Poisson Process Driven Stochastic Differential Equations for bivariate heavy tailed distributions.
Shan LuGennady SamorodnitskyWeibo GongBo JiangJieqi KangDon TowsleyPublished in: ACC (2016)
Keyphrases
- graphical models
- poisson process
- brownian motion
- heavy tailed distributions
- stochastic differential equations
- arrival rate
- probabilistic model
- lead time
- gaussian process
- partial differential equations
- steady state
- decision making
- bayesian inference
- diffusion process
- stochastic processes
- stochastic process
- model selection