In this paper, we develop a model for representing term dependence based on Markov Random Fields and present an approach based on Markov Chain Monte Carlo technique for generating ...
Typical methods in CRM marketing include action selection on the basis of Markov Decision Processes with fixed transition probabilities on the one hand, and scoring customers separ...
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
We propose a new estimator for some performance measures obtained from a regenerative simulation of a discrete-time Markov chain. Our new estimator is based on the idea of generat...
This paper proposes a comprehensive modeling architecture for workloads on parallel computers using Markov chains in combination with state dependent empirical distribution functi...