29 citations · 71 across the 9 of their papers we have counts for
5 papers · 1 filter
Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model
Jean-François Coeurjolly, Rémy Drouilhet
This paper presents asymptotic properties of the maximum pseudo-likelihood estimator of a vector $\Vectθ$ parameterizing a stationary Gibbs point process. Sufficient conditions, ex…
Takacs Fiksel method for stationary marked Gibbs point processes
Jean-François Coeurjolly, David Dereudre, Rémy Drouilhet +1
This paper studies a method to estimate the parameters governing the distribution of a stationary marked Gibbs point process. This procedure, known as the Takacs-Fiksel method, is…
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet
This paper is devoted to the estimation of a vector parametrizing an energy function of a Gibbs point process, via the maximum pseudolikelihood method. Strong consistency a…
Normalized information-based divergences
Jean-François Coeurjolly, Rémy Drouilhet, Jean-François Robineau
This paper is devoted to the mathematical study of some divergences based on the mutual information well-suited to categorical random vectors. These divergences are generalizations…
Maximum pseudo-likelihood estimator for nearest-neighbours Gibbs point processes
Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet
This paper is devoted to the estimation of a vector parametrizing an energy function associated to some "Nearest-Neighbours" Gibbs point process, via the pseudo-likelihood method.…