Related papers: Poisson approximation by coupling
It is proved, that for a certain kind of input distribution, the strongly binomially attenuated photon number distribution can well be approximated by a Poisson distribution. This explains why we can adopt poissonian distribution as the…
Poisson-like behavior for event count data is ubiquitous in nature. At the same time, differencing of such counts arises in the course of data processing in a variety of areas of application. As a result, the Skellam distribution -- defined…
We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…
Fast variational approximate algorithms are developed for Bayesian semiparametric regression when the response variable is a count, i.e. a non-negative integer. We treat both the Poisson and Negative Binomial families as models for the…
The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…
Given a simple transient random walk $(S_n)_{n\geq 0}$ in $\mathbf{Z}$ and a stationary sequence of real random variables $(\xi(s))_{s\in \mathbf{Z}}$, we investigate the extremes of the sequence $(\xi(S_n))_{n\geq 0}$. Under suitable…
Let $X$ have a Generalized Poisson distribution with mean $kb$, where $b$ is a known constant in the unit interval and $k$ is a discrete, non-negative parameter. We show that if an uninformative uniform prior for $k$ is assumed, then the…
When expert systems based on causal probabilistic networks (CPNs) reach a certain size and complexity, the "combinatorial explosion monster" tends to be present. We propose an approximation scheme that identifies rarely occurring cases and…
In many applications of natural language processing (NLP) it is necessary to determine the likelihood of a given word combination. For example, a speech recognizer may need to determine which of the two word combinations ``eat a peach'' and…
The article determines the asymptotic shape of the extremal clusters in stationary regularly varying random fields. To deduce this result, we present a general framework for the Poisson approximation of point processes on Polish spaces…
We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…
We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…
We describe a very simple method for `consistent sampling' that allows for sampling with replacement. The method extends previous approaches to consistent sampling, which assign a pseudorandom real number to each element, and sample those…
We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…
We consider a component of the word statistics known as clump; starting from a finite set of words, clumps are maximal overlapping sets of these occurrences. This parameter has first been studied by Schbath with the aim of counting the…
In this paper, a sample-based procedure for obtaining simple and computable approximations of chance-constrained sets is proposed. The procedure allows to control the complexity of the approximating set, by defining families of…
In many applications of natural language processing it is necessary to determine the likelihood of a given word combination. For example, a speech recognizer may need to determine which of the two word combinations ``eat a peach'' and ``eat…
Given a set of independent Poisson random variables with common mean, we study the distribution of their maximum and obtain an accurate asymptotic formula to locate the most probable value of the maximum. We verify our analytic results with…
Given a periodic point $\omega$ in a $\psi$-mixing shift with countable alphabet, the sequence $\{S_{n}\}$ of random variables counting the number of multiple returns to shrinking cylindrical neighborhoods of $\omega$ is considered.…
Computing the probability of evidence even with known error bounds is NP-hard. In this paper we address this hard problem by settling on an easier problem. We propose an approximation which provides high confidence lower bounds on…