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The paper contains description of the implementation of C code for tree representation of Markov Chain Monte Carlo(MCMC) clustering. The aim of the code is to produce results which helps in visual representation of the most frequent pattern, its agglomerat ...
We explore the scheduling rules and the hedging levels that can be obtained by using a Restless Bandit Problem formulation of a make-to-stock production. The underlying dynamics are markov chain in continuous lime and the associate reward are piecewise lin ...
Pulse radiolysis results suggest that the very first steps of silver aggregation in water involve the formation of Ag32+. The authors present a mixed classical quantum simulation of the absorption spectrum of this aggregate which is in agreement with the e ...
We consider a queuing problem in which both the service rate of a finite-buffer queue and its rate of arrivals are functions of the same partially observed Markov chain. Basic performance indices of this device, such as long term throughput and loss rates, ...
We propose an efficient method for animation of virtual human models in an environment of obstacles. A nearby target location reachable by a human figure is given and a search is performed in the object space encompassing obstacles to obtain an optimum con ...
The ridgelet transform (Candes and Donoho, 1999) was introduced as a new multiscale representation for functions on continuous spaces that are smooth away from discontinuities along lines. In this paper, we present several discrete versions of the ridgelet ...
We present a model that learns the influence of interacting Markov chains within a team. The proposed model is a dynamic Bayesian network (DBN) with a two-level structure: individual-level and group-level. Individual level models actions of each player, an ...
We present a model that learns the influence of interacting Markov chains within a team. The proposed model is a dynamic Bayesian network (DBN) with a two-level structure: individual-level and group-level. Individual level models actions of each player, an ...
We explore the scheduling rules and the hedging levels that can be obtained by using a restless bandit problem formulation of a make-to-stock production. The underlying dynamics are a Markov chain in continuous time and the associated rewards are piecewise ...
In this article we discuss Markovian term structure models in discrete time and with continuous state space. More precisely we are concerned with the structural properties of such models if one has the Markov property for a part of the forward curve. We in ...
