Results 31 to 40 of about 6,905,405 (185)

Evaluating Approximate Point Forecasting of Count Processes

open access: yesEconometrics, 2019
In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead.
Annika Homburg   +4 more
doaj   +1 more source

Deconvolution of point processes [PDF]

open access: yes, 2012
The superposition of two independent point processes can be described by multiplication of their probability generating functionals (p.g.fl.s). The inverse operation, which can be viewed as a deconvolution, is defined by dividing the superposed process ...
Clark, Daniel Edward
core  

Two-point correlation properties of stochastic "cloud processes'' [PDF]

open access: yes, 2007
We study how the two-point density correlation properties of a point particle distribution are modified when each particle is divided, by a stochastic process, into an equal number of identical "daughter" particles. We consider generically that there may
A. Gabrielli   +10 more
core   +3 more sources

Large-Margin Determinantal Point Processes [PDF]

open access: yes, 2014
Determinantal point processes (DPPs) offer a powerful approach to modeling diversity in many applications where the goal is to select a diverse subset.
Chao, Wei-lun   +3 more
core  

Determinantal point processes with J-Hermitian correlation kernels [PDF]

open access: yes, 2012
Let X be a locally compact Polish space and let m be a reference Radon measure on X. Let $\Gamma_X$ denote the configuration space over X, that is, the space of all locally finite subsets of X. A point process on X is a probability measure on $\Gamma_X$.
Lytvynov, Eugene
core   +1 more source

Rescaling Marked Point Processes [PDF]

open access: yesAustralian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics, 2004
From the authors' abstract: \textit{P.-A. Meyer} [in: Sém. Bourbaki 1968/69, No. 361, 245--259 (1971; Zbl 0273.60053)] showed how to use the compensator to rescale a multivariate point process, forming independent Poisson processes with intensity 1. Meyer's result has been generalized to multidimensional point processes.
David Vere-Jones   +1 more
openaire   +2 more sources

SHAPE FROM TEXTURE USING LOCALLY SCALED POINT PROCESSES

open access: yesImage Analysis and Stereology, 2015
Shape from texture refers to the extraction of 3D information from 2D images with irregular texture. This paper introduces a statistical framework to learn shape from texture where convex texture elements in a 2D image are represented through a point ...
Eva-Maria Didden   +3 more
doaj   +1 more source

Hybrid marked point processes: characterisation, existence and uniqueness [PDF]

open access: yes, 2018
We introduce a class of hybrid marked point processes, which encompasses and extends continuous-time Markov chains and Hawkes processes. While this flexible class amalgamates such existing processes, it also contains novel processes with complex dynamics.
Morariu-Patrichi, Maxime   +1 more
core   +2 more sources

Point processes and stochastic displacement fields

open access: yes, 2004
The effect of a stochastic displacement field on a statistically independent point process is analyzed. Stochastic displacement fields can be divided into two large classes: spatially correlated and uncorrelated.
Gabrielli, Andrea
core   +1 more source

Realizability of Point Processes [PDF]

open access: yesJournal of Statistical Physics, 2007
There are various situations in which it is natural to ask whether a given collection of $k$ functions, $ _j(\r_1,...,\r_j)$, $j=1,...,k$, defined on a set $X$, are the first $k$ correlation functions of a point process on $X$. Here we describe some necessary and sufficient conditions on the $ _j$'s for this to be true.
Kuna T., Lebowitz J. L., Speer E. R.
openaire   +3 more sources

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