相关论文: A model of Poissonian interactions and detection o…
This paper deals with the study of dependencies between two given events modeled by point processes. In particular, we focus on the context of DNA to detect favored or avoided distances between two given motifs along a genome suggesting…
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…
Permutation tests have been proposed by Albert et al. (2015) to detect dependence between point processes, modeling in particular spike trains, that is the time occurrences of action potentials emitted by neurons. Our present work focuses…
Modelling the first-order intensity function is one of the main aims in point process theory, and it has been approached so far from different perspectives. One appealing model describes the intensity as a function of a spatial covariate.…
We observe $n$ inhomogeneous Poisson processes with covariates and aim at estimating their intensities. We assume that the intensity of each Poisson process is of the form $s (\cdot, x)$ where $x$ is the covariate and where $s$ is an…
Non-homogeneous Poisson processes are used in a wide range of scientific disciplines, ranging from the environmental sciences to the health sciences. Often, the central object of interest in a point process is the underlying intensity…
We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…
We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when…
We address the problem of identifying functional interactions among stochastic neurons with variable-length memory from their spiking activity. The neuronal network is modeled by a stochastic system of interacting point processes with…
Pairwise interactions between perturbations to a system can provide evidence for the causal dependencies of the underlying underlying mechanisms of a system. When observations are low dimensional, hand crafted measurements, detecting…
We propose a novel continuous testing framework to test the intensities of Poisson Processes. This framework allows a rigorous definition of the complete testing procedure, from an infinite number of hypothesis to joint error rates. Our…
Despite the fundamental nature of the inhomogeneous Poisson process in the theory and application of stochastic processes, and its attractive generalizations (e.g. Cox process), few tractable nonparametric modeling approaches of intensity…
This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…
This article presents a biological neural network model driven by inhomogeneous Poisson processes accounting for the intrinsic randomness of synapses. The main novelty is the introduction of local interactions: each firing neuron triggers…
We address the questions of identifying pairs of interacting neurons from the observation of their spiking activity. The neuronal network is modeled by a system of interacting point processes with memory of variable length. The influence of…
Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…
We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…
Intensity estimation for Poisson processes is a classical problem and has been extensively studied over the past few decades. Practical observations, however, often contain compositional noise, i.e. a nonlinear shift along the time axis,…
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…
We propose to test the homogeneity of a Poisson process observed on a finite interval. In this framework, we first provide lower bounds for the uniform separation rates in $\mathbb{L}^2$ norm over classical Besov bodies and weak Besov…