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Tytuł:
Recursive self-tuning control of finite Markov chains
Autorzy:
Borkar, Vivek
Powiązania:
https://bibliotekanauki.pl/articles/1339274.pdf
Data publikacji:
1997
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
controlled Markov chains
stochastic approximation
relative value iteration
self-tuning control
adaptive control
Opis:
A recursive self-tuning control scheme for finite Markov chains is proposed wherein the unknown parameter is estimated by a stochastic approximation scheme for maximizing the log-likelihood function and the control is obtained via a relative value iteration algorithm. The analysis uses the asymptotic o.d.e.s associated with these.
Źródło:
Applicationes Mathematicae; 1996-1997, 24, 2; 169-188
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A generalization of Uenos inequality for n-step transition probabilities
Autorzy:
Nowak, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/1338973.pdf
Data publikacji:
1998
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
adaptive control
transition probabilities
stochastic control
Markov chains
Opis:
We provide a generalization of Ueno's inequality for n-step transition probabilities of Markov chains in a general state space. Our result is relevant to the study of adaptive control problems and approximation problems in the theory of discrete-time Markov decision processes and stochastic games.
Źródło:
Applicationes Mathematicae; 1998-1999, 25, 3; 295-299
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Directed forests with application to algorithms related to Markov chains
Autorzy:
Pokarowski, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/1338687.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
entrywise relative error
directed forest
Matrix Tree Theorem
directed graph
Simulated Annealing
Markov chains
Metropolis algorithm
direct methods for linear systems
nearly completely decomposable Markov chains
aggregation algorithms
nonhomogeneous Markov chains
Markov Chain Tree Theorem
Markov chain Monte Carlo algorithms
Gibbs sampler
Opis:
This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.
Źródło:
Applicationes Mathematicae; 1999, 26, 4; 395-414
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sequences of the lithofacies and depositional intervals in the Godula Beds of the Polish Outer Carpathians
Sekwencje litofacji i interwałów depozycyjnych w warstwach godulskich Karpat
Autorzy:
Słomka, T.
Słomka, E.
Powiązania:
https://bibliotekanauki.pl/articles/191192.pdf
Data publikacji:
2001
Wydawca:
Polskie Towarzystwo Geologiczne
Tematy:
Carpathian flysch
Markov chains
sedimentary sequences
deep-sea fans
depositional lobes
Opis:
The Markov chains procedure was applied to the study on the sequences of lithofacies and depositional intervals in the Godula Beds (Turonian-Lower Senonian) of the Flysch Carpathians. The model (depositional) and modal (a most frequent in profile) diagrams were constructed and corresponding sequences were recognized. It was found that deposition from high-density turbidity currents of variable retardation rates was the dominating mechanism whereas the low-density turbidity currents were rather rare. The newly deposited sediments were commonly eroded by the succeeding, dense currents. Deposition processes were dominated by the two clearly separated environments: channels and depositional lobes. Their systems were subjected to frequent changes due to lateral migration caused by tectonic movements (uplift of cordilleras and subsidence of sea floor) and eustatic changes of sea level.
Źródło:
Annales Societatis Geologorum Poloniae; 2001, 71, No 1; 35-42
0208-9068
Pojawia się w:
Annales Societatis Geologorum Poloniae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On a method to authenticate and verify digital streams
Autorzy:
Wysocki, B.J.
Wang, Y.
Safavi-Naini, R.
Powiązania:
https://bibliotekanauki.pl/articles/309279.pdf
Data publikacji:
2002
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
authentication algorithms
hash chains
signing digital streams
Markov modelling
Gilbert-Elliott channels
Opis:
Recently, digital streams have become widely used to make audio, video, and other media available in real-time over the Internet. As with other transmission methods, the recipient needs to have a possibilty to verify the source and authenticity of the received information. Several techniques have been proposed to deal with this issue. Most of them are vulnerable to packet losses or they introduce unacceptable computational and/or communication overheads. Some of the graph-based techniques provide immunity to burst losses of certain length. However, these techniques are not immune to the loss of packets containing signatures or occasional burst of lengths greater than the assumed one. In the paper, we propose a modification to one of the graph-based techniques that introduces immunity to the loss of packets containing signatures, without introducing any additional overheads.
