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» Estimation of non-stationary Markov Chain transition models
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SIGMETRICS
2000
ACM
105views Hardware» more  SIGMETRICS 2000»
15 years 4 months ago
Using the exact state space of a Markov model to compute approximate stationary measures
We present a new approximation algorithm based on an exact representation of the state space S, using decision diagrams, and of the transition rate matrix R, using Kronecker algeb...
Andrew S. Miner, Gianfranco Ciardo, Susanna Donate...
TIFS
2010
128views more  TIFS 2010»
14 years 10 months ago
Steganalysis by subtractive pixel adjacency matrix
This paper presents a novel method for detection of steganographic methods that embed in the spatial domain by adding a low-amplitude independent stego signal, an example of which...
Tomás Pevný, Patrick Bas, Jessica J....
ICGI
2010
Springer
14 years 10 months ago
Learning PDFA with Asynchronous Transitions
In this paper we extend the PAC learning algorithm due to Clark and Thollard for learning distributions generated by PDFA to automata whose transitions may take varying time length...
Borja Balle, Jorge Castro, Ricard Gavaldà
JAPLL
2010
85views more  JAPLL 2010»
14 years 6 months ago
Hybrid logic with the difference modality for generalisations of graphs
We discuss recent work generalising the basic hybrid logic with the difference modality to any reasonable notion of transition. This applies equally to both subrelational transiti...
Robert S. R. Myers, Dirk Pattinson
TGC
2010
Springer
14 years 9 months ago
Uniform Labeled Transition Systems for Nondeterministic, Probabilistic, and Stochastic Processes
Rate transition systems (RTS) are a special kind of transition systems introduced for defining the stochastic behavior of processes and for associating continuous-time Markov chain...
Marco Bernardo, Rocco De Nicola, Michele Loreti