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Fluctuations in a vast range of physical systems can be described as a superposition of uncorrelated pulses with a fixed shape, a process commonly referred to as a (generalized) shot noise or a filtered Poisson process. In this…

Data Analysis, Statistics and Probability · Physics 2023-05-09 Sajidah Ahmed , Odd Erik Garcia , Audun Theodorsen

This paper deals with the study of dependencies between two given events modeled by point processes. In particular, we focus on the context of DNA to detect favored or avoided distances between two given motifs along a genome suggesting…

Statistics Theory · Mathematics 2011-07-22 Laure Sansonnet

In this paper, a kernel estimator of the differential entropy of the mark distribution of a homogeneous Poisson marked point process is proposed. The marks have an absolutely continuous distribution on a compact Riemannian manifold without…

Probability · Mathematics 2016-08-09 Alonso-Ruiz , Spodarev

This paper studies the numerical simulation of the solution to the McKean-Vlasov equation with common noise. We begin by discretizing the solution in time using the Euler scheme, followed by spatial discretization through the particle…

Numerical Analysis · Mathematics 2024-12-24 Théophile Le Gall

In this work, we introduce a novel estimator of the predictive risk with Poisson data, when the loss function is the Kullback-Leibler divergence, in order to define a regularization parameter's choice rule for the Expectation Maximization…

Numerical Analysis · Mathematics 2021-05-26 Paolo Massa , Federico Benvenuto

We consider a space structured population model generated by two point clouds: a homogeneous Poisson process $M$ with intensity $n\to\infty$ as a model for a parent generation together with a Cox point process $N$ as offspring generation,…

Statistics Theory · Mathematics 2023-05-16 Marc Hoffmann , Mathias Trabs

We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…

Machine Learning · Statistics 2019-06-10 Virginia Aglietti , Edwin V. Bonilla , Theodoros Damoulas , Sally Cripps

Species distribution modeling (SDM) plays a crucial role in investigating habitat suitability and addressing various ecological issues. While likelihood analysis is commonly used to draw ecological conclusions, it has been observed that its…

Methodology · Statistics 2023-07-03 Yusuke Saigusa , Shinto Eguchi , Osamu Komori

Distribution estimation for noisy data via density deconvolution is a notoriously difficult problem for typical noise distributions like Gaussian. We develop a density deconvolution estimator based on quadratic programming (QP) that can…

Methodology · Statistics 2018-12-06 Ran Yang , Daniel Apley , Jeremy Staum , David Ruppert

The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle moving on the real line, alternatively with constant…

Statistics Theory · Mathematics 2008-12-02 Alessandro De Gregorio , Stefano M. Iacus

Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…

Methodology · Statistics 2024-06-28 Si Cheng , Jon Wakefield , Ali Shojaie

Despite the ubiquity of the Gaussian process regression model, few theoretical results are available that account for the fact that parameters of the covariance kernel typically need to be estimated from the dataset. This article provides…

Statistics Theory · Mathematics 2020-05-12 Toni Karvonen , George Wynne , Filip Tronarp , Chris J. Oates , Simo Särkkä

In the present paper, we consider the estimation of a periodic two-dimensional function $f(\cdot,\cdot)$ based on observations from its noisy convolution, and convolution kernel $g(\cdot,\cdot)$ unknown. We derive the minimax lower bounds…

Statistics Theory · Mathematics 2019-05-21 Rida Benhaddou , Qing Liu

Kernel-based methods have been recently introduced for linear system identification as an alternative to parametric prediction error methods. Adopting the Bayesian perspective, the impulse response is modeled as a non-stationary Gaussian…

Optimization and Control · Mathematics 2017-03-16 Mattia Zorzi , Alessandro Chiuso

This paper introduces a novel numerical method for the inverse problem of electroencephalography(EEG). We pose the inverse EEG problem as an optimal control (OC) problem for Poisson's equation. The optimality conditions lead to a…

Numerical Analysis · Mathematics 2022-04-15 M. S. Malovichko , N. B. Yavich , A. M. Razorenova , N. A. Koshev

In the study of condensed matter physics, spectral information plays an important role for understand the mechanism of materials. However, it is difficult to obtain the spectrum directly through experiments or simulation. For example, the…

Computational Physics · Physics 2022-12-23 Haidong Xie , Xueshuang Xiang , Yuanqing Chen

Accurately representing the sound field with the high spatial resolution is critical for immersive and interactive sound field reproduction technology. To minimize experimental effort, data-driven methods have been proposed to estimate…

Audio and Speech Processing · Electrical Eng. & Systems 2023-11-10 Zining Liang , Wen Zhang , Thushara D. Abhayapala

Dyadic data is often encountered when quantities of interest are associated with the edges of a network. As such it plays an important role in statistics, econometrics and many other data science disciplines. We consider the problem of…

Statistics Theory · Mathematics 2023-10-17 Matias D. Cattaneo , Yingjie Feng , William G. Underwood

The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…

Probability · Mathematics 2009-02-06 Sanda N. Socoll , A. D. Barbour

The paper starts out with a computational technique that allows to compare all linear methods for PDE solving that use the same input data. This is done by writing them as linear recovery formulas for solution values as linear combinations…

Numerical Analysis · Mathematics 2013-02-13 Robert Schaback