12 citations · 13 across the 2 of their papers we have counts for
3 papers
Repelled point processes with application to numerical integration
Diala Hawat, Gabriel Mastrilli, Rémi Bardenet +1
We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point…
Multiple change-point detection for Poisson point processes
C. Dion-Blanc, D. Hawat, E. Lebarbier +1
The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisso…
On estimating the structure factor of a point process, with applications to hyperuniformity
Diala Hawat, Guillaume Gautier, Rémi Bardenet +1
Hyperuniformity is the study of stationary point processes with a sub-Poisson variance in a large window. In other words, counting the points of a hyperuniform point process that f…