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SUMMARY:Stein estimation of the intensity of a  spatial homogeneous Poisso
 n point process - Marianne Clausel\, University of Grenoble
DTSTART:20150424T150000Z
DTEND:20150424T160000Z
UID:TALK58609@talks.cam.ac.uk
CONTACT:20082
DESCRIPTION:In this talk\, we revisit  the original ideas of Stein and pro
 pose an estimator of the intensity parameter of a homogeneous Poisson poin
 t process defined on R^d and observed on a bounded window. The procedure i
 s based on a new integration by parts formula for Poisson point processes.
  We show that our Stein estimator outperforms the maximum likelihood estim
 ator in terms of mean squared error. In many practical situations\, we obt
 ain a gain larger than 30%.
LOCATION:MR12\,  Centre for Mathematical Sciences\, Wilberforce Road\, Cam
 bridge
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