Simulation of nonhomogeneous poisson processes by thinning
From MaRDI portal
Publication:103583
DOI10.1002/nav.3800260304zbMath0497.60003OpenAlexW2052923946WikidataQ56525977 ScholiaQ56525977MaRDI QIDQ103583
Gerald S. Shedler, P. A. W Lewis, Gerald S. Shedler, Peter A. W. Lewis
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)
Related Items (only showing first 100 items - show all)
Using component technology to develop a simulation library for business process modelling ⋮ Multiple change points detection and clustering in dynamic networks ⋮ Mining periodic patterns and cascading bursts phenomenon in individual e-mail communication ⋮ Integrating and accelerating tabu search, simulated annealing, and genetic algorithms ⋮ Testing Separability in Spatial-Temporal Marked Point Processes ⋮ Decomposition of random variables with bounded hazard rates ⋮ A review of self-exciting spatio-temporal point processes and their applications ⋮ 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 ⋮ Microscopic approach of a time elapsed neural model ⋮ Semi-Lévy driven continuous-time GARCH process ⋮ Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains ⋮ Measures of dynamism and urgency in logistics ⋮ An exact method for the sensitivity analysis of systems simulated by rejection techniques ⋮ Sensitivity of VOF simulations of the liquid jet breakup to physical and numerical parameters ⋮ Performance of information criteria for selection of Hawkes process models of financial data ⋮ Exact simulation of extrinsic stress-release processes ⋮ Infinite-server queues with Hawkes input ⋮ Classification of flash crashes using the Hawkes(p,q)framework ⋮ Model-based clustering for integrated circuit yield enhancement ⋮ Exact simulation of the jump times of a class of piecewise deterministic Markov processes ⋮ Simulation of stochastic demand data streams for network revenue management problems ⋮ The Hawkes process with renewal immigration \& its estimation with an EM algorithm ⋮ The first and second order moment structure of an inhomogeneous gamma point process ⋮ Geometric ergodicity of the bouncy particle sampler ⋮ Antibody dynamics for \textit{Plasmodium vivax} malaria: a mathematical model ⋮ Multiple window scan statistics for two dimensional Poisson processes ⋮ Adaptive Preferential Sampling in Phylodynamics With an Application to SARS-CoV-2 ⋮ Heterogeneous information arrival and option pricing ⋮ Reducing Bias in Event Time Simulations via Measure Changes ⋮ Truncated Hawkes point process modeling: system theory and system identification ⋮ Hybrid framework for the simulation of stochastic chemical kinetics ⋮ Hawkes processes in insurance: risk model, application to empirical data and optimal investment ⋮ Modelling informative time points: an evolutionary process approach ⋮ Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior ⋮ Mean-field limit of generalized Hawkes processes ⋮ Simulation-based transfer function modeling for transient analysis of general queueing systems ⋮ A two-stage stochastic programming approach for multi-activity tour scheduling ⋮ Point-process models of social network interactions: Parameter estimation and missing data recovery ⋮ Estimation for nonhomogeneous Poisson processes from aggregated data ⋮ Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns ⋮ Efficient simulation of non-Poisson non-stationary point processes to study queueing approximations ⋮ Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities ⋮ Sparse Graphs Using Exchangeable Random Measures ⋮ Exact Bayesian Inference in Spatiotemporal Cox Processes Driven by Multivariate Gaussian Processes ⋮ Probabilistic representations of fragmentation equations ⋮ Unnamed Item ⋮ Doubly Stochastic Poisson Model of Flagellar Length Control ⋮ A straightforward iterative algorithm for the planar Voronoi diagram ⋮ Estimating time-varying directed neural networks ⋮ Evolution of resistance to anti-cancer therapy during general dosing schedules ⋮ Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data ⋮ Error probability bounds for nuclear detection: improving accuracy through controlled mobility ⋮ Modeling and Simulation of Nonstationary Non-Poisson Arrival Processes ⋮ Kinetic models and intrinsic timescales: simulation comparison for a 2nd order queueing model ⋮ Marked self-exciting point process modelling of information diffusion on twitter ⋮ Competition delays multi-drug resistance evolution during combination therapy ⋮ Latent self-exciting point process model for spatial-temporal networks ⋮ Self-stabilizing processes ⋮ Qualitative properties of certain piecewise deterministic Markov processes ⋮ Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis ⋮ Bayesian Quickest Detection in Sensor Arrays ⋮ Gaussian Process‐Based Bayesian Nonparametric Inference of Population Size Trajectories from Gene Genealogies ⋮ Analysis of presence-only data via exact Bayes, with model and effects identification ⋮ Unnamed Item ⋮ Symmetric simple exclusion process in dynamic environment: hydrodynamics ⋮ Analyzing point processes subjected to random deletions ⋮ Simulated likelihood estimators for discretely observed jump-diffusions ⋮ The Time-Rescaling Theorem and Its Application to Neural Spike Train Data Analysis ⋮ Detection of dependence patterns with delay ⋮ Networks of infinite-server queues with nonstationary Poisson input ⋮ A criterion for local model selection ⋮ Joint covariate-adjusted score test statistics for recurrent events and a terminal event ⋮ Coordinate sampler: a non-reversible Gibbs-like MCMC sampler ⋮ Bayesian multiple changepoint detection for stochastic models in continuous time ⋮ Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models ⋮ reda ⋮ Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral ⋮ Statistical inference for \(M_t/G/ Infinity\) queueing systems under incomplete observations ⋮ Growth network models with random number of attached links ⋮ Residual analysis methods for space-time point processes with applications to earthquake forecast models in California ⋮ Modeling and analysis of block arrival times in the Bitcoin blockchain ⋮ Unnamed Item ⋮ Experience rating in the classic Markov chain life insurance setting ⋮ Piecewise deterministic Markov processes and their invariant measures ⋮ On signalling and estimation limits for molecular birth-processes ⋮ US coast guard air station location with respect to distress calls: a spatial statistics and optimization based methodology ⋮ An extension of Hawkes processes with ephemeral nearest effects ⋮ Spatiotemporal point processes: regression, model specifications and future directions ⋮ A recursive point process model for infectious diseases ⋮ On the Estimation of Periodicity or Almost Periodicity in Inhomogeneous Gamma Point‐Process Data ⋮ Markov-Modulated Nonhomogeneous Poisson Processes for Modeling Detections in Surveys of Marine Mammal Abundance ⋮ Bayesian inference for Markov jump processes with informative observations ⋮ Automatic zig-zag sampling in practice ⋮ A test of homogeneity for age-dependent branching processes with immigration ⋮ On the use of probability inequalities in random variate generation ⋮ Stochastic ordering and thinning of point processes ⋮ Prospective space-time surveillance with cumulative surfaces for geographical identification of the emerging cluster ⋮ Hawkes processes on large networks ⋮ Investigating Clustering and Violence Interruption in Gang-Related Violent Crime Data Using Spatial–Temporal Point Processes With Covariates
Cites Work
This page was built for publication: Simulation of nonhomogeneous poisson processes by thinning