Results 31 to 40 of about 3,888 (182)
A Stochastic Approach to Noise Modeling for Barometric Altimeters
Sensors, 2013 The question whether barometric altimeters can be applied to accurately track human motions is still debated, since their measurement performance are rather poor due to either coarse resolution or drifting behavior problems.
Angelo Maria Sabatini, Vincenzo Genovese
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Stochastic semantics for Communicating Piecewise Deterministic Markov Processes [PDF]
Proceedings of the 44th IEEE Conference on Decision and Control, 2006 CPDPs (Communicating Piecewise Deterministic Markov Processes) can be used for compositional specification of systems from the class of stochastic hybrid processes formed by PDPs (Piecewise Deterministic Markov Processes). We give an extension of the CPDP model.
Strubbe, S.N., van der Schaft, Arjan
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A useful technique for piecewise deterministic Markov decision processes [PDF]
Operations Research Letters, 2021 This paper presents with justifications a technique that is useful for the study of piecewise deterministic Markov decision processes (PDMDPs) with general policies and unbounded transition intensities. This technique produces an auxiliary PDMDP from the original one.
Xin Guo, Yi Zhang 0027
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Piecewise Deterministic Markov Processes for Bayesian Neural Networks
CoRR, 2023 Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the cost of increased computation due to its incompatibility to subsampling of the likelihood.
Goan, Ethan +3 more
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Maintenance Optimisation of Optronic Equipment
Chemical Engineering Transactions, 2013 As part of optimizing the reliability, Thales Optronics now includes systems that examine the state of its equipment. This function is performed by HUMS (Health & Usage Monitoring System).
C. Baysse +5 more
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Algorithmic bisimulation for Communicating Piecewise Deterministic Markov Processes [PDF]
Proceedings of the 44th IEEE Conference on Decision and Control, 2006 In this paper we present an algorithm for finding a bisimulation relation for stochastic hybrid systems from the class of CPDPs (Communicating Piecewise Deterministic Markov Processes). We prove that the fixed point of the algorithm forms a bisimulation on the state space of the CPDP.
Strubbe, S.N., van der Schaft, Arjan
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Approximations of Piecewise Deterministic Markov Processes and their convergence properties
Stochastic Processes and their Applications, 2022 Piecewise deterministic Markov processes (PDMPs) are a class of stochastic processes with applications in several fields of applied mathematics spanning from mathematical modeling of physical phenomena to computational methods. A PDMP is specified by three characteristic quantities: the deterministic motion, the law of the random event times, and the ...
Andrea Bertazzi +2 more
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Polynomial Convergence Rates of Piecewise Deterministic Markov Processes
Methodology and Computing in Applied Probability, 2022 Abstract We consider piecewise-deterministic Markov processes such as the Bouncy Particle sampler, on target densities with polynomial tails. Using direct drift condition methods, we provide bounds on the polynomial order of the processes' convergence rate to stationary, on both one-dimensional and high-dimensional state spaces, in both total ...
Roberts, Gareth O. +1 more
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Piecewise deterministic Markov processes for continuous-time Monte Carlo [PDF]
, 2018 \ua9 2018, Institute of Mathematical Statistics.Recently, there have been conceptually new developments in Monte Carlo methods through the introduction of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather ...
Fearnhead P +3 more
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Risk‐aware safe reinforcement learning for control of stochastic linear systems
Asian Journal of Control, EarlyView.Abstract This paper presents a risk‐aware safe reinforcement learning (RL) control design for stochastic discrete‐time linear systems. Rather than using a safety certifier to myopically intervene with the RL controller, a risk‐informed safe controller is also learned besides the RL controller, and the RL and safe controllers are combined together ...
Babak Esmaeili +2 more
wiley +1 more source