Multivariate Arrival Rate Estimation by Sum-of-Squares Polynomial Splines and Semidefinite Programming
نویسندگان
چکیده
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 using sum of squares polynomial optimization. It is easily parallelized exploiting the sparsity of the neighborhood structure of the underlying spline space; as a result, it is very efficient and scalable. Numerical illustration is included.
منابع مشابه
Multivariate Arrival Rate Estimation by Sum-of-squares Polynomial Splines and Decomposition
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تاریخ انتشار 2011