I-SMOOTH: Iteratively Smoothing Mean-Constrained and Nonnegative Piecewise-Constant Functions
Published Online:29 Jun 2012https://doi.org/10.1287/ijoc.1120.0512
References
- . Algorithm 559: The stationary point of a quadratic function subject to linear constraints. ACM Trans. Math. Software (1980) 6(3):432–436Crossref, Google Scholar
- . Numerical Methods for Least Squares Problems (1996) (SIAM, Philadelphia) Crossref, Google Scholar
- . A fast non-negativity-constrained least squares algorithm. J. Chemometrics (1997) 11(5):393–401Crossref, Google Scholar
- , Jain S, Creasey RR, Himmelspach J, White KP, Fu M. I-SMOOTH: Iteratively smoothing piecewise-constant Poisson-process rate functions. Proc. 2011 Winter Simulation Conf. (2011) Phoenix, Arizona(IEEE Computer Society Press, Washington, DC) 469–480Crossref, Google Scholar
- . A Practical Guide to Splines (2001) revised ed.(Springer-Verlag, New York) Google Scholar
- . Toeplitz and circulant matrices: A review. Foundations and Trends in Comm. Inform. Theory (2005) 2(3):155–329[Published earlier in Information Systems Laboratory Technical Report, Stanford University, Stanford, CA, 1971. Available at http://ee.stanford.edu/~gray/toeplitz.pdf.]Crossref, Google Scholar
- . Matrices with Applications in Statistics (2001) 2nd ed.(Duxbury Press, Pacific Grove, CA) Google Scholar
- . A time-varying Poisson arrival process generator. Simulation (1984) 43(4):193–195Crossref, Google Scholar
- . Least squares estimation of nonhomogeneous Poisson processes. J. Statist. Comput. Simulation (2000) 67(1):75–108Crossref, Google Scholar
- . Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects. Eur. J. Oper. Res. (2001) 133(3):566–582Crossref, Google Scholar
- . Solving Least Squares Problems (1974) (Prentice-Hall, Englewood Cliffs, New Jersey) Google Scholar
- . Nonparametric estimation of the cumulative intensity function for a nonhomogeneous Poisson process. Management Sci. (1991) 37(7):886–900Link, Google Scholar
- MathWorks R2010b MathWorks Documentation. (2010) . Accessed April 2011, http://www.mathworks.com/help/toolbox/optim/ug/lsqlin.htmlGoogle Scholar
- . Algorithms for bound constrained quadratic programming problems. Numerische Mathematik (1989) 55(4):377–400Crossref, Google Scholar
- OPTN Organ Procurement and Transplantation Network. (2011) . Accessed April 2011, http://optn.transplant.hrsa.gov/latestData/advancedData.aspGoogle Scholar
- . Numerical Recipes: The Art of Scientific Computing (2007) 3rd ed.(Cambridge University Press)Google Scholar
- . Elementary Differential Geometry (2010) 2nd ed.(Springer-Verlag, New York) Crossref, Google Scholar
- . Smoothing piecewise-constant rate functions. Proc. Indust. Engrg. Res. Conf. (2003) (Institute of Industrial Engineers, Portland, Oregon) . 6 pages (cd only)Google Scholar
- . The analytic inversion of any finite symmetric tridiagonal matrix. J. Physics A: Math. General (1997) 30(8):2889–2893Crossref, Google Scholar

