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相关论文: Poisson limits for empirical point processes

200 篇论文

Let $Y_i,i\geq1$, be i.i.d. random variables having values in an $m$-dimensional manifold $\mathcal {M}\subset \mathbb{R}^d$ and consider sums $\sum_{i=1}^n\xi(n^{1/m}Y_i,\{n^{1/m}Y_j\}_{j=1}^n)$, where $\xi$ is a real valued function…

概率论 · 数学 2013-12-04 Mathew D. Penrose , J. E. Yukich

In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…

统计理论 · 数学 2026-04-28 Dongzhou Huang , Tianyi Jiang , Haonan Wang

We present a machine learning model for the analysis of randomly generated discrete signals, modeled as the points of an inhomogeneous, compound Poisson point process. Like the wavelet scattering transform introduced by Mallat, our…

统计理论 · 数学 2021-10-12 Michael Perlmutter , Jieqian He , Matthew Hirn

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…

统计理论 · 数学 2019-02-19 Martin Kroll

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

概率论 · 数学 2013-02-05 Mathew D. Penrose , Andrew R. Wade

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,…

数值分析 · 数学 2025-10-08 Zhiliang Deng , Zhiyuan Wang , Xiaomei Yang , Xiaofei Guan

We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…

统计理论 · 数学 2026-03-18 Richard Nickl , Fanny Seizilles

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…

统计理论 · 数学 2015-06-08 Shota Gugushvili , Frank van der Meulen , Peter Spreij

We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…

概率论 · 数学 2013-12-24 Nicolas Privault

We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…

概率论 · 数学 2025-02-11 Oleksii Galganov , Andrii Ilienko

Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…

统计计算 · 统计学 2016-04-13 Chris J. Maddison

We introduce a new way to sample inhomogeneous random graphs designed to have a lot of flexibility in the assignment of the degree sequence and the individual edge probabilities while remaining tractable. To achieve this we run a Poisson…

概率论 · 数学 2020-03-03 Lorenzo Federico

We prove a Poisson process approximation result for stabilizing functionals of a determinantal point process. Our results use concrete couplings of determinantal processes with different Palm measures and exploit their association…

概率论 · 数学 2024-02-14 Moritz Otto

Let $\sigma$ be a non-atomic, infinite Radon measure on $\mathbb R^d$, for example, $d\sigma(x)=z\,dx$ where $z>0$. We consider a system of freely independent particles $x_1,\dots,x_N$ in a bounded set $\Lambda\subset\mathbb R^d$, where…

概率论 · 数学 2016-03-02 Marek Bożejko , José Luís da Silva , Tobias Kuna , Eugene Lytvynov

The theoretical foundation for a number of model selection criteria is established in the context of inhomogeneous point processes and under various asymptotic settings: infill, increasing domain, and combinations of these. For…

统计理论 · 数学 2021-06-11 Achmad Choiruddin , Jean-François Coeurjolly , Rasmus Waagepetersen

We consider the behavior of extremal particles in $K$-symmetric exclusion on $\mathbb{Z}$ when the process starts from certain infinite-particle step configurations where there are no particles to the right of a maximal one. In such a…

概率论 · 数学 2025-06-17 Michael Conroy , Adrián González Casanova , Sunder Sethuraman

We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…

机器学习 · 统计学 2012-11-21 Nicholas J. Foti , Joseph D. Futoma , Daniel N. Rockmore , Sinead Williamson

Aggregation patterns are often visually detected in sets of location data. These clusters may be the result of interesting dynamics or the effect of pure randomness. We build an asymptotically Gaussian test for the hypothesis of randomness…

统计方法学 · 统计学 2010-06-09 Gabriel Lang , Eric Marcon

We consider stochastic processes arising from dynamical systems simply by evaluating an observable function along the orbits of the system and study marked point processes associated to extremal observations of such time series…

For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…

统计方法学 · 统计学 2021-10-19 Rafael Weißbach , Dominik Wied