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pro vyhledávání: '"piecewise deterministic markov process"'
Autor:
Chin, Andrew, Nishimura, Akihiko
Piecewise-deterministic Markov process (PDMP) samplers constitute a state of the art Markov chain Monte Carlo (MCMC) paradigm in Bayesian computation, with examples including the zig-zag and bouncy particle sampler (BPS). Recent work on the zig-zag h
Externí odkaz:
http://arxiv.org/abs/2405.08290
Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in alternative
Externí odkaz:
http://arxiv.org/abs/2306.15422
Akademický článek
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Autor:
Wang, Weikai, Chen, Xian
In this paper, a condition-based imperfect maintenance model based on piecewise deterministic Markov process (PDMP) is constructed. The degradation of the system includes two types: natural degradation and random shocks. The natural degradation is de
Externí odkaz:
http://arxiv.org/abs/2211.03023
Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process
Piecewise deterministic Markov processes (PDMPs) can be used to model complex dynamical industrial systems. The counterpart of this modeling capability is their simulation cost, which makes reliability assessment untractable with standard Monte Carlo
Externí odkaz:
http://arxiv.org/abs/2210.16185
Understanding and predicting the dynamical properties of systems involving dry friction is a major concern in physics and engineering. It abounds in many mechanical processes, from the sound produced by a violin to the screeching of chalk on a blackb
Externí odkaz:
http://arxiv.org/abs/2202.12552
Autor:
Wang, Weikai, Chen, Xian
Publikováno v:
In Reliability Engineering and System Safety August 2023 236
Zigzag and other piecewise deterministic Markov process samplers have attracted significant interest for their non-reversibility and other appealing properties for Bayesian posterior computation. Hamiltonian Monte Carlo is another state-of-the-art sa
Externí odkaz:
http://arxiv.org/abs/2104.07694
Akademický článek
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Publikováno v:
Electron. J. Probab. 26 1 - 26, 2021
We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [Andrieu et. al. (2018)] to heavy-tailed target distributions, which exhibit subgeometric rates of convergence to equilibrium. We make
Externí odkaz:
http://arxiv.org/abs/2011.09341