I-SMOOTH: Iteratively smoothing piecewise-constant Poisson-process rate functions

@article{Chen2011ISMOOTHIS,
  title={I-SMOOTH: Iteratively smoothing piecewise-constant Poisson-process rate functions},
  author={Huifen Chen and Bruce W. Schmeiser},
  journal={Proceedings of the 2011 Winter Simulation Conference (WSC)},
  year={2011},
  pages={469-480}
}
Piecewise-constant Poisson process rate functions are easy to estimate and provide easy random-process generation. When the true rate function is continuous, however, a piecewise-constant approximation is sometimes unacceptably crude. Given a non-negative piecewise-constant rate function, we discuss SMOOTH (Smoothing via Mean-constrained Optimized-Objective Time Halving), a quadratic optimization formulation that yields a smoother non-negative piecewise-constant rate function having twice as… CONTINUE READING

Similar Papers

Citations

Publications citing this paper.
SHOWING 1-3 OF 3 CITATIONS

MNO-PQRS: Max Nonnegativity Ordering - Piecewise-Quadratic Rate Smoothing

  • ACM Trans. Model. Comput. Simul.
  • 2017
VIEW 7 EXCERPTS
CITES METHODS
HIGHLY INFLUENCED

Piecewise-quadratic rate smoothing: The cyclic context

  • Proceedings of the Winter Simulation Conference 2014
  • 2014
VIEW 4 EXCERPTS
CITES METHODS & BACKGROUND
HIGHLY INFLUENCED