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Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The…

Statistics Theory · Mathematics 2012-11-15 Magalie Fromont , Béatrice Laurent , Patricia Reynaud-Bouret

We introduce squared neural Poisson point processes (SNEPPPs) by parameterising the intensity function by the squared norm of a two layer neural network. When the hidden layer is fixed and the second layer has a single neuron, our approach…

Machine Learning · Computer Science 2024-02-16 Russell Tsuchida , Cheng Soon Ong , Dino Sejdinovic

We provide new asymptotic theory for kernel density estimators, when these are applied to autoregressive processes exhibiting moderate deviations from a unit root. This fills a gap in the existing literature, which has to date considered…

Statistics Theory · Mathematics 2019-08-19 James A. Duffy

This article studies the recovery of graphons when they are convolution kernels on compact (symmetric) metric spaces. This case is of particular interest since it covers the situation where the probability of an edge depends only on some…

Statistics Theory · Mathematics 2020-04-08 Yohann De Castro , Claire Lacour , Thanh Mai Pham Ngoc

We propose a kernel mixture of polynomials prior for Bayesian nonparametric regression. The regression function is modeled by local averages of polynomials with kernel mixture weights. We obtain the minimax-optimal rate of contraction of…

Statistics Theory · Mathematics 2018-09-17 Fangzheng Xie , Yanxun Xu

This paper is devoted to the nonparametric estimation of the jump rate and the cumulative rate for a general class of non-homogeneous marked renewal processes, defined on a separable metric space. In our framework, the estimation needs only…

Statistics Theory · Mathematics 2015-06-04 Romain Azaïs , François Dufour , Anne Gégout-Petit

We propose a doubly robust inference method for causal effects of continuous treatment variables, under unconfoundedness and with nonparametric or high-dimensional nuisance functions. Our double debiased machine learning (DML) estimators…

Econometrics · Economics 2023-10-02 Kyle Colangelo , Ying-Ying Lee

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

Probability · Mathematics 2016-05-05 Alexander I. Bufetov

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

Machine Learning · Statistics 2021-11-22 Fergus Simpson , Vidhi Lalchand , Carl Edward Rasmussen

Nonlocal operators with integral kernels have become a popular tool for designing solution maps between function spaces, due to their efficiency in representing long-range dependence and the attractive feature of being resolution-invariant.…

Machine Learning · Statistics 2022-05-24 Fei Lu , Qingci An , Yue Yu

In the past decades, the growing amount of network data has lead to many novel statistical models. In this paper we consider so called geometric networks. Typical examples are road networks or other infrastructure networks. But also the…

Methodology · Statistics 2020-02-25 Marc Schneble , Göran Kauermann

In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

To fully unlock the scientific potential of upcoming gravitational wave (GW) interferometers, numerical relativity (NR) simulation accuracy will need to be greatly enhanced. We present three infrastructure-agnostic improvements to the…

General Relativity and Quantum Cosmology · Physics 2024-09-19 Zachariah B. Etienne

This paper is concerned with adaptive kernel estimation of the L\'evy density N(x) for bounded-variation pure-jump L\'evy processes. The sample path is observed at n discrete instants in the "high frequency" context (\Delta = \Delta(n)…

Statistics Theory · Mathematics 2013-02-14 Mélina Bec , Claire Lacour

We test the performance of a RG-improved kernel in the determination of the amplitude of a physical process, the electroproduction of two light vector mesons,in the BFKL approach at the next-to-leading approximation (NLA). We find that a…

High Energy Physics - Phenomenology · Physics 2008-12-19 Francesco Caporale , Alessandro Papa , Agustin Sabio Vera

In this paper we consider the nonparametric estimation of density and regression functions with non-negative support using a gamma kernel procedure introduced by Chen (2000). Strong uniform consistency and asymptotic normality of the…

Statistics Theory · Mathematics 2016-10-18 A. C. Rosa , M. E. Nogueira

Spectral approximation and variational inducing learning for the Gaussian process are two popular methods to reduce computational complexity. However, in previous research, those methods always tend to adopt the orthonormal basis functions,…

Machine Learning · Statistics 2021-07-15 Wenqi Fang , Guanlin Wu , Jingjing Li , Zheng Wang , Jiang Cao , Yang Ping

We propose a novel framework for matching estimators for causal effect from observational data that is based on minimizing the dual norm of estimation error when expressed as an operator. We show that many popular matching estimators can be…

Methodology · Statistics 2017-03-01 Nathan Kallus

Temporal point processes are the dominant paradigm for modeling sequences of events happening at irregular intervals. The standard way of learning in such models is by estimating the conditional intensity function. However, parameterizing…

Machine Learning · Computer Science 2020-01-24 Oleksandr Shchur , Marin Biloš , Stephan Günnemann

Intensity estimation is a common problem in statistical analysis of spatial point pattern data. This paper proposes a nonparametric Bayesian method for estimating the spatial point process intensity based on mixture of finite mixture (MFM)…

Methodology · Statistics 2019-07-09 Junxian Geng , Wei Shi , Guanyu Hu
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