Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 41 2 Solution 2026-10-14
Write for the scalar intercept denoted in the question, to distinguish it from the individual means . The log-likelihood of the independent Poisson observations isDifferentiating gives the score equations for an interior maximum-likelihood estimator:In particular, when ,The left side is a weighted covariate mean whose derivative is its weighted variance, so it is strictly increasing when the covariates are not all equal. An interior solution is unique if the observed count-weighted mean is strictly between the smallest and largest covariates. At an extreme it may require a limiting slope, and if all counts are zero the maximum occurs as , rather than at finite parameters. Constant covariates make the slope and intercept unidentifiable.
Put . The negative Hessian matrix is deterministic at given parameters and is also the Fisher information matrix:Under the usual interior, increasing-information regularity for asymptotic normality of a maximum likelihood estimator, replace the unknown means by their fitted values and read the lower-right entry:Equivalently, Poisson slope information after eliminating an intercept is , with . This explains both the positive denominator for varying covariates and the loss of slope information when their spread is small.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 64 2 Solution Created 2026-10-03 Updated 2026-10-07
Positivity means almost everywhere, since the real logarithm must belong to . A positivity-preserving operator gives . For fixed , the scalar shifted Poisson data fidelity is , withComposition with the linear operator proves convexity in , and strict convexity holds along pairs whose forward images differ on a set of positive measure. The admissible class itself is convex: the concavity of the logarithm gives , controlling its negative part, while controls its positive part.
Because and , the Jensen inequality gives the requested bound:The final equality uses nonnegativity and the unit area. Since , this controls the forward-image norm on energy sublevels.
The printed strictly positive problem has no minimizer. This is nonattainment under strict positivity for shifted Poisson fidelity, rather than a failure of the coercivity calculation. Indeed, with and , implies . Also cannot vanish identically for a strictly positive . To see this, let . If , positivity and give . But in and continuity of would imply , contradicting the hypothesis. Thus every admissible has positive fidelity and hence positive total energy.
Conversely, the constants are admissible, have zero total variation, and satisfyTheir logarithms are integrable for each , but the limit is excluded. ThereforeA bounded minimizing sequence and bounded-variation compactness do not repair a nonclosed positivity/logarithm constraint. In particular, a literal existence or uniqueness proof for that domain is impossible.
The natural correction is to minimize over with , omitting the unnecessary condition: the fidelity only contains , which is already integrable. Here is the full existence for nonnegative shifted Poisson regularization argument, also valid for any bounded nonnegative data . Let , , and take a minimizing sequence of energy at most . The displayed bound gives and . Write . The Poincaré inequality for total variation and mean control for positive imaging operators yieldThe denominator is nonzero, so the full norm is bounded. Bounded-variation compactness gives in along a subsequence, with . Continuity gives in . On , , so the fidelity converges in the integral; lower semicontinuity of variation completes the direct method in the calculus of variations.
For the actual printed data , the corrected problem has the unique minimizer , even if is not injective. Zero attains energy zero. Any other zero-energy candidate would have both and ; on the connected square, zero variation makes a nonnegative constant, and forces that constant to vanish. For general positive bounded data, an injective is a sufficient uniqueness condition, because its fidelity is strictly convex; injectivity is not a necessary condition in every instance.
In the finite-dimensional interpretation, let . Independent Poisson observations with these intensities have negative log-likelihood . Removing the constant gives precisely the stated fidelity. Thus the model is Poisson counting noise with a unit background intensity, or an approximate version of it for rescaled/continuous grey values. Literal Poisson counts are integers; the constraint is a grey-value normalization, not a literal unscaled count sample.
Poisson observation 2026-10-07
A Poisson observation is an integer-valued count modeled by a Poisson distribution of specified intensity, possibly conditionally on a latent field. Independent Poisson observations motivate Poisson data fidelity through their log-likelihood.
Shifted Poisson data fidelity 2026-10-07
For and a positivity-preserving operator, this is the negative log-likelihood for independent Poisson observations with intensity , up to constants depending only on the data and the unit background. For bounded , its scalar derivatives are and on . It is convex, and strictly convex in the predicted intensity when almost everywhere. On a unit-area domain, the Jensen inequality gives . The shift makes integrable whenever ; no integrability of is needed.