Search results for " Marko"

Combining Sequence Analysis and Hidden Markov Models in the Analysis of Complex Life Sequence Data

2018

Life course data often consists of multiple parallel sequences, one for each life domain of interest. Multichannel sequence analysis has been used for computing pairwise dissimilarities and finding clusters in this type of multichannel (or multidimensional) sequence data. Describing and visualizing such data is, however, often challenging. We propose an approach for compressing, interpreting, and visualizing the information within multichannel sequences by finding (1) groups of similar trajectories and (2) similar phases within trajectories belonging to the same group. For these tasks we combine multichannel sequence analysis and hidden Markov modelling. We illustrate this approach with an …

Dynamics in stochastic evolutionary models

2014

First published: 01 February 2016 We characterize transitions between stochastically stable states and relative ergodic probabilities in the theory of the evolution of conventions. We give an application to the fall of hegemonies in the evolutionary theory of institutions and conflict, and illustrate the theory with the fall of the Qing dynasty and the rise of communism in China. We are especially indebted to Juan Block for his many comments and suggestions. We would also like to thank Drew Fudenberg, Kevin Hasker, Matt Jackson, Peyton Young, and five anonymous referees. We are grateful to NSF Grant SES-08-51315 and to the MIUR PRIN 20103S5RN3 for financial support.

Clickstream Data Analysis: A Clustering Approach Based on Mixture Hidden Markov Models

2023

Nowadays, the availability of devices such as laptops and cell phones enables one to browse the web at any time and place. As a consequence, a company needs to have a website so as to maintain or increase customer loyalty and reach potential new customers. Besides, acting as a virtual point-of-sale, the company portal allows it to obtain insights on potential customers through clickstream data, web generated data that track users accesses and activities in websites. However, these data are not easy to handle as they are complex, unstructured and limited by lack of clear information about user intentions and goals. Clickstream data analysis is a suitable tool for managing the complexity of t…

Recursion at the crossroads of sequence modeling, random trees, stochastic algorithms and martingales

2013

This monograph synthesizes several studies spanning from dynamical systems in the statistical analysis of sequences, to analysis of algorithms in random trees and discrete stochastic processes. These works find applications in various fields ranging from biological sequences to linear regression models, branching processes, through functional statistics and estimates of risk indicators for insurances. All the established results use, in one way or another, the recursive property of the structure under study, by highlighting invariants such as martingales, which are at the heart of this monograph, as tools as well as objects of study.

Experimental on-demand recovery of entanglement by local operations within non-Markovian dynamics

2015

In many applications entanglement must be distributed through noisy communication channels that unavoidably degrade it. Entanglement cannot be generated by local operations and classical communication (LOCC), implying that once it has been distributed it is not possible to recreate it by LOCC. Recovery of entanglement by purely local control is however not forbidden in the presence of non-Markovian dynamics, and here we demonstrate in two all-optical experiments that such entanglement restoration can even be achieved on-demand. First, we implement an open-loop control scheme based on a purely local operation, without acquiring any information on the environment; then, we use a closed-loop s…

A Stochastic Decision Process Model for Optimization of Railway and Tramway Track Maintenance by means of Image Processing Technique

2013

One of the key targets for an efficient transport network management is the search for proper maintenance policies to guarantee acceptable safety and quality standards in the travel and to optimize available resource allocation. Methodologically, the proposed model presented in this paper uses the stochastic dynamic programming and in particular Markov decision processes applied to the rail wear conditions for the railway and tramway network. By performing the integrated analysis of the classes of variables which characterize the rail quality (in terms of safety), the proposed mathematical approach allows to find the solutions to the decision-making process related to the probability of det…

Segmentazione del mercato del lavoro ed acquisizione di capitale umano: un'applicazione delle catene di Markov

2001

Simuloidun jäähdytyksen suppenemislause

2013

Tämä pro gradu -tutkielma käsittelee simuloitu jäähdytys -nimisen kombinatorisen optimointimenetelmän teoriaa ja käytäntöä. Esimerkiksi kuvankäsittelyssä sovelletun algoritmin ideana on löytää annetulla joukolla määritellyn reaaliarvoisen energiafunktion globaali minimikohta sallimalla - ei pelkästään energiaa vähentäviä - vaan myös energiaa kasvattavia siirtymiä lähtöjoukon alkioiden välillä. Tilastolliseen fysiikkaan analogian omaavan, Gibbsin jakauman ominaisuuksiin pohjautuvan menetelm än matemaattisena perustana toimivat epähomogeeniset Markovin ketjut, joiden suppenemista tarkastellaan Dobrushinin kontraktiokerroinmenetelmän avulla. Simuloidun jäähdytyksen suppenemislause, joka takaa …

Can the adaptive Metropolis algorithm collapse without the covariance lower bound?

2011

The Adaptive Metropolis (AM) algorithm is based on the symmetric random-walk Metropolis algorithm. The proposal distribution has the following time-dependent covariance matrix at step $n+1$ \[ S_n = Cov(X_1,...,X_n) + \epsilon I, \] that is, the sample covariance matrix of the history of the chain plus a (small) constant $\epsilon>0$ multiple of the identity matrix $I$. The lower bound on the eigenvalues of $S_n$ induced by the factor $\epsilon I$ is theoretically convenient, but practically cumbersome, as a good value for the parameter $\epsilon$ may not always be easy to choose. This article considers variants of the AM algorithm that do not explicitly bound the eigenvalues of $S_n$ away …

Dantes laikmets tālajos austrumos

1921

P. Šmita raksts par Dantes laikmetu tālajos austrumos publicēts "Dante : rakstu krājums 600 gadu nāves dienas piemiņai (Rīga : Dantes svētku komiteja, 1921). Tajā salīdzināts laikmets Eiropā un tālajos austrumos, skatot to no Dantes dzīves laika - tā laika literatūra, zinātne, ceļojumi u.tml.