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Maximum likelihood estimation of a location parameter fails when the density have unbounded mode. An alternative approach is considered by leaving out a data point to avoid the unbounded density in the full likelihood. This modification…

Methodology · Statistics 2016-02-04 Thanakorn Nitithumbundit , Jennifer S. K. Chan

We study the statistical limits of testing and estimation for a rank one deformation of a Gaussian random tensor. We compute the sharp thresholds for hypothesis testing and estimation by maximum likelihood and show that they are the same.…

Probability · Mathematics 2023-06-23 Aukosh Jagannath , Patrick Lopatto , Leo Miolane

Estimation of the intensity of a point process is considered within a nonparametric framework. The intensity measure is unknown and depends on covariates, possibly many more than the observed number of jumps. Only a single trajectory of the…

Statistics Theory · Mathematics 2017-02-20 Alessio Sancetta

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…

Statistics Theory · Mathematics 2020-02-11 Scott Ward , Edward A. K. Cohen , Niall Adams

We study the effects of local inhomogeneities, i.e., slow sites of hopping rate $q<1$, in a totally asymmetric simple exclusion process (TASEP) for particles of size $\ell \geq 1$ (in units of the lattice spacing). We compare the simulation…

Statistical Mechanics · Physics 2008-05-21 J. J. Dong , B. Schmittmann , R. K. P. Zia

In this paper we provide theoretical support for the so-called "Sigmoidal Gaussian Cox Process" approach to learning the intensity of an inhomogeneous Poisson process on a $d$-dimensional domain. This method was proposed by Adams, Murray…

Statistics Theory · Mathematics 2015-03-03 Alisa Kirichenko , Harry van Zanten

Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density $f_0$ of its jump sizes, as well as of its intensity $\lambda_0.$ We take a Bayesian approach to the problem and…

Statistics Theory · Mathematics 2023-02-27 Shota Gugushvili , Frank van der Meulen , Peter Spreij

Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…

Probability · Mathematics 2011-12-09 Alexander E. Holroyd , Russell Lyons , Terry Soo

In this paper, we investigate the statistical convergence rate of a Bayesian low-rank tensor estimator. Our problem setting is the regression problem where a tensor structure underlying the data is estimated. This problem setting occurs in…

Machine Learning · Statistics 2014-08-14 Taiji Suzuki

This paper studies beta ensembles on the real line in a high temperature regime, that is, the regime where $\beta N \to const \in (0, \infty)$, with $N$ the system size and $\beta$ the inverse temperature. In this regime, the convergence to…

Probability · Mathematics 2020-04-17 Fumihiko Nakano , Khanh Duy Trinh

The intensity matching approach for tractable performance evaluation and optimization of cellular networks is introduced. It assumes that the base stations are modeled as points of a Poisson point process and leverages stochastic geometry…

Information Theory · Computer Science 2016-04-12 Marco Di Renzo , Wei Lu , Peng Guan

The persistence properties of a set of random walkers obeying the A+B -> 0 reaction, with equal initial density of particles and homogeneous initial conditions, is studied using two definitions of persistence. The probability, P(t), that an…

Statistical Mechanics · Physics 2009-11-07 S. J. O'Donoghue , A. J. Bray

By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…

Statistics Theory · Mathematics 2016-08-16 François Roueff , Tobias Rydén

At each point of a Poisson point process of intensity $\lambda$ in the hyperbolic place, center a ball of bounded random radius. Consider the probability $P_r$ that from a fixed point, there is some direction in which one can reach distance…

Probability · Mathematics 2011-01-17 Pierre Calka , Johan Tykesson

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…

Statistics Theory · Mathematics 2012-11-06 Serguei Dachian , Ilia Negri

Species distribution modeling (SDM) plays a crucial role in investigating habitat suitability and addressing various ecological issues. While likelihood analysis is commonly used to draw ecological conclusions, it has been observed that its…

Methodology · Statistics 2023-07-03 Yusuke Saigusa , Shinto Eguchi , Osamu Komori

Poisson distributed measurements in inverse problems often stem from Poisson point processes that are observed through discretized or finite-resolution detectors, one of the most prominent examples being positron emission tomography (PET).…

Statistics Theory · Mathematics 2024-07-25 Marco Mauritz , Benedikt Wirth

In this article, the estimation of reliability of a system is discussed $p(y<x)$ when strength, $X$, and stress, $Y$, are two independent exponential distribution with different scale parameters when the available data are type II Censored…

Methodology · Statistics 2008-01-08 A. M. Abd Elfattah , O. Mohamed Marwa

Keeler, Ross and Xia (2016) recently derived approximation and convergence results, which imply that the point process formed from the signal strengths received by an observer in a wireless network under a general statistical propagation…

Networking and Internet Architecture · Computer Science 2016-11-09 Paul Keeler , Nathan Ross , Aihua Xia , Bartlomiej Blaszczyszyn