Źródło:
Journal of Telecommunications and Information Technology; 2002, 2; 45-52
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Probabilistic morphological modeling of hydrographic networks from satellite imagery using Self-Organizing Maps
Autorzy:
Zaremba, M.
Palenichka, R.
Powiązania:
https://bibliotekanauki.pl/articles/206609.pdf
Data publikacji:
2002
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
łańcuch Markowa
modelowanie morfologiczne
odwzorowanie samoporządkujące
satelitarne rozpoznawanie obrazów
sieć neuronowa
szkieletyzacja
Markov chains
morphological modeling
neural networks
satellite image processing
self-organizing maps
skeletonization
Opis:
Adequate and concise representation of the shape of irregular objects from satellite imagery is a challenging problem in remote sensing. The conventional methods for cartographic shape representation are usually inaccurate and will provide only a rough shape description if the description process is to be fully automated. The method for automatic cartographic description of water basins presented in this paper is based on Self-Organizing Maps (SOM) - a class of neural networks with unsupervised learning. So-called structured SOM with local shape attributes such as scale and local connections of vertices are proposed for the description of object shape. The location of each vertex of piecewise linear generating curves that represent skeletons of the objects corresponds to the position of a particular SOM unit. The proposed method makes it possible to extract the object skeletons and to reconstruct the planar shapes of sparse objects based on the topological constraints of generating lines and the estimation of local scale. A context-dependent vertex connectivity test is proposed to enhance the skeletonization process. The test is based on the Markov random chain model of vertices belonging to the same generating line and the Bayesian decision-making principle. The experimental test results using Landsat-7 images demonstrate the accuracy of the proposed approach and its potential for fully automated mapping of hydrological objects.
Źródło:
Control and Cybernetics; 2002, 31, 2; 343-369
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of Markov chains to quality evaluation of information entering by a computer system user
Autorzy:
Donigiewicz, A. M.
Powiązania:
https://bibliotekanauki.pl/articles/970441.pdf
Data publikacji:
2004
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
manual entering of computer commands
user activity modelling
Markov chains with rewards
Opis:
Problems of human-computer interaction modelling are considered in this paper. The aim was the quality evaluation of the user activity. The need of performing such evaluations occurs in the case of computer systems design, destined for control of complex processes, as well as devices being commonly in use. The simplest models are designed to calculate basic characteristics of the user activity, i.e. the command entering time and the command correct execution probability. The theory of Markov chains with rewards is the basis for constructing these models. The use of the elaborated model is shown on an example of simple command entering.
Źródło:
Control and Cybernetics; 2004, 33, 4; 701-715
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Methods of Assessing Efficiency of Bonus-Malus Systems
Metody oceny efektywności systemów bonus-malus
Autorzy:
Szymańska, Anna
Powiązania:
https://bibliotekanauki.pl/articles/905671.pdf
Data publikacji:
2006
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
efficiency
Markov chains
bonus-malus systems
Opis:
In civil responsibility transportation insurance the insurer assesses risk, inflicted by drivers, on the basis of observable risk factors such as e.g. driver’s sex and age, vehicle characteristics. However, there are risk factors unobservable directly, accounting for substantial differences of risk among drivers. Additional piece of information about driver for the insurer is the number of claims for a given year i.e. the insured claim record. The role of the bonus-malus systems is to verify premium height through assigning the insured to appropriate tariff class on the basis of his claim record. The objective of this paper is to evaluate the methods of the assessment of the effectivity of the bonus-malus system.
W ubezpieczeniach komunikacyjnych ОС ubezpieczyciel szacuje ryzyko, jakie reprezentują kierowcy, na podstawie obserwowalnych czynników ryzyka, takich jak np.: płeć i wiek kierowcy, cechy pojazdu. Jednak istnieją czynniki ryzyka, bezpośrednio nieobserwowalne, istotnie różnicujące kierowców pod względem poziomu ryzyka. Dodatkową informacją dla ubezpieczyciela o kierowcy jest liczba zgłoszonych w danym roku szkód, czyli przebieg szkodowości ubezpieczonego. Zadaniem systemów bonus-malus jest weryfikacja składki poprzez przyporządkowanie ubezpieczonego do odpowiedniej klasy taryfowej, na podstawie przebiegu szkodowości ubezpieczonego. Celem artykułu jest wskazanie metod oceny efektywności systemów bonus-malus.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2006, 196
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Improvement of manufacturing cells with unreliable machines
Autorzy:
Elleuch, M.
