[PDF] Top 20 Piecewise deterministic Markov process — recent results

... Beyond the problems of existence, uniqueness, and regularity of an invariant probability measure, an impor- tant and challenging question is to get explicit and efficient rates of convergence to equilibrium for PDMPs. It ... See full document

... the likelihood for the ith observation multiplied by the 1/nth power of the prior. As is common to Bayesian inference, the posterior distribution is only known up to a constant of proportionality. We wish to develop a ... See full document

... to Piecewise Deter- ministic Markov ...a piecewise deterministic Markov process, and how we can use the theory for these processes to see that the Monte Carlo algorithms target ... See full document

... time Markov process and having a switching rate that is relatively cheap to ...the Markov process is slower than without subsampling, but the computational cost per simulated switch is ... See full document

... uncontrolled deterministic dynamics in continuous time, [2] to deterministic controlled dynamics, ...controlled deterministic dynamics to depend on the initial ...similar results have been ... See full document

... An interesting feature of many automated production systems is that they can be considered as determin- istic systems, as long as no machine breakdowns or stoppages occur. Therefore, these systems fall into the category ... See full document

... elementary Markov process which has so far received only very limited attention in the ...limit process is a one-dimensional piecewise deterministic Markov process which ... See full document

... limiting results. Starting with Markov assignment models { arguably the most intricate of the models considered { it can be shown that the mean equilibrium ow of any such model (satisfying certain ... See full document

... Gaussian process with independent increments. These two results provide the basis for pre- senting the neural field Langevin equation, a stochastic differential equation taking values in a Hilbert space, ... See full document

... higher a component is, the sooner it will jump”. Q(x, dy) is a Dirac measure on point x/2 for all x ∈ F . These assumptions are common to the three models. For the TCP-I model, we take X as large as possible such that it ... See full document

... of piecewise deterministic Markov processes of switch ...uncontrolled Markov process corresponding to spikes inducing regime ... See full document

... Th e Markov chain Monte Carlo method is used to sample from empirical prob- ability density of a stock price. Th e technique is fl exible and requires just the ability to calculate probability at any given point. ... See full document

... In Bayesian statistics, other pathological situation occurs when the model is so complicated that the only task we can perform is to sample from it. This type of problem (originally arising in genetics) has motivated a ... See full document

... stunning results; it beats GNUGo, a traditional search program, 97% of the time and matches the performance of MCTS methods that require two million positions per ... See full document

... arrival process that is the process of the customers arriving to the queue; the service numbers and the service time process, that is the facilities to serve customers in the queue (These two ... See full document

... a process in which energy stored in the magne- totail through solar wind–magnetosphere interaction is re- leased explosively, causing dramatic phenomena in various regions of the magnetosphere and ... See full document

... Most statistical parsers have used the gram- mar induction approach, in which a stochastic grammar is induced from a treebank. An alter- native approach is to induce a controller for a given parsing automaton. Such ... See full document

... see Markov chain, also known as discrete-time Markov ...several deterministic arguments (in most cases, the time ...stochastic process at different times may be independent random variables, ... See full document

... In B-ISDN/ATM network, IP packets or cells of voice, video, data are sent over a common transmission channel on statistical multiplexing basis. The performance analysis of statistical multiplexer whose input consists of ... See full document

... The top quark mass remains a parameter of great interest even after the precise measurements produced by the Tevatron experiments. CMS has produced several measurements using the dilepton, the single lepton, and the ... See full document