Continuous-time Markov chain

Results: 85



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TASK The arrival of new customers is modeled in the following way. Let X_t be a continuous time Markov chain, which occupies state i at time 0. Conditional on all the future dynamics of X_t, process N_t is a Poisson proc

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Source URL: www.stanfordphd.com

Language: English - Date: 2018-02-16 02:18:47
    2Bayesian statistics / Statistics / Graphical models / Probability / Markov models / Bayesian network / Probability distribution / Markov chain / Expectation propagation / Approximate inference / Likelihood function / Hidden Markov model

    Mean Field Variational Approximations in Continuous-Time Markov Processes A thesis submitted in partial fulfillment of the requirements for the degree of Master of Science

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    Source URL: www.cs.huji.ac.il

    Language: English - Date: 2015-08-10 08:23:20
    3Statistics / Estimation theory / Control theory / Mathematical analysis / Markov models / Graphical models / Bayesian network / Maximum likelihood estimation / Expectationmaximization algorithm / Markov chain / Discretization / State-space representation

    Journal of Artificial Intelligence Research–774 Submitted 03/10; publishedIntrusion Detection using Continuous Time Bayesian Networks Jing Xu

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    Source URL: rlair.cs.ucr.edu

    Language: English - Date: 2011-01-19 19:25:19
    4Statistics / Estimation theory / Markov models / Statistical theory / Statistical models / Regression analysis / Bayesian network / Gibbs sampling / Markov chain / Expectationmaximization algorithm / Parameter / Mathematical model

    Learning Continuous-Time Social Network Dynamics Yu Fan University of California, Riverside

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    Source URL: rlair.cs.ucr.edu

    Language: English - Date: 2011-01-19 19:25:15
    5Markov models / Markov processes / KullbackLeibler divergence / Statistical theory / Thermodynamics / Probability distributions / Uniformization / Expectationmaximization algorithm / Markov chain / Bayesian network / Stochastic matrix

    Factored Filtering of Continuous-Time Systems E. Busra Celikkaya Christian R. Shelton University of California, Riverside University of California, Riverside

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    Source URL: rlair.cs.ucr.edu

    Language: English - Date: 2011-06-23 16:38:35
    6Markov models / Probability distributions / Graphical models / Monte Carlo methods / Stochastic simulation / Bayesian network / Markov chain / Importance sampling / Gibbs sampling / Exponential distribution / Cumulative distribution function / Variance

    Journal of Machine Learning Research2140 Submitted 3/09; Revised 6/10; Published 8/10 Importance Sampling for Continuous Time Bayesian Networks Yu Fan

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    Source URL: rlair.cs.ucr.edu

    Language: English - Date: 2011-01-19 19:25:14
    7Monte Carlo methods / Stochastic simulation / Computational statistics / Markov models / Markov chain Monte Carlo / Bayesian network / Gibbs sampling / Particle filter / Approximate inference / Expectationmaximization algorithm / Statistics / Importance sampling

    UNIVERSITY OF CALIFORNIA RIVERSIDE Continuous Time Bayesian Network Approximate Inference and Social Network Applications

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    Source URL: rlair.cs.ucr.edu

    Language: English - Date: 2011-01-19 19:25:15
    8Options / Stochastic processes / Mathematical finance / Asian option / BlackScholes model / Continuous-time Markov chain / Barrier option / Stochastic volatility / Markov process / Jump process

    A General Framework for Pricing Asian Options Under Markov Processes

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    Source URL: www.rmi.nus.edu.sg

    Language: English - Date: 2015-07-02 21:04:44
    9Markov models / Markov processes / Stochastic processes / Monte Carlo methods / Statistical mechanics / Markov chain / Stochastic matrix / Markov property / Random walk / Continuous-time Markov chain / Bayesian inference in phylogeny

    CS168: The Modern Algorithmic Toolbox Lecture #14: Markov Chain Monte Carlo Tim Roughgarden & Gregory Valiant∗ May 11, 2016 The previous lecture covered several tools for inferring properties of the distribution that u

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    Source URL: theory.stanford.edu

    Language: English - Date: 2016-06-04 09:49:43
    10Stochastic processes / Markov chain / FokkerPlanck equation / Markov process / Markov kernel / Probability distribution / Brownian motion / It diffusion / Bellman equation

    The Dynamics of Distributions in Continuous-Time Stochastic Models (a) Christian Bayer(a) and Klaus Wälde(b) WeierstraßInstitute Berlin and (b) Johannes-Gutenberg University Mainz1

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    Source URL: www.waelde.com

    Language: English - Date: 2015-11-27 06:04:16
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