PE
2010
Springer
13 years 2 months ago
2010
Springer
Solution of large sparse linear fixed-point problems lies at the heart of many important performance analysis calculations. These calculations include steady-state, transient and...
MA
2010
Springer
13 years 2 months ago
2010
Springer
We consider Bayesian analysis of data from multivariate linear regression models whose errors have a distribution that is a scale mixture of normals. Such models are used to analy...
IOR
2010
13 years 3 months ago
2010
We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
MCSS
2008
Springer
13 years 4 months ago
2008
Springer
In this paper we deal with a perturbed algebraic Riccati equation in an infinite dimensional Banach space. Besides the interest in its own right, this class of equations appears, ...
PAMI
2007
13 years 4 months ago
2007
—Time-Correlated Single Photon Counting and Burst Illumination Laser data can be used for range profiling and target classification. In general, the problem is to analyze the res...
IVC
2008
13 years 4 months ago
2008
Reversible jump Markov chain Monte Carlo (RJMCMC) is a recent method which makes it possible to construct reversible Markov chain samplers that jump between parameter subspaces of...
SIAMCO
2002
13 years 4 months ago
2002
The Markov chain approximation method is a widely used, relatively easy to use, and efficient family of methods for the bulk of stochastic control problems in continuous time, for...
PE
2002
Springer
13 years 4 months ago
2002
Springer
Today many formalisms exist for specifying complex Markov chains. In contrast, formalisms for specifying rewards, enabling the analysis of long-run average performance properties,...
PE
2002
Springer
13 years 4 months ago
2002
Springer
This paper evaluates and compares the performance of two approaches for locating an agent in a mobile agent environment. The first approach dynamically creates a chain of forwarde...
PAMI
2002
13 years 4 months ago
2002
