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Simulating Multivariate Nonhomogeneous Poisson Processes Using Projections

โœ Scribed by Saltzman, Evan A.; Drew, John H.; Leemis, Lawrence M.; Henderson, Shane G.

Book ID
121675330
Publisher
Association for Computing Machinery
Year
2012
Tongue
English
Weight
190 KB
Volume
22
Category
Article
ISSN
1049-3301

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๐Ÿ“œ SIMILAR VOLUMES

Simulating Multivariate Nonhomogeneous P
Simulating Multivariate Nonhomogeneous Poisson Processes Using Projections
โœ Saltzman, Evan A.; Drew, John H.; Leemis, Lawrence M.; Henderson, Shane G. ๐Ÿ“‚ Article ๐Ÿ“… 2012 ๐Ÿ› Association for Computing Machinery ๐ŸŒ English โš– 190 KB

Established techniques for generating an instance of a multivariate NonHomogeneous Poisson Process (NHPP) such as thinning can become highly inefficient as the dimensionality of the process is increased, particularly if the defining intensity (or rate) function has a pronounced peak. To overcome thi