Search results for "Markov"

MDP-Based Resource Allocation Scheme Towards a Vehicular Fog Computing with Energy Constraints

2018

As mobile applications deliver increasingly complex functionalities, the demands for even more intensive computation would quickly transcend energy capability of mobile devices. On one hand and in an attempt to address such issues, fog computing paradigm is introduced to mitigate the limited energy and computation resources available within constrained mobile devices, by moving computation resources closer to their users at the edge of the access network. On another hand, most of electric vehicles (EVs), with increasing computation, storage and energy capabilities, spend more than 90% of time on parking lots. In this paper, we conceive the basic idea of using the underutilized computation r…

A context-aware approach for long-term behavioural change detection and abnormality prediction in ambient assisted living

2015

This research aims to describe pattern recognition models for detecting behavioural and health-related changes in a patient who is monitored continuously in an assisted living environment. The early anticipation of anomalies can improve the rate of disease prevention. Here we present different learning techniques for predicting abnormalities and behavioural trends in various user contexts. In this paper we described a Hidden Markov Model based approach for detecting abnormalities in daily activities, a process of identifying irregularity in routine behaviours from statistical histories and an exponential smoothing technique to predict future changes in various vital signs. The outcomes of t…

Initial Enlargement in a Markov chain market model

2011

Enlargement of filtrations is a classical topic in the general theory of stochastic processes. This theory has been applied to stochastic finance in order to analyze models with insider information. In this paper we study initial enlargement in a Markov chain market model, introduced by Norberg. In the enlarged filtration, several things can happen: some of the jumps times can be accessible or predictable, but in the original filtration all the jumps times are totally inaccessible. But even if the jumps times change to accessible or predictable, the insider does not necessarily have arbitrage possibilities.

Adaptation to life after surgical removal of the bladder—an application of graphical Markov models for analysing longitudinal data

2004

Graphical Markov models have been developed particularly for the analysis of observational data. They allow the control of various background variables when analysing theoretically relevant associations. This paper demonstrates the application and some advantages of graphical Markov models in comparison to conventional statistical analyses. The aim of the study was to identify patients at risk for developing decreased health-related quality of life (QoL) after cystectomy and to explore the influence of coping on QoL in this situation. Therefore, the method was applied to analyse the data of a prospective study, in which 81 patients with bladder cancer were interviewed pre-operatively and in…

A decision tree to help determine the best timing and antiretroviral strategy in HIV-infected patients.

2011

SUMMARYOptimal antiretroviral strategies for HIV-infected patients still need to be established. To this end a decision tree including different antiretroviral strategies that could be adopted for HIV-infected patients was built. A 10-year follow-up was simulated by using transitional probabilities estimated from a large cohort using a time-homogeneous Markov model. The desired outcome was for patients to maintain a CD4 cell count of >500 cells/mm3without experiencing AIDS or death. For patients with a baseline HIV viral load ⩾5 log10copies/ml, boosted protease inhibitor-based immediate highly active antiretroviral therapy (HAART) allowed them to spend 12% more time with CD4 ⩾500/mm3than…

A Criterium for the Strict Positivity of the Density of the Law of a Poisson Process

2011

We translate in semigroup theory our result (Leandre, 1990) giving a necessary condition so that the law of a Markov process with jumps could have a strictly positive density. This result express, that we have to jump in a finite number of jumps in a "submersive" way from the starting point to the end point if the density of the jump process is strictly positive in . We use the Malliavin Calculus of Bismut type of (Leandre, (2008;2010)) translated in semi-group theory as a tool, and the interpretation in semi-group theory of some classical results of the stochastic analysis for Poisson process as, for instance, the formula giving the law of a compound Poisson process.

Gibbs measures in a markovian context and dimension

2001

Motion sensors for activity recognition in an ambient-intelligence scenario

2013

In recent years, Ambient Intelligence (AmI) has attracted a number of researchers due to the widespread diffusion of unobtrusive sensing devices. The availability of such a great amount of acquired data has driven the interest of the scientific community in producing novel methods for combining raw measurements in order to understand what is happening in the monitored scenario. Moreover, due the primary role of the end user, an additional requirement of any AmI system is to maintain a high level of pervasiveness. In this paper we propose a method for recognizing human activities by means of a time of flight (ToF) depth and RGB camera device, namely Microsoft Kinect. The proposed approach is…

Error estimation and reduction with cross correlations

2010

Besides the well-known effect of autocorrelations in time series of Monte Carlo simulation data resulting from the underlying Markov process, using the same data pool for computing various estimates entails additional cross correlations. This effect, if not properly taken into account, leads to systematically wrong error estimates for combined quantities. Using a straightforward recipe of data analysis employing the jackknife or similar resampling techniques, such problems can be avoided. In addition, a covariance analysis allows for the formulation of optimal estimators with often significantly reduced variance as compared to more conventional averages.

Exact non-Markovian dynamics of Gaussian quantum channels: Finite-time and asymptotic regimes

2018

We investigate the Markovian and non-Markovian dynamics of Gaussian quantum channels, exploiting a recently introduced necessary and sufficient criterion and the ensuing measure of non-Markovianity based on the violation of the divisibility property of the dynamical map. We compare the paradigmatic instances of Quantum Brownian motion (QBM) and Pure Damping (PD) channels, and for the former we find that the exact dynamical evolution is always non-Markovian in the finite-time as well as in the asymptotic regimes, for any nonvanishing value of the non-Markovianity parameter. If one resorts to the rotating wave approximated (RWA) form of the QBM, that neglects the anomalous diffusion contribut…