Ben Bacha, H.
Masmoudi, F.
Powiązania:
https://bibliotekanauki.pl/articles/2069604.pdf
Data publikacji:
2007
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
manufacturing cell
intercellular transfer
Markov chains
availability
simulation
performances
Opis:
The performance of cellular manufacturing (CM) is conditioned by disruptive events, such as failure of machines, which randomly occur and penalize the performance of the cells and disturb seriously the smooth working of the factory. To overcome the problems caused by the breakdowns, we develop a solution, based on the principle of virtual cell (VC) and the notion of intercellular transfer that can improve performances of the system. In this context, we use an analytical method based on Markov chains to model the availability of the cell. The found results are validated using simulation. The proposed solution in this paper confirmed that it is possible to reduce the severity of breakdowns in the CM system and improve the performances of the cells through an intercellular transfer. Simulation allowed a validation of the analytical model and showed the contribution of the suggested solution.
Źródło:
Journal of Polish Safety and Reliability Association; 2007, 1; 109--114
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic vortices in periodically reclassified populations
Autorzy:
Guerreiro, Gracinda
Mexia, João
Powiązania:
https://bibliotekanauki.pl/articles/729714.pdf
Data publikacji:
2008
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Markov chains
stochastic vortices
Opis:
Our paper considers open populations with arrivals and departures whose elements are subject to periodic reclassifications. These populations will be divided into a finite number of sub-populations.
Assuming that:
a) entries, reclassifications and departures occur at the beginning of the time units;
b) elements are reallocated at equally spaced times;
c) numbers of new elements entering at the beginning of the time units are realizations of independent Poisson distributed random variables;
we use Markov chains to obtain limit results for the relative sizes of the sub-populations corresponding to the states of the chain. Namely we will obtain conditions for stability of the relative sizes for transient and recurrent states as well as for all states. The existence of such stability corresponds to the existence of a stochastic structure based either on the transient or on the recurrent states or even on all states. We call these structures stochastic vortices because the structure is maintained despite entrances, departures and reallocations.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2008, 28, 2; 209-227
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Forecasting Income Distributions of Households in Poland on the Basis of Markov Chains
Prognozowanie rozkładów dochodów gospodarstw domowych w Polsce w oparciu o łańcuchy Markowa
Autorzy:
Czajkowski, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/905030.pdf
Data publikacji:
2009
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
income distributions
Markov chains
forecast
Opis:
In order to forecast income distributions of population, we can make use of, among others, stochastic processes. These processes can be used to determine probabilities of transition of households from one income class to another. The paper attempts to present an application of homogenous Markov chains in the process of forecasting the income structure of six socio-economic groups of population in Poland for the years 2004, 2006 and 2008. Forecasts are based on results of individual household budgets surveys.
Do prognozowania rozkładów dochodów ludności wykorzystywane być mogą m. in. procesy stochastyczne służące do określania wielkości prawdopodobieństw przejścia gospodarstw domowych z określonej grupy dochodowej do innej. W opracowaniu podjęto próbę wykorzystania jednorodnych łańcuchów Markowa do sporządzania prognoz struktury dochodów sześciu grup społeczno-ekonomicznych ludności w Polsce dla lat 2004, 2006 i 2008. Podstawę szacunków stanowiły wyniki badań budżetów indywidualnych gospodarstw domowych.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2009, 225
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Influence of preconditioning and blocking on accuracy in solving Markovian models
Autorzy:
Bylina, B.
Bylina, J.
