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    Multiresolution Intensity Estimation of Piecewise Linear Poisson Processes

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    Author
    Willett, Rebecca
    Date
    2001-04-20
    Abstract
    Given observations of a one-dimensional piecewise linear, length-M Poisson intensity function, our goal is to estimate both the partition points and the parameters of each segment. In order to determine where the breaks lie, we develop a maximum penalized likelihood estimator based on information-theoretic complexity penalization. We construct a probabilistic model of the observations within a multiscale framework, and use this framework to devise a computationally efficient optimization algorithm, based on a tree-pruning approach, to compute the MPLE.
    Description
    Elec 599 Project Report
    Citation
    R. Willett, "Multiresolution Intensity Estimation of Piecewise Linear Poisson Processes," None, 2001.
    Keyword
    Poisson; multiscale; polynomial; Wavelet based Signal/Image Processing; Multiscale Methods; More... Poisson; multiscale; polynomial Less...
    Type
    Report
    Citable link to this page
    https://hdl.handle.net/1911/20447
    Metadata
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    • DSP Publications [508]
    • ECE Publications [1468]

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    Home | FAQ | Contact Us | Privacy Notice | Accessibility Statement
    Managed by the Digital Scholarship Services at Fondren Library, Rice University
    Physical Address: 6100 Main Street, Houston, Texas 77005
    Mailing Address: MS-44, P.O.BOX 1892, Houston, Texas 77251-1892
    Site Map