270 search results - page 6 / 54 » Estimation of non-stationary Markov Chain transition models |
TSP
2008
13 years 7 months ago
2008
Parameter estimation of a continuous-time Markov chain observed through a discrete-time memoryless channel is studied. An expectation-maximization (EM) algorithm for maximum likeli...
FMCO
2009
Springer
13 years 5 months ago
2009
Springer
This paper reviews the model of interactive Markov chains (IMCs, for short), an extension of labelled transition systems with exponentially delayed transitions. We show that IMCs a...
CAV
2009
Springer
14 years 8 months ago
2009
Springer
Window Abstraction for Infinite Markov Chains Thomas A. Henzinger1 , Maria Mateescu1 , and Verena Wolf1,2 1 EPFL, Switzerland 2 Saarland University, Germany Abstract. We present an...
WSC
1997
13 years 8 months ago
1997
We propose a new estimator for some performance measures obtained from a regenerative simulation of a discrete-time Markov chain. Our new estimator is based on the idea of generat...
IOR
2006
13 years 7 months ago
2006
For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This s...