{"title":"基于半定规划的多元到达率估计","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":"{\"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}","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}
Multivariate arrival rate estimation using semidefinite programming
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.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
