Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 29 for “"Stationary distribution"”.
-
Computing stationary distribution locally
Computing stationary probabilities of states in a large countable state space Markov Chain (MC) has become central to many modern scientific disciplines, whether in statistical inference problems, or in network analyses. Standard methods involve large matrix multiplications as in power iterations, …
-
Evaluating The Efficiency of Markov Chain Monte Carlo Algorithms
… a Markov chain designed to converge to a stationary distribution. In Bayesian statistics, MCMC is used to obtain samples from a posterior distribution for inference. To ensure the accuracy of estimates using MCMC samples, the convergence to the stationary distribution of an MCMC algorithm …
-
Um modelo markoviano para simulação de vazões diárias
… the chain ergodicity is determined and its stationary distribution is observed. A theoretic adjustment for markovian matrix lines is analysed through Pearson's indexes, drying out gama, normal and lognormal distributions. Dry and wet periods of the hydrologic year are observed separately, …
-
Fast spectral primitives for directed graphs
… directed graph problems including computing the stationary distribution of a Markov chain with only a logarithmic dependence on the mixing time. Our approach is based on developing new spectral tools for directed graphs, including the first algorithms for sparsifying directed graphs and solving …
-
The stochastic modelling of the neuronal membrane potential in response to synaptic input
… to measure at microscopic level, whereas the stationary distribution of the membrane potential, while easy to measure, incorporates the underlying microscopic properties of synapses. The ion flow across the membrane of the postsynaptic neuron at the synapse is modelled as the product of the …
-
Stochastic modelling of nutrient and predator-prey populations
… of the SDE model is assessed by comparing the distribution graphs and by performing statistical tests. The existence of the environmental-type process noise in the nutrient data is illustrated by a residual analysis for the data. Finally a simulation study is carried out to identify the …
-
Mcmc- Based Optimization And Application
… for generating samples from given probability distributions. In the thesis, we first focus on the methods of slice sampling and simulated annealing. While slice sampling has a merit to generate samples based on the underlying distribution with adjustable step size, simulated annealing can …
-
Stochastically Stable States for Perturbed Repeated Play of Coordination Games
… an error. As the error rate approaches zero the stationary distributions converge to a stationary distribution for the unperturbed process. Stochastically stable states, which comprise the support of the limiting distribution, are identified by finding minimum-weight spanning trees of a weighted …
-
Quantum dynamics in laser–assisted collisions, laser–molecule interactions, and particle–surface scattering
… control pulses may be used to produce an almost stationary distribution of a single vibrational level, where the nodal structure can be tested using the Coulomb explosion imaging technique. Using a pump – probe setup with variable probe delays it is proposed to use Fourier analysis of the time …
-
Free products of operator spaces and free Markov processes
… free self-decomposable if and only if it is the stationary distribution of a stationary free Ornstein-Uhlenbeck process (driven by a free Levy process). Finally, the notion of free fractional Brownian motion is introduced. Examples of fractional free Brownian motion are given, which are based on …
-
Approximate inference : decomposition methods with applications to networks
… function of the corresponding MR.F for the exact stationary distribution.
-
Graph-based genomic signatures
… (DBCGS), based on both graph structure and the stationary distribution of the DBC. We demonstrate that DBCGS is information-rich, efficient, sufficiently representative of the sequence from which it is derived, and superior to existing genomic signatures such as the dinucleotides odds ratio and …
-
Control and collective intelligence of multi-agent system
… is described as geometric group patterns, stationary distribution and cooperative motions in this thesis. As the size of the group increases, it is essential to exploit simple and distributed controls to achieve the desired collective intelligence of the system with robustness and minimal …
-
Efficiency-risk tradeoffs in dynamic oligopoly markets : with application to electricity markets
… pricing of the resource. The statistics of the stationary aggregate demand processes induced by the two market architectures show that although the non-cooperative load scheduling scheme leads to an efficiency loss - widely known as the "price of anarchy" - the stationary distribution of the …
-
Curve sampling and geometric conditional simulation
… uncertainty, natural handling of multi-modal distributions, and incorporation of partial segmentation information. This is important for applications which suffer from, e.g., low signal-to-noise ratio (SNR) or ill-posedness. We create a curve sampling algorithm using the Metropolis-Hastings …
-
Continuous representations and models from random walk diffusion limits
… of the discrete random walk such as the stationary distribution, hitting time, or co-occurrence using closed-form expressions from diffusions. We establish limits which guarantee asymptotic consistency of such estimators, and show they work well in practice. Using this new approach, we …
-
Brownian particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits.
… motion with inert drift. We also determine the distribution of the maximum of the Newtonian particle via its Laplace transform. In the third chapter, we consider a random walker on the nonnegative lattice, moving in continuous time, whose transition rate is a linear function of the time the …
-
Error behavior and optimal discretization of chaotic differential equations
… the system reaches the attractor (i.e. the stationary distribution of long-run states) and sampling error due to finite-time averaging of trajectories on the attractor. In this work, we first propose an error model to describe the expected absolute errors on the attractor of a chaotic …
-
Clustering, coverage and aggregation methods for large networks
… We then derive upper bound on how close the stationary distribution of aggregated Markov chain is to the aggregated stationary distribution of the original Markov chain. The effectiveness of this method has been demonstrated through numerous examples at a variety of scales. We further apply …
-
Mechanismen des vermittelten und nicht-vermittelten Transportes einer amphiphilen Phosphonat-Sonde (NDP2) in der Erythrozytenmembran
… amongst other things, the influence of the stationary distribution and the kinetics of the inwards translocation of NDP2 through the incorporation of other substances – so-called membrane modifiers – into the membrane, through the alteration of the electrolyte composition and the pH-value of …
Page 1 of 2