{"title":"Cramer-Rao Bound for the Time-Varying Poisson","authors":"Xinhui Rong, V. Solo","doi":"10.1109/ICASSP43922.2022.9746658","DOIUrl":null,"url":null,"abstract":"Point processes are finding increasing applications in neuroscience, genomics, and social media. But basic modelling properties are little studied. Here we consider a periodic time-varying Poisson model and develop the asymptotic Cramer-Rao bound. We also develop, for the first time, a maximum likelihood algorithm for parameter estimation.","PeriodicalId":272439,"journal":{"name":"ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","volume":"78 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICASSP43922.2022.9746658","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
Point processes are finding increasing applications in neuroscience, genomics, and social media. But basic modelling properties are little studied. Here we consider a periodic time-varying Poisson model and develop the asymptotic Cramer-Rao bound. We also develop, for the first time, a maximum likelihood algorithm for parameter estimation.