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We consider a problem of estimation for the telegrapher's process on the line, say X(t), driven by a Poisson process with non constant rate. It turns out that the finite-dimensional law of the process X(t) is a solution to the telegraph…

Probability · Mathematics 2007-06-13 Stefano M. Iacus

A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…

Methodology · Statistics 2024-07-01 Bingjing Tang , Julia Palacios

This paper proposes a model of interactions between two point processes, ruled by a reproduction function h, which is considered as the intensity of a Poisson process. In particular, we focus on the context of neurosciences to detect…

Statistics Theory · Mathematics 2014-03-07 Laure Sansonnet , Christine Tuleau-Malot

The telegraph process $\{X(t), t>0\}$, is supposed to be observed at $n+1$ equidistant time points $t_i=i\Delta_n,i=0,1,..., n$. The unknown value of $\lambda$, the underlying rate of the Poisson process, is a parameter to be estimated. The…

Probability · Mathematics 2007-06-13 stefano m. iacus , nakahiro yoshida

Site occupancy models are routinely used to estimate the probability of species presence from either abundance or presence-absence data collected across sites with repeated sampling occasions. In the last two decades, a broad class of…

Methodology · Statistics 2022-04-05 Wen-Han Hwang , Jakub Stoklosa , Lu-Fang Chen

Let $\psi$ be a positive function defined near the origin such that $\lim_{t\to 0^{+}}\psi(t)=0$. We consider the operator \begin{equation*} T_\theta f(x) = \lim_{\varepsilon\to 0^+} \int_\varepsilon^1 e^{i\gamma(t)}f(x-t)…

Classical Analysis and ODEs · Mathematics 2019-01-08 Magali Folch-Gabayet , Ricardo A. Sáenz

Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…

Statistics Theory · Mathematics 2015-06-08 Shota Gugushvili , Frank van der Meulen , Peter Spreij

This paper deals with the intersection point process of a stationary and isotropic Poisson hyperplane process in $\mathbb{R}^d$ of intensity $t>0$, where only hyperplanes that intersect a centred ball of radius $R>0$ are considered. Taking…

Probability · Mathematics 2020-08-14 Anastas Baci , Gilles Bonnet , Christoph Thäle

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

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

We study an inhomogeneous random connection model in the connectivity regime. The vertex set of the graph is a homogeneous Poisson point process $\mathcal{P}_s$ of intensity $s>0$ on the unit cube…

Probability · Mathematics 2021-06-23 Srikanth K. Iyer , Sanjoy Kr. Jhawar

Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…

Statistics Theory · Mathematics 2020-08-05 Moumita Chakraborty , Subhashis Ghosal

We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…

Methodology · Statistics 2021-06-10 Chunyi Zhao , Athanasios Kottas

We present a rigorous description of the general problem of aperture photometry in high energy astrophysics photon-count images, in which the statistical noise model is Poisson, not Gaussian. We compute the full posterior probability…

Instrumentation and Methods for Astrophysics · Physics 2015-06-23 F. A. Primini , V. L. Kashyap

Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…

Mathematical Physics · Physics 2014-08-18 David Aristoff

We present a novel Bayesian framework for inverse problems in which the pos terior distribution is interpreted as the intensity measure of a Poisson point process (PPP). The posterior density is approximated using kernel density estimation,…

Numerical Analysis · Mathematics 2025-10-08 Zhiliang Deng , Zhiyuan Wang , Xiaomei Yang , Xiaofei Guan

In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

We introduce a semi-parametric estimator of the Poisson intensity parameter of a spatial stationary Gibbs point process. Under very mild assumptions satisfied by a large class of Gibbs models, we establish its strong consistency and…

Statistics Theory · Mathematics 2013-08-14 Nadia Morsli , Jean-François Coeurjolly

We study the maximum likelihood estimator of the location parameter of the Pearson Type VII distribution with known scale. We rigorously establish precise asymptotic properties such as strong consistency, asymptotic normality, Bahadur…

Statistics Theory · Mathematics 2026-04-21 Kazuki Okamura

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…

Statistics Theory · Mathematics 2009-03-27 Serguei Dachian , Yury A. Kutoyants