Hierarchical Markov blankets and adaptive active inference. Comment on "Answering Schrödinger's question: A free-energy formulation" by Maxwell James Désormeau Ramstead et al.

Science.gov (United States)

Kirchhoff, Michael

2018-03-01

Ramstead MJD, Badcock PB, Friston KJ. Answering Schrödinger's question: A free-energy formulation. Phys Life Rev 2018. https://doi.org/10.1016/j.plrev.2017.09.001 [this issue] motivate a multiscale characterisation of living systems in terms of hierarchically structured Markov blankets - a view of living systems as comprised of Markov blankets of Markov blankets [1-4]. It is effectively a treatment of what life is and how it is realised, cast in terms of how Markov blankets of living systems self-organise via active inference - a corollary of the free energy principle [5-7].

Performance Modeling of Communication Networks with Markov Chains

CERN Document Server

Mo, Jeonghoon

2010-01-01

This book is an introduction to Markov chain modeling with applications to communication networks. It begins with a general introduction to performance modeling in Chapter 1 where we introduce different performance models. We then introduce basic ideas of Markov chain modeling: Markov property, discrete time Markov chain (DTMe and continuous time Markov chain (CTMe. We also discuss how to find the steady state distributions from these Markov chains and how they can be used to compute the system performance metric. The solution methodologies include a balance equation technique, limiting probab

Recognizing Chinese characters in digital ink from non-native language writers using hierarchical models

Science.gov (United States)

Bai, Hao; Zhang, Xi-wen

2017-06-01

While Chinese is learned as a second language, its characters are taught step by step from their strokes to components, radicals to components, and their complex relations. Chinese Characters in digital ink from non-native language writers are deformed seriously, thus the global recognition approaches are poorer. So a progressive approach from bottom to top is presented based on hierarchical models. Hierarchical information includes strokes and hierarchical components. Each Chinese character is modeled as a hierarchical tree. Strokes in one Chinese characters in digital ink are classified with Hidden Markov Models and concatenated to the stroke symbol sequence. And then the structure of components in one ink character is extracted. According to the extraction result and the stroke symbol sequence, candidate characters are traversed and scored. Finally, the recognition candidate results are listed by descending. The method of this paper is validated by testing 19815 copies of the handwriting Chinese characters written by foreign students.

Fitting Hidden Markov Models to Psychological Data

Directory of Open Access Journals (Sweden)

Ingmar Visser

2002-01-01

Full Text Available Markov models have been used extensively in psychology of learning. Applications of hidden Markov models are rare however. This is partially due to the fact that comprehensive statistics for model selection and model assessment are lacking in the psychological literature. We present model selection and model assessment statistics that are particularly useful in applying hidden Markov models in psychology. These statistics are presented and evaluated by simulation studies for a toy example. We compare AIC, BIC and related criteria and introduce a prediction error measure for assessing goodness-of-fit. In a simulation study, two methods of fitting equality constraints are compared. In two illustrative examples with experimental data we apply selection criteria, fit models with constraints and assess goodness-of-fit. First, data from a concept identification task is analyzed. Hidden Markov models provide a flexible approach to analyzing such data when compared to other modeling methods. Second, a novel application of hidden Markov models in implicit learning is presented. Hidden Markov models are used in this context to quantify knowledge that subjects express in an implicit learning task. This method of analyzing implicit learning data provides a comprehensive approach for addressing important theoretical issues in the field.

Markov chains models, algorithms and applications

CERN Document Server

Ching, Wai-Ki; Ng, Michael K; Siu, Tak-Kuen

2013-01-01

This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters.  Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods

Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

Science.gov (United States)

Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

2018-01-01

Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

Markov Models for Handwriting Recognition

CERN Document Server

Plotz, Thomas

2011-01-01

Since their first inception, automatic reading systems have evolved substantially, yet the recognition of handwriting remains an open research problem due to its substantial variation in appearance. With the introduction of Markovian models to the field, a promising modeling and recognition paradigm was established for automatic handwriting recognition. However, no standard procedures for building Markov model-based recognizers have yet been established. This text provides a comprehensive overview of the application of Markov models in the field of handwriting recognition, covering both hidden

Model Checking Markov Reward Models with Impulse Rewards

NARCIS (Netherlands)

Cloth, Lucia; Katoen, Joost-Pieter; Khattri, Maneesh; Pulungan, Reza; Bondavalli, Andrea; Haverkort, Boudewijn; Tang, Dong

This paper considers model checking of Markov reward models (MRMs), continuous-time Markov chains with state rewards as well as impulse rewards. The reward extension of the logic CSL (Continuous Stochastic Logic) is interpreted over such MRMs, and two numerical algorithms are provided to check the

A Novel Method for Decoding Any High-Order Hidden Markov Model

Directory of Open Access Journals (Sweden)

Fei Ye

2014-01-01

Full Text Available This paper proposes a novel method for decoding any high-order hidden Markov model. First, the high-order hidden Markov model is transformed into an equivalent first-order hidden Markov model by Hadar’s transformation. Next, the optimal state sequence of the equivalent first-order hidden Markov model is recognized by the existing Viterbi algorithm of the first-order hidden Markov model. Finally, the optimal state sequence of the high-order hidden Markov model is inferred from the optimal state sequence of the equivalent first-order hidden Markov model. This method provides a unified algorithm framework for decoding hidden Markov models including the first-order hidden Markov model and any high-order hidden Markov model.

Markov and mixed models with applications

DEFF Research Database (Denmark)

Mortensen, Stig Bousgaard

This thesis deals with mathematical and statistical models with focus on applications in pharmacokinetic and pharmacodynamic (PK/PD) modelling. These models are today an important aspect of the drug development in the pharmaceutical industry and continued research in statistical methodology within...... or uncontrollable factors in an individual. Modelling using SDEs also provides new tools for estimation of unknown inputs to a system and is illustrated with an application to estimation of insulin secretion rates in diabetic patients. Models for the eect of a drug is a broader area since drugs may affect...... for non-parametric estimation of Markov processes are proposed to give a detailed description of the sleep process during the night. Statistically the Markov models considered for sleep states are closely related to the PK models based on SDEs as both models share the Markov property. When the models...

Stencil method: a Markov model for transport in porous media

Science.gov (United States)

Delgoshaie, A. H.; Tchelepi, H.; Jenny, P.

2016-12-01

In porous media the transport of fluid is dominated by flow-field heterogeneity resulting from the underlying transmissibility field. Since the transmissibility is highly uncertain, many realizations of a geological model are used to describe the statistics of the transport phenomena in a Monte Carlo framework. One possible way to avoid the high computational cost of physics-based Monte Carlo simulations is to model the velocity field as a Markov process and use Markov Chain Monte Carlo. In previous works multiple Markov models for discrete velocity processes have been proposed. These models can be divided into two general classes of Markov models in time and Markov models in space. Both of these choices have been shown to be effective to some extent. However some studies have suggested that the Markov property cannot be confirmed for a temporal Markov process; Therefore there is not a consensus about the validity and value of Markov models in time. Moreover, previous spacial Markov models have only been used for modeling transport on structured networks and can not be readily applied to model transport in unstructured networks. In this work we propose a novel approach for constructing a Markov model in time (stencil method) for a discrete velocity process. The results form the stencil method are compared to previously proposed spacial Markov models for structured networks. The stencil method is also applied to unstructured networks and can successfully describe the dispersion of particles in this setting. Our conclusion is that both temporal Markov models and spacial Markov models for discrete velocity processes can be valid for a range of model parameters. Moreover, we show that the stencil model can be more efficient in many practical settings and is suited to model dispersion both on structured and unstructured networks.

A multi-level hierarchic Markov process with Bayesian updating for herd optimization and simulation in dairy cattle.

Science.gov (United States)

Demeter, R M; Kristensen, A R; Dijkstra, J; Oude Lansink, A G J M; Meuwissen, M P M; van Arendonk, J A M

2011-12-01

Herd optimization models that determine economically optimal insemination and replacement decisions are valuable research tools to study various aspects of farming systems. The aim of this study was to develop a herd optimization and simulation model for dairy cattle. The model determines economically optimal insemination and replacement decisions for individual cows and simulates whole-herd results that follow from optimal decisions. The optimization problem was formulated as a multi-level hierarchic Markov process, and a state space model with Bayesian updating was applied to model variation in milk yield. Methodological developments were incorporated in 2 main aspects. First, we introduced an additional level to the model hierarchy to obtain a more tractable and efficient structure. Second, we included a recently developed cattle feed intake model. In addition to methodological developments, new parameters were used in the state space model and other biological functions. Results were generated for Dutch farming conditions, and outcomes were in line with actual herd performance in the Netherlands. Optimal culling decisions were sensitive to variation in milk yield but insensitive to energy requirements for maintenance and feed intake capacity. We anticipate that the model will be applied in research and extension. Copyright © 2011 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Markov chain aggregation for agent-based models

CERN Document Server

Banisch, Sven

2016-01-01

This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related computational models, one which makes use of lumpability and information theory in order to link the micro and macro levels of observation. The starting point is a microscopic Markov chain description of the dynamical process in complete correspondence with the dynamical behavior of the agent-based model (ABM), which is obtained by considering the set of all possible agent configurations as the state space of a huge Markov chain. An explicit formal representation of a resulting “micro-chain” including microscopic transition rates is derived for a class of models by using the random mapping representation of a Markov process. The type of probability distribution used to implement the stochastic part of the model, which defines the upd...

Zipf exponent of trajectory distribution in the hidden Markov model

Science.gov (United States)

Bochkarev, V. V.; Lerner, E. Yu

2014-03-01

This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.

Zipf exponent of trajectory distribution in the hidden Markov model

International Nuclear Information System (INIS)

Bochkarev, V V; Lerner, E Yu

2014-01-01

This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different

Coding with partially hidden Markov models

DEFF Research Database (Denmark)

Forchhammer, Søren; Rissanen, J.

1995-01-01

Partially hidden Markov models (PHMM) are introduced. They are a variation of the hidden Markov models (HMM) combining the power of explicit conditioning on past observations and the power of using hidden states. (P)HMM may be combined with arithmetic coding for lossless data compression. A general...... 2-part coding scheme for given model order but unknown parameters based on PHMM is presented. A forward-backward reestimation of parameters with a redefined backward variable is given for these models and used for estimating the unknown parameters. Proof of convergence of this reestimation is given....... The PHMM structure and the conditions of the convergence proof allows for application of the PHMM to image coding. Relations between the PHMM and hidden Markov models (HMM) are treated. Results of coding bi-level images with the PHMM coding scheme is given. The results indicate that the PHMM can adapt...

Probabilistic Reachability for Parametric Markov Models

DEFF Research Database (Denmark)

Hahn, Ernst Moritz; Hermanns, Holger; Zhang, Lijun

2011-01-01

Given a parametric Markov model, we consider the problem of computing the rational function expressing the probability of reaching a given set of states. To attack this principal problem, Daws has suggested to first convert the Markov chain into a finite automaton, from which a regular expression...

