Results 81 to 90 of about 98,858 (265)

Interacting two-state Markov chains on undirected networks [PDF]

, 2015
It is shown that irreducible two-state continuous-time Markov chains interacting on a network in a bilinear fashion have a unique stable steady state.
Min-Oo, Maung
core  

A hidden Markov model and reinforcement learning‐based strategy for fault‐tolerant control

The Canadian Journal of Chemical Engineering, EarlyView.
Abstract This study introduces a data‐driven control strategy integrating hidden Markov models (HMM) and reinforcement learning (RL) to achieve resilient, fault‐tolerant operation against persistent disturbances in nonlinear chemical processes. Called hidden Markov model and reinforcement learning (HMMRL), this strategy is evaluated in two case studies
Tamera Leitao, Debaprasad Dutta, Simant R. Upreti   +2 more
wiley   +1 more source

Restricted Tweedie stochastic block models

Canadian Journal of Statistics, EarlyView.
Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

Urban Science Meets Cyber Risk: Quantifying Smart City Downtime with CTMC and H3 Geospatial Data

Urban Science
This work quantifies downtime caused by cyberattacks for eight critical urban services in Milan by coupling sectoral Continuous-Time Markov Chains (CTMCs) with an approximately equal-area H3 hexagonal grid of the city.
Enrico Barbierato, Serena Curzel, Alice Gatti, Marco Gribaudo   +3 more
doaj   +1 more source

Distributed Continuous-Time Fault Estimation Control for Multiple Devices in IoT Networks

IEEE Access, 2019
This paper investigates distributed continuous-time fault estimation for multiple devices in the Internet-of-Things (IoT) networks by using a hybrid between cooperative control and state prediction techniques.
Roberto Casado-Vara, Paulo Novais, Ana Belen Gil, Javier Prieto, Juan Manuel Corchado   +4 more
doaj   +1 more source

A goodness‐of‐fit test for regression models with discrete outcomes

Canadian Journal of Statistics, EarlyView.
Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang, Christian Genest, Johanna G. Nešlehová   +2 more
wiley   +1 more source

Parallel algorithms for simulating continuous time Markov chains [PDF]

We have previously shown that the mathematical technique of uniformization can serve as the basis of synchronization for the parallel simulation of continuous-time Markov chains.
Heidelberger, Philip, Nicol, David M.
core   +1 more source

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

Reweighting Scheme for the Calculation of Grand‐Canonical Expectation Values in Quantum Monte Carlo Simulations With a Fermion Sign Problem

Contributions to Plasma Physics, EarlyView.
ABSTRACT Ab initio path integral Monte Carlo (PIMC) simulations constitute the gold standard for the estimation of a broad range of equilibrium properties of a host of interacting quantum many‐body systems spanning a broad range of conditions from ultracold atoms to warm dense quantum plasmas.
Paul Hamann, Jan Vorberger, Tobias Dornheim   +2 more
wiley   +1 more source