TY - GEN
T1 - Multivariate arrival rate estimation using semidefinite programming
AU - Papp, Dávid
AU - Alizadeh, Farid
PY - 2011
Y1 - 2011
N2 - 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.
AB - 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.
UR - https://www.scopus.com/pages/publications/84858021014
UR - https://www.scopus.com/pages/publications/84858021014#tab=citedBy
U2 - 10.1109/WSC.2011.6147982
DO - 10.1109/WSC.2011.6147982
M3 - Conference contribution
AN - SCOPUS:84858021014
SN - 9781457721083
T3 - Proceedings - Winter Simulation Conference
SP - 2772
EP - 2782
BT - Proceedings of the 2011 Winter Simulation Conference, WSC 2011
T2 - 2011 Winter Simulation Conference, WSC 2011
Y2 - 11 December 2011 through 14 December 2011
ER -