Consistent Estimation of Partition Markov Models

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Jesús E. García

2017-04-01

Full Text Available The Partition Markov Model characterizes the process by a partition L of the state space, where the elements in each part of L share the same transition probability to an arbitrary element in the alphabet. This model aims to answer the following questions: what is the minimal number of parameters needed to specify a Markov chain and how to estimate these parameters. In order to answer these questions, we build a consistent strategy for model selection which consist of: giving a size n realization of the process, finding a model within the Partition Markov class, with a minimal number of parts to represent the process law. From the strategy, we derive a measure that establishes a metric in the state space. In addition, we show that if the law of the process is Markovian, then, eventually, when n goes to infinity, L will be retrieved. We show an application to model internet navigation patterns.

Stochastic Dynamics through Hierarchically Embedded Markov Chains.

Science.gov (United States)

Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M

2017-02-03

Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

Benchmarking of a Markov multizone model of contaminant transport.

Science.gov (United States)

Jones, Rachael M; Nicas, Mark

2014-10-01

A Markov chain model previously applied to the simulation of advection and diffusion process of gaseous contaminants is extended to three-dimensional transport of particulates in indoor environments. The model framework and assumptions are described. The performance of the Markov model is benchmarked against simple conventional models of contaminant transport. The Markov model is able to replicate elutriation predictions of particle deposition with distance from a point source, and the stirred settling of respirable particles. Comparisons with turbulent eddy diffusion models indicate that the Markov model exhibits numerical diffusion in the first seconds after release, but over time accurately predicts mean lateral dispersion. The Markov model exhibits some instability with grid length aspect when turbulence is incorporated by way of the turbulent diffusion coefficient, and advection is present. However, the magnitude of prediction error may be tolerable for some applications and can be avoided by incorporating turbulence by way of fluctuating velocity (e.g. turbulence intensity). © The Author 2014. Published by Oxford University Press on behalf of the British Occupational Hygiene Society.

Markov Chain Models for the Stochastic Modeling of Pitting Corrosion

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A. Valor

2013-01-01

Full Text Available The stochastic nature of pitting corrosion of metallic structures has been widely recognized. It is assumed that this kind of deterioration retains no memory of the past, so only the current state of the damage influences its future development. This characteristic allows pitting corrosion to be categorized as a Markov process. In this paper, two different models of pitting corrosion, developed using Markov chains, are presented. Firstly, a continuous-time, nonhomogeneous linear growth (pure birth Markov process is used to model external pitting corrosion in underground pipelines. A closed-form solution of the system of Kolmogorov's forward equations is used to describe the transition probability function in a discrete pit depth space. The transition probability function is identified by correlating the stochastic pit depth mean with the empirical deterministic mean. In the second model, the distribution of maximum pit depths in a pitting experiment is successfully modeled after the combination of two stochastic processes: pit initiation and pit growth. Pit generation is modeled as a nonhomogeneous Poisson process, in which induction time is simulated as the realization of a Weibull process. Pit growth is simulated using a nonhomogeneous Markov process. An analytical solution of Kolmogorov's system of equations is also found for the transition probabilities from the first Markov state. Extreme value statistics is employed to find the distribution of maximum pit depths.

Markov chains and semi-Markov models in time-to-event analysis.

Science.gov (United States)

Abner, Erin L; Charnigo, Richard J; Kryscio, Richard J

2013-10-25

A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields.

Inhomogeneous Markov Models for Describing Driving Patterns

DEFF Research Database (Denmark)

Iversen, Emil Banning; Møller, Jan K.; Morales, Juan Miguel

2017-01-01

. Specifically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is defined by the time-varying probabilities of starting and ending a trip, and is justified due to the uncertainty associated with the use of the vehicle. The model is fitted to data...... collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines....

Inhomogeneous Markov Models for Describing Driving Patterns

DEFF Research Database (Denmark)

Iversen, Jan Emil Banning; Møller, Jan Kloppenborg; Morales González, Juan Miguel

. Specically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is dened by the time-varying probabilities of starting and ending a trip and is justied due to the uncertainty associated with the use of the vehicle. The model is tted to data...... collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines....

Markov and semi-Markov switching linear mixed models used to identify forest tree growth components.

Science.gov (United States)

Chaubert-Pereira, Florence; Guédon, Yann; Lavergne, Christian; Trottier, Catherine

2010-09-01

Tree growth is assumed to be mainly the result of three components: (i) an endogenous component assumed to be structured as a succession of roughly stationary phases separated by marked change points that are asynchronous among individuals, (ii) a time-varying environmental component assumed to take the form of synchronous fluctuations among individuals, and (iii) an individual component corresponding mainly to the local environment of each tree. To identify and characterize these three components, we propose to use semi-Markov switching linear mixed models, i.e., models that combine linear mixed models in a semi-Markovian manner. The underlying semi-Markov chain represents the succession of growth phases and their lengths (endogenous component) whereas the linear mixed models attached to each state of the underlying semi-Markov chain represent-in the corresponding growth phase-both the influence of time-varying climatic covariates (environmental component) as fixed effects, and interindividual heterogeneity (individual component) as random effects. In this article, we address the estimation of Markov and semi-Markov switching linear mixed models in a general framework. We propose a Monte Carlo expectation-maximization like algorithm whose iterations decompose into three steps: (i) sampling of state sequences given random effects, (ii) prediction of random effects given state sequences, and (iii) maximization. The proposed statistical modeling approach is illustrated by the analysis of successive annual shoots along Corsican pine trunks influenced by climatic covariates. © 2009, The International Biometric Society.

Prediction of Annual Rainfall Pattern Using Hidden Markov Model ...

African Journals Online (AJOL)

ADOWIE PERE

Hidden Markov model is very influential in stochastic world because of its ... the earth from the clouds. The usual ... Rainfall modelling and ... Markov Models have become popular tools ... environment sciences, University of Jos, plateau state,.

Markov Chain Modelling for Short-Term NDVI Time Series Forecasting

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Stepčenko Artūrs

2016-12-01

Full Text Available In this paper, the NDVI time series forecasting model has been developed based on the use of discrete time, continuous state Markov chain of suitable order. The normalised difference vegetation index (NDVI is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation; therefore, it is an important variable for vegetation forecasting. A Markov chain is a stochastic process that consists of a state space. This stochastic process undergoes transitions from one state to another in the state space with some probabilities. A Markov chain forecast model is flexible in accommodating various forecast assumptions and structures. The present paper discusses the considerations and techniques in building a Markov chain forecast model at each step. Continuous state Markov chain model is analytically described. Finally, the application of the proposed Markov chain model is illustrated with reference to a set of NDVI time series data.

Switching Markov chains for a holistic modeling of SIS unavailability

International Nuclear Information System (INIS)

Mechri, Walid; Simon, Christophe; BenOthman, Kamel

2015-01-01

This paper proposes a holistic approach to model the Safety Instrumented Systems (SIS). The model is based on Switching Markov Chain and integrates several parameters like Common Cause Failure, Imperfect Proof testing, partial proof testing, etc. The basic concepts of Switching Markov Chain applied to reliability analysis are introduced and a model to compute the unavailability for a case study is presented. The proposed Switching Markov Chain allows us to assess the effect of each parameter on the SIS performance. The proposed method ensures the relevance of the results. - Highlights: • A holistic approach to model the unavailability safety systems using Switching Markov chains. • The model integrates several parameters like probability of failure due to the test, the probability of not detecting a failure in a test. • The basic concepts of the Switching Markov Chains are introduced and applied to compute the unavailability for safety systems. • The proposed Switching Markov Chain allows assessing the effect of each parameter on the chemical reactor performance

Classification of customer lifetime value models using Markov chain

Science.gov (United States)

Permana, Dony; Pasaribu, Udjianna S.; Indratno, Sapto W.; Suprayogi

2017-10-01

A firm’s potential reward in future time from a customer can be determined by customer lifetime value (CLV). There are some mathematic methods to calculate it. One method is using Markov chain stochastic model. Here, a customer is assumed through some states. Transition inter the states follow Markovian properties. If we are given some states for a customer and the relationships inter states, then we can make some Markov models to describe the properties of the customer. As Markov models, CLV is defined as a vector contains CLV for a customer in the first state. In this paper we make a classification of Markov Models to calculate CLV. Start from two states of customer model, we make develop in many states models. The development a model is based on weaknesses in previous model. Some last models can be expected to describe how real characters of customers in a firm.

Markov chains of nonlinear Markov processes and an application to a winner-takes-all model for social conformity

Energy Technology Data Exchange (ETDEWEB)

Frank, T D [Center for the Ecological Study of Perception and Action, Department of Psychology, University of Connecticut, 406 Babbidge Road, Storrs, CT 06269 (United States)

2008-07-18

We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)

Markov chains of nonlinear Markov processes and an application to a winner-takes-all model for social conformity

International Nuclear Information System (INIS)

Frank, T D

2008-01-01

We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)

Automatic creation of Markov models for reliability assessment of safety instrumented systems

International Nuclear Information System (INIS)

Guo Haitao; Yang Xianhui

2008-01-01

After the release of new international functional safety standards like IEC 61508, people care more for the safety and availability of safety instrumented systems. Markov analysis is a powerful and flexible technique to assess the reliability measurements of safety instrumented systems, but it is fallible and time-consuming to create Markov models manually. This paper presents a new technique to automatically create Markov models for reliability assessment of safety instrumented systems. Many safety related factors, such as failure modes, self-diagnostic, restorations, common cause and voting, are included in Markov models. A framework is generated first based on voting, failure modes and self-diagnostic. Then, repairs and common-cause failures are incorporated into the framework to build a complete Markov model. Eventual simplification of Markov models can be done by state merging. Examples given in this paper show how explosively the size of Markov model increases as the system becomes a little more complicated as well as the advancement of automatic creation of Markov models

Hidden Markov models applied to a subsequence of the Xylella fastidiosa genome

Directory of Open Access Journals (Sweden)

Silva Cibele Q. da

2003-01-01

Full Text Available Dependencies in DNA sequences are frequently modeled using Markov models. However, Markov chains cannot account for heterogeneity that may be present in different regions of the same DNA sequence. Hidden Markov models are more realistic than Markov models since they allow for the identification of heterogeneous regions of a DNA sequence. In this study we present an application of hidden Markov models to a subsequence of the Xylella fastidiosa DNA data. We found that a three-state model provides a good description for the data considered.

