Continuous sampling plans for Markov-dependent production processes under limited inspection capacity

Computer-aided Variables Sampling Inspection Plans

6 Many quality characteristics encountered in the food industry are compositional proportions, e.g. protein percentage in milk powder. The distributions of these quality characteristics are intrinsically not normal as well as cannot be well-approximated by it. Moreover the shape of underlying distribution of the quality characteristic in each lot is likely to change in a short-run production pr...

Markovian Decision Models for the Evaluation of a Large Class of Continuous Sampling Inspection Plans

On the Existence of Markov-Consistent Plans under Production Uncertainty

Strotz (1956) and PoUak (1968) were among the first to study the behaviour of an economic agent whose preferences change over time. They suggested that such an agent would choose a "consistent plan", which they described as "the best plan that he would actually follow". A Markov-consistent plan has a particularly simple structure: current decisions are independent of past decisions, except inso...

Gibbs Sampling in Factorized Continuous-Time Markov Processes

A central task in many applications is reasoning about processes that change over continuous time. Continuous-Time Bayesian Networks is a general compact representation language for multi-component continuous-time processes. However, exact inference in such processes is exponential in the number of components, and thus infeasible for most models of interest. Here we develop a novel Gibbs sampli...

Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution

Many complex systems can be modeled via Markov jump processes. Applications include chemical reactions, population dynamics, and telecommunication networks. Rare-event estimation for such models can be difficult and is often computationally expensive, because typically many (or very long) paths of the Markov jump process need to be simulated in order to observe the rare event. We present a stat...