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Literatura académica sobre el tema "Intensité de Papangelou"

Autor: Grafiati
Publicado: 25 de mayo de 2024

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Artículos de revistas sobre el tema "Intensité de Papangelou"

1

Møller, Jesper, and Kasper K. Berthelsen. "Transforming Spatial Point Processes into Poisson Processes Using Random Superposition." Advances in Applied Probability 44, no. 1 (2012): 42–62. http://dx.doi.org/10.1239/aap/1331216644.

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Most finite spatial point process models specified by a density are locally stable, implying that the Papangelou intensity is bounded by some integrable function β defined on the space for the points of the process. It is possible to superpose a locally stable spatial point process X with a complementary spatial point process Y to obtain a Poisson process X ⋃ Y with intensity function β. Underlying this is a bivariate spatial birth-death process (Xt, Yt) which converges towards the distribution of (X, Y). We study the joint distribution of X and Y, and their marginal and conditional distributi
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2

Møller, Jesper, and Kasper K. Berthelsen. "Transforming Spatial Point Processes into Poisson Processes Using Random Superposition." Advances in Applied Probability 44, no. 01 (2012): 42–62. http://dx.doi.org/10.1017/s0001867800005449.

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Most finite spatial point process models specified by a density are locally stable, implying that the Papangelou intensity is bounded by some integrable function β defined on the space for the points of the process. It is possible to superpose a locally stable spatial point process X with a complementary spatial point process Y to obtain a Poisson process X ⋃ Y with intensity function β. Underlying this is a bivariate spatial birth-death process (X t , Y t ) which converges towards the distribution of (X, Y). We study the joint distribution of X and Y, and their marginal and conditional distri
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3

Torrisi, Giovanni Luca. "Probability approximation of point processes with Papangelou conditional intensity." Bernoulli 23, no. 4A (2017): 2210–56. http://dx.doi.org/10.3150/16-bej808.

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4

Privault, Nicolas. "Moments of k-hop counts in the random-connection model." Journal of Applied Probability 56, no. 4 (2019): 1106–21. http://dx.doi.org/10.1017/jpr.2019.63.

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AbstractWe derive moment identities for the stochastic integrals of multiparameter processes in a random-connection model based on a point process admitting a Papangelou intensity. The identities are written using sums over partitions, and they reduce to sums over non-flat partition diagrams if the multiparameter processes vanish on diagonals. As an application, we obtain general identities for the moments of k-hop counts in the random-connection model, which simplify the derivations available in the literature.
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5

Møller, Jesper, and Frederic Paik Schoenberg. "Thinning spatial point processes into Poisson processes." Advances in Applied Probability 42, no. 2 (2010): 347–58. http://dx.doi.org/10.1239/aap/1275055232.

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In this paper we describe methods for randomly thinning certain classes of spatial point processes. In the case of a Markov point process, the proposed method involves a dependent thinning of a spatial birth-and-death process, where clans of ancestors associated with the original points are identified, and where we simulate backwards and forwards in order to obtain the thinned process. In the case of a Cox process, a simple independent thinning technique is proposed. In both cases, the thinning results in a Poisson process if and only if the true Papangelou conditional intensity is used, and,
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6

Møller, Jesper, and Frederic Paik Schoenberg. "Thinning spatial point processes into Poisson processes." Advances in Applied Probability 42, no. 02 (2010): 347–58. http://dx.doi.org/10.1017/s0001867800004092.

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In this paper we describe methods for randomly thinning certain classes of spatial point processes. In the case of a Markov point process, the proposed method involves a dependent thinning of a spatial birth-and-death process, where clans of ancestors associated with the original points are identified, and where we simulate backwards and forwards in order to obtain the thinned process. In the case of a Cox process, a simple independent thinning technique is proposed. In both cases, the thinning results in a Poisson process if and only if the true Papangelou conditional intensity is used, and,
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7

Hahn, Ute, Eva B. Vedel Jensen, Marie-Colette van Lieshout, and Linda Stougaard Nielsen. "Inhomogeneous spatial point processes by location-dependent scaling." Advances in Applied Probability 35, no. 2 (2003): 319–36. http://dx.doi.org/10.1239/aap/1051201648.

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A new class of models for inhomogeneous spatial point processes is introduced. These locally scaled point processes are modifications of homogeneous template point processes, having the property that regions with different intensities differ only by a scale factor. This is achieved by replacing volume measures used in the density with locally scaled analogues defined by a location-dependent scaling function. The new approach is particularly appealing for modelling inhomogeneous Markov point processes. Distance-interaction and shot noise weighted Markov point processes are discussed in detail.
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8

Hahn, Ute, Eva B. Vedel Jensen, Marie-Colette van Lieshout, and Linda Stougaard Nielsen. "Inhomogeneous spatial point processes by location-dependent scaling." Advances in Applied Probability 35, no. 02 (2003): 319–36. http://dx.doi.org/10.1017/s0001867800012258.

