Results 141 to 150 of about 146,110 (315)
On Markov Chains with Uncertain Data [PDF]
In this paper, a general method is described to determine uncertainty intervals for performance measures of Markov chains given an uncertainty region for the parameters of the Markov chains.
Blanc, J.P.C., Hertog, D. den
core +1 more source
CoRRMotivated by techniques developed in recent progress on lower bounds for sublinear time algorithms (Behnezhad, Roghani and Rubinstein, STOC 2023, FOCS 2023, and STOC 2024) we introduce and study a new class of randomized algorithmic processes that we call Markov Chains with Rewinding. In this setting, an algorithm interacts with a (partially observable)
Amir Azarmehr +3 more
openaire +2 more sources
The SIR Model in a Moving Population: Propagation of Infection and Herd Immunity
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT In a collection of particles performing independent random walks on Zd$\mathbb {Z}^d$ we study the spread of an infection with SIR dynamics. Susceptible particles become infected when they meet an infected particle. Infected particles heal and are removed at rate ν$\nu$.
Duncan Dauvergne, Allan Sly
wiley +1 more source
Estimating Components in Finite Mixtures and Hidden Markov Models [PDF]
When the unobservable Markov chain in a hidden Markov model is stationary the marginal distribution of the observations is a finite mixture with the number of terms equal to the number of the states of the Markov chain.
D.S. Poskitt, Jing Zhang
core
Modelling dairy farm size distribution in Poland using an instrumental variable generalized cross entropy markov chain approach [PDF]
, 2008 The aim of this paper is to analyse the evolution of the dairy farm structure of Poland during the post-socialist period. First the paper focuses on how the farm structure has changed over time and what path it is likely to follow in the coming decade ...
Tonini, A., Jongeneel, R.
core
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 +2 more
wiley +1 more source
Particle Filters for Markov Switching Stochastic Volatility Models [PDF]
This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility models in which the regime state is governed by a first-order Markov chain.
Boda Kang, Yun Bao, Carl Chiarella
core
Contributions to Plasma Physics, EarlyView.ABSTRACT Warm dense matter (WDM) is now routinely created and probed in laboratories around the world, providing unprecedented insights into conditions achieved in stellar atmospheres, planetary interiors, and inertial confinement fusion experiments.
M. P. Böhme +15 more
wiley +1 more source
Optimal policies for discrete time risk processes with a Markov chain investment model [PDF]
, 2006 We consider a discrete risk process modelled by a Markov Decision Process. The surplus could be invested in stock market assets. We adopt a realistic point of view and we let the investment return process to be statistically dependent over time.
Romera, Rosario, Diasparra, Maikol
core
Ecography, EarlyView.Non‐native species introductions profoundly alter freshwater communities, yet the mechanisms by which non‐native fishes affect native community stability remain unclear. Using a multi‐decadal dataset on fish community composition and abundance collected across France, we quantified native community stability and decomposed this metric into its main ...
Chengzong Tian +5 more
wiley +1 more source