Multiresolution Intensity Estimation of Piecewise Linear Poisson Processes
Author
Willett, Rebecca
Date
2001-04-20Abstract
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
Keyword
Type
Report
Citable link to this page
https://hdl.handle.net/1911/20447Metadata
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