[PDF] Top 20 Standard and robust intensity parameter estimation for stationary determinantal point processes
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Standard and robust intensity parameter estimation for stationary determinantal point processes
... theoretical and practical properties of two different estimators of λ for the class of stationary determinantal point ...the standard one, corresponding to the number of observed ... Voir le document complet
22
Adaptive estimating function inference for non-stationary determinantal point processes
... the parameter estimates can depend strongly on the chosen ...] and [ 4 ] usually compare results for several values of R corresponding to different multiples of some parameter associated with ... Voir le document complet
36
Brillinger mixing of determinantal point processes and statistical applications
... theorem for a wide class of functionals of the point process and the convergence of their ...[19] and proved in ...of standard statistics as the natural estimator of the ... Voir le document complet
25
On a few statistical applications of determinantal point processes
... min and r max are user-specified parameters. A standard choice in practice is to set r min = ...0.01 and r max as one quarter of the side length of the observation ...β and θ can be found in [ ... Voir le document complet
24
Contribution to the modelling and the parametric estimation of determinantal point processes
... Several standard parametric families of kernels are available, including the well-known Whittle-Matérn and the generalized Cauchy covariance functions, where the condition F (C θ ) ≤ 1 implies some ... Voir le document complet
119
Asymptotic approximation of the likelihood of stationary determinantal point processes
... Continuous determinantal point processes (DPPs) are a class of repulsive point pro- cesses on R d with many statistical ...directly for maximum likelihood estimation. In the ... Voir le document complet
33
Contrast estimation for parametric stationary determinantal point processes
... α-mixing and Brillinger mixing conditions, which are indeed satisfied for a large class of Cox ...[10] and we prove that they apply nicely to ...of stationary DPPs, recently proved in [4], ... Voir le document complet
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Robust Retrospective Multiple Change-point Estimation for Multivariate Data
... 2 for an example corresponding to a marginal SNR of 16 dB, where the SNR is defined as the ratio of the jump amplitude over ...data for each value of σ 2 and measured in terms of precision ... Voir le document complet
10
Graph sampling with determinantal processes
... with determinantal processes Nicolas Tremblay ∗ , Pierre-Olivier Amblard ∗ and Simon Barthelm´e ∗ ∗ CNRS, GIPSA-lab, Grenoble-Alpes University, Grenoble, France Abstract—We present a new random ... Voir le document complet
6
Contrast estimation of general locally stationary processes using coupling
... d for any 0 ≤ t ≤ n and n ∈ N ∗ , F θ is a known real-valued function and the innovations ξ t constitute an independent and identically distributed ...sequence. For ease of writing we ... Voir le document complet
53
Quasi-invariance and integration by parts for determinantal and permanental processes
... established. For α = −1, there is a non trivial work (see [24, 26] and references therein) to show that the Janossy densities satisfy the positivity condition so that a point process with these ... Voir le document complet
29
A determinantal point process for column subset selection
... projection determinantal point process (DPP), a repulsive distribution over a fixed number k of indices {1, ...error for this DPP over the opti- mal error of ...satisfied for X. Numerical ... Voir le document complet
50
On two ways to use determinantal point processes for Monte Carlo integration -- Long version
... DPPs and the approach of Ermakov & Zolotukhin ( 1960 ...result and survey the properties of the EZ estimator with modern ...implementation for exact sampling of a particular DPP, called ... Voir le document complet
25
Consistency of likelihood estimation for Gibbs point processes
... consistent for a wide class of stationary Gibbs interactions, without any major restriction on the parameter ...finite and infinite-body interactions with finite or infinite range, and ... Voir le document complet
32
Rigidity of Determinantal Point Processes with the Airy, the Bessel and the Gamma Kernel
... the point process P Π is ...rigidity for determinantal point processes with the Airy and the Bessel kernels; in the last subsec- tion of the paper, we shall obtain a counterpart ... Voir le document complet
11
Necessary and sufficient conditions for the existence of $\alpha$-determinantal processes
... necessary and sufficient conditions for any value of α. Finally, Shirai and Takahashi have given sufficient conditions for the existence of an α- determinantal process for any ... Voir le document complet
21
Rare Events for Stationary Processes
... Unité de recherche INRIA Lorraine, Technopôle de Nancy-Brabois, Campus scientifique, 615 rue du Jardin Botanique, BP 101, 54600 VILLERS LÈS NANCY Unité de recherche INRIA Rennes, Irisa, [r] ... Voir le document complet
39
Robust parameter estimation of density functions under fuzzy interval observations
... one, and that the uncertainty that pervades its observation is epistemic, rather than representing ...function and apply robust optimisation methods to find a safe plausible estimate of the ... Voir le document complet
11
Orbit measures, random matrix theory and interlaced determinantal processes
... Larsen and Propp ...a standard Gaussian matrix with entries in F and Ω is a simple fixed appropriate ...matrix. For instance Ω = I when F = ...Olshanski and Vershik [53], Olshanski ... Voir le document complet
47
Spatial birth-death-move processes : basic properties and estimation of their intensity functions
... gray. For the death intensities, we represent their estimations in Figure 5-(a) and Figure 5-(c) for the Langerin and Rab11 sequences, ...respectively. For each sequence, both ... Voir le document complet
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