Weighted-indexed semi-Markov models for modeling financial returns

International Nuclear Information System (INIS)

D’Amico, Guglielmo; Petroni, Filippo

2012-01-01

In this paper we propose a new stochastic model based on a generalization of semi-Markov chains for studying the high frequency price dynamics of traded stocks. We assume that the financial returns are described by a weighted-indexed semi-Markov chain model. We show, through Monte Carlo simulations, that the model is able to reproduce important stylized facts of financial time series such as the first-passage-time distributions and the persistence of volatility. The model is applied to data from the Italian and German stock markets from 1 January 2007 until the end of December 2010. (paper)

Deteksi Fraud Menggunakan Metode Model Markov Tersembunyi Pada Proses Bisnis

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Andrean Hutama Koosasi

2017-03-01

Full Text Available Model Markov Tersembunyi merupakan sebuah metode statistik berdasarkan Model Markov sederhana yang memodelkan sistem serta membaginya dalam 2 (dua state, state tersembunyi dan state observasi. Dalam pengerjaan tugas akhir ini, penulis mengusulkan penggunaan metode Model Markov Tersembunyi untuk menemukan fraud didalam sebuah pelaksanaan proses bisnis. Dengan penggunaan metode Model Markov Tersembunyi ini, maka pengamatan terhadap elemen penyusun sebuah kasus/kejadian, yakni beberapa aktivitas, akan diperoleh sebuah nilai peluang, yang sekaligus memberikan prediksi terhadap kasus/kejadian tersebut, sebuah fraud atau tidak. Hasil ekpserimen ini menunjukkan bahwa metode yang diusulkan mampu memberikan prediksi akhir dengan evaluasi TPR sebesar 87,5% dan TNR sebesar 99,4%.

Partially Hidden Markov Models

DEFF Research Database (Denmark)

Forchhammer, Søren Otto; Rissanen, Jorma

1996-01-01

Partially Hidden Markov Models (PHMM) are introduced. They differ from the ordinary HMM's in that both the transition probabilities of the hidden states and the output probabilities are conditioned on past observations. As an illustration they are applied to black and white image compression where...

Predicting Protein Secondary Structure with Markov Models

DEFF Research Database (Denmark)

Fischer, Paul; Larsen, Simon; Thomsen, Claus

2004-01-01

we are considering here, is to predict the secondary structure from the primary one. To this end we train a Markov model on training data and then use it to classify parts of unknown protein sequences as sheets, helices or coils. We show how to exploit the directional information contained...... in the Markov model for this task. Classifications that are purely based on statistical models might not always be biologically meaningful. We present combinatorial methods to incorporate biological background knowledge to enhance the prediction performance....

Hidden Markov models: the best models for forager movements?

Science.gov (United States)

Joo, Rocio; Bertrand, Sophie; Tam, Jorge; Fablet, Ronan

2013-01-01

One major challenge in the emerging field of movement ecology is the inference of behavioural modes from movement patterns. This has been mainly addressed through Hidden Markov models (HMMs). We propose here to evaluate two sets of alternative and state-of-the-art modelling approaches. First, we consider hidden semi-Markov models (HSMMs). They may better represent the behavioural dynamics of foragers since they explicitly model the duration of the behavioural modes. Second, we consider discriminative models which state the inference of behavioural modes as a classification issue, and may take better advantage of multivariate and non linear combinations of movement pattern descriptors. For this work, we use a dataset of >200 trips from human foragers, Peruvian fishermen targeting anchovy. Their movements were recorded through a Vessel Monitoring System (∼1 record per hour), while their behavioural modes (fishing, searching and cruising) were reported by on-board observers. We compare the efficiency of hidden Markov, hidden semi-Markov, and three discriminative models (random forests, artificial neural networks and support vector machines) for inferring the fishermen behavioural modes, using a cross-validation procedure. HSMMs show the highest accuracy (80%), significantly outperforming HMMs and discriminative models. Simulations show that data with higher temporal resolution, HSMMs reach nearly 100% of accuracy. Our results demonstrate to what extent the sequential nature of movement is critical for accurately inferring behavioural modes from a trajectory and we strongly recommend the use of HSMMs for such purpose. In addition, this work opens perspectives on the use of hybrid HSMM-discriminative models, where a discriminative setting for the observation process of HSMMs could greatly improve inference performance.

Hidden Markov models: the best models for forager movements?

Directory of Open Access Journals (Sweden)

Rocio Joo

Full Text Available One major challenge in the emerging field of movement ecology is the inference of behavioural modes from movement patterns. This has been mainly addressed through Hidden Markov models (HMMs. We propose here to evaluate two sets of alternative and state-of-the-art modelling approaches. First, we consider hidden semi-Markov models (HSMMs. They may better represent the behavioural dynamics of foragers since they explicitly model the duration of the behavioural modes. Second, we consider discriminative models which state the inference of behavioural modes as a classification issue, and may take better advantage of multivariate and non linear combinations of movement pattern descriptors. For this work, we use a dataset of >200 trips from human foragers, Peruvian fishermen targeting anchovy. Their movements were recorded through a Vessel Monitoring System (∼1 record per hour, while their behavioural modes (fishing, searching and cruising were reported by on-board observers. We compare the efficiency of hidden Markov, hidden semi-Markov, and three discriminative models (random forests, artificial neural networks and support vector machines for inferring the fishermen behavioural modes, using a cross-validation procedure. HSMMs show the highest accuracy (80%, significantly outperforming HMMs and discriminative models. Simulations show that data with higher temporal resolution, HSMMs reach nearly 100% of accuracy. Our results demonstrate to what extent the sequential nature of movement is critical for accurately inferring behavioural modes from a trajectory and we strongly recommend the use of HSMMs for such purpose. In addition, this work opens perspectives on the use of hybrid HSMM-discriminative models, where a discriminative setting for the observation process of HSMMs could greatly improve inference performance.

Modeling Uncertainty of Directed Movement via Markov Chains

Directory of Open Access Journals (Sweden)

YIN Zhangcai

2015-10-01

Full Text Available Probabilistic time geography (PTG is suggested as an extension of (classical time geography, in order to present the uncertainty of an agent located at the accessible position by probability. This may provide a quantitative basis for most likely finding an agent at a location. In recent years, PTG based on normal distribution or Brown bridge has been proposed, its variance, however, is irrelevant with the agent's speed or divergent with the increase of the speed; so they are difficult to take into account application pertinence and stability. In this paper, a new method is proposed to model PTG based on Markov chain. Firstly, a bidirectional conditions Markov chain is modeled, the limit of which, when the moving speed is large enough, can be regarded as the Brown bridge, thus has the characteristics of digital stability. Then, the directed movement is mapped to Markov chains. The essential part is to build step length, the state space and transfer matrix of Markov chain according to the space and time position of directional movement, movement speed information, to make sure the Markov chain related to the movement speed. Finally, calculating continuously the probability distribution of the directed movement at any time by the Markov chains, it can be get the possibility of an agent located at the accessible position. Experimental results show that, the variance based on Markov chains not only is related to speed, but also is tending towards stability with increasing the agent's maximum speed.

A Markov reward model checker

NARCIS (Netherlands)

Katoen, Joost P.; Maneesh Khattri, M.; Zapreev, I.S.; Zapreev, I.S.

2005-01-01

This short tool paper introduces MRMC, a model checker for discrete-time and continuous-time Markov reward models. It supports reward extensions of PCTL and CSL, and allows for the automated verification of properties concerning long-run and instantaneous rewards as well as cumulative rewards. In

Markov Chain Ontology Analysis (MCOA).

Science.gov (United States)

Frost, H Robert; McCray, Alexa T

2012-02-03

Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches.

An introduction to hidden Markov models for biological sequences

DEFF Research Database (Denmark)

Krogh, Anders Stærmose

1998-01-01

A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding.......A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding....

Context Tree Estimation in Variable Length Hidden Markov Models

OpenAIRE

Dumont, Thierry

2011-01-01

We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove that the estimator is strongly consistent. This uses information-theoretic mixture inequalities in the spirit of Finesso and Lorenzo(Consistent estimation of the order for Markov and hidden Markov chains(1990)) and E.Gassiat and S.Boucheron (Optimal error exp...

Asymptotics for Estimating Equations in Hidden Markov Models

DEFF Research Database (Denmark)

Hansen, Jørgen Vinsløv; Jensen, Jens Ledet

Results on asymptotic normality for the maximum likelihood estimate in hidden Markov models are extended in two directions. The stationarity assumption is relaxed, which allows for a covariate process influencing the hidden Markov process. Furthermore a class of estimating equations is considered...

Use of a Bayesian hierarchical model to study the allometric scaling of the fetoplacental weight ratio

Directory of Open Access Journals (Sweden)

Fidel Ernesto Castro Morales

2016-03-01

Full Text Available Abstract Objectives: to propose the use of a Bayesian hierarchical model to study the allometric scaling of the fetoplacental weight ratio, including possible confounders. Methods: data from 26 singleton pregnancies with gestational age at birth between 37 and 42 weeks were analyzed. The placentas were collected immediately after delivery and stored under refrigeration until the time of analysis, which occurred within up to 12 hours. Maternal data were collected from medical records. A Bayesian hierarchical model was proposed and Markov chain Monte Carlo simulation methods were used to obtain samples from distribution a posteriori. Results: the model developed showed a reasonable fit, even allowing for the incorporation of variables and a priori information on the parameters used. Conclusions: new variables can be added to the modelfrom the available code, allowing many possibilities for data analysis and indicating the potential for use in research on the subject.

Model Checking Structured Infinite Markov Chains

NARCIS (Netherlands)

Remke, Anne Katharina Ingrid

2008-01-01

In the past probabilistic model checking hast mostly been restricted to finite state models. This thesis explores the possibilities of model checking with continuous stochastic logic (CSL) on infinite-state Markov chains. We present an in-depth treatment of model checking algorithms for two special

MARKOV CHAIN PORTFOLIO LIQUIDITY OPTIMIZATION MODEL

Directory of Open Access Journals (Sweden)

Eder Oliveira Abensur

2014-05-01

Full Text Available The international financial crisis of September 2008 and May 2010 showed the importance of liquidity as an attribute to be considered in portfolio decisions. This study proposes an optimization model based on available public data, using Markov chain and Genetic Algorithms concepts as it considers the classic duality of risk versus return and incorporating liquidity costs. The work intends to propose a multi-criterion non-linear optimization model using liquidity based on a Markov chain. The non-linear model was tested using Genetic Algorithms with twenty five Brazilian stocks from 2007 to 2009. The results suggest that this is an innovative development methodology and useful for developing an efficient and realistic financial portfolio, as it considers many attributes such as risk, return and liquidity.

Using multi-state markov models to identify credit card risk

Directory of Open Access Journals (Sweden)

Daniel Evangelista Régis

2016-06-01

Full Text Available Abstract The main interest of this work is to analyze the application of multi-state Markov models to evaluate credit card risk by investigating the characteristics of different state transitions in client-institution relationships over time, thereby generating score models for various purposes. We also used logistic regression models to compare the results with those obtained using multi-state Markov models. The models were applied to an actual database of a Brazilian financial institution. In this application, multi-state Markov models performed better than logistic regression models in predicting default risk, and logistic regression models performed better in predicting cancellation risk.

Hidden Markov Models for Human Genes

DEFF Research Database (Denmark)

Baldi, Pierre; Brunak, Søren; Chauvin, Yves

1997-01-01

We analyse the sequential structure of human genomic DNA by hidden Markov models. We apply models of widely different design: conventional left-right constructs and models with a built-in periodic architecture. The models are trained on segments of DNA sequences extracted such that they cover com...

