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We present a detection problem where several spatially distributed sensors observe Poisson signals emitted from a single source of unknown position. The measurements at each sensor are modeled by independent inhomogeneous Poisson processes.…

Statistics Theory · Mathematics 2018-06-19 Christian Farinetto , Yury A. Kutoyants , Alioune Top

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the…

Statistics Theory · Mathematics 2021-04-01 Irina Gaynanova

Image noise can often be accurately fitted to a Poisson-Gaussian distribution. However, estimating the distribution parameters from a noisy image only is a challenging task. Here, we study the case when paired noisy and noise-free samples…

Computer Vision and Pattern Recognition · Computer Science 2022-12-29 Nicolas Bähler , Majed El Helou , Étienne Objois , Kaan Okumuş , Sabine Süsstrunk

We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

Computation · Statistics 2015-04-03 Ashkan Panahi , Mats Viberg

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…

Methodology · Statistics 2017-03-14 Fani Tsapeli , Peter Tino , Mirco Musolesi

This paper deals with the problem of model selection for a general class of integer-valued time series. We propose a penalized criterion based on the Poisson quasi-likelihood of the model. Under certain regularity conditions, the…

Statistics Theory · Mathematics 2020-02-21 Mamadou Lamine Diop , William Kengne

This work is devoted to the problem of estimation of the localization of Poisson source. The observations are inhomogeneous Poisson processes registered by the $k\geq 3$ detectors on the plane. We study the behavior of the Bayes estimators…

Statistics Theory · Mathematics 2018-06-20 O. V. Chernoyarov , S. Dachian , Yu. A. Kutoyants

In this paper, we revisit the original ideas of Stein and propose an estimator of the intensity parameter of a homogeneous Poisson point process defined in $\R^d$ and observed in a bounded window. The procedure is based on a new general…

Statistics Theory · Mathematics 2015-07-31 Marianne Clausel , Jean-François Coeurjolly , Jérôme Lelong

The existence, uniqueness, and asymptotic stability of modulo periodic Poisson stable solutions of dynamic equations on a periodic time scale are investigated. The model under investigation involves a term which is constructed via a Poisson…

Dynamical Systems · Mathematics 2022-10-12 Fatma Tokmak Fen , Mehmet Onur Fen

We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimator of the precision matrix whose entries have a Gaussian…

Statistics Theory · Mathematics 2015-08-13 Jana Jankova , Sara van de Geer

Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…

Statistics Theory · Mathematics 2010-11-29 V. Čekanavičius , P. Vellaisamy

Sparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded by or arising from a Gaussian distribution. Poisson observations in particular are a…

Statistics Theory · Mathematics 2018-02-14 Xin Jiang , Patricia Reynaud-Bouret , Vincent Rivoirard , Laure Sansonnet , Rebecca Willett

We generalize the na\"ive estimator of a Poisson regression model with measurement errors as discussed in Kukush et al. [1]. The explanatory variable is not always normally distributed as they assume. In this study, we assume that the…

Statistics Theory · Mathematics 2022-05-12 Kentarou Wada , Takeshi Kurosawa

In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…

Statistics Theory · Mathematics 2007-08-07 Tucker McElroy , Dimitris N. Politis

Our purpose in this paper is to apply the general methodology for model selection based on T-estimators developed in Birg\'{e} [Ann. Inst. H. Poincar\'{e} Probab. Statist. 42 (2006) 273--325] to the particular situation of the estimation of…

Statistics Theory · Mathematics 2009-09-29 Lucien Birgé

Poisson approximation using Stein's method has been extensively studied in the literature. The main focus has been on bounding the total variation distance. This paper is a first attempt on moderate deviations in Poisson approximation for…

Probability · Mathematics 2013-06-21 Louis H. Y. Chen , Xiao Fang , Qi-Man Shao

This paper considers estimation of a random variable in Poisson noise with signal scaling coefficient and dark current as explicit parameters of the noise model. Specifically, the paper focuses on properties of the conditional mean…

Information Theory · Computer Science 2020-04-01 Alex Dytso , H. Vincent Poor

In this paper, we present a fast and effective method for solving the Poisson-modified total variation model proposed in [9]. The existence and uniqueness of the model are again proved using different method. A semi-implicit difference…

Optimization and Control · Mathematics 2017-04-05 Wei Wang , Chuanjiang He

The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian signal observed in presence of a homogeneous Poissonian noise.…

Statistics Theory · Mathematics 2022-11-21 O V Chernoyarov , S Dachian , Yu A Kutoyants