相关论文: Sensitivity analysis of Quasi-Birth-and-Death proc…
In order to analyze stability of a two-queue model, we consider a two-dimensional quasi-birth-and-death process (2d-QBD process), denoted by $\{\boldsymbol{Y}(t)\}=\{((L_1(t),L_2(t)),J(t))\}$. The two-dimensional process…
We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and we exploit the special transition structure of QBDs to obtain its solutions in two different forms. One is based on a decomposition through first passage times to…
We study a class of multi-species birth-and-death processes going almost surely to extinction and admitting a unique quasi-stationary distribution (qsd for short). When rescaled by $K$ and in the limit $K\to+\infty$, the realizations of…
Sensitivity analysis is an important part of a mathematical modeller's toolbox for model analysis. In this review paper, we describe the most frequently used sensitivity techniques, discussing their advantages and limitations, before…
The adaptive quasi-likelihood analysis is developed for a degenerate diffusion process. Asymptotic normality and moment convergence are proved for the quasi-maximum likelihood estimators and quasi-Bayesian estimators, in the adaptive…
Design-based frameworks of uncertainty are frequently used in settings where the treatment is (conditionally) randomly assigned. This paper develops a design-based framework suitable for analyzing quasi-experimental settings in the social…
We introduce several methods for assessing sensitivity to unmeasured confounding in marginal structural models; importantly we allow treatments to be discrete or continuous, static or time-varying. We consider three sensitivity models: a…
In the context of sensitivity analysis of complex phenomena in presence of uncertainty, we motivate and precise the idea of orienting the analysis towards a critical domain of the studied phenomenon. We make a brief history of related…
We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…
Sensitivity studies the network response to perturbations. We consider local perturbations of the concentrations of metabolites at an equilibrium. We investigate the responses in the network, both of the metabolite concentrations and of the…
We apply the recently devised quasi-stationary simulation method to study the lifetime and order parameter of the contact process in the subcritical phase. This phase is not accessible to other methods because virtually all realizations of…
We study a multi-type Ehrenfest process modeled as a finite quasi-birth-death (QBD) process. We assume that the transitions are allowed only to the two adjacent levels of the same phase and are characterized by linear rates. The crucial…
We propose and discuss sensitivity metrics for reliability analysis, which are based on the value of information. These metrics are easier to interpret than other existing sensitivity metrics in the context of a specific decision and they…
In this paper, we present perturbed law-based sensitivity indices and how to adapt them for quantile-oriented sensitivity analysis. We exhibit a simple way to compute these indices in practice using an importance sampling estimator for…
The use of simulation-based sensitivity analyses is fundamental to evaluate and compare candidate designs for future clinical trials. In this context, sensitivity analyses are especially useful to assess the dependence of important design…
This paper studies the sensitivity analysis of mass-action systems against their diffusion approximations, particularly the dependence on population sizes. As a continuous time Markov chain, a mass-action system can be described by a…
Variance-based sensitivity methods can provide insights into large computational models. We present a novel application of sensitivity analysis to the Biomass Scenario Model (BSM) a large and complex system dynamics model of the developing…
A method yielding simple relationships among bilateral birth-and-death processes is outlined. This allows one to relate birth and death rates of two processes in such a way that their transition probabilities, first-passage-time densities…
The sensitivity properties of intermittent control are analysed and the conditions for a limit cycle derived theoretically and verified by simulation.
We experimentally and theoretically study the frequency shift of a driven cavity coupled to a superconducting charge qubit. In addition to previous studies, we here also consider drive strengths large enough to energetically allow for…