However, I see it as a continuous space Markov chain analog to many discrete space Markov chain problems, such as drunk walker like brainteasers. Great idea your answer. $\endgroup$ –marco Commented Mar 23 at 16:41 Add a comment | 3 $\begingroup$ Your idea...
In this setting, planners make decisions on labor allocation and harvesting schedules, considering uncertainty of future rain. Weather uncertainty is modeled following a Markov Chain approach, in which rain affects the quality of grapes and labor productivity. We compare an expected value with a ...
aIn addition to the probability of certain events, it is natural to analyze the average behavior of executions in a Markov chain. For instance, for a communication system where a sender and a receiver can transfer messages via an unreliable channel, an interesting measure of interest is the ex...
There are some suggestions here but you may find them very slow and memory-heavy when performing anything more than a few hundred iterations of this Markov chain model. Another solution could be to convert the code to work with log probabilities instead (which are often used to overcome exactly...
Let f(r)f(r) be the expected value of the output of P(r)P(r). We will solve for f(r)f(r), and then the final answer is just f(1)f(1). Now, in this program, there are basically two cases: The first number qq we generate is less than rr, in which c...
To model the uncertainties of the model parameters, we employed the Markov Chain Monte Carlo (MCMC) method to sample the posterior distribution of the model parameters and to use the generated chain of the parameters to simulate forward in time an ensemble of the ETAS processes. In addition, ...
This note investigates the use of extrapolations with certain iterative methods to accelerate the computation of the expected discounted return in a finite Markov chain. An easily administered algorithm for reordering the equations allows an attractive stopping rule to be used with Gauss-Seidel iteration...
We consider the problem of computing the value and an optimal strategy for minimizing the expected termination time in one-counter Markov decision processe... T Brázdil,A Kučera,P Novotný - Springer Berlin Heidelberg 被引量: 50发表: 2012年 New bounds on the expected length of one-to-...
In a manner analogous to that of Yu and (2001) for general Bayesian quantile regression, and also to Gerlach et al (2011) for Bayesian CAViaR estimation, this AG likelihood is then employed in a Bayesian estimation scheme. Markov chain Monte Carlo methods, based on the adaptive mixture of ...
In this paper, a novel Markov chain model is presented to derive the joint probability distribution of the backoff stage and the BC that are picked by a node. Based on this model, the expected CWS, the expected BC, and the expected Number of Doubling Contention Window (NDCW) under the ...