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PE
2010
Springer
102views Optimization» more  PE 2010»
8 years 5 months ago
Extracting state-based performance metrics using asynchronous iterative techniques
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...
Douglas V. de Jager, Jeremy T. Bradley
MA
2010
Springer
172views Communications» more  MA 2010»
8 years 5 months ago
On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
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...
Vivekananda Roy, James P. Hobert
IOR
2010
92views more  IOR 2010»
8 years 5 months ago
Series Expansions for Continuous-Time Markov Processes
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...
Bernd Heidergott, Arie Hordijk, Nicole Leder
MCSS
2008
Springer
8 years 6 months ago
Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems
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, ...
Jack Baczynski, Marcelo D. Fragoso
PAMI
2007
196views more  PAMI 2007»
8 years 6 months ago
Bayesian Analysis of Lidar Signals with Multiple Returns
—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...
Sergio Hernandez-Marin, Andrew M. Wallace, Gavin J...
IVC
2008
141views more  IVC 2008»
8 years 6 months ago
Segmentation of color images via reversible jump MCMC sampling
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...
Zoltan Kato
SIAMCO
2002
92views more  SIAMCO 2002»
8 years 6 months ago
Numerical Approximations for Stochastic Differential Games
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...
Harold J. Kushner
PE
2002
Springer
132views Optimization» more  PE 2002»
8 years 6 months ago
Performance evaluation with temporal rewards
Today many formalisms exist for specifying complex Markov chains. In contrast, formalisms for specifying rewards, enabling the analysis of long-run average performance properties,...
Jeroen Voeten
PE
2002
Springer
111views Optimization» more  PE 2002»
8 years 6 months ago
Forwarders vs. centralized server: an evaluation of two approaches for locating mobile agents
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...
Sara Alouf, Fabrice Huet, Philippe Nain
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