We define the problem of inferring a “mixture of Markov chains” based on observing a stream of interleaved outputs from these chains. We show a sharp characterization of the i...
Random independent sets in graphs arise, for example, in statistical physics, in the hard-core model of a gas. In 1997, Luby and Vigoda described a rapidly mixing Markov chain for...
This work is concerned with numerical methods for controlled regime-switching diffusions, and regime-switching jump diffusions. Numerical procedures based on Markov chain approxim...
In this paper, we present a parallel implementation for the steady-state analysis of continuous-time Markov chains (CTMCs). This analysis is performed via solution of a linear equ...
— In many visual multi-object tracking applications, the question when to add or remove a target is not trivial due to, for example, erroneous outputs of object detectors or obse...