Search results for "markov chain"
showing 10 items of 288 documents
Statistical properties of general Markov dynamical sources: applications to information theory
2004
In \textitDynamical sources in information theory: fundamental intervals and word prefixes, B. Vallée studies statistical properties of words generated by dynamical sources. This is done using generalized Ruelle operators. The aim of this article is to generalize sources for which the results hold. First, we avoid the use of Grotendieck theory and Fredholm determinants, this allows dynamical sources that cannot be extended to a complex disk or that are not analytic. Second, we consider Markov sources: the language generated by the source over an alphabet \textbfM is not necessarily \textbfM^*.
Population processes under the influence of disasters occurring independently of population size
1989
Markov branching processes and in particular birth-and-death processes are considered under the influence of disasters that arrive independently of the present population size. For these processes we derive an integral equation involving a shifted and rescaled argument. The main emphasis, however, is on the (random) probability of extinction. Its distribution density satisfies an equation which can be solved numerically at least up to a multiplicative constant. In an example it is also found by simulation.
The use of Markovian metapopulation models: Reducing the dimensionality of transition matrices by self-organizing Kohonen networks
2006
Abstract Markovian population models are used in conservation biology to find an accurate estimate of a population's extinction probability. Such models require handling of large transition matrices and calculations are thus extremely time-consuming when large populations have to be studied. To accomplish these problems, some authors have suggested to group together several states/sizes of the population. Unfortunately, this so-called binning frequently results in errors in estimates obtained. The main problem with binning is that it assumes that grouped states behave nearly identical with respect to the underlying stochastic population process and that so far binning methods implicitly vio…
Bayesian reanalysis of a quantitative trait locus accounting for multiple environments by scaling in broilers1
2006
A Bayesian method was developed to handle QTL analyses of multiple experimental data of outbred populations with heterogeneity of variance between sexes for all random effects. The method employed a scaled reduced animal model with random polygenic and QTL allelic effects. A parsimonious model specification was applied by choosing assumptions regarding the covariance structure to limit the number of parameters to estimate. Markov chain Monte Carlo algorithms were applied to obtain marginal posterior densities. Simulation demonstrated that joint analysis of multiple environments is more powerful than separate single trait analyses of each environment. Measurements on broiler BW obtained from…
Multi-phase epidemic model and its numerical simulation
2008
Reliability Analysis of Three Homogeneous Fault-tolerant Inverter Topologies
2016
Abstract—In this article, non-redundant fault-tolerant inverter topologies are addressed. A novel fault-tolerant control strategy which enhances performances during post-fault operation is proposed. Benefits from the proposed strategy over conventional fault-tolerant topologies are investigated in terms of system reliability. Cost, post-fault performances, and system reliability of the proposed solution are compared with both a conventional triac-based fault-tolerant inverter and a T-type inverter. The reliability analysis of each selected configuration is carried out by means of Markov chains. The analysis is validated through a comparison of reliability and sensitivity curves. As shown by…
Central limit theorem for bifurcating Markov chains under L 2 -ergodic conditions
2021
Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. We provide a central limit theorem for additive functionals of BMC under L 2-ergodic conditions with three different regimes. This completes the pointwise approach developed in a previous work. As application, we study the elementary case of symmetric bifurcating autoregressive process, which justify the non-trivial hypothesis considered on the kernel transition of the BMC. We illustrate in this example the phase transition observed in the fluctuations.
Estimating finite mixtures of semi-Markov chains: an application to the segmentation of temporal sensory data
2019
Summary In food science, it is of great interest to obtain information about the temporal perception of aliments to create new products, to modify existing products or more generally to understand the mechanisms of perception. Temporal dominance of sensations is a technique to measure temporal perception which consists in choosing sequentially attributes describing a food product over tasting. This work introduces new statistical models based on finite mixtures of semi-Markov chains to describe data collected with the temporal dominance of sensations protocol, allowing different temporal perceptions for a same product within a population. The identifiability of the parameters of such mixtur…
Optimization of Linearized Belief Propagation for Distributed Detection
2020
In this paper, we investigate distributed inference schemes, over binary-valued Markov random fields, which are realized by the belief propagation (BP) algorithm. We first show that a decision variable obtained by the BP algorithm in a network of distributed agents can be approximated by a linear fusion of all the local log-likelihood ratios. The proposed approach clarifies how the BP algorithm works, simplifies the statistical analysis of its behavior, and enables us to develop a performance optimization framework for the BP-based distributed inference systems. Next, we propose a blind learning-adaptation scheme to optimize the system performance when there is no information available a pr…
A longitudinal analysis of the occupational status of the graduates of the University of Palermo
The availability of a large amount of longitudinal data provided by the surveys carried out by STELLA (Statistics about Graduates and Labour Market) allowed us to describe the occupational paths of graduates of the University of Palermo. In this paper we refer to a disproportionate stratified sample of graduates in 2009, interviewed three dierent times: one year (2010), three years (2012), ve years (2014) after the graduation. In such a global economic crises context, our aims are describing the labour market of the Palermitan graduates, identifying the variables that influence most their occupational status and nally outlining a transition probability structure among the states: Work, Sear…