Simulation of nonhomogeneous poisson processes by thinning
DOI10.1002/NAV.3800260304zbMATH Open0497.60003OpenAlexW2052923946WikidataQ56525977 ScholiaQ56525977MaRDI QIDQ103583FDOQ103583
Authors: P. A. W Lewis, Gerald S. Shedler, Peter A. W. Lewis, Gerald S. Shedler
Publication date: September 1979
Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nav.3800260304
Monte Carlo methods (65C05) Markov processes (60J99) Software, source code, etc. for problems pertaining to probability theory (60-04)
Cites Work
Cited In (only showing first 100 items - show all)
- Sensitivity of VOF simulations of the liquid jet breakup to physical and numerical parameters
- Prospective space-time surveillance with cumulative surfaces for geographical identification of the emerging cluster
- Joint covariate-adjusted score test statistics for recurrent events and a terminal event
- Mean-field limit of generalized Hawkes processes
- Kinetic models and intrinsic timescales: simulation comparison for a 2nd order queueing model
- Hawkes processes on large networks
- The Hawkes process with renewal immigration \& its estimation with an EM algorithm
- Estimation for nonhomogeneous Poisson processes from aggregated data
- Gaussian Process‐Based Bayesian Nonparametric Inference of Population Size Trajectories from Gene Genealogies
- A review of self-exciting spatio-temporal point processes and their applications
- Multiple change points detection and clustering in dynamic networks
- Operational methods for minimization of energy consumption of manufacturing equipment
- Bayesian multiple changepoint detection for stochastic models in continuous time
- Model-based clustering for integrated circuit yield enhancement
- Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors
- Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior
- Qualitative properties of certain piecewise deterministic Markov processes
- Comment on ``A review of self-exciting spatiotemporal point process and their applications by Alex Reinhart
- Piecewise deterministic Markov processes for continuous-time Monte Carlo
- Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
- Integrating and accelerating tabu search, simulated annealing, and genetic algorithms
- Testing Separability in Spatial-Temporal Marked Point Processes
- Coordinate sampler: a non-reversible Gibbs-like MCMC sampler
- Hybrid framework for the simulation of stochastic chemical kinetics
- Networks of infinite-server queues with nonstationary Poisson input
- Analyzing point processes subjected to random deletions
- Modeling and analyzing a physician clinic environment using discrete-event (visual) simulation
- Microscopic approach of a time elapsed neural model
- Simulation of stochastic demand data streams for network revenue management problems
- Spatiotemporal point processes: regression, model specifications and future directions
- Stochastic ordering and thinning of point processes
- Exact simulation of the jump times of a class of piecewise deterministic Markov processes
- Adaptive Preferential Sampling in Phylodynamics With an Application to SARS-CoV-2
- Evolution of resistance to anti-cancer therapy during general dosing schedules
- Measures of dynamism and urgency in logistics
- An exact method for the sensitivity analysis of systems simulated by rejection techniques
- Error probability bounds for nuclear detection: improving accuracy through controlled mobility
- Simulation-based transfer function modeling for transient analysis of general queueing systems
- Efficient simulation of non-Poisson non-stationary point processes to study queueing approximations
- reda
- Bayesian inference for Markov jump processes with informative observations
- Exact Bayesian Inference in Spatiotemporal Cox Processes Driven by Multivariate Gaussian Processes
- Latent self-exciting point process model for spatial-temporal networks
- Residual analysis methods for space-time point processes with applications to earthquake forecast models in California
- The time-rescaling theorem and its application to neural spike train data analysis
- US coast guard air station location with respect to distress calls: a spatial statistics and optimization based methodology
- A straightforward iterative algorithm for the planar Voronoi diagram
- Assessment of point process models for earthquake forecasting
- Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data
- Using component technology to develop a simulation library for business process modelling
- Analysis of presence-only data via exact Bayes, with model and effects identification
- Computational methods for multiscale modelling of virus infection dynamics
- Piecewise deterministic Markov processes and their invariant measures
- On the use of probability inequalities in random variate generation
- Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities
- Sparse Graphs Using Exchangeable Random Measures
- Performance of information criteria for selection of Hawkes process models of financial data
- A criterion for local model selection
- Point-process models of social network interactions: Parameter estimation and missing data recovery
- Markov-Modulated Nonhomogeneous Poisson Processes for Modeling Detections in Surveys of Marine Mammal Abundance
- A two-stage stochastic programming approach for multi-activity tour scheduling
- MCMC for normalized random measure mixture models
- Heterogeneous information arrival and option pricing
- Detection of dependence patterns with delay
- Limit theorems for the zig-zag process
- Title not available (Why is that?)
- How contact patterns destabilize and modulate epidemic outbreaks
- Estimating time-varying directed neural networks
- Experience rating in the classic Markov chain life insurance setting
- Modeling and analysis of block arrival times in the Bitcoin blockchain
- nhppp
- Marked self-exciting point process modelling of information diffusion on twitter
- Speed up Zig-Zag
- Automatic zig-zag sampling in practice
- On signalling and estimation limits for molecular birth-processes
- A test for independence between a point process and an analogue signal
- A neural network based model for multi-dimensional non-linear Hawkes processes
- A recursive point process model for infectious diseases
- Reducing Bias in Event Time Simulations via Measure Changes
- Infinite-server queues with Hawkes input
- Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms
- Simulations of Some Doubly Stochastic Poisson Point Processes
- Competition delays multi-drug resistance evolution during combination therapy
- Self-stabilizing processes
- Bootstrap inference for Hawkes and general point processes
- Semi-Lévy driven continuous-time GARCH process
- A test of homogeneity for age-dependent branching processes with immigration
- Efficient Simulation of Sparse Graphs of Point Processes
- Data-driven preventive maintenance for a heterogeneous machine portfolio
- BART-based inference for Poisson processes
- Title not available (Why is that?)
- Variable selection using penalised likelihoods for point patterns on a linear network
- Title not available (Why is that?)
- Symmetric simple exclusion process in dynamic environment: hydrodynamics
- An extension of Hawkes processes with ephemeral nearest effects
- Bayesian Quickest Detection in Sensor Arrays
- Investigating Clustering and Violence Interruption in Gang-Related Violent Crime Data Using Spatial–Temporal Point Processes With Covariates
- Classification of flash crashes using the Hawkes(p,q)framework
- Efficient simulation of Lévy-driven point processes
- On the Estimation of Periodicity or Almost Periodicity in Inhomogeneous Gamma Point‐Process Data
This page was built for publication: Simulation of nonhomogeneous poisson processes by thinning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q103583)