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Nonparametric estimation of a shot-noise process

  • Telecom Paris

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

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.

Original languageEnglish
Title of host publication2016 19th IEEE Statistical Signal Processing Workshop, SSP 2016
PublisherIEEE Computer Society
ISBN (Electronic)9781467378024
DOIs
Publication statusPublished - 24 Aug 2016
Event19th IEEE Statistical Signal Processing Workshop, SSP 2016 - Palma de Mallorca, Spain
Duration: 25 Jun 201629 Jun 2016

Publication series

NameIEEE Workshop on Statistical Signal Processing Proceedings
Volume2016-August

Conference

Conference19th IEEE Statistical Signal Processing Workshop, SSP 2016
Country/TerritorySpain
CityPalma de Mallorca
Period25/06/1629/06/16

Keywords

  • B-splines
  • Pile-Up correction
  • Shot-noise
  • nonparametric estimation
  • γ-spectroscopy

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