Concept

Markov property

Related publications (221)

A Computational Framework For Two-Dimensional Random Walks With Restarts

The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a low-rank correction. We propose an extension of the framework introduced in ...

SIAM PUBLICATIONS2020

The time-dependent expected reward and deviation matrix of a finite QBD process

Sophie Myriam Hautphenne

Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we focus on the special case of a finite quasi-birth-and-death (QBD) process, moti ...

ELSEVIER SCIENCE INC2019

Geometric ergodicity for some space-time max-stable Markov chains

Erwan Fabrice Koch

Max-stable processes are central models for spatial extremes. In this paper, we focus on some space-time max-stable models introduced in Embrechts et al. (2016). The processes considered induce discrete-time Markov chains taking values in the space of cont ...

ELSEVIER SCIENCE BV2019

Unsupervised algorithm for disaggregating low-sampling-rate electricity consumption of households

Christophe Ballif, Lionel Benjamin Bloch, Jordan Holweger, Marina Dorokhova

Non-intrusive load monitoring (NILM) has been extensively researched over the last decade. The objective of NILM is to identify the power consumption of individual appliances and to detect when particular devices are on or off from measuring the power cons ...

2019

Privacy of Real-Time Pricing in Smart Grid

Maryam Kamgarpour, Christos Dimitrakakis

Installing smart meters to publish real-time electricity rates has been controversial while it might lead to privacy concerns. Dispatched rates include fine-grained data on aggregate electricity consumption in a zone and could potentially be used to infer ...

IEEE2019

Designing Human Assisted Wireless Sensor and Robot Networks Using Probabilistic Model Checking

Wireless sensor networks (WSNs) have a wide variety of applications in environment monitoring (such as air pollution and fire detection), industrial operations (such as machine surveillance), and precision agriculture. It is an arduous task to manage a lar ...

2019

Multigrid Methods Combined With Low-Rank Approximation For Tensor-Structured Markov Chains

Daniel Kressner, Francisco Santos Paredes Quartin de Macedo

Markov chains that describe interacting subsystems suffer from state space explosion but lead to highly structured matrices. In this work, we propose a novel tensor-based algorithm to address such tensor-structured Markov chains. Our algorithm combines a t ...

2018

Efficient Learning from Comparisons

Lucas Maystre

Humans are comparison machines: comparing and choosing an item among a set of alternatives (such as objects or concepts) is arguably one of the most natural ways for us to express our preferences and opinions. In many applications, the analysis of data con ...

EPFL2018

Feedback and Mediation in Causal Inference Illustrated by Stochastic Process Models

Mats Julius Stensrud

The concept of causality is naturally related to processes developing over time. Central ideas of causal inference like time-dependent confounding (feedback) and mediation should be viewed as dynamic concepts. We shall study these concepts in the context o ...

2018

From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming

Daniel Kuhn, John Lygeros, Peyman Mohajerin Esfahani, Tobias Sutter

We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite convex programs ...

2018

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.