搜索结果: 1-6 共查到“Markov process”相关记录6条 . 查询时间(0.081 秒)
The fastest mixing Markov process on a graph and a connection to a maximum variance unfolding problem
Markov process fast mixing second smallest eigenvalue semidefinite programming dimensionality reduction
2015/8/10
We consider a Markov process on a connected graph, with edges labeled with transition rates between the adjacent vertices. The distribution of the Markov process converges to the uniform distribution ...
Approximating Martingales for Variance Reduction in Markov Process Simulation
Variance reduction Markov process simulation martingale
2015/7/8
“Knowledge of either analytical or numerical approximations should enable more efficient simulation estimators to be constructed.” This principle seems intuitively plausible and certainly attractive, ...
Zero-Variance Importance Sampling Estimators for Markov Process Expectations
Importance sampling Markov process simulation
2015/7/6
We consider the use of importance sampling to compute expectations of functionals of Markov processes. For a class of expectations that can be characterized as positive solutions to a linear system, w...
Driving noise of a finite state Markov process
Driving noise a finite state Markov process
2009/9/23
Driving noise of a finite state Markov process。
Dynamic and Structural Features of Intifada Violence: A Markov Process Approach
Bayesian conjugate prior Israeli-Palestinian conict marginal likelihood
2009/9/22
This paper analyzes the daily incidence of violence during the Second
Intifada. We compare several alternative statistical models with dierent dynamic
and structural stability characteristics while ...
Improved Parameter Estimation for First-Order Markov Process
Parameter Estimation First-Order Markov Process
2009/9/4
This correspondence presents a linear transformation, which is used to estimate correlation coefficient of first-order Markov process. It outperforms zero-forcing (ZF), minimum mean-squared error (MMS...