Prognostics for Steam Generator Tube Rupture using Markov Chain model

International Nuclear Information System (INIS)

Kim, Gibeom; Heo, Gyunyoung; Kim, Hyeonmin

2016-01-01

This paper will describe the prognostics method for evaluating and forecasting the ageing effect and demonstrate the procedure of prognostics for the Steam Generator Tube Rupture (SGTR) accident. Authors will propose the data-driven method so called MCMC (Markov Chain Monte Carlo) which is preferred to the physical-model method in terms of flexibility and availability. Degradation data is represented as growth of burst probability over time. Markov chain model is performed based on transition probability of state. And the state must be discrete variable. Therefore, burst probability that is continuous variable have to be changed into discrete variable to apply Markov chain model to the degradation data. The Markov chain model which is one of prognostics methods was described and the pilot demonstration for a SGTR accident was performed as a case study. The Markov chain model is strong since it is possible to be performed without physical models as long as enough data are available. However, in the case of the discrete Markov chain used in this study, there must be loss of information while the given data is discretized and assigned to the finite number of states. In this process, original information might not be reflected on prediction sufficiently. This should be noted as the limitation of discrete models. Now we will be studying on other prognostics methods such as GPM (General Path Model) which is also data-driven method as well as the particle filer which belongs to physical-model method and conducting comparison analysis

Spatial Region Estimation for Autonomous CoT Clustering Using Hidden Markov Model

Directory of Open Access Journals (Sweden)

Joon‐young Jung

2018-02-01

Full Text Available This paper proposes a hierarchical dual filtering (HDF algorithm to estimate the spatial region between a Cloud of Things (CoT gateway and an Internet of Things (IoT device. The accuracy of the spatial region estimation is important for autonomous CoT clustering. We conduct spatial region estimation using a hidden Markov model (HMM with a raw Bluetooth received signal strength indicator (RSSI. However, the accuracy of the region estimation using the validation data is only 53.8%. To increase the accuracy of the spatial region estimation, the HDF algorithm removes the high‐frequency signals hierarchically, and alters the parameters according to whether the IoT device moves. The accuracy of spatial region estimation using a raw RSSI, Kalman filter, and HDF are compared to evaluate the effectiveness of the HDF algorithm. The success rate and root mean square error (RMSE of all regions are 0.538, 0.622, and 0.75, and 0.997, 0.812, and 0.5 when raw RSSI, a Kalman filter, and HDF are used, respectively. The HDF algorithm attains the best results in terms of the success rate and RMSE of spatial region estimation using HMM.

Limits of performance for the model reduction problem of hidden Markov models

KAUST Repository

Kotsalis, Georgios

2015-12-15

We introduce system theoretic notions of a Hankel operator, and Hankel norm for hidden Markov models. We show how the related Hankel singular values provide lower bounds on the norm of the difference between a hidden Markov model of order n and any lower order approximant of order n̂ < n.

Limits of performance for the model reduction problem of hidden Markov models

KAUST Repository

Kotsalis, Georgios; Shamma, Jeff S.

2015-01-01

We introduce system theoretic notions of a Hankel operator, and Hankel norm for hidden Markov models. We show how the related Hankel singular values provide lower bounds on the norm of the difference between a hidden Markov model of order n and any lower order approximant of order n̂ < n.

Detecting Structural Breaks using Hidden Markov Models

DEFF Research Database (Denmark)

Ntantamis, Christos

Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to another....... The estimation of the HMM is conducted using a variant of the Iterative Conditional Expectation-Generalized Mixture (ICE-GEMI) algorithm proposed by Delignon et al. (1997), that permits analysis of the conditional distributions of economic data and allows for different functional forms across regimes...

Hierarchical Markov Model in Life Insurance and Social Benefit Schemes

Directory of Open Access Journals (Sweden)

Jiwook Jang

2018-06-01

Full Text Available We explored the effect of the jump-diffusion process on a social benefit scheme consisting of life insurance, unemployment/disability benefits, and retirement benefits. To do so, we used a four-state Markov chain with multiple decrements. Assuming independent state-wise intensities taking the form of a jump-diffusion process and deterministic interest rates, we evaluated the prospective reserves for this scheme in which the individual is employed at inception. We then numerically demonstrated the state of the reserves for the scheme under jump-diffusion and non-jump-diffusion settings. By decomposing the reserve equation into five components, our numerical illustration indicated that an extension of the retirement age has a spillover effect that would increase government expenses for other social insurance programs. We also conducted sensitivity analyses and examined the total-reserves components by changing the relevant parameters of the transition intensities, which are the average jump-size parameter, average jump frequency, and diffusion parameters of the chosen states, with figures provided. Our computation revealed that the total reserve is most sensitive to changes in average jump frequency.

Prediction of pipeline corrosion rate based on grey Markov models

International Nuclear Information System (INIS)

Chen Yonghong; Zhang Dafa; Peng Guichu; Wang Yuemin

2009-01-01

Based on the model that combined by grey model and Markov model, the prediction of corrosion rate of nuclear power pipeline was studied. Works were done to improve the grey model, and the optimization unbiased grey model was obtained. This new model was used to predict the tendency of corrosion rate, and the Markov model was used to predict the residual errors. In order to improve the prediction precision, rolling operation method was used in these prediction processes. The results indicate that the improvement to the grey model is effective and the prediction precision of the new model combined by the optimization unbiased grey model and Markov model is better, and the use of rolling operation method may improve the prediction precision further. (authors)

Tornadoes and related damage costs: statistical modelling with a semi-Markov approach

Directory of Open Access Journals (Sweden)

Guglielmo D’Amico

2016-09-01

Full Text Available We propose a statistical approach to modelling for predicting and simulating occurrences of tornadoes and accumulated cost distributions over a time interval. This is achieved by modelling the tornado intensity, measured with the Fujita scale, as a stochastic process. Since the Fujita scale divides tornado intensity into six states, it is possible to model the tornado intensity by using Markov and semi-Markov models. We demonstrate that the semi-Markov approach is able to reproduce the duration effect that is detected in tornado occurrence. The superiority of the semi-Markov model as compared to the Markov chain model is also affirmed by means of a statistical test of hypothesis. As an application, we compute the expected value and the variance of the costs generated by the tornadoes over a given time interval in a given area. The paper contributes to the literature by demonstrating that semi-Markov models represent an effective tool for physical analysis of tornadoes as well as for the estimation of the economic damages to human things.

A Bayesian model for binary Markov chains

Directory of Open Access Journals (Sweden)

Belkheir Essebbar

2004-02-01

Full Text Available This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.

A Markov Process Inspired Cellular Automata Model of Road Traffic

OpenAIRE

Wang, Fa; Li, Li; Hu, Jianming; Ji, Yan; Yao, Danya; Zhang, Yi; Jin, Xuexiang; Su, Yuelong; Wei, Zheng

2008-01-01

To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process whose stationary distribution corresponds to the observed distribution of practical gaps. The multiformity of this Markov process provides the model enough flexibility to describe various driving behaviors. Two examples are given to show how to specialize i...

Hidden Markov models for labeled sequences

DEFF Research Database (Denmark)

Krogh, Anders Stærmose

1994-01-01

A hidden Markov model for labeled observations, called a class HMM, is introduced and a maximum likelihood method is developed for estimating the parameters of the model. Instead of training it to model the statistics of the training sequences it is trained to optimize recognition. It resembles MMI...

Predicting protein subcellular locations using hierarchical ensemble of Bayesian classifiers based on Markov chains

Directory of Open Access Journals (Sweden)

Eils Roland

2006-06-01

Full Text Available Abstract Background The subcellular location of a protein is closely related to its function. It would be worthwhile to develop a method to predict the subcellular location for a given protein when only the amino acid sequence of the protein is known. Although many efforts have been made to predict subcellular location from sequence information only, there is the need for further research to improve the accuracy of prediction. Results A novel method called HensBC is introduced to predict protein subcellular location. HensBC is a recursive algorithm which constructs a hierarchical ensemble of classifiers. The classifiers used are Bayesian classifiers based on Markov chain models. We tested our method on six various datasets; among them are Gram-negative bacteria dataset, data for discriminating outer membrane proteins and apoptosis proteins dataset. We observed that our method can predict the subcellular location with high accuracy. Another advantage of the proposed method is that it can improve the accuracy of the prediction of some classes with few sequences in training and is therefore useful for datasets with imbalanced distribution of classes. Conclusion This study introduces an algorithm which uses only the primary sequence of a protein to predict its subcellular location. The proposed recursive scheme represents an interesting methodology for learning and combining classifiers. The method is computationally efficient and competitive with the previously reported approaches in terms of prediction accuracies as empirical results indicate. The code for the software is available upon request.

Adaptive Partially Hidden Markov Models

DEFF Research Database (Denmark)

Forchhammer, Søren Otto; Rasmussen, Tage

1996-01-01

Partially Hidden Markov Models (PHMM) have recently been introduced. The transition and emission probabilities are conditioned on the past. In this report, the PHMM is extended with a multiple token version. The different versions of the PHMM are applied to bi-level image coding....

A Constraint Model for Constrained Hidden Markov Models

DEFF Research Database (Denmark)

Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp

2009-01-01

A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we extend HMMs with constraints and show how the familiar Viterbi algorithm can be generalized, based on constraint solving ...

Detecting Faults By Use Of Hidden Markov Models

Science.gov (United States)

Smyth, Padhraic J.

1995-01-01

Frequency of false alarms reduced. Faults in complicated dynamic system (e.g., antenna-aiming system, telecommunication network, or human heart) detected automatically by method of automated, continuous monitoring. Obtains time-series data by sampling multiple sensor outputs at discrete intervals of t and processes data via algorithm determining whether system in normal or faulty state. Algorithm implements, among other things, hidden first-order temporal Markov model of states of system. Mathematical model of dynamics of system not needed. Present method is "prior" method mentioned in "Improved Hidden-Markov-Model Method of Detecting Faults" (NPO-18982).

Analyzing the profit-loss sharing contracts with Markov model

Directory of Open Access Journals (Sweden)

Imam Wahyudi

2016-12-01

Full Text Available The purpose of this paper is to examine how to use first order Markov chain to build a reliable monitoring system for the profit-loss sharing based contracts (PLS as the mode of financing contracts in Islamic bank with censored continuous-time observations. The paper adopts the longitudinal analysis with the first order Markov chain framework. Laplace transform was used with homogenous continuous time assumption, from discretized generator matrix, to generate the transition matrix. Various metrics, i.e.: eigenvalue and eigenvector were used to test the first order Markov chain assumption. Cox semi parametric model was used also to analyze the momentum and waiting time effect as non-Markov behavior. The result shows that first order Markov chain is powerful as a monitoring tool for Islamic banks. We find that waiting time negatively affected present rating downgrade (upgrade significantly. Likewise, momentum covariate showed negative effect. Finally, the result confirms that different origin rating have different movement behavior. The paper explores the potential of Markov chain framework as a risk management tool for Islamic banks. It provides valuable insight and integrative model for banks to manage their borrower accounts. This model can be developed to be a powerful early warning system to identify which borrower needs to be monitored intensively. Ultimately, this model could potentially increase the efficiency, productivity and competitiveness of Islamic banks in Indonesia. The analysis used only rating data. Further study should be able to give additional information about the determinant factors of rating movement of the borrowers by incorporating various factors such as contract-related factors, bank-related factors, borrower-related factors and macroeconomic factors.