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A new class of models for inhomogeneous spatial point processes is introduced. These locally scaled point processes are modifications of homogeneous template point processes, having the property that regions with different intensities differ only by a scale factor. This is achieved by replacing volume measures used in the density with locally scaled analogues defined by a location-dependent scaling function. The new approach is particularly appealing for modelling inhomogeneous Markov point processes. Distance-interaction and shot noise weighted Markov point processes are discussed in detail.
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9

Cronie, Ottmar, Mehdi Moradi, and Christophe A. N. Biscio. "A cross-validation-based statistical theory for point processes." Biometrika, June 27, 2023. http://dx.doi.org/10.1093/biomet/asad041.

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Abstract Motivated by cross-validation’s general ability to reduce overfitting and mean square error, we develop a cross-validation-based statistical theory for general point processes. It is based on the combination of two novel concepts for general point processes: cross-validation and prediction errors. Our cross-validation approach uses thinning to split a point process/pattern into pairs of training and validation sets, while our prediction errors measure discrepancy between two point processes. The new statistical approach, which may be used to model different distributional characterist
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10

Pianoforte, Federico, and Riccardo Turin. "Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics." Journal of Applied Probability, September 30, 2022, 1–18. http://dx.doi.org/10.1017/jpr.2022.33.

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Abstract This article derives quantitative limit theorems for multivariate Poisson and Poisson process approximations. Employing the solution of the Stein equation for Poisson random variables, we obtain an explicit bound for the multivariate Poisson approximation of random vectors in the Wasserstein distance. The bound is then utilized in the context of point processes to provide a Poisson process approximation result in terms of a new metric called $d_\pi$ , stronger than the total variation distance, defined as the supremum over all Wasserstein distances between random vectors obtained by e
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Tesis sobre el tema "Intensité de Papangelou"

1

Flint, Ian. "Analyse stochastique de processus ponctuels : au-delà du processus de Poisson." Thesis, Paris, ENST, 2013. http://www.theses.fr/2013ENST0085/document.

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Les processus déterminantaux ont généré de l’intérêt dans des domaines très divers, tels que les matrices aléatoires, la théorie des processus ponctuels, ou les réseaux. Dans ce manuscrit, nous les considérons comme un type de processus ponctuel, c’est-à-dire comme un groupement de points aléatoires dans un espace très général. Ainsi, nous avons accès à une grande variété d’outils provenant de la théorie des processus ponctuels, ce qui permet une analyse précise d’un grand nombre de leur propriétés. Nous commençons par une analyse des processus déterminantaux d’un poin
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2

Flint, Ian. "Analyse stochastique de processus ponctuels : au-delà du processus de Poisson." Electronic Thesis or Diss., Paris, ENST, 2013. http://www.theses.fr/2013ENST0085.

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Les processus déterminantaux ont généré de l’intérêt dans des domaines très divers, tels que les matrices aléatoires, la théorie des processus ponctuels, ou les réseaux. Dans ce manuscrit, nous les considérons comme un type de processus ponctuel, c’est-à-dire comme un groupement de points aléatoires dans un espace très général. Ainsi, nous avons accès à une grande variété d’outils provenant de la théorie des processus ponctuels, ce qui permet une analyse précise d’un grand nombre de leur propriétés. Nous commençons par une analyse des processus déterminantaux d’un poin
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3

Vasseur, Aurélien. "Analyse asymptotique de processus ponctuels." Electronic Thesis or Diss., Paris, ENST, 2017. http://www.theses.fr/2017ENST0062.

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La méthode de Stein constitue une des principales techniques pour la résolution de certains problèmes d’approximation en théorie des probabilités. Dans ce manuscrit, nous l’appliquons au contexte des processus ponctuels. La première partie de ces investigations se concentre sur le processus ponctuel de Poisson. Sa propriété caractéristique d’indépendance fournit le moyen d’expliquer intuitivement pourquoi une suite de processus ponctuels de moins en moins répulsive peut converger vers un tel processus ponctuel. Ceci nous amène plus généralement à démontrer des résultats de convergence pour des
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4

Maha, Petr. "Normální aproximace pro statistiku Gibbsových bodových procesů." Master's thesis, 2018. http://www.nusl.cz/ntk/nusl-372941.

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In this thesis, we deal with finite Gibbs point processes, especially the processes with densities with respect to a Poisson point process. The main aim of this work is to investigate a four-parametric marked point process of circular discs in three dimensions with two and three way point interactions. In the second chapter, our goal is to simulate such a process. For that purpose, the birth- death Metropolis-Hastings algorithm is presented including theoretical results. After that, the algorithm is applied on the disc process and numerical results for different choices of parameters are prese
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