N ov 2 01 5 Estimation of entropy for Poisson marked point processes

نویسنده

  • Evgeny Spodarev
چکیده

In this paper, a kernel estimator of the differential entropy of the mark distribution of a homogeneous Poisson marked point process is proposed. The marks have an absolutely continuous distribution on a compact Riemannian manifold without boundary. L2 and almost surely consistency of this estimator as well as its asymptotic normality are investigated.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Drift Change Point Estimation in the rate and dependence Parameters of Autocorrelated Poisson Count Processes Using MLE Approach: An Application to IP Counts Data

Change point estimation in the area of statistical process control has received considerable attentions in the recent decades because it helps process engineer to identify and remove assignable causes as quickly as possible. On the other hand, improving in measurement systems and data storage, lead to taking observations very close to each other in time and as a result increasing autocorrelatio...

متن کامل

Bayesian change point estimation in Poisson-based control charts

Precise identification of the time when a process has changed enables process engineers to search for a potential special cause more effectively. In this paper, we develop change point estimation methods for a Poisson process in a Bayesian framework. We apply Bayesian hierarchical models to formulate the change point where there exists a step < /div> change, a linear trend and a known multip...

متن کامل

Poisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods

This paper focuses on different methods of estimation and forecasting in first-order integer-valued autoregressive processes with Poisson-Lindley (PLINAR(1)) marginal distribution. For this purpose, the parameters of the model are estimated using Whittle, maximum empirical likelihood and sieve bootstrap methods. Moreover, Bayesian and sieve bootstrap forecasting methods are proposed and predict...

متن کامل

N ov 2 00 8 Poincaré Inequality on the Path Space of Poisson Point Processes ∗

The quasi-invariance is proved for the distributions of Poisson point processes under a random shift map on the path space. This leads to a natural Dirichlet form of jump type on the path space. Differently from the O-U Dirichlet form on the Wiener space satisfying the log-Sobolev inequality, this Dirichlet form merely satisfies the Poincaré inequality but not the log-Sobolev one.

متن کامل

Information-Theoretic Capacity and Error Exponents of Stationary Point Processes under Random Additive Displacements

This paper studies the Shannon regime for the random displacement of stationary point processes. Let each point of some initial stationary point process in Rn give rise to one daughter point, the location of which is obtained by adding a random vector to the coordinates of the mother point, with all displacement vectors independently and identically distributed for all points. The decoding prob...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2015