Estimating arrival rate of nonhomogeneous Poisson processes with semidefinite programming

DOI10.1007/s10479-011-1020-2zbMath1274.90255OpenAlexW2056984789MaRDI QIDQ378749

David Papp, Farid Alizadeh

Publication date: 12 November 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-011-1020-2

zbMATH Keywords

splinesrate functionlinear constraints

Mathematics Subject Classification ID

Semidefinite programming (90C22) General theory of stochastic processes (60G07)

Related Items (4)

Estimating arrival rate of nonhomogeneous Poisson processes with semidefinite programming ⋮ Semi-Infinite Programming using High-Degree Polynomial Interpolants and Semidefinite Programming ⋮ Sum-of-Squares Optimization without Semidefinite Programming ⋮ Modeling probability densities with sums of exponentials via polynomial approximation

Uses Software

• KNITRO
• AMPL
• NEOS

Cites Work

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• A Modeling Language for Mathematical Programming
• Estimating arrival rate of nonhomogeneous Poisson processes with semidefinite programming
• Pseudo-Boolean optimization
• Second-order cone programming
• Lectures on Modern Convex Optimization
• An Automated Multiresolution Procedure for Modeling Complex Arrival Processes
• Arrival Rate Approximation by Nonnegative Cubic Splines
• An Interior Point Algorithm for Large-Scale Nonlinear Programming
• On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
• Linear Model Selection by Cross-Validation

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