Search results for "Markov"
showing 10 items of 628 documents
Forecasting correlated time series with exponential smoothing models
2011
Abstract This paper presents the Bayesian analysis of a general multivariate exponential smoothing model that allows us to forecast time series jointly, subject to correlated random disturbances. The general multivariate model, which can be formulated as a seemingly unrelated regression model, includes the previously studied homogeneous multivariate Holt-Winters’ model as a special case when all of the univariate series share a common structure. MCMC simulation techniques are required in order to approach the non-analytically tractable posterior distribution of the model parameters. The predictive distribution is then estimated using Monte Carlo integration. A Bayesian model selection crite…
Uncertainty quantification on a spatial Markov-chain model for the progression of skin cancer
2019
AbstractA spatial Markov-chain model is formulated for the progression of skin cancer. The model is based on the division of the computational domain into nodal points, that can be in a binary state: either in ‘cancer state’ or in ‘non-cancer state’. The model assigns probabilities for the non-reversible transition from ‘non-cancer’ state to the ‘cancer state’ that depend on the states of the neighbouring nodes. The likelihood of transition further depends on the life burden intensity of the UV-rays that the skin is exposed to. The probabilistic nature of the process and the uncertainty in the input data is assessed by the use of Monte Carlo simulations. A good fit between experiments on mi…
Robust non-Markovianity in ultracold gases
2012
We study the effect of thermal fluctuations on a probe qubit interacting with a Bose-Einstein condensed (BEC) reservoir. The zero-temperature case was studied in [Haikka P et al 2011 Phys. Rev. A 84 031602], where we proposed a method to probe the effects of dimensionality and scattering length of a BEC based on its behavior as an environment. Here we show that the sensitivity of the probe qubit is remarkably robust against thermal noise. We give an intuitive explanation for the thermal resilience, showing that it is due to the unique choice of the probe qubit architecture of our model.
Hidden Markov Random Fields and Direct Search Methods for Medical Image Segmentation
2016
The goal of image segmentation is to simplify the representation of an image to items meaningful and easier to analyze. Medical image segmentation is one of the fundamental problems in image processing field. It aims to provide a crucial decision support to physicians. There is no one way to perform the segmentation. There are several methods based on HMRF. Hidden Markov Random Fields (HMRF) constitute an elegant way to model the problem of segmentation. This modelling leads to the minimization of an energy function. In this paper we investigate direct search methods that are Nelder-Mead and Torczon methods to solve this optimization problem. The quality of segmentation is evaluated on grou…
Stability analysis for stochastic hybrid systems: A survey
2014
This survey addresses stability analysis for stochastic hybrid systems (SHS), which are dynamical systems that combine continuous change and instantaneous change and that also include random effects. We re-emphasize the common features found in most of the models that have appeared in the literature, which include stochastic switched systems, Markov jump systems, impulsive stochastic systems, switching diffusions, stochastic impulsive systems driven by renewal processes, diffusions driven by Lévy processes, piecewise-deterministic Markov processes, general stochastic hybrid systems, and stochastic hybrid inclusions. Then we review many of the stability concepts that have been studied, inclu…
Learning from Errors: Detecting ZigBee Interference in WiFi Networks
2014
In this work we show how to detect ZigBee interference on commodity WiFi cards by monitoring the reception errors, such as synchronization errors, invalid header formats, too long frames, etc., caused by ZigBee transmissions. Indeed, in presence of non-WiFi modulated signals, the occurrence of these types of errors follows statistics that can be easily recognized. Moreover, the duration of the error bursts depends on the transmission interval of the interference source, while the error spacing depends on the receiver implementation. On the basis of these considerations, we propose the adoption of hidden Markov chains for characterizing the behavior of WiFi receivers in presence of controlle…
Self-stabilizing Balls & Bins in Batches
2016
A fundamental problem in distributed computing is the distribution of requests to a set of uniform servers without a centralized controller. Classically, such problems are modelled as static balls into bins processes, where m balls (tasks) are to be distributed to n bins (servers). In a seminal work, [Azar et al.; JoC'99] proposed the sequential strategy Greedy[d] for n = m. When thrown, a ball queries the load of d random bins and is allocated to a least loaded of these. [Azar et al.; JoC'99] showed that d=2 yields an exponential improvement compared to d=1. [Berenbrink et al.; JoC'06] extended this to m ⇒ n, showing that the maximal load difference is independent of m for d=2 (in contrast…
Robust Assembly Assistance Using Informed Tree Search with Markov Chains
2022
Manual work accounts for one of the largest workgroups in the European manufacturing sector, and improving the training capacity, quality, and speed brings significant competitive benefits to companies. In this context, this paper presents an informed tree search on top of a Markov chain that suggests possible next assembly steps as a key component of an innovative assembly training station for manual operations. The goal of the next step suggestions is to provide support to inexperienced workers or to assist experienced workers by providing choices for the next assembly step in an automated manner without the involvement of a human trainer on site. Data stemming from 179 experiment partici…
A Novel Method to Characterize User Sessions of Educational Software
2013
Abstract Software applications destined for the educational environment have a long history and have evolved side by side with the progress of technology from simple computer assisted instruction programs to sophisticated eLearning platforms. A study that we have conducted on a sample of 395 children aged 6 through 12, coming from both the rural and the urban environments, shows that an increasing number of children use computer related technologies. Given their exposure to these technologies it is imperative that the educational applications be designed in a way that takes into account the children's abilities, interests and the demands for their development. We have proposed a 5-dimension…
A cubic defining algebra for the Links–Gould polynomial
2013
Abstract We define a finite-dimensional cubic quotient of the group algebra of the braid group, endowed with a (essentially unique) Markov trace which affords the Links–Gould invariant of knots and links. We investigate several of its properties, and state several conjectures about its structure.