We are interested in estimating the intensity parameter of a Boolean model of discs (the bombing model) from a single realization. To do so, we derive the conditional distribution of the points (germs) of the underlying Poisson process. We demonstrate how to apply coupling from the past to generate samples from this distribution, and use the samples thus obtained to approximate the maximum likelihood estimator of the intensity. We discuss and compare two methods: one based on a Monte Carlo approximation of the likelihood function, the other a stochastic version of the EM algorithm
Standard methods for maximum likelihood parameter estimation in latent variable models rely on the E...
We construct limiting and small sample distributions of maximum likelihoodestimators (mle) from the ...
We consider Markov chain Monte Carlo algorithms which combine Gibbs updates with Metropolis-Hastings...
We are interested in estimating the intensity parameter of a Boolean model of discs (the bombing mod...
Perhaps the best known example of a random set is the Boolean model. It is the union of `grains' suc...
This is probably the first paper which discusses likelihood inference for a random set using a germ-...
This thesis is about probabilistic simulation techniques. Specifically we consider the exact or perf...
We present a general approach for Monte Carlo computation of conditional expectations of the form E[...
In order to obtain conditional maximum likelihood estimates, the so-called conditioning estimates ha...
A piecewise-constant conditional intensity model (PCIM) is a non-Markovian model of temporal stochas...
I present a novel method for maximum likelihood parameter estimation in nonlinear/non-Gaussian state...
This paper is concerned with an observation driven model for time series of counts whose conditional...
Given a sample from a discretely observed compound Poisson process, we consider non-parametric estim...
In this technical report, we consider conditional density estimation with a maximum likelihood appro...
This paper proposes a semiparametric methodology for modeling multivariate and conditional distribut...
Standard methods for maximum likelihood parameter estimation in latent variable models rely on the E...
We construct limiting and small sample distributions of maximum likelihoodestimators (mle) from the ...
We consider Markov chain Monte Carlo algorithms which combine Gibbs updates with Metropolis-Hastings...
We are interested in estimating the intensity parameter of a Boolean model of discs (the bombing mod...
Perhaps the best known example of a random set is the Boolean model. It is the union of `grains' suc...
This is probably the first paper which discusses likelihood inference for a random set using a germ-...
This thesis is about probabilistic simulation techniques. Specifically we consider the exact or perf...
We present a general approach for Monte Carlo computation of conditional expectations of the form E[...
In order to obtain conditional maximum likelihood estimates, the so-called conditioning estimates ha...
A piecewise-constant conditional intensity model (PCIM) is a non-Markovian model of temporal stochas...
I present a novel method for maximum likelihood parameter estimation in nonlinear/non-Gaussian state...
This paper is concerned with an observation driven model for time series of counts whose conditional...
Given a sample from a discretely observed compound Poisson process, we consider non-parametric estim...
In this technical report, we consider conditional density estimation with a maximum likelihood appro...
This paper proposes a semiparametric methodology for modeling multivariate and conditional distribut...
Standard methods for maximum likelihood parameter estimation in latent variable models rely on the E...
We construct limiting and small sample distributions of maximum likelihoodestimators (mle) from the ...
We consider Markov chain Monte Carlo algorithms which combine Gibbs updates with Metropolis-Hastings...