Powiązania:
https://bibliotekanauki.pl/articles/907654.pdf
Data publikacji:
2009
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
kondycjonowanie
równanie liniowe
metoda blokowania
łańcuch Markowa
rozkład WZ
preconditioning
linear equations
blocking methods
Markov chains
WZ factorization
Opis:
The article considers the effectiveness of various methods used to solve systems of linear equations (which emerge while modeling computer networks and systems with Markov chains) and the practical influence of the methods applied on accuracy. The paper considers some hybrids of both direct and iterative methods. Two varieties of the Gauss elimination will be considered as an example of direct methods: the LU factorization method and the WZ factorization method. The Gauss-Seidel iterative method will be discussed. The paper also shows preconditioning (with the use of incomplete Gauss elimination) and dividing the matrix into blocks where blocks are solved applying direct methods. The motivation for such hybrids is a very high condition number (which is bad) for coefficient matrices occuring in Markov chains and, thus, slow convergence of traditional iterative methods. Also, the blocking, preconditioning and merging of both are analysed. The paper presents the impact of linked methods on both the time and accuracy of finding vector probability. The results of an experiment are given for two groups of matrices: those derived from some very abstract Markovian models, and those from a general 2D Markov chain.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2009, 19, 2; 207-217
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Markov chain model of phytoplankton dynamics
Autorzy:
Wieczorek, R.
Powiązania:
https://bibliotekanauki.pl/articles/908138.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
dynamika fitoplanktonu
koagulacja
fragmentacja
łańcuch Markowa
phytoplankton dynamics
coagulation
fragmentation
Markov chains
Opis:
A discrete-time stochastic spatial model of plankton dynamics is given. We focus on aggregative behaviour of plankton cells. Our aim is to show the convergence of a microscopic, stochastic model to a macroscopic one, given by an evolution equation. Some numerical simulations are also presented.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2010, 20, 4; 763-771
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A stochastic graph as a specific tool of mathematization and argumentation
Autorzy:
Krech, I.
Powiązania:
https://bibliotekanauki.pl/articles/121948.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Humanistyczno-Przyrodniczy im. Jana Długosza w Częstochowie. Wydawnictwo Uczelniane
Tematy:
stochastic graph
probabilistic spaces
Markov chains
wykres stochastyczny
przestrzenie probabilistyczne
łańcuch Markowa
Opis:
The article presents a stochastic graph as a tool enabling us to show the equality of the event probability without calculating the probability as such. A very important factor here is that the discussed events come from different probabilistic spaces being models of specific Markov chains.
Źródło:
Scientific Issues of Jan Długosz University in Częstochowa. Mathematics; 2011, 16; 245-248
2450-9302
Pojawia się w:
Scientific Issues of Jan Długosz University in Częstochowa. Mathematics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Statistical Modelling: Application to the financial sector
Autorzy:
Roçadas, Cláudia
Oliveira, Teresa
Mexia, João
Powiązania:
https://bibliotekanauki.pl/articles/729944.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
populations with periodic reclassification
likelihood ratio tests
Markov chains
isomorphism
Opis:
Our research is centred on the stochastic structure of matched open populations, subjected to periodical reclassifications. These populations are divided into sub-populations. In our application we considered two populations of customers of a bank: with and without account manager. Two or more of such population are matched when there is a 1-1 correspondence between their sub-populations and the elements of one of them can go to another, if and only if the same occurs with elements from the corresponding sub-populations of the other. So we have inputs and outputs of elements in the population and along with several sub-populations in which the elements can be placed. It is thus natural to use Markov chains to model these populations.
Besides this study connected with Markov chains we show how to carry out Analysis of Variance - like analysis of entries and departures to and from de populations of customers. Our purpose is to study the flows in and out of customers in classes for the two populations and to make research on the influence of the factors year, class and region. We used the Likelihood ratio tests for the hypotheses formulated on the basis of these factors. In our work we verified that major hypotheses were all rejected. This raises the question of what are the effects and interactions truly relevant. Looking for an answer to this problem, we present the first partition to a change in the log Likelihood. This partition is very similar to the analysis of variance for the crossing of the factors that allowed us to use algebraic established results, see Fonseca et al. (2003, 2006), for models with balanced cross.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2011, 31, 1-2; 103-119
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 36

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