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Relaying can improve the coverage and performance of wireless access networks. In presence of a localisation system at the mobile nodes, the use of such location estimates for relay node selection can be advantageous as such information can…

Networking and Internet Architecture · Computer Science 2015-05-08 Jimmy J. Nielsen , Rasmus L. Olsen , Tatiana K. Madsen , Bernard Uguen , Hans-Peter Schwefel

Accurate, localised rainfall information is essential for applications such as agricultural planning, climate risk assessment, and water resources management. Gridded climate products provide rainfall information over large areas but can…

This study proposes two new dynamic assignment algorithms to match refugees and asylum seekers to geographic localities within a host country. The first, currently implemented in a multi-year randomized control trial in Switzerland, seeks…

Optimization and Control · Mathematics 2024-05-28 Kirk Bansak , Elisabeth Paulson

A Markov-chain model is developed for the purpose estimation of the cure rate of non-performing loans. The technique is performed collectively, on portfolios and it can be applicable in the process of calculation of credit impairment. It is…

Risk Management · Quantitative Finance 2018-07-03 Vilislav Boutchaktchiev

Markov chains are simple yet powerful mathematical structures to model temporally dependent processes. They generally assume stationary data, i.e., fixed transition probabilities between observations/states. However, live, real-world…

Machine Learning · Computer Science 2024-11-27 Kutalmış Coşkun , Borahan Tümer , Bjarne C. Hiller , Martin Becker

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

The paper analyses international migration flows from the network perspective by the evaluation of centrality indices. In order to find the most influential countries in the international migration network classical centrality indices and…

Physics and Society · Physics 2018-06-19 F. Aleskerov , N. Meshcheryakova , A. Rezyapova , S. Shvydun

We study a recently introduced gradient-based Markov chain Monte Carlo method based on 'Barker dynamics'. We provide a full derivation of the method from first principles, placing it within a wider class of continuous-time Markov jump…

Computation · Statistics 2021-09-03 Max Hird , Samuel Livingstone , Giacomo Zanella

Dynamic networks are used in a variety of fields to represent the structure and evolution of the relationships between entities. We present a model which embeds longitudinal network data as trajectories in a latent Euclidean space. A Markov…

Methodology · Statistics 2020-05-19 Daniel K. Sewell , Yuguo Chen

We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of $\mathbb{R}$. An order-$1$ autoregressive model in this context is to be understood as a Markov…

Methodology · Statistics 2023-03-17 Laya Ghodrati , Victor M. Panaretos

International migration implies the coexistence of different ethnic and cultural groups in the receiving country. The refugee crisis of 2015 has resulted in critical levels of opinion polarization on the question of whether to welcome…

Multiagent Systems · Computer Science 2018-12-14 Rocco Paolillo , Wander Jager

Predicting long-term outcomes of interventions is necessary for educational and social policy-making processes that might widely influence our society for the long-term. However, performing such predictions based on data from large-scale…

Applications · Statistics 2018-01-04 Hyemin Han , Kangwook Lee , Firat Soylu

Every day, weather forecasting centres around the world make use of noisy, incomplete observations of the atmosphere to update their weather forecasts. This process is known as data assimilation, data fusion or state estimation and is best…

Multiagent Systems · Computer Science 2022-05-04 Daniel Tang , Nick Malleson

Motivated by theoretical advancements in dimensionality reduction techniques we use a recent model, called Block Markov Chains, to conduct a practical study of clustering in real-world sequential data. Clustering algorithms for Block Markov…

Machine Learning · Computer Science 2022-10-05 Alexander Van Werde , Albert Senen-Cerda , Gianluca Kosmella , Jaron Sanders

Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…

Strongly Correlated Electrons · Physics 2014-05-14 S. Iblisdir

Sewer pipe systems are essential for social and economic welfare. Managing these systems requires robust predictive models for degradation behaviour. This study focuses on probability-based approaches, particularly Markov chains, for their…

Methodology · Statistics 2024-07-18 Lisandro A. Jimenez-Roa , Tiedo Tinga , Tom Heskes , Marielle Stoelinga

Stochastic optimization methods such as mirror descent have wide applications due to low computational cost. Those methods have been well studied under assumption of the independent and identical distribution, and usually achieve sublinear…

Machine Learning · Computer Science 2023-09-27 Yawei Zhao

This paper investigates the role of high-dimensional information sets in the context of Markov switching models with time varying transition probabilities. Markov switching models are commonly employed in empirical macroeconomic research…

Econometrics · Economics 2019-05-07 Gregor Zens , Maximilian Böck

Foraging is crucial for animals to survive. Many species forage in groups, as individuals communicate to share information about the location of available resources. For example, eusocial foragers, such as honey bees and many ants, recruit…

Populations and Evolution · Quantitative Biology 2023-08-02 Hyunjoong Kim , Yoichiro Mori , Joshua B Plotkin

In this paper, we develop methods of nonlinear filtering and prediction of an unobservable Markov chain with a finite set of states. This Markov chain controls coefficients of AR(p) model. Using observations generated by AR(p) model we have…

Probability · Mathematics 2015-03-10 Vasily Vasilyev , Alexander Dobrovidov