- Recherche et sélection de publications
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Nonparametric estimation of a shot-noise process
- Paul Ilhe #1 #2, Eric Moulines #3, François Roueff #1, A. Souloumiac #2
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| #1 |
Laboratoire Traitement et Communication de l'Information [Paris] (LTCI)
- Télécom ParisTech
- CNRS : UMR5141
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| #2 |
CEA (LIST)
- Université de Franche-Comté
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| #3 |
Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP)
- Polytechnique - X
- CNRS : UMR7641
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- References
- IEEE Workshop on Statistical Signal Processing (SSP), Mallorque, Espagne, June 2016,
- Abstract
We propose an efficient method to estimate in a nonparametric fashion the marks' density of a shot-noise process in presence of pileup from a sample of low-frequency observations. Based on a functional equation linking the marks' density to the characteristic function of the observations and its derivative, we propose a new time-efficient method using B-splines to estimate the density of the underlying γ-ray spectrum which is able to handle large datasets used in nuclear physics. A discussion on the numerical computation of the algorithm and its performances on simulated data are provided to support our findings.
- Keywords
- Category
- Paper in proceedings
- Research Area(s)
- Engineering Sciences/Signal and Image processing
Statistics/Methodology
- Identifier(s)
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Bibliographic key ilhe2016nonparametric
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- Last update
- on september 02, 2016
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