Results 1  10
of
353
Synchronization and linearity: an algebra for discrete event systems
, 2001
"... The first edition of this book was published in 1992 by Wiley (ISBN 0 471 93609 X). Since this book is now out of print, and to answer the request of several colleagues, the authors have decided to make it available freely on the Web, while retaining the copyright, for the benefit of the scientific ..."
Abstract

Cited by 372 (11 self)
 Add to MetaCart
The first edition of this book was published in 1992 by Wiley (ISBN 0 471 93609 X). Since this book is now out of print, and to answer the request of several colleagues, the authors have decided to make it available freely on the Web, while retaining the copyright, for the benefit of the scientific community. Copyright Statement This electronic document is in PDF format. One needs Acrobat Reader (available freely for most platforms from the Adobe web site) to benefit from the full interactive machinery: using the package hyperref by Sebastian Rahtz, the table of contents and all LATEX crossreferences are automatically converted into clickable hyperlinks, bookmarks are generated automatically, etc.. So, do not hesitate to click on references to equation or section numbers, on items of thetableofcontents and of the index, etc.. One may freely use and print this document for one’s own purpose or even distribute it freely, but not commercially, provided it is distributed in its entirety and without modifications, including this preface and copyright statement. Any use of thecontents should be acknowledged according to the standard scientific practice. The
The twoparameter PoissonDirichlet distribution derived from a stable subordinator.
, 1995
"... The twoparameter PoissonDirichlet distribution, denoted pd(ff; `), is a distribution on the set of decreasing positive sequences with sum 1. The usual PoissonDirichlet distribution with a single parameter `, introduced by Kingman, is pd(0; `). Known properties of pd(0; `), including the Markov ..."
Abstract

Cited by 366 (33 self)
 Add to MetaCart
The twoparameter PoissonDirichlet distribution, denoted pd(ff; `), is a distribution on the set of decreasing positive sequences with sum 1. The usual PoissonDirichlet distribution with a single parameter `, introduced by Kingman, is pd(0; `). Known properties of pd(0; `), including the Markov chain description due to VershikShmidtIgnatov, are generalized to the twoparameter case. The sizebiased random permutation of pd(ff; `) is a simple residual allocation model proposed by Engen in the context of species diversity, and rediscovered by Perman and the authors in the study of excursions of Brownian motion and Bessel processes. For 0 ! ff ! 1, pd(ff; 0) is the asymptotic distribution of ranked lengths of excursions of a Markov chain away from a state whose recurrence time distribution is in the domain of attraction of a stable law of index ff. Formulae in this case trace back to work of Darling, Lamperti and Wendel in the 1950's and 60's. The distribution of ranked lengths of e...
Exact and computationally efficient likelihoodbased estimation for discretely observed diffusion processes
 Journal of the Royal Statistical Society, Series B: Statistical Methodology
, 2006
"... The objective of this paper is to present a novel methodology for likelihoodbased inference for discretely observed diffusions. We propose Monte Carlo methods, which build on recent advances on the exact simulation of diffusions, for performing maximum likelihood and Bayesian estimation. ..."
Abstract

Cited by 115 (21 self)
 Add to MetaCart
(Show Context)
The objective of this paper is to present a novel methodology for likelihoodbased inference for discretely observed diffusions. We propose Monte Carlo methods, which build on recent advances on the exact simulation of diffusions, for performing maximum likelihood and Bayesian estimation.
Maximumlikelihood estimation for hidden Markov models
 STOCHASTIC PROCESSES AND THEIR APPLICATIONS
, 1992
"... Hidden Markov models assume a sequence of random variables to be conditionally independent given a sequence of state variables which forms a Markov chain. Maximumlikelihood estimation for these models can be performed using the EM algorithm. In this paper the consistency of a sequence of maximumli ..."
Abstract

Cited by 115 (0 self)
 Add to MetaCart
Hidden Markov models assume a sequence of random variables to be conditionally independent given a sequence of state variables which forms a Markov chain. Maximumlikelihood estimation for these models can be performed using the EM algorithm. In this paper the consistency of a sequence of maximumlikelihood estimators is proved. Also, the conclusion of the ShannonMcMillanBreiman theorem on entropy convergence is established for hidden Markov models.
An introduction to harmonic analysis on the infinite symmetric group
, 2008
"... ..."
(Show Context)
The effect of fading, channel inversion, and threshold scheduling on ad hoc networks
 IEEE Trans. Inf. Theory
, 2007
"... Abstract—This paper addresses three issues in the field of ad hoc network capacity: the impact of i) channel fading, ii) channel inversion power control, and iii) threshold–based scheduling on capacity. Channel inversion and threshold scheduling may be viewed as simple ways to exploit channel state ..."
Abstract

