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Pairwise likelihood estimation for multivariate mixed Poisson models generated by Gamma intensities

Chatelain, Florent and Lambert-Lacroix, Sophie and Tourneret, Jean-Yves Pairwise likelihood estimation for multivariate mixed Poisson models generated by Gamma intensities. (2009) Statistics and Computing, vol. 1 (n° 3). pp. 283-301. ISSN 1573-1375

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Official URL: http://dx.doi.org/10.1007/s11222-008-9092-9

Abstract

Estimating the parameters of multivariate mixed Poisson models is an important problem in image processing applications, especially for active imaging or astronomy. The classical maximum likelihood approach cannot be used for these models since the corresponding masses cannot be expressed in a simple closed form. This paper studies a maximum pairwise likelihood approach to estimate the parameters of multivariate mixed Poisson models when the mixing distribution is a multivariate Gamma distribution. The consistency and asymptotic normality of this estimator are derived. Simulations conducted on synthetic data illustrate these results and show that the proposed estimator outperforms classical estimators based on the method of moments. An application to change detection in low-flux images is also investigated.

Item Type:Article
Additional Information:The original publication is available at www.springerlink.com
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:French research institutions > Institut National de la Recherche en Informatique et en Automatique - INRIA
Université de Toulouse > Institut National Polytechnique de Toulouse - INPT
Other partners > Institut National Polytechnique de Grenoble (FRANCE)
Université de Toulouse > Université Paul Sabatier-Toulouse III - UPS
Other partners > Université Joseph Fourier Grenoble 1 - UJF (FRANCE)
Other partners > Université Pierre Mendès France, Grenoble 2 - UPMF (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS
Laboratory name:
Statistics:download
Deposited By: Jean-yves TOURNERET

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