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Title:
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Multiresolution Intensity Estimation of Piecewise Linear Poisson Processes |
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Author:
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Willett, Rebecca
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Type:
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Report |
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xmlui.Rice_ECE.Keywords:
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Poisson; multiscale; polynomial |
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Citation:
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R. Willett, "Multiresolution Intensity Estimation of Piecewise Linear Poisson Processes," None, 2001. |
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Abstract:
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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. |
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Date Published:
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2001-04-20 |
