of sample time points for the estimation of the power spectral density of a continuous time stationary stochastic process, irregular sampling schemes such as Poisson sampling are often preferred over regular…

Statistics Theory · Mathematics 2010-07-19 Radhendushka Srivastava , Debasis Sengupta

We consider the problem of estimating the density $g$ of identically distributed variables $X\_i$, from a sample $Z\_1, ..., Z\_n$ where $Z\_i=X\_i+\sigma\epsilon\_i$, $i=1, ..., n$ and $\sigma \epsilon\_i$ is a noise independent of $X\_i$…

Statistics Theory · Mathematics 2008-02-11 Fabienne Comte , Yves Rozenholc , Marie-Luce Taupin

We consider a singularly perturbed semilinear boundary value problem of a general form that allows various types of turning points. A solution decomposition is derived that separates the potential exponential boundary layer terms. The…

Numerical Analysis · Mathematics 2017-01-24 Simon Becher

For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…

Statistics Theory · Mathematics 2015-09-25 Markus Reiß , Leonie Selk

Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…

Machine Learning · Computer Science 2025-02-25 Lulu Kang , Minshen Xu

The problem of adaptive noisy clustering is investigated. Given a set of noisy observations $Z_i=X_i+\epsilon_i$, $i=1,...,n$, the goal is to design clusters associated with the law of $X_i$'s, with unknown density $f$ with respect to the…

Statistics Theory · Mathematics 2013-06-11 Michael Chichignoud , Sébastien Loustau

We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we…

Statistics Theory · Mathematics 2010-11-12 Z. I. Botev , J. F. Grotowski , D. P. Kroese

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
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