On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms [PDF]
The Annals of Applied Probability, 2020 We establish $L^2$-exponential convergence rate for three popular piecewise deterministic Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the zigzag process, and the bouncy particle sampler.
Jianfeng Lu, Lihan Wang
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Applications of Stochastic Semigroups to Queueing Models
Annales Mathematicae Silesianae, 2019 Non-markovian queueing systems can be extended to piecewise-deterministic Markov processes by appending supplementary variables to the system. Then their analysis leads to an infinite system of partial differential equations with an infinite number of ...
Gwiżdż Piotr
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A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process [PDF]
, 2012 In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time.
Romain Azais
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Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary
Journal of Applied Probability, 2023 In this paper we consider the problem of averaging for a class of piecewise deterministic Markov processes (PDMPs) whose dynamic is constrained by the presence of a boundary. On reaching the boundary, the process is forced to jump away from it. We assume
A. Genadot
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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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Fatigue Damage Mechanism-Based Dependent Modeling With Stochastic Degradation and Random Shocks
IEEE Access, 2018 This paper proposes a dependent modeling method for reliability estimation of metal structures under constant amplitude loading and random shocks considering the nonlinear damage accumulation mechanism.
Dan Xu +4 more
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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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Impulse Control of Piecewise Deterministic Markov Processes
The Annals of Applied Probability, 1995 An optimal impulse control problem for piecewise deterministic Markov processes is considered. This control problem is converted to an equivalent dynamic control problem. Necessary and sufficient conditions for optimality for the former problem are given in terms of the value function of the latter problem.
Dempster, M. A. H., Ye, J. J.
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Quantitative model checking of continuous-time Markov chains against timed automata specifications [PDF]
, 2009 We study the following problem: given a continuous-time Markov chain (CTMC) C, and a linear real-time property provided as a deterministic timed automaton (DTA) A, what is the probability of the set of paths of C that are\ud accepted by A (C satisfies A)?
Chen, Taolue +3 more
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On the optimal importance process for piecewise deterministic Markov process
E S A I M: Probability & Statistics, 2019 In order to assess the reliability of a complex industrial system by simulation, and in reasonable time, variance reduction methods such as importance sampling can be used.
H. Chraibi +3 more
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