Results 11 to 20 of about 1,853,662 (312)
Journal of Applied Probability, 2014 The extremes of a univariate Markov chain with regularly varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper we extend this fact to Markov chains with multivariate regularly varying marginal distributions in R
Janssen, A., Segers, J.
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A rapidly mixing Markov chain from any gapped quantum many-body system [PDF]
Quantum, 2023 We consider the computational task of sampling a bit string $x$ from a distribution $\pi(x)=|\langle x|\psi\rangle|^2$, where $\psi$ is the unique ground state of a local Hamiltonian $H$.
Sergey Bravyi +3 more
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Putting Markov Chains Back into Markov Chain Monte Carlo [PDF]
Journal of Applied Mathematics and Decision Sciences, 2007 Markov chain theory plays an important role in statistical inference both in the formulation of models for data and in the construction of efficient algorithms for inference. The use of Markov chains in modeling data has a long history, however the use of Markov chain theory in developing algorithms for statistical inference has only become popular ...
Richard J. Barker, Matthew R. Schofield
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Metastable Markov chains [PDF]
53rd IEEE Conference on Decision and Control, 2014 In this paper, we discuss the dynamics of metastable systems. Such systems exhibit interesting long-living behaviors from which they are guaranteed to inevitably escape (e.g., eventually arriving at a distinct failure or success state). At the heart of this work, we emphasize (1) that for our goals, hybrid systems can be approximated as Markov Decision
Cenk Oguz Saglam, Katie Byl
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Compositional Approximate Markov Chain Aggregation for PEPA Models [PDF]
, 2012 Approximate Markov chain aggregation involves the construction of a smaller Markov chain that approximates the behaviour of a given chain. We discuss two different approaches to obtain a nearly optimal partition of the state-space, based on different ...
Dimitrios Milios +3 more
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Modeling Investment Trends: A Logarithmic-Modified Markov Chain Approach
Journal of Statistical Theory and Applications (JSTA), 2020 The study aimed at stabilizing the changing variance using the logarithmic transformation to achieve a significant proportion of stability and a faster rate of convergence of the steady state transition probability in Markov chains.
Imoh Udo Moffat +2 more
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Forum of Mathematics, Sigma, 2023 Let G be a finite group. Let $H, K$ be subgroups of G and $H \backslash G / K$ the double coset space. If Q is a probability on G which is constant on conjugacy classes ( $Q(s^{-1} t s) = Q(t)$ ), then the random walk driven by Q on G ...
Persi Diaconis +2 more
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Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions [PDF]
, 2014 Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond statistics. A full exposition of Markov chains and their use in Monte Carlo
Livingstone, Samuel +5 more
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Prediction of passenger movement indexes using Holt Winters Markov chain model [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2016 In order to predict the values of passengers movement indexes which enjoy seasonal changes, this research uses Holt Winters Markov chain model, which is a combination of Markov chain and Holt Winters models.
Fatemeh haghighat, Fariborz Golai
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Rudarsko-geološko-naftni Zbornik, 2021 The selection of a drill bit is an essential issue in well planning. Furthermore, identification and evaluation of sedimentary rocks before well drilling plays a crucial role in choosing the drill bit.
Afsaneh Ghaffari Rad +3 more
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