The Consensus String Problem and the Complexity of Comparing Hidden Markov Models

DEFF Research Database (Denmark)

Lyngsø, Rune Bang; Pedersen, Christian Nørgaard Storm

2002-01-01

The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960s, and has since then been applied to numerous problems, e.g. biological sequence analysis. Most applications of hidden Markov models are based on efficient algorithms for computing...... the probability of generating a given string, or computing the most likely path generating a given string. In this paper we consider the problem of computing the most likely string, or consensus string, generated by a given model, and its implications on the complexity of comparing hidden Markov models. We show...... that computing the consensus string, and approximating its probability within any constant factor, is NP-hard, and that the same holds for the closely related labeling problem for class hidden Markov models. Furthermore, we establish the NP-hardness of comparing two hidden Markov models under the L∞- and L1...

Model Checking Markov Chains: Techniques and Tools

NARCIS (Netherlands)

Zapreev, I.S.

2008-01-01

This dissertation deals with four important aspects of model checking Markov chains: the development of efficient model-checking tools, the improvement of model-checking algorithms, the efficiency of the state-space reduction techniques, and the development of simulation-based model-checking

Descriptive and predictive evaluation of high resolution Markov chain precipitation models

DEFF Research Database (Denmark)

Sørup, Hjalte Jomo Danielsen; Madsen, Henrik; Arnbjerg-Nielsen, Karsten

2012-01-01

A time series of tipping bucket recordings of very high temporal and volumetric resolution precipitation is modelled using Markov chain models. Both first and second‐order Markov models as well as seasonal and diurnal models are investigated and evaluated using likelihood based techniques. The fi...

Hidden Markov Model Application to Transfer The Trader Online Forex Brokers

Directory of Open Access Journals (Sweden)

Farida Suharleni

2012-05-01

Full Text Available Hidden Markov Model is elaboration of Markov chain, which is applicable to cases that can’t directly observe. In this research, Hidden Markov Model is used to know trader’s transition to broker forex online. In Hidden Markov Model, observed state is observable part and hidden state is hidden part. Hidden Markov Model allows modeling system that contains interrelated observed state and hidden state. As observed state in trader’s transition to broker forex online is category 1, category 2, category 3, category 4, category 5 by condition of every broker forex online, whereas as hidden state is broker forex online Marketiva, Masterforex, Instaforex, FBS and Others. First step on application of Hidden Markov Model in this research is making construction model by making a probability of transition matrix (A from every broker forex online. Next step is making a probability of observation matrix (B by making conditional probability of five categories, that is category 1, category 2, category 3, category 4, category 5 by condition of every broker forex online and also need to determine an initial state probability (π from every broker forex online. The last step is using Viterbi algorithm to find hidden state sequences that is broker forex online sequences which is the most possible based on model and observed state that is the five categories. Application of Hidden Markov Model is done by making program with Viterbi algorithm using Delphi 7.0 software with observed state based on simulation data. Example: By the number of observation T = 5 and observed state sequences O = (2,4,3,5,1 is found hidden state sequences which the most possible with observed state O as following : where X1 = FBS, X2 = Masterforex, X3 = Marketiva, X4 = Others, and X5 = Instaforex.

Markov processes

CERN Document Server

Kirkwood, James R

2015-01-01

Review of ProbabilityShort HistoryReview of Basic Probability DefinitionsSome Common Probability DistributionsProperties of a Probability DistributionProperties of the Expected ValueExpected Value of a Random Variable with Common DistributionsGenerating FunctionsMoment Generating FunctionsExercisesDiscrete-Time, Finite-State Markov ChainsIntroductionNotationTransition MatricesDirected Graphs: Examples of Markov ChainsRandom Walk with Reflecting BoundariesGambler’s RuinEhrenfest ModelCentral Problem of Markov ChainsCondition to Ensure a Unique Equilibrium StateFinding the Equilibrium StateTransient and Recurrent StatesIndicator FunctionsPerron-Frobenius TheoremAbsorbing Markov ChainsMean First Passage TimeMean Recurrence Time and the Equilibrium StateFundamental Matrix for Regular Markov ChainsDividing a Markov Chain into Equivalence ClassesPeriodic Markov ChainsReducible Markov ChainsSummaryExercisesDiscrete-Time, Infinite-State Markov ChainsRenewal ProcessesDelayed Renewal ProcessesEquilibrium State f...

Model Checking Infinite-State Markov Chains

NARCIS (Netherlands)

Remke, Anne Katharina Ingrid; Haverkort, Boudewijn R.H.M.; Cloth, L.

2004-01-01

In this paper algorithms for model checking CSL (continuous stochastic logic) against infinite-state continuous-time Markov chains of so-called quasi birth-death type are developed. In doing so we extend the applicability of CSL model checking beyond the recently proposed case for finite-state

Constructing Dynamic Event Trees from Markov Models

International Nuclear Information System (INIS)

Paolo Bucci; Jason Kirschenbaum; Tunc Aldemir; Curtis Smith; Ted Wood

2006-01-01

In the probabilistic risk assessment (PRA) of process plants, Markov models can be used to model accurately the complex dynamic interactions between plant physical process variables (e.g., temperature, pressure, etc.) and the instrumentation and control system that monitors and manages the process. One limitation of this approach that has prevented its use in nuclear power plant PRAs is the difficulty of integrating the results of a Markov analysis into an existing PRA. In this paper, we explore a new approach to the generation of failure scenarios and their compilation into dynamic event trees from a Markov model of the system. These event trees can be integrated into an existing PRA using software tools such as SAPHIRE. To implement our approach, we first construct a discrete-time Markov chain modeling the system of interest by: (a) partitioning the process variable state space into magnitude intervals (cells), (b) using analytical equations or a system simulator to determine the transition probabilities between the cells through the cell-to-cell mapping technique, and, (c) using given failure/repair data for all the components of interest. The Markov transition matrix thus generated can be thought of as a process model describing the stochastic dynamic behavior of the finite-state system. We can therefore search the state space starting from a set of initial states to explore all possible paths to failure (scenarios) with associated probabilities. We can also construct event trees of arbitrary depth by tracing paths from a chosen initiating event and recording the following events while keeping track of the probabilities associated with each branch in the tree. As an example of our approach, we use the simple level control system often used as benchmark in the literature with one process variable (liquid level in a tank), and three control units: a drain unit and two supply units. Each unit includes a separate level sensor to observe the liquid level in the tank

Modeling nonhomogeneous Markov processes via time transformation.

Science.gov (United States)

Hubbard, R A; Inoue, L Y T; Fann, J R

2008-09-01

Longitudinal studies are a powerful tool for characterizing the course of chronic disease. These studies are usually carried out with subjects observed at periodic visits giving rise to panel data. Under this observation scheme the exact times of disease state transitions and sequence of disease states visited are unknown and Markov process models are often used to describe disease progression. Most applications of Markov process models rely on the assumption of time homogeneity, that is, that the transition rates are constant over time. This assumption is not satisfied when transition rates depend on time from the process origin. However, limited statistical tools are available for dealing with nonhomogeneity. We propose models in which the time scale of a nonhomogeneous Markov process is transformed to an operational time scale on which the process is homogeneous. We develop a method for jointly estimating the time transformation and the transition intensity matrix for the time transformed homogeneous process. We assess maximum likelihood estimation using the Fisher scoring algorithm via simulation studies and compare performance of our method to homogeneous and piecewise homogeneous models. We apply our methodology to a study of delirium progression in a cohort of stem cell transplantation recipients and show that our method identifies temporal trends in delirium incidence and recovery.

Comparison of Langevin and Markov channel noise models for neuronal signal generation.

Science.gov (United States)

Sengupta, B; Laughlin, S B; Niven, J E

2010-01-01

The stochastic opening and closing of voltage-gated ion channels produce noise in neurons. The effect of this noise on the neuronal performance has been modeled using either an approximate or Langevin model based on stochastic differential equations or an exact model based on a Markov process model of channel gating. Yet whether the Langevin model accurately reproduces the channel noise produced by the Markov model remains unclear. Here we present a comparison between Langevin and Markov models of channel noise in neurons using single compartment Hodgkin-Huxley models containing either Na+ and K+, or only K+ voltage-gated ion channels. The performance of the Langevin and Markov models was quantified over a range of stimulus statistics, membrane areas, and channel numbers. We find that in comparison to the Markov model, the Langevin model underestimates the noise contributed by voltage-gated ion channels, overestimating information rates for both spiking and nonspiking membranes. Even with increasing numbers of channels, the difference between the two models persists. This suggests that the Langevin model may not be suitable for accurately simulating channel noise in neurons, even in simulations with large numbers of ion channels.

Inference with constrained hidden Markov models in PRISM

DEFF Research Database (Denmark)

Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp

2010-01-01

A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference. De......_different are integrated. We experimentally validate our approach on the biologically motivated problem of global pairwise alignment.......A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference...

Performability assessment by model checking of Markov reward models

NARCIS (Netherlands)

Baier, Christel; Cloth, L.; Haverkort, Boudewijn R.H.M.; Hermanns, H.; Katoen, Joost P.

2010-01-01

This paper describes efficient procedures for model checking Markov reward models, that allow us to evaluate, among others, the performability of computer-communication systems. We present the logic CSRL (Continuous Stochastic Reward Logic) to specify performability measures. It provides flexibility

Markov Chain Models for the Stochastic Modeling of Pitting Corrosion

OpenAIRE

Valor, A.; Caleyo, F.; Alfonso, L.; Velázquez, J. C.; Hallen, J. M.

2013-01-01

The stochastic nature of pitting corrosion of metallic structures has been widely recognized. It is assumed that this kind of deterioration retains no memory of the past, so only the current state of the damage influences its future development. This characteristic allows pitting corrosion to be categorized as a Markov process. In this paper, two different models of pitting corrosion, developed using Markov chains, are presented. Firstly, a continuous-time, nonhomogeneous linear growth (pure ...

Tornadoes and related damage costs: statistical modeling with a semi-Markov approach

OpenAIRE

Corini, Chiara; D'Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio; Manca, Raimondo

2015-01-01

We propose a statistical approach to tornadoes modeling for predicting and simulating occurrences of tornadoes and accumulated cost distributions over a time interval. This is achieved by modeling the tornadoes intensity, measured with the Fujita scale, as a stochastic process. Since the Fujita scale divides tornadoes intensity into six states, it is possible to model the tornadoes intensity by using Markov and semi-Markov models. We demonstrate that the semi-Markov approach is able to reprod...

Application of Hidden Markov Models in Biomolecular Simulations.

