Discrete-time point process filter for mode estimation

1992 ◽  
Vol 37 (11) ◽  
pp. 1812-1816 ◽  
Author(s):  
C. Yang ◽  
Y. Bar-Shalom ◽  
C.-F. Lin
2022 ◽  
pp. 1-22
Author(s):  
François Baccelli ◽  
Michel Davydov ◽  
Thibaud Taillefumier

Abstract Network dynamics with point-process-based interactions are of paramount modeling interest. Unfortunately, most relevant dynamics involve complex graphs of interactions for which an exact computational treatment is impossible. To circumvent this difficulty, the replica-mean-field approach focuses on randomly interacting replicas of the networks of interest. In the limit of an infinite number of replicas, these networks become analytically tractable under the so-called ‘Poisson hypothesis’. However, in most applications this hypothesis is only conjectured. In this paper we establish the Poisson hypothesis for a general class of discrete-time, point-process-based dynamics that we propose to call fragmentation-interaction-aggregation processes, and which are introduced here. These processes feature a network of nodes, each endowed with a state governing their random activation. Each activation triggers the fragmentation of the activated node state and the transmission of interaction signals to downstream nodes. In turn, the signals received by nodes are aggregated to their state. Our main contribution is a proof of the Poisson hypothesis for the replica-mean-field version of any network in this class. The proof is obtained by establishing the propagation of asymptotic independence for state variables in the limit of an infinite number of replicas. Discrete-time Galves–Löcherbach neural networks are used as a basic instance and illustration of our analysis.


1997 ◽  
Vol 34 (4) ◽  
pp. 898-907 ◽  
Author(s):  
Aihua Xia

This note gives the rate for a Wasserstein distance between the distribution of a Bernoulli process on discrete time and that of a Poisson process, using Stein's method and Palm theory. The result here highlights the possibility that the logarithmic factor involved in the upper bounds established by Barbour and Brown (1992) and Barbour et al. (1995) may be superfluous in the true Wasserstein distance between the distributions of a point process and a Poisson process.


1983 ◽  
Vol 20 (01) ◽  
pp. 185-190 ◽  
Author(s):  
Mark Scott ◽  
Dean L. Isaacson

By assuming the proportionality of the intensity functions at each time point for a continuous-time non-homogeneous Markov process, strong ergodicity for the process is determined through strong ergodicity of a related discrete-time Markov process. For processes having proportional intensities, strong ergodicity implies having the limiting matrix L satisfy L · P(s, t) = L, where P(s, t) is the matrix of transition functions.


Sensors ◽  
2020 ◽  
Vol 20 (9) ◽  
pp. 2600 ◽  
Author(s):  
Anna-Maria Stavrakaki ◽  
Dimitrios I. Tselentis ◽  
Emmanouil Barmpounakis ◽  
Eleni I. Vlahogianni ◽  
George Yannis

The aim of this paper was to provide a methodological framework for estimating the amount of driving data that should be collected for each driver in order to acquire a clear picture regarding their driving behavior. We examined whether there is a specific discrete time point for each driver, in the form of total driving duration and/or the number of trips, beyond which the characteristics of driving behavior are stabilized over time. Various mathematical and statistical methods were employed to process the data collected and determine the time point at which behavior converges. Detailed data collected from smartphone sensors are used to test the proposed methodology. The driving metrics used in the analysis are the number of harsh acceleration and braking events, the duration of mobile usage while driving and the percentage of time driving over the speed limits. Convergence was tested in terms of both the magnitude and volatility of each metric for different trips and analysis is performed for several trip durations. Results indicated that there is no specific time point or number of trips after which driving behavior stabilizes for all drivers and/or all metrics examined. The driving behavior stabilization is mostly affected by the duration of the trips examined and the aggressiveness of the driver.


1985 ◽  
Vol AES-21 (3) ◽  
pp. 292-300 ◽  
Author(s):  
Peter Maybeck ◽  
William Zicker
Keyword(s):  

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