Model Failure and Context Switching Using Logic-Based Stochastic Models

Control Using Logic-Based Switching

Preservation of Stochastic Orderings of Interdependent Series and Parallel Systems by Componentwise Switching to Exponentiated Models

This paper discusses the preservation of some stochastic orders between two interdependent series and parallel systems when the survival and distribution functions of all components switch to the exponentiated model. For the series systems, the likelihood ratio, hazard rate, usual, aging faster, aging intensity, convex transform, star, superadditive and dispersive orderings, and for the paralle...

Stochastic Adaptive Switching Control Based on Multiple Models

It is well known that the transient behaviors of the traditional adaptive control may be very poor in general, and that the adaptive control designed based on switching between multiple models is an intuitively appealing and practically feasible approach to improve the transient performances. This paper proves that for a typical class of linear systems disturbed by white noises, the multiple mo...

Simulation-based sequential analysis of Markov switching stochastic volatility models

We propose a simulation-based algorithm for inference in stochastic volatility models with possible regime switching in which the regime state is governed by a first-order Markov process. Using auxiliary particle filters we developed a strategy to sequentially learn about states and parameters of the model. The methodology is tested against a synthetic time series and validated with a real fina...

Using Context-based Statistical Models to Promote the Quality of Voice Conversion Systems

This article aims to examine methods of optimizing GMM-based voice conversion systems performance in which GMM method is introduced as the basic method for improvement of voice conversion systems performance. In the current methods, due to using a single conversion function to convert all speech units and subsequent spectral smoothing arising from statistical averaging, we will observe quality ...