Science.gov (United States)

Shukla, Saurabh; Shamsi, Zahra; Moffett, Alexander S; Selvam, Balaji; Shukla, Diwakar

2017-01-01

Hidden Markov models (HMMs) provide a framework to analyze large trajectories of biomolecular simulation datasets. HMMs decompose the conformational space of a biological molecule into finite number of states that interconvert among each other with certain rates. HMMs simplify long timescale trajectories for human comprehension, and allow comparison of simulations with experimental data. In this chapter, we provide an overview of building HMMs for analyzing bimolecular simulation datasets. We demonstrate the procedure for building a Hidden Markov model for Met-enkephalin peptide simulation dataset and compare the timescales of the process.

Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.

Science.gov (United States)

Carroll, Carlos; Johnson, Devin S; Dunk, Jeffrey R; Zielinski, William J

2010-12-01

Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence-absence data derived from regional monitoring programs to develop models with both landscape and site-level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence-absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad-scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km(2) hexagons), can increase the relevance of habitat models to multispecies

Nonparametric model validations for hidden Markov models with applications in financial econometrics.

Science.gov (United States)

Zhao, Zhibiao

2011-06-01

We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.

On the representability of complete genomes by multiple competing finite-context (Markov models.

Directory of Open Access Journals (Sweden)

Armando J Pinho

Full Text Available A finite-context (Markov model of order k yields the probability distribution of the next symbol in a sequence of symbols, given the recent past up to depth k. Markov modeling has long been applied to DNA sequences, for example to find gene-coding regions. With the first studies came the discovery that DNA sequences are non-stationary: distinct regions require distinct model orders. Since then, Markov and hidden Markov models have been extensively used to describe the gene structure of prokaryotes and eukaryotes. However, to our knowledge, a comprehensive study about the potential of Markov models to describe complete genomes is still lacking. We address this gap in this paper. Our approach relies on (i multiple competing Markov models of different orders (ii careful programming techniques that allow orders as large as sixteen (iii adequate inverted repeat handling (iv probability estimates suited to the wide range of context depths used. To measure how well a model fits the data at a particular position in the sequence we use the negative logarithm of the probability estimate at that position. The measure yields information profiles of the sequence, which are of independent interest. The average over the entire sequence, which amounts to the average number of bits per base needed to describe the sequence, is used as a global performance measure. Our main conclusion is that, from the probabilistic or information theoretic point of view and according to this performance measure, multiple competing Markov models explain entire genomes almost as well or even better than state-of-the-art DNA compression methods, such as XM, which rely on very different statistical models. This is surprising, because Markov models are local (short-range, contrasting with the statistical models underlying other methods, where the extensive data repetitions in DNA sequences is explored, and therefore have a non-local character.

Operations and support cost modeling using Markov chains

Science.gov (United States)

Unal, Resit

1989-01-01

Systems for future missions will be selected with life cycle costs (LCC) as a primary evaluation criterion. This reflects the current realization that only systems which are considered affordable will be built in the future due to the national budget constaints. Such an environment calls for innovative cost modeling techniques which address all of the phases a space system goes through during its life cycle, namely: design and development, fabrication, operations and support; and retirement. A significant portion of the LCC for reusable systems are generated during the operations and support phase (OS). Typically, OS costs can account for 60 to 80 percent of the total LCC. Clearly, OS costs are wholly determined or at least strongly influenced by decisions made during the design and development phases of the project. As a result OS costs need to be considered and estimated early in the conceptual phase. To be effective, an OS cost estimating model needs to account for actual instead of ideal processes by associating cost elements with probabilities. One approach that may be suitable for OS cost modeling is the use of the Markov Chain Process. Markov chains are an important method of probabilistic analysis for operations research analysts but they are rarely used for life cycle cost analysis. This research effort evaluates the use of Markov Chains in LCC analysis by developing OS cost model for a hypothetical reusable space transportation vehicle (HSTV) and suggests further uses of the Markov Chain process as a design-aid tool.

Markov Decision Process Measurement Model.

Science.gov (United States)

LaMar, Michelle M

2018-03-01

Within-task actions can provide additional information on student competencies but are challenging to model. This paper explores the potential of using a cognitive model for decision making, the Markov decision process, to provide a mapping between within-task actions and latent traits of interest. Psychometric properties of the model are explored, and simulation studies report on parameter recovery within the context of a simple strategy game. The model is then applied to empirical data from an educational game. Estimates from the model are found to correlate more strongly with posttest results than a partial-credit IRT model based on outcome data alone.

A Probabilistic Short-Term Water Demand Forecasting Model Based on the Markov Chain

Directory of Open Access Journals (Sweden)

Francesca Gagliardi

2017-07-01

Full Text Available This paper proposes a short-term water demand forecasting method based on the use of the Markov chain. This method provides estimates of future demands by calculating probabilities that the future demand value will fall within pre-assigned intervals covering the expected total variability. More specifically, two models based on homogeneous and non-homogeneous Markov chains were developed and presented. These models, together with two benchmark models (based on artificial neural network and naïve methods, were applied to three real-life case studies for the purpose of forecasting the respective water demands from 1 to 24 h ahead. The results obtained show that the model based on a homogeneous Markov chain provides more accurate short-term forecasts than the one based on a non-homogeneous Markov chain, which is in line with the artificial neural network model. Both Markov chain models enable probabilistic information regarding the stochastic demand forecast to be easily obtained.

Computing characterizations of drugs for ion channels and receptors using Markov models

CERN Document Server

Tveito, Aslak

2016-01-01

Flow of ions through voltage gated channels can be represented theoretically using stochastic differential equations where the gating mechanism is represented by a Markov model. The flow through a channel can be manipulated using various drugs, and the effect of a given drug can be reflected by changing the Markov model. These lecture notes provide an accessible introduction to the mathematical methods needed to deal with these models. They emphasize the use of numerical methods and provide sufficient details for the reader to implement the models and thereby study the effect of various drugs. Examples in the text include stochastic calcium release from internal storage systems in cells, as well as stochastic models of the transmembrane potential. Well known Markov models are studied and a systematic approach to including the effect of mutations is presented. Lastly, the book shows how to derive the optimal properties of a theoretical model of a drug for a given mutation defined in terms of a Markov model.

Markov chain model for demersal fish catch analysis in Indonesia

Science.gov (United States)

Firdaniza; Gusriani, N.

2018-03-01

As an archipelagic country, Indonesia has considerable potential fishery resources. One of the fish resources that has high economic value is demersal fish. Demersal fish is a fish with a habitat in the muddy seabed. Demersal fish scattered throughout the Indonesian seas. Demersal fish production in each Indonesia’s Fisheries Management Area (FMA) varies each year. In this paper we have discussed the Markov chain model for demersal fish yield analysis throughout all Indonesia’s Fisheries Management Area. Data of demersal fish catch in every FMA in 2005-2014 was obtained from Directorate of Capture Fisheries. From this data a transition probability matrix is determined by the number of transitions from the catch that lie below the median or above the median. The Markov chain model of demersal fish catch data was an ergodic Markov chain model, so that the limiting probability of the Markov chain model can be determined. The predictive value of demersal fishing yields was obtained by calculating the combination of limiting probability with average catch results below the median and above the median. The results showed that for 2018 and long-term demersal fishing results in most of FMA were below the median value.

A Markov Model for Commen-Cause Failures

DEFF Research Database (Denmark)

Platz, Ole

1984-01-01

A continuous time four-state Markov chain is shown to cover several of the models that have been used for describing dependencies between failures of components in redundant systems. Among these are the models derived by Marshall and Olkin and by Freund and models for one-out-of-three and two...

Semi-Markov processes

CERN Document Server

Grabski

2014-01-01

Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and

A reward semi-Markov process with memory for wind speed modeling

Science.gov (United States)

Petroni, F.; D'Amico, G.; Prattico, F.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first

Efficient Modelling and Generation of Markov Automata

NARCIS (Netherlands)

Koutny, M.; Timmer, Mark; Ulidowski, I.; Katoen, Joost P.; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

This paper introduces a framework for the efficient modelling and generation of Markov automata. It consists of (1) the data-rich process-algebraic language MAPA, allowing concise modelling of systems with nondeterminism, probability and Markovian timing; (2) a restricted form of the language, the

Markov chain modelling of pitting corrosion in underground pipelines

Energy Technology Data Exchange (ETDEWEB)

Caleyo, F. [Departamento de Ingenieri' a Metalurgica, ESIQIE, IPN, UPALM Edif. 7, Zacatenco, Mexico D. F. 07738 (Mexico)], E-mail: fcaleyo@gmail.com; Velazquez, J.C. [Departamento de Ingenieri' a Metalurgica, ESIQIE, IPN, UPALM Edif. 7, Zacatenco, Mexico D. F. 07738 (Mexico); Valor, A. [Facultad de Fisica, Universidad de La Habana, San Lazaro y L, Vedado, 10400 La Habana (Cuba); Hallen, J.M. [Departamento de Ingenieri' a Metalurgica, ESIQIE, IPN, UPALM Edif. 7, Zacatenco, Mexico D. F. 07738 (Mexico)

2009-09-15

A continuous-time, non-homogenous linear growth (pure birth) Markov process has been used to model external pitting corrosion in underground pipelines. The closed form solution of Kolmogorov's forward equations for this type of Markov process is used to describe the transition probability function in a discrete pit depth space. The identification of the transition probability function can be achieved by correlating the stochastic pit depth mean with the deterministic mean obtained experimentally. Monte-Carlo simulations previously reported have been used to predict the time evolution of the mean value of the pit depth distribution for different soil textural classes. The simulated distributions have been used to create an empirical Markov chain-based stochastic model for predicting the evolution of pitting corrosion depth and rate distributions from the observed properties of the soil. The proposed model has also been applied to pitting corrosion data from pipeline repeated in-line inspections and laboratory immersion experiments.

Markov chain modelling of pitting corrosion in underground pipelines

International Nuclear Information System (INIS)

Caleyo, F.; Velazquez, J.C.; Valor, A.; Hallen, J.M.

2009-01-01

A continuous-time, non-homogenous linear growth (pure birth) Markov process has been used to model external pitting corrosion in underground pipelines. The closed form solution of Kolmogorov's forward equations for this type of Markov process is used to describe the transition probability function in a discrete pit depth space. The identification of the transition probability function can be achieved by correlating the stochastic pit depth mean with the deterministic mean obtained experimentally. Monte-Carlo simulations previously reported have been used to predict the time evolution of the mean value of the pit depth distribution for different soil textural classes. The simulated distributions have been used to create an empirical Markov chain-based stochastic model for predicting the evolution of pitting corrosion depth and rate distributions from the observed properties of the soil. The proposed model has also been applied to pitting corrosion data from pipeline repeated in-line inspections and laboratory immersion experiments.

TYPE Ia SUPERNOVA LIGHT CURVE INFERENCE: HIERARCHICAL MODELS IN THE OPTICAL AND NEAR-INFRARED

International Nuclear Information System (INIS)

Mandel, Kaisey S.; Narayan, Gautham; Kirshner, Robert P.

