相关论文: Stochastic comparisons of series and parallel syst…
High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…
The modelling and analysis of biological systems has deep roots in Mathematics, specifically in the field of ordinary differential equations (ODEs). Alternative approaches based on formal calculi, often derived from process algebras or term…
An algorithm is discussed for converting a class of recursive processes to a parallel system. It is argued that this algorithm can be superior to certain methods currently found in the literature for an important subset of problems. The…
This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is…
The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…
This paper addresses patient heterogeneity associated with prediction problems in biomedical applications. We propose a systematic hypothesis testing approach to determine the existence of patient subgroup structure and the number of…
Quantitative properties of stochastic systems are usually specified in logics that allow one to compare the measure of executions satisfying certain temporal properties with thresholds. The model checking problem for stochastic systems with…
Stochastic models share many characteristics with generic parametric models. In some ways they can be regarded as a special case. But for stochastic models there is a notion of weak distribution or generalised random variable, and the same…
Hierarchical Archimedean copulas (HACs) are multivariate uniform distributions constructed by nesting Archimedean copulas into one another, and provide a flexible approach to modeling non-exchangeable data. However, this flexibility in the…
General statistical ensembles in the Hamiltonian formulation of hybrid quantum-classical systems are analyzed. It is argued that arbitrary probability densities on the hybrid phase space must be considered as the class of possible…
We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…
The nature of statistics, statistical mechanics and consequently the thermodynamics of stochastic systems is largely determined by how the number of states $W(N)$ depends on the size $N$ of the system. Here we propose a scaling expansion of…
We adapt and study a variance reduction approach for the homogenization of elliptic equations in divergence form. The approach, borrowed from atomistic simulations and solid-state science [von Pezold et al, Physical Review B 2010; Wei et…
In the context of industrial engineering, cold-standby redundancies allocation strategy is usually adopted to improve the reliability of coherent systems. This paper investigates optimal allocation strategies of cold standbys for series and…
The evolution in the design of modern parallel platforms leads to revisit the scheduling jobs on distributed heterogeneous resources. The goal of this survey is to present the main existing algorithms, to classify them based on their…
We study algorithmic randomness and monotone complexity on product of the set of infinite binary sequences. We explore the following problems: monotone complexity on product space, Lambalgen's theorem for correlated probability,…
Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
A stochastic Lie system on a manifold $M$ is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on $\mathbb{R}^\ell$-valued semi-martigales of vector fields on $M$ spanning a…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…