Paper: | SPTM-P10.5 |
Session: | Estimation |
Time: | Thursday, May 18, 16:30 - 18:30 |
Presentation: |
Poster
|
Topic: |
Signal Processing Theory and Methods: Detection, Estimation, Classification Theory and Applications |
Title: |
Estimating the Parameters of the Multivariate Poisson Distribution using the Composite Likelihood Concept |
Authors: |
Thomas Jost, Ramon Brcich, Abdelhak Zoubir, Technical University of Darmstadt, Germany |
Abstract: |
In this paper 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 is based 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. |