2011-01-01

We have constructed a comprehensive statistical model for Type Ia supernova (SN Ia) light curves spanning optical through near-infrared (NIR) data. A hierarchical framework coherently models multiple random and uncertain effects, including intrinsic supernova (SN) light curve covariances, dust extinction and reddening, and distances. An improved BAYESN Markov Chain Monte Carlo code computes probabilistic inferences for the hierarchical model by sampling the global probability density of parameters describing individual SNe and the population. We have applied this hierarchical model to optical and NIR data of 127 SNe Ia from PAIRITEL, CfA3, Carnegie Supernova Project, and the literature. We find an apparent population correlation between the host galaxy extinction A V and the ratio of total-to-selective dust absorption R V . For SNe with low dust extinction, A V ∼ V ∼ 2.5-2.9, while at high extinctions, A V ∼> 1, low values of R V < 2 are favored. The NIR luminosities are excellent standard candles and are less sensitive to dust extinction. They exhibit low correlation with optical peak luminosities, and thus provide independent information on distances. The combination of NIR and optical data constrains the dust extinction and improves the predictive precision of individual SN Ia distances by about 60%. Using cross-validation, we estimate an rms distance modulus prediction error of 0.11 mag for SNe with optical and NIR data versus 0.15 mag for SNe with optical data alone. Continued study of SNe Ia in the NIR is important for improving their utility as precise and accurate cosmological distance indicators.

Semi-Markov models control of restorable systems with latent failures

CERN Document Server

Obzherin, Yuriy E

2015-01-01

Featuring previously unpublished results, Semi-Markov Models: Control of Restorable Systems with Latent Failures describes valuable methodology which can be used by readers to build mathematical models of a wide class of systems for various applications. In particular, this information can be applied to build models of reliability, queuing systems, and technical control. Beginning with a brief introduction to the area, the book covers semi-Markov models for different control strategies in one-component systems, defining their stationary characteristics of reliability and efficiency, and uti

Revisiting Temporal Markov Chains for Continuum modeling of Transport in Porous Media

Science.gov (United States)

Delgoshaie, A. H.; Jenny, P.; Tchelepi, H.

2017-12-01

The transport of fluids in porous media is dominated by flow­-field heterogeneity resulting from the underlying permeability field. Due to the high uncertainty in the permeability field, many realizations of the reference geological model are used to describe the statistics of the transport phenomena in a Monte Carlo (MC) framework. There has been strong interest in working with stochastic formulations of the transport that are different from the standard MC approach. Several stochastic models based on a velocity process for tracer particle trajectories have been proposed. Previous studies have shown that for high variances of the log-conductivity, the stochastic models need to account for correlations between consecutive velocity transitions to predict dispersion accurately. The correlated velocity models proposed in the literature can be divided into two general classes of temporal and spatial Markov models. Temporal Markov models have been applied successfully to tracer transport in both the longitudinal and transverse directions. These temporal models are Stochastic Differential Equations (SDEs) with very specific drift and diffusion terms tailored for a specific permeability correlation structure. The drift and diffusion functions devised for a certain setup would not necessarily be suitable for a different scenario, (e.g., a different permeability correlation structure). The spatial Markov models are simple discrete Markov chains that do not require case specific assumptions. However, transverse spreading of contaminant plumes has not been successfully modeled with the available correlated spatial models. Here, we propose a temporal discrete Markov chain to model both the longitudinal and transverse dispersion in a two-dimensional domain. We demonstrate that these temporal Markov models are valid for different correlation structures without modification. Similar to the temporal SDEs, the proposed model respects the limited asymptotic transverse spreading of

A relation between non-Markov and Markov processes

International Nuclear Information System (INIS)

Hara, H.

1980-01-01

With the aid of a transformation technique, it is shown that some memory effects in the non-Markov processes can be eliminated. In other words, some non-Markov processes are rewritten in a form obtained by the random walk process; the Markov process. To this end, two model processes which have some memory or correlation in the random walk process are introduced. An explanation of the memory in the processes is given. (orig.)

An Approach of Diagnosis Based On The Hidden Markov Chains Model

Directory of Open Access Journals (Sweden)

Karim Bouamrane

2008-07-01

Full Text Available Diagnosis is a key element in industrial system maintenance process performance. A diagnosis tool is proposed allowing the maintenance operators capitalizing on the knowledge of their trade and subdividing it for better performance improvement and intervention effectiveness within the maintenance process service. The Tool is based on the Markov Chain Model and more precisely the Hidden Markov Chains (HMC which has the system failures determination advantage, taking into account the causal relations, stochastic context modeling of their dynamics and providing a relevant diagnosis help by their ability of dubious information use. Since the FMEA method is a well adapted artificial intelligence field, the modeling with Markov Chains is carried out with its assistance. Recently, a dynamic programming recursive algorithm, called 'Viterbi Algorithm', is being used in the Hidden Markov Chains field. This algorithm provides as input to the HMC a set of system observed effects and generates at exit the various causes having caused the loss from one or several system functions.

K­MEANS CLUSTERING FOR HIDDEN MARKOV MODEL

NARCIS (Netherlands)

Perrone, M.P.; Connell, S.D.

2004-01-01

An unsupervised k­means clustering algorithm for hidden Markov models is described and applied to the task of generating subclass models for individual handwritten character classes. The algorithm is compared to a related clustering method and shown to give a relative change in the error rate of as

Nuclear security assessment with Markov model approach

International Nuclear Information System (INIS)

Suzuki, Mitsutoshi; Terao, Norichika

2013-01-01

Nuclear security risk assessment with the Markov model based on random event is performed to explore evaluation methodology for physical protection in nuclear facilities. Because the security incidences are initiated by malicious and intentional acts, expert judgment and Bayes updating are used to estimate scenario and initiation likelihood, and it is assumed that the Markov model derived from stochastic process can be applied to incidence sequence. Both an unauthorized intrusion as Design Based Threat (DBT) and a stand-off attack as beyond-DBT are assumed to hypothetical facilities, and performance of physical protection and mitigation and minimization of consequence are investigated to develop the assessment methodology in a semi-quantitative manner. It is shown that cooperation between facility operator and security authority is important to respond to the beyond-DBT incidence. (author)

Classification using Hierarchical Naive Bayes models

DEFF Research Database (Denmark)

Langseth, Helge; Dyhre Nielsen, Thomas

2006-01-01

Classification problems have a long history in the machine learning literature. One of the simplest, and yet most consistently well-performing set of classifiers is the Naïve Bayes models. However, an inherent problem with these classifiers is the assumption that all attributes used to describe......, termed Hierarchical Naïve Bayes models. Hierarchical Naïve Bayes models extend the modeling flexibility of Naïve Bayes models by introducing latent variables to relax some of the independence statements in these models. We propose a simple algorithm for learning Hierarchical Naïve Bayes models...

Fracture Mechanical Markov Chain Crack Growth Model

DEFF Research Database (Denmark)

Gansted, L.; Brincker, Rune; Hansen, Lars Pilegaard

1991-01-01

propagation process can be described by a discrete space Markov theory. The model is applicable to deterministic as well as to random loading. Once the model parameters for a given material have been determined, the results can be used for any structure as soon as the geometrical function is known....

Bayesian hierarchical model for variations in earthquake peak ground acceleration within small-aperture arrays

KAUST Repository

Rahpeyma, Sahar

2018-04-17

Knowledge of the characteristics of earthquake ground motion is fundamental for earthquake hazard assessments. Over small distances, relative to the source–site distance, where uniform site conditions are expected, the ground motion variability is also expected to be insignificant. However, despite being located on what has been characterized as a uniform lava‐rock site condition, considerable peak ground acceleration (PGA) variations were observed on stations of a small‐aperture array (covering approximately 1 km2) of accelerographs in Southwest Iceland during the Ölfus earthquake of magnitude 6.3 on May 29, 2008 and its sequence of aftershocks. We propose a novel Bayesian hierarchical model for the PGA variations accounting separately for earthquake event effects, station effects, and event‐station effects. An efficient posterior inference scheme based on Markov chain Monte Carlo (MCMC) simulations is proposed for the new model. The variance of the station effect is certainly different from zero according to the posterior density, indicating that individual station effects are different from one another. The Bayesian hierarchical model thus captures the observed PGA variations and quantifies to what extent the source and recording sites contribute to the overall variation in ground motions over relatively small distances on the lava‐rock site condition.

Bayesian hierarchical model for variations in earthquake peak ground acceleration within small-aperture arrays

KAUST Repository

Rahpeyma, Sahar; Halldorsson, Benedikt; Hrafnkelsson, Birgir; Jonsson, Sigurjon

2018-01-01

Knowledge of the characteristics of earthquake ground motion is fundamental for earthquake hazard assessments. Over small distances, relative to the source–site distance, where uniform site conditions are expected, the ground motion variability is also expected to be insignificant. However, despite being located on what has been characterized as a uniform lava‐rock site condition, considerable peak ground acceleration (PGA) variations were observed on stations of a small‐aperture array (covering approximately 1 km2) of accelerographs in Southwest Iceland during the Ölfus earthquake of magnitude 6.3 on May 29, 2008 and its sequence of aftershocks. We propose a novel Bayesian hierarchical model for the PGA variations accounting separately for earthquake event effects, station effects, and event‐station effects. An efficient posterior inference scheme based on Markov chain Monte Carlo (MCMC) simulations is proposed for the new model. The variance of the station effect is certainly different from zero according to the posterior density, indicating that individual station effects are different from one another. The Bayesian hierarchical model thus captures the observed PGA variations and quantifies to what extent the source and recording sites contribute to the overall variation in ground motions over relatively small distances on the lava‐rock site condition.

A Markov game theoretic data fusion approach for cyber situational awareness

Science.gov (United States)

Shen, Dan; Chen, Genshe; Cruz, Jose B., Jr.; Haynes, Leonard; Kruger, Martin; Blasch, Erik

2007-04-01

This paper proposes an innovative data-fusion/ data-mining game theoretic situation awareness and impact assessment approach for cyber network defense. Alerts generated by Intrusion Detection Sensors (IDSs) or Intrusion Prevention Sensors (IPSs) are fed into the data refinement (Level 0) and object assessment (L1) data fusion components. High-level situation/threat assessment (L2/L3) data fusion based on Markov game model and Hierarchical Entity Aggregation (HEA) are proposed to refine the primitive prediction generated by adaptive feature/pattern recognition and capture new unknown features. A Markov (Stochastic) game method is used to estimate the belief of each possible cyber attack pattern. Game theory captures the nature of cyber conflicts: determination of the attacking-force strategies is tightly coupled to determination of the defense-force strategies and vice versa. Also, Markov game theory deals with uncertainty and incompleteness of available information. A software tool is developed to demonstrate the performance of the high level information fusion for cyber network defense situation and a simulation example shows the enhanced understating of cyber-network defense.

