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Nonparametric intensity estimation from indirect point process observations under unknown error distribution

16 March 2017
Martin Kroll
ArXiv (abs)PDFHTML
Abstract

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations N1,…,NnN_1,\ldots,N_nN1​,…,Nn​. These observations emerge from hidden point process realizations with the target intensity through contamination with additive error. Under the assumption that the error distribution is unknown and only available by means of an additional sample Y1,…,YmY_1,\ldots,Y_mY1​,…,Ym​ we derive minimax rates of convergence with respect to the sample sizes nnn and mmm under abstract smoothness conditions and propose an orthonormal series estimator which attains the optimal rate of convergence. The performance of the estimator depends on the correct specification of a dimension parameter whose optimal choice relies on smoothness characteristics of both the intensity and the error density. Since a priori knowledge of such characteristics is a too strong assumption, we propose a data-driven choice of the dimension parameter based on model selection and show that the adaptive estimator either attains the minimax optimal rate or is suboptimal only by a logarithmic factor.

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