A tutorial on estimator averaging in spatial point process models

Frédéric Lavancier (1, 2) , Paul Rochet (2)

1 SERPICO - Space-timE RePresentation, Imaging and cellular dynamics of molecular COmplexes
2 LMJL - Laboratoire de Mathématiques Jean Leray

Assume that several competing methods are available to estimate a parameter in a given statistical model. The aim of estimator averaging is to provide a new estimator, built as a linear combination of the initial estimators, that achieves better properties, under the quadratic loss, than each individual initial estimator. This contribution provides an accessible and clear overview of the method, and investigates its performances on standard spatial point process models. It is demonstrated that the average estimator clearly improves on standard procedures for the considered models. For each example, the code to implement the method with the R software (which only consists of few lines) is provided.

Mots clés: Thomas process; Determinantal point process; Boolean model; Poisson point process; Aggregation; Averaging

Domaines: Statistiques [math.ST]

Frédéric Lavancier, Paul Rochet. A tutorial on estimator averaging in spatial point process models. Journal de la Société Française de Statistique, 2017, 158 (3), pp.106-123. ⟨hal-01341125v3⟩