Estimating the Parameters of the Multivariate Poisson Distribution Using the Composite Likelihood Concept

Author

Jost, Thomas A. ; Brcich, Ramon F. ; Zoubir, Abdelhak M.

Author_Institution

Signal Process. Group, Darmstadt Technol. Univ.

Volume

3

fYear

2006

fDate

14-19 May 2006

Abstract

We address estimation for the multivariate Poisson distribution with second order correlation structure. Existing estimators such as maximum likelihood estimators are too computationally expensive whereas the moment estimator has low efficiency. The proposed estimator uses on the concept of composite likelihood and is, in terms of computational complexity and efficiency, in between a simple moment estimator and the complex maximum likelihood approach

Keywords

Poisson distribution; computational complexity; maximum likelihood estimation; signal processing; composite likelihood concept; computational complexity; maximum likelihood estimators; moment estimator; multivariate Poisson distribution; second order correlation structure; Biomedical signal processing; Computational complexity; Data analysis; Image analysis; Maximum likelihood estimation; Parameter estimation; Random variables; Signal analysis; Telecommunication computing; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings. 2006 IEEE International Conference on

Conference_Location

Toulouse

ISSN

1520-6149

Print_ISBN

1-4244-0469-X

Type

conf

DOI

10.1109/ICASSP.2006.1660739

Filename

1660739