The impact of lateral house connections on the serviceability of sewer systems

It remains unknown how lateral house connections affect the performance of the sewer system, since the assessment of serviceability is mainly based on the state of the main sewer system. Further insight into the contribution of lateral house connections to the overall level of service provided can aid to target investments to parts of the system...

On search games that include ambush

We present a stochastic game that models ambush/search in a finite region Q which has area but no other structure. The searcher can search a unit area of Q in unit time or adopt an "ambush" mode for a certain period. The searcher "captures" the hider when the searched region contains the hider's location or if the hider moves while the searcher...

A non-parametric Bayesian approach to decompounding from high frequency data

Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density f0 of its jump sizes, as well as of its intensity λ0. We take a Bayesian approach to the problem and specify the prior on f0 as the Dirichlet location mixture of normal densities. An independent prior for λ0 is assumed to be...

Decompounding discrete distributions: A nonparametric Bayesian approach

Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a nonparametric Bayesian approach to estimate the intensity of the underlying Poisson process and the distribution of the jumps. We provide a Markov chain Monte Carlo...

Bernstein von Mises theorems for statistical inverse problems II: Compound Poisson processes

We study nonparametric Bayesian statistical inference for the parameters governing a pure jump process of the form (Formula Presented) where N(t) is a standard Poisson process of intensity λ, and Z _k are drawn i.i.d. from jump measure μ. A high-dimensional wavelet series prior for the Lévy measure ν = λμ is devised and the...

Effects of Seasonality on the Estimation of Environmental Extremes: A Study of Non-Homogeneous Methods for Estimating Environmental Extremes

Extreme value theory is commonly applied in ocean engineering to estimate extreme environmental conditions (e.g. wave height and wind speed). Extreme value models generally assume data are identically distributed and homogeneous in time. Because there are often different dominant generating mechanisms in different seasons, the sample...