Results 71 to 80 of about 3,741,395 (255)
PageRank of Gluing Networks and Corresponding Markov Chains
MathematicsThis paper studies Google’s PageRank algorithm. By an innovative application of the method of gluing Markov chains, we study the properties of Markov chains and extend their applicability by accounting for the damping factor and the personalization ...
Xuqian Ben Han +2 more
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Journal of Probability and Statistics, 2014 We investigate random-time state-dependent Foster-Lyapunov analysis on subgeometric rate ergodicity of continuous-time Markov chains (CTMCs). We are mainly concerned with making use of the available results on deterministic state-dependent drift ...
Mokaedi V. Lekgari
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Forward and reverse representations for Markov chains [PDF]
, 2006 In this paper we carry over the concept of reverse probabilistic representations developed in Milstein, Schoenmakers, Spokoiny (2004) for diffusion processes, to discrete time Markov chains.
Milstein, Grigori +11 more
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CoRR, 2018 The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence measures. Surprisingly, an equally important problem, estimating an unknown Markov chain from its samples, is still far
Yi Hao +2 more
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An Application of Graph Theory in Markov Chains Reliability Analysis
Advances in Electrical and Electronic Engineering, 2014 The paper presents reliability analysis which was realized for an industrial company. The aim of the paper is to present the usage of discrete time Markov chains and the flow in network approach.
Pavel Skalny
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Ricci curvature of Markov chains on metric spaces [PDF]
, 2007 We define the coarse Ricci curvature of metric spaces in terms of how much small balls are closer (in Wasserstein transportation distance) than their centers are. This definition naturally extends to any Markov chain on a metric space.
Y. Ollivier
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Modelling the purchase dynamics of insurance customers using Markov chains
, 2005 This paper considers how various types of Markov chains can be used to help forecast the purchase behaviour of customers. The models are used in a case study of the purchase behaviour of the customers of a major insurance company.
Thomas, Lyn C. +3 more
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Exponential inequalities for nonstationary Markov chains
Dependence Modeling, 2019 Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables.
Alquier Pierre +2 more
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A Hybrid Markov and LSTM Model for Indoor Location Prediction
IEEE Access, 2019 Accurate and robust indoor location prediction plays an important role in indoor location services. Markov chains (MCs) have been widely adopted for location prediction due to their strong interpretability. However, multi-order Markov chains (k -MCs) are
Peixiao Wang +4 more
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ASTIN Bulletin, 2003 We consider a financial market driven by a continuous time homogeneous Markov chain. Conditions for absence of arbitrage and for completeness are spelled out, non-arbitrage pricing of derivatives is discussed, and details are worked out for some cases. Closed form expressions are obtained for interest rate derivatives.
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