The Consensus String Problem and the Complexity of Comparing Hidden Markov Models

DEFF Research Database (Denmark)

Lyngsø, Rune Bang; Pedersen, Christian Nørgaard Storm

2002-01-01

The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960s, and has since then been applied to numerous problems, e.g. biological sequence analysis. Most applications of hidden Markov models are based on efficient algorithms for computing......-norms. We discuss the applicability of the technique used for proving the hardness of comparing two hidden Markov models under the L1-norm to other measures of distance between probability distributions. In particular, we show that it cannot be used for proving NP-hardness of determining the Kullback...

A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI.

Science.gov (United States)

Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang

2015-10-01

In this paper, we propose a novel method for modelling functional dynamics in resting-state fMRI (rs-fMRI) for Mild Cognitive Impairment (MCI) identification. Specifically, we devise a hybrid architecture by combining Deep Auto-Encoder (DAE) and Hidden Markov Model (HMM). The roles of DAE and HMM are, respectively, to discover hierarchical non-linear relations among features, by which we transform the original features into a lower dimension space, and to model dynamic characteristics inherent in rs-fMRI, i.e. , internal state changes. By building a generative model with HMMs for each class individually, we estimate the data likelihood of a test subject as MCI or normal healthy control, based on which we identify the clinical label. In our experiments, we achieved the maximal accuracy of 81.08% with the proposed method, outperforming state-of-the-art methods in the literature.

The Candy model revisited: Markov properties and inference

NARCIS (Netherlands)

M.N.M. van Lieshout (Marie-Colette); R.S. Stoica

2001-01-01

textabstractThis paper studies the Candy model, a marked point process introduced by Stoica et al. (2000). We prove Ruelle and local stability, investigate its Markov properties, and discuss how the model may be sampled. Finally, we consider estimation of the model parameters and present some

Phasic Triplet Markov Chains.

Science.gov (United States)

El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar

2014-11-01

Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data.

Markov stochasticity coordinates

International Nuclear Information System (INIS)

Eliazar, Iddo

2017-01-01

Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

Markov stochasticity coordinates

Energy Technology Data Exchange (ETDEWEB)

Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

2017-01-15

Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

Evaluation of Usability Utilizing Markov Models

Science.gov (United States)

Penedo, Janaina Rodrigues; Diniz, Morganna; Ferreira, Simone Bacellar Leal; Silveira, Denis S.; Capra, Eliane

2012-01-01

Purpose: The purpose of this paper is to analyze the usability of a remote learning system in its initial development phase, using a quantitative usability evaluation method through Markov models. Design/methodology/approach: The paper opted for an exploratory study. The data of interest of the research correspond to the possible accesses of users…

MARKOV Model Application to Proliferation Risk Reduction of an Advanced Nuclear System

International Nuclear Information System (INIS)

Bari, R.A.

2008-01-01

The Generation IV International Forum (GIF) emphasizes proliferation resistance and physical protection (PR and PP) as a main goal for future nuclear energy systems. The GIF PR and PP Working Group has developed a methodology for the evaluation of these systems. As an application of the methodology, Markov model has been developed for the evaluation of proliferation resistance and is demonstrated for a hypothetical Example Sodium Fast Reactor (ESFR) system. This paper presents the case of diversion by the facility owner/operator to obtain material that could be used in a nuclear weapon. The Markov model is applied to evaluate material diversion strategies. The following features of the Markov model are presented here: (1) An effective detection rate has been introduced to account for the implementation of multiple safeguards approaches at a given strategic point; (2) Technical failure to divert material is modeled as intrinsic barriers related to the design of the facility or the properties of the material in the facility; and (3) Concealment to defeat or degrade the performance of safeguards is recognized in the Markov model. Three proliferation risk measures are calculated directly by the Markov model: the detection probability, technical failure probability, and proliferation time. The material type is indicated by an index that is based on the quality of material diverted. Sensitivity cases have been done to demonstrate the effects of different modeling features on the measures of proliferation resistance

Learning with hierarchical-deep models.

Science.gov (United States)

Salakhutdinov, Ruslan; Tenenbaum, Joshua B; Torralba, Antonio

2013-08-01

We introduce HD (or “Hierarchical-Deep”) models, a new compositional learning architecture that integrates deep learning models with structured hierarchical Bayesian (HB) models. Specifically, we show how we can learn a hierarchical Dirichlet process (HDP) prior over the activities of the top-level features in a deep Boltzmann machine (DBM). This compound HDP-DBM model learns to learn novel concepts from very few training example by learning low-level generic features, high-level features that capture correlations among low-level features, and a category hierarchy for sharing priors over the high-level features that are typical of different kinds of concepts. We present efficient learning and inference algorithms for the HDP-DBM model and show that it is able to learn new concepts from very few examples on CIFAR-100 object recognition, handwritten character recognition, and human motion capture datasets.

Markov-CA model using analytical hierarchy process and multiregression technique

International Nuclear Information System (INIS)

Omar, N Q; Sanusi, S A M; Hussin, W M W; Samat, N; Mohammed, K S

2014-01-01

The unprecedented increase in population and rapid rate of urbanisation has led to extensive land use changes. Cellular automata (CA) are increasingly used to simulate a variety of urban dynamics. This paper introduces a new CA based on an integration model built-in multi regression and multi-criteria evaluation to improve the representation of CA transition rule. This multi-criteria evaluation is implemented by utilising data relating to the environmental and socioeconomic factors in the study area in order to produce suitability maps (SMs) using an analytical hierarchical process, which is a well-known method. Before being integrated to generate suitability maps for the periods from 1984 to 2010 based on the different decision makings, which have become conditioned for the next step of CA generation. The suitability maps are compared in order to find the best maps based on the values of the root equation (R 2 ). This comparison can help the stakeholders make better decisions. Thus, the resultant suitability map derives a predefined transition rule for the last step for CA model. The approach used in this study highlights a mechanism for monitoring and evaluating land-use and land-cover changes in Kirkuk city, Iraq owing changes in the structures of governments, wars, and an economic blockade over the past decades. The present study asserts the high applicability and flexibility of Markov-CA model. The results have shown that the model and its interrelated concepts are performing rather well

Data-driven Markov models and their application in the evaluation of adverse events in radiotherapy

CERN Document Server

Abler, Daniel; Davies, Jim; Dosanjh, Manjit; Jena, Raj; Kirkby, Norman; Peach, Ken

2013-01-01

Decision-making processes in medicine rely increasingly on modelling and simulation techniques; they are especially useful when combining evidence from multiple sources. Markov models are frequently used to synthesize the available evidence for such simulation studies, by describing disease and treatment progress, as well as associated factors such as the treatment's effects on a patient's life and the costs to society. When the same decision problem is investigated by multiple stakeholders, differing modelling assumptions are often applied, making synthesis and interpretation of the results difficult. This paper proposes a standardized approach towards the creation of Markov models. It introduces the notion of ‘general Markov models’, providing a common definition of the Markov models that underlie many similar decision problems, and develops a language for their specification. We demonstrate the application of this language by developing a general Markov model for adverse event analysis in radiotherapy ...

Reliability analysis and prediction of mixed mode load using Markov Chain Model

International Nuclear Information System (INIS)

Nikabdullah, N.; Singh, S. S. K.; Alebrahim, R.; Azizi, M. A.; K, Elwaleed A.; Noorani, M. S. M.

2014-01-01

The aim of this paper is to present the reliability analysis and prediction of mixed mode loading by using a simple two state Markov Chain Model for an automotive crankshaft. The reliability analysis and prediction for any automotive component or structure is important for analyzing and measuring the failure to increase the design life, eliminate or reduce the likelihood of failures and safety risk. The mechanical failures of the crankshaft are due of high bending and torsion stress concentration from high cycle and low rotating bending and torsional stress. The Markov Chain was used to model the two states based on the probability of failure due to bending and torsion stress. In most investigations it revealed that bending stress is much serve than torsional stress, therefore the probability criteria for the bending state would be higher compared to the torsion state. A statistical comparison between the developed Markov Chain Model and field data was done to observe the percentage of error. The reliability analysis and prediction was derived and illustrated from the Markov Chain Model were shown in the Weibull probability and cumulative distribution function, hazard rate and reliability curve and the bathtub curve. It can be concluded that Markov Chain Model has the ability to generate near similar data with minimal percentage of error and for a practical application; the proposed model provides a good accuracy in determining the reliability for the crankshaft under mixed mode loading

Data-driven Markov models and their application in the evaluation of adverse events in radiotherapy

International Nuclear Information System (INIS)

Abler, Daniel; Kanellopoulos, Vassiliki; Dosanjh, Manjit; Davies, Jim; Peach, Ken; Jena, Raj; Kirkby, Norman

2013-01-01

Decision-making processes in medicine rely increasingly on modelling and simulation techniques; they are especially useful when combining evidence from multiple sources. Markov models are frequently used to synthesize the available evidence for such simulation studies, by describing disease and treatment progress, as well as associated factors such as the treatment's effects on a patient's life and the costs to society. When the same decision problem is investigated by multiple stakeholders, differing modelling assumptions are often applied, making synthesis and interpretation of the results difficult. This paper proposes a standardized approach towards the creation of Markov models. It introduces the notion of 'general Markov models', providing a common definition of the Markov models that underlie many similar decision problems, and develops a language for their specification. We demonstrate the application of this language by developing a general Markov model for adverse event analysis in radiotherapy and argue that the proposed method can automate the creation of Markov models from existing data. The approach has the potential to support the radiotherapy community in conducting systematic analyses involving predictive modelling of existing and upcoming radiotherapy data. We expect it to facilitate the application of modelling techniques in medical decision problems beyond the field of radiotherapy, and to improve the comparability of their results. (author)

Semi-Markov Chains and Hidden Semi-Markov Models toward Applications Their Use in Reliability and DNA Analysis

CERN Document Server

Barbu, Vlad

2008-01-01

Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes

Fast-slow asymptotics for a Markov chain model of fast sodium current

Science.gov (United States)

Starý, Tomáš; Biktashev, Vadim N.

2017-09-01

We explore the feasibility of using fast-slow asymptotics to eliminate the computational stiffness of discrete-state, continuous-time deterministic Markov chain models of ionic channels underlying cardiac excitability. We focus on a Markov chain model of fast sodium current, and investigate its asymptotic behaviour with respect to small parameters identified in different ways.

Data-driven Markov models and their application in the evaluation of adverse events in radiotherapy

Science.gov (United States)

Abler, Daniel; Kanellopoulos, Vassiliki; Davies, Jim; Dosanjh, Manjit; Jena, Raj; Kirkby, Norman; Peach, Ken

2013-01-01

Decision-making processes in medicine rely increasingly on modelling and simulation techniques; they are especially useful when combining evidence from multiple sources. Markov models are frequently used to synthesize the available evidence for such simulation studies, by describing disease and treatment progress, as well as associated factors such as the treatment's effects on a patient's life and the costs to society. When the same decision problem is investigated by multiple stakeholders, differing modelling assumptions are often applied, making synthesis and interpretation of the results difficