10 research outputs found
Monotone and fast computation of Euler’s constant
Abstract We construct sequences of finite sums ( l ˜ n ) n ≥ 0 and ( u ˜ n ) n ≥ 0 converging increasingly and decreasingly, respectively, to the Euler-Mascheroni constant γ at the geometric rate 1/2. Such sequences are easy to compute and satisfy complete monotonicity-type properties. As a consequence, we obtain an infinite product representation for 2 γ converging in a monotone and fast way at the same time. We use a probabilistic approach based on a differentiation formula for the gamma process
Modeling and Analysis of Call Center Arrival Data: A Bayesian Approach
In this paper, we present a modulated Poisson process model to describe and analyze arrival data to a call center. The attractive feature of this model is that it takes into account both covariate and time effects on the call volume intensity, and in so doing, enables us to assess the effectiveness of different advertising strategies along with predicting the arrival patterns. A Bayesian analysis of the model is developed and an extension of the model is presented to describe potential heterogeneity in arrival patterns. The proposed model and the methodology are implemented using real call center arrival data.call center, advertising strategy, modulated Poisson process, Bayesian analysis, heterogeneity
Semiparametric estimation for incoherent optical imaging
The theory of semiparametric estimation offers an elegant way of computing
the Cram\'er-Rao bound for a parameter of interest in the midst of infinitely
many nuisance parameters. Here I apply the theory to the problem of moment
estimation for incoherent imaging under the effects of diffraction and photon
shot noise. Using a Hilbert-space formalism designed for Poisson processes, I
derive exact semiparametric Cram\'er-Rao bounds and efficient estimators for
both direct imaging and a quantum-inspired measurement method called
spatial-mode demultiplexing (SPADE). The results establish the superiority of
SPADE even when little prior information about the object is available.Comment: 15 pages, 3 figures. v2: minor improvement