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We study the nonparametric estimation of the jump density of a compound Poisson process from the discrete observation of one trajectory over $[0,T]$. We consider the microscopic regime when the sampling rate $\Delta=\Delta_T\rightarrow0$ as…

Statistics Theory · Mathematics 2012-03-15 Céline Duval

In this paper we study the problem of finding the approximate nearest neighbor of a query point in the high dimensional space, focusing on the Euclidean space. The earlier approaches use locality-preserving hash functions (that tend to map…

Data Structures and Algorithms · Computer Science 2007-05-23 Rina Panigrahy

The present work deals with the resolution of the Poisson equation in a bounded domain made of a thin and periodic layer of finite length placed into a homogeneous medium. We provide and justify a high order asymptotic expansion which takes…

Analysis of PDEs · Mathematics 2015-06-24 Bérangère Delourme , Kersten Schmidt , Adrien Semin

Any limiting point process for the time normalized exceedances of high levels by a stationary sequence is necessarily compound Poisson under appropriate long range dependence conditions. Typically exceedances appear in clusters. The…

Applications · Statistics 2009-03-03 Christian Y. Robert

The central limit theorem is one of the most fundamental results in probability and has been successfully extended to locally dependent data and strongly-mixing random fields. In this paper, we establish its rate of convergence for…

Probability · Mathematics 2023-09-18 Tianle Liu , Morgane Austern

The purpose of this paper is to estimate the intensity of some random measure by a piecewise constant function on a finite partition of the underlying measurable space. Given a (possibly large) family of candidate partitions, we build a…

Statistics Theory · Mathematics 2007-06-13 Yannick Baraud , Lucien Birgé

This paper is devoted to the estimation of a vector parametrizing an energy function associated to some "Nearest-Neighbours" Gibbs point process, via the pseudo-likelihood method. We present some convergence results concerning this…

Statistics Theory · Mathematics 2016-08-16 Jean-Michel Billiot , Jean-François Coeurjolly , Rémy Drouilhet

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 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…

Disordered Systems and Neural Networks · Physics 2007-05-23 Anton Bovier , Irina Kurkova

The $pp\to pp\pi^0$ cross section near threshold is computed up to one-loop order including the initial and final state interactions using the hybrid heavy baryon chiral perturbation theory and the counting rule a la Weinberg. With the…

Nuclear Theory · Physics 2009-11-06 Shung-ichi Ando , Tae-Sun Park , Dong-Pil Min

This paper establishes expectation and variance asymptotics for statistics of the Poisson--Voronoi approximation of general sets, as the underlying intensity of the Poisson point process tends to infinity. Statistics of interest include…

Probability · Mathematics 2016-06-24 Christoph Thäle , J. E. Yukich

We derive explicit lower and upper bounds for the probability generating functional of a stationary locally stable Gibbs point process, which can be applied to summary statistics like the F function. For pairwise interaction processes we…

Probability · Mathematics 2013-04-18 Kaspar Stucki , Dominic Schuhmacher

We consider the supercritical finite-range random connection model where the points $x,y$ of a homogeneous planar Poisson process are connected with probability $f(|y-x|)$ for a given $f$. Performing percolation on the resulting graph, we…

Probability · Mathematics 2015-05-19 Massimo Franceschetti , Mathew D. Penrose , Tom Rosoman

We consider the problem of finding high dimensional approximate nearest neighbors. Suppose there are d independent rare features, each having its own independent statistics. A point x will have x_{i}=0 denote the absence of feature i, and…

Information Theory · Computer Science 2008-10-24 Moshe Dubiner

We consider a stationary Poisson hyperplane process with given directional distribution and intensity in $d$-dimensional Euclidean space. Generalizing the zero cell of such a process, we fix a convex body $K$ and consider the intersection…

Probability · Mathematics 2013-12-17 Daniel Hug , Rolf Schneider

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…

Statistics Theory · Mathematics 2010-04-05 Serguei Dachian

A Poisson or a binomial process on an abstract state space and a symmetric function $f$ acting on $k$-tuples of its points are considered. They induce a point process on the target space of $f$. The main result is a functional limit theorem…

Probability · Mathematics 2016-06-07 Laurent Decreusefond , Matthias Schulte , Christoph Thäle

Pearson's r, the most widely-used correlation coefficient, is traditionally regarded as exclusively capturing linear dependence, leading to its discouragement in contexts involving nonlinear relationships. However, recent research…

Other Statistics · Statistics 2024-10-15 Xinbo Ai

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

Probability · Mathematics 2013-02-05 Mathew D. Penrose , Andrew R. Wade

We generalize the two-particle self-consistent approach (TPSC) to study the extended Hubbard model, where nearest-neighbor interaction is present in addition to the usual local screened interaction. Similarities and differences between the…

Strongly Correlated Electrons · Physics 2009-11-11 B. Davoudi , A. -M. S. Tremblay
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