Essays about: "markov processes"

Showing result 1 - 5 of 42 essays containing the words markov processes.

  1. 1. A Bandit Approach to Indirect Inference

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Erik Ildring; Felix Steinberger Eriksson; [2023]
    Keywords : ;

    Abstract : We present a novel approach to the family of parameter estimation methods known asindirect inference (II), using results from bandit optimization, a sub-field of reinforcementlearning concerned with stateless Markov decision processes (MDPs). First, we present theproblem of indirect inference and show how it may be cast into the general framework ofMDPs. READ MORE

  2. 2. Dynamic Covariance Modelling Using Generalised Wishart Processes

    University essay from Lunds universitet/Matematisk statistik

    Author : Fredrik Nilsson; [2023]
    Keywords : Covariance matrix; generalised Wishart process; Bayesian inference; Markov chain Monte Carlo; Hamiltonian Monte Carlo; Mathematics and Statistics;

    Abstract : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. READ MORE

  3. 3. Reliability Based Classification of Transitions in Complex Semi-Markov Models

    University essay from KTH/Matematisk statistik

    Author : Francesco Fenoaltea; [2022]
    Keywords : Semi-Markov process; reliability engineering; stochastic process; autonomous vehicles; semi-markovprocessen; tillförlitlighetsteknik; stokastisk process; autonoma fordon;

    Abstract : Markov processes have a long history of being used to model safety critical systems. However, with the development of autonomous vehicles and their increased complexity, Markov processes have been shown to not be sufficiently precise for reliability calculations. READ MORE

  4. 4. Probability Based Path Planning of Unmanned Ground Vehicles for Autonomous Surveillance : Through World Decomposition and Modelling of Target Distribution

    University essay from Linköpings universitet/Reglerteknik

    Author : Per Liljeström; [2022]
    Keywords : Probability based path planning; Unmanned ground vehicles; UGV; Autonomous surveillance; Cell decomposition; Spatial partitioning; Target distribution modeling; Decay function; Last-seen function; Stochastic processes; Markov chain; Markov process; Markov planner;

    Abstract : The interest in autonomous surveillance has increased due to advances in autonomous systems and sensor theory. This thesis is a preliminary study of the cooperation between UGVs and stationary sensors when monitoring a dedicated area. The primary focus is the path planning of a UGV for different initial intrusion alarms. Cell decomposition, i. READ MORE

  5. 5. Study of Automated Step Detection Methods and Dwell Time Analysis of Single-Molecule Data : Case of Study: The Turnover of Single Fluorescent ATP on The Active Site of Myosin

    University essay from Linnéuniversitetet/Institutionen för fysik och elektroteknik (IFE)

    Author : Lathifa Nur Ramdhania; [2022]
    Keywords : Single-molecule; step detection; dwell time analysis;

    Abstract : Single-molecule methods were developed with the objective to obtain kinetic information of biomolecular processes from a single biomolecule. This objective can be achieved by analyzing the binding events in recordings (“trajectories”) of single molecules (e.g., using fluorescence); the so-called dwell times. READ MORE