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» Passage time distributions in large Markov chains
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PE
2010
Springer
170views Optimization» more  PE 2010»
13 years 3 months ago
Approximating passage time distributions in queueing models by Bayesian expansion
We introduce Bayesian Expansion (BE), an approximate numerical technique for passage time distribution analysis in queueing networks. BE uses a class of Bayesian networks to appro...
Giuliano Casale
ISAAC
2003
Springer
129views Algorithms» more  ISAAC 2003»
13 years 10 months ago
Polynomial Time Approximate Sampler for Discretized Dirichlet Distribution
Abstract. In this paper, we propose a Markov chain for sampling a random vector distributed according to a discretized Dirichlet distribution. We show that our Markov chain is rapi...
Tomomi Matsui, Mitsuo Motoki, Naoyuki Kamatani
ECML
2006
Springer
13 years 9 months ago
Sequence Discrimination Using Phase-Type Distributions
Abstract We propose in this paper a novel approach to the classification of discrete sequences. This approach builds a model fitting some dynamical features deduced from the learni...
Jérôme Callut, Pierre Dupont
STOC
1997
ACM
125views Algorithms» more  STOC 1997»
13 years 9 months ago
An Interruptible Algorithm for Perfect Sampling via Markov Chains
For a large class of examples arising in statistical physics known as attractive spin systems (e.g., the Ising model), one seeks to sample from a probability distribution π on an...
James Allen Fill
WSC
2008
13 years 7 months ago
Speeding up call center simulation and optimization by Markov chain uniformization
Staffing and scheduling optimization in large multiskill call centers is time-consuming, mainly because it requires lengthy simulations to evaluate performance measures and their ...
Eric Buist, Wyean Chan, Pierre L'Ecuyer