Related papers: A factor matching of optimal tail between Poisson …
This paper is devoted to filtering, smoothing, and prediction of polynomial processes that are partially observed. These problems are known to allow for an explicit solution in the simpler case of linear Gaussian state space models. The key…
As part of a general theory for the isomorphism problem for actions of amenable groups, Ornstein and Weiss (J. Anal. Math. 48:1-141,1987) proved that any two Poisson point processes are isomorphic as measure-preserving actions. We give an…
In this paper, we prove that ergodic point processes with moments of all orders, driven by particular infinite measure preserving transformations, have to be a superposition of shifted Poisson processes. This rigidity result has a lot of…
We consider the Random Euclidean Assignment Problem in dimension $d=1$, with linear cost function. In this version of the problem, in general, there is a large degeneracy of the ground state, i.e. there are many different optimal matchings…
We resolve a long-standing open question, about the existence of a constant-factor approximation algorithm for the average-case \textsc{Decision Tree} problem with uniform probability distribution over the hypotheses. We answer the question…
We study the $\ell_{\infty}$\textit{ directed spanning forest}(DSF), which is a directed forest with vertex set given by a homogeneous Poisson point process such that each Poisson point connects to the nearest Poisson point (in…
The matching distance is a computationally tractable topological measure to compare multi-filtered simplicial complexes. We design efficient algorithms for approximating the matching distance of two bi-filtered complexes to any desired…
The optimal matching of point clouds in $\mathbb{R}^d$ is a combinatorial problem; applications in statistics motivate to consider random point clouds, like the Poisson point process. There is a crucial dependance on dimension $d$, with…
The main purpose of the paper is to investigate the possibility of applying Chen-Stein approach to estimate the $\chi^2$ distance between Poisson distribution and a sum of independent indicators. Earlier results concerning $\chi^2$ distance…
We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…
Upper bounds for the probabilities $\mathbb{P}(F\geq \mathbb{E} F + r)$ and $\mathbb{P}(F\leq \mathbb{E} F - r)$ are proved, where $F$ is a certain component count associated with a random geometric graph built over a Poisson point process…
Poisson's equation plays a fundamental role as a tool for performance evaluation and optimization of Markov chains. For continuous-time birth-death chains with possibly unbounded transition and cost rates as addressed herein, when…
We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…
In path-following methods for conic programming knowledge of the performance of the (damped) Newton method at finite distances from the minimizer of a self-concordant function is crucial for the tuning of the parameters of the method. The…
It is shown that for a non-decreasing self-similar stochastic process $T$ with independent increments, the range of $T$ forms a Poisson point process with $\sigma$-finite intensity if and only if the one-dimensional distribution of $T(1)$…
We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…
In this paper, we present a method for factor analysis of discrete data. This is accomplished by fitting a dependent Poisson model with a factor structure. To be able to analyze ordinal data, we also consider a truncated Poisson…
The randomized $k$-number partitioning problem is the task to distribute $N$ i.i.d. random variables into $k$ groups in such a way that the sums of the variables in each group are as similar as possible. The restricted $k$-partitioning…
Inter-event times of various human behavior are apparently non-Poissonian and obey long-tailed distributions as opposed to exponential distributions, which correspond to Poisson processes. It has been suggested that human individuals may…
Consistent factorization theorems in high-energy scattering near the threshold are presented in the framework of the soft-collinear effective theory. Traditional factorization theorem separates the soft and collinear parts successfully, but…