Cited by 95 (35 self)
 Add to MetaCart
Abstract—This paper addresses three issues in the field of ad hoc network capacity: the impact of i) channel fading, ii) channel inversion power control, and iii) threshold–based scheduling on capacity. Channel inversion and threshold scheduling may be viewed as simple ways to exploit channel state information (CSI) without requiring cooperation across transmitters. We use the transmission capacity (TC) as our metric, defined as the maximum spatial intensity of successful simultaneous transmissions subject to a constraint on the outage probability (OP). By assuming the nodes are located on the infinite plane according to a Poisson process, we are able to employ tools from stochastic geometry to obtain asymptotically tight bounds on the distribution of the signaltointerference (SIR) level, yielding in turn tight bounds on the OP (relative to a given SIR threshold) and the TC. We demonstrate that in the absence of CSI, fading can significantly reduce the TC and somewhat surprisingly, channel inversion only makes matters worse. We develop a thresholdbased transmission rule where transmitters are active only if the channel to their receiver is acceptably strong, obtain expressions for the optimal threshold, and show that this simple, fully distributed scheme can significantly reduce the effect of fading. Index Terms—Ad hoc networks, channel inversion, fading, threshold scheduling, transmission capacity (TC). I.
Practical maximum pseudolikelihood for spatial point patterns
 Australian and New Zealand Journal of Statistics
, 2000
"... This paper describes a technique for computing approximate maximum pseudolikelihood estimates of the parameters of a spatial point process. The method is an extension of Berman & Turner’s (1992) device for maximizing the likelihoods of inhomogeneous spatial Poisson processes. For a very wide cla ..."
Abstract

Cited by 85 (9 self)
 Add to MetaCart
This paper describes a technique for computing approximate maximum pseudolikelihood estimates of the parameters of a spatial point process. The method is an extension of Berman & Turner’s (1992) device for maximizing the likelihoods of inhomogeneous spatial Poisson processes. For a very wide class of spatial point process models the likelihood is intractable, while the pseudolikelihood is known explicitly, except for the computation of an integral over the sampling region. Approximation of this integral by a finite sum in a special way yields an approximate pseudolikelihood which is formally equivalent to the (weighted) likelihood of a loglinear model with Poisson responses. This can be maximized using standard statistical software for generalized linear or additive models, provided the conditional intensity of the process takes an ‘exponential family ’ form. Using this approach a wide variety of spatial point process models of Gibbs type can be fitted rapidly, incorporating spatial trends, interaction between points, dependence on spatial covariates, and mark information. Key words: areainteraction process; Berman–Turner device; Dirichlet tessellation; edge effects; generalized additive models; generalized linear models; Gibbs point processes; GLIM; hard core process; inhomogeneous point process; marked point processes; Markov spatial point processes; Ord’s process; pairwise interaction; profile pseudolikelihood; spatial clustering; soft core process; spatial trend; SPLUS; Strauss process; Widom–Rowlinson model. 1.
Poisson process partition calculus with an application to Bayesian . . .
, 2005
"... This article develops, and describes how to use, results concerning disintegrations of Poisson random measures. These results are fashioned as simple tools that can be tailormade to address inferential questions arising in a wide range of Bayesian nonparametric and spatial statistical models. The P ..."
Abstract

Cited by 56 (14 self)
 Add to MetaCart
(Show Context)
This article develops, and describes how to use, results concerning disintegrations of Poisson random measures. These results are fashioned as simple tools that can be tailormade to address inferential questions arising in a wide range of Bayesian nonparametric and spatial statistical models. The Poisson disintegration method is based on the formal statement of two results concerning a Laplace functional change of measure and a Poisson Palm/Fubini calculus in terms of random partitions of the integers {1,...,n}. The techniques are analogous to, but much more general than, techniques for the Dirichlet process and weighted gamma process developed in [Ann. Statist. 12
Dirichlet Prior Sieves in Finite Normal Mixtures
 Statistica Sinica
, 2002
"... Abstract: The use of a finite dimensional Dirichlet prior in the finite normal mixture model has the effect of acting like a Bayesian method of sieves. Posterior consistency is directly related to the dimension of the sieve and the choice of the Dirichlet parameters in the prior. We find that naive ..."
Abstract

Cited by 54 (1 self)
 Add to MetaCart
Abstract: The use of a finite dimensional Dirichlet prior in the finite normal mixture model has the effect of acting like a Bayesian method of sieves. Posterior consistency is directly related to the dimension of the sieve and the choice of the Dirichlet parameters in the prior. We find that naive use of the popular uniform Dirichlet prior leads to an inconsistent posterior. However, a simple adjustment to the parameters in the prior induces a random probability measure that approximates the Dirichlet process and yields a posterior that is strongly consistent for the density and weakly consistent for the unknown mixing distribution. The dimension of the resulting sieve can be selected easily in practice and a simple and efficient Gibbs sampler can be used to sample the posterior of the mixing distribution. Key words and phrases: BoseEinstein distribution, Dirichlet process, identification, method of sieves, random probability measure, relative entropy, weak convergence.