{"title":"Multivariate arrival rate estimation using semidefinite programming","authors":"D. Papp, F. Alizadeh","doi":"10.1109/WSC.2011.6147982","DOIUrl":null,"url":null,"abstract":"An efficient method for the smooth estimation of the arrival rate of non-homogeneous, multi-dimensional Poisson processes from inexact arrivals is presented. The method provides a piecewise polynomial spline estimator. It is easily parallelized, and it exploits the sparsity of the neighborhood structure of the underlying spline space; as a result, it is very efficient and scalable. Numerical illustration is included.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"124 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 2011 Winter Simulation Conference (WSC)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/WSC.2011.6147982","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
An efficient method for the smooth estimation of the arrival rate of non-homogeneous, multi-dimensional Poisson processes from inexact arrivals is presented. The method provides a piecewise polynomial spline estimator. It is easily parallelized, and it exploits the sparsity of the neighborhood structure of the underlying spline space; as a result, it is very efficient and scalable. Numerical illustration is included.
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