Markov-chain-inspired search for MH370

analysis of ruin probability for insurance companies using markov chain

در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...

Empirical Evidence for Markov Chain Monte Carlo in Memory Search

Previous theoretical work has proposed the use of Markov chain Monte Carlo as a model of exploratory search in memory. In the current study we introduce such a model and evaluate it on a semantic network against human performance on the Remote Associates Test (RAT), a commonly used creativity metric. We find that a family of search models closely resembling the Metropolis-Hastings algorithm is ...

Relative Entropy Rate between a Markov Chain and Its Corresponding Hidden Markov Chain

 In this paper we study the relative entropy rate between a homogeneous Markov chain and a hidden Markov chain defined by observing the output of a discrete stochastic channel whose input is the finite state space homogeneous stationary Markov chain. For this purpose, we obtain the relative entropy between two finite subsequences of above mentioned chains with the help of the definition of...

Markov Chain Monte Carlo Sampling using Direct Search Optimization

A Unified Markov Chain Approach to Analysing Randomised Search Heuristics

The convergence, convergence rate and expected hitting time play fundamental roles in the analysis of randomised search heuristics. This paper presents a unified Markov chain approach to studying them. Using the approach, the sufficient and necessary conditions of convergence in distribution are established. Then the average convergence rate is introduced to randomised search heuristics and its...