Related papers: Geometrical subordinated Poisson processes and its…
Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…
Hawkes processes are point process models that have been used to capture self-excitatory behavior in social interactions, neural activity, earthquakes and viral epidemics. They can model the occurrence of the times and locations of events.…
We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…
We consider the Generalized Makespan Problem (GMP) on unrelated machines, where we are given $n$ jobs and $m$ machines and each job $j$ has arbitrary processing time $p_{ij}$ on machine $i$. Additionally, there is a general symmetric…
This paper addresses the challenge of reconstructing full-field structural mode shapes from sparse sensor data. While Gaussian Process Regression (GPR) offers a robust non-parametric framework for spatial interpolation and uncertainty…
We study higher-degree generalizations of symplectic groupoids, referred to as {\em multisymplectic groupoids}. Recalling that Poisson structures may be viewed as infinitesimal counterparts of symplectic groupoids, we describe "higher''…
We present new alternative complete asymptotic expansions for the time harmonic low--frequency magnetic field perturbation caused by the presence of a conducting permeable object as its size tends to zero for the eddy current approximation…
Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the positive intensity function. This commonly yields solutions…
The Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…
Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…
In this paper, we consider an extension of the Poisson random measure for the formulation of continuous-time reinforcement learning, such that both the frequency and the width of the jumps depend on the path. Starting from a general point…
U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…
We present a new and easy-to-implement sequential sampling method for CGMY processes with either finite or infinite variation, exploiting the time change representation of the CGMY model and a decomposition of its time change. We find that…
Transformed Gaussian Processes (TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertible transformation; increasing the flexibility of the base…
We give a general framework for approximations to combinatorial assemblies, especially suitable to the situation where the number $k$ of components is specified, in addition to the overall size $n$. This involves a Poisson process, which,…
This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects,…
There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…
The definition and the properties of a Gaussian point distribution, in contrast to the well-known properties of a Gaussian random field are discussed. Constraints for the number density and the two-point correlation function arise. A simple…
In this paper, we study a discrete-time analogue of a Hawkes process, modelled as a Poisson autoregressive process whose parameters depend on the past of the trajectory. The model is characterized to allow these parameters to take negative…
This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes…