The paper considers a variable length Markov chain model associated with a group of stationary processes that share the same context tree but potentially different conditional probabilities. We propose a new model selection and estimation method, develop oracle inequalities and model selection properties for the estimator. These results also provide conditions under which the use of the group s...

We study a stochastic control system, described by Ito’s controllable equation, and evaluate the solutions by an entropy functional (EF), defined by the equation’s functions of controllable drift and diffusion. Considering a control problem for this functional, we solve the EF control’s variation problem (VP), which leads to both a dynamic approximation of the process’ entropy functional by an ...

Excerpted Section A. MARKOV CHAIN APPROXIMATION Another approach to finite differences is the well developed Markov Chain Approximation (MCA) of Kushner [3, 4]. Recent developments are surveyed and further advanced by Kushner [5], and by Kushner and Dupuis [6], with special attention to methods for jump and reflected diffusions. This method applies a Markov chain approximation to continuous tim...

This paper describes an energy-aware, airborne, dynamic data-driven application systems for persistent sensing in complex atmospheric conditions. The work combines i.) new onboard and remote real-time, wind sensing capabilities; ii.) online models for planning based on Gaussian processes for onboard data and dynamic atmospheric models that assimilate Doppler radar data; and iii.) a hierarchical...

Validation testing of software processes may provide both qualitative and quantitative suggestions to understand the ways to change the software process to improve its quality, or the ways to achieve speci®c organisation's needs. In many cases, however, such understanding has to be done without a€ecting the actual environment. To this purpose, this paper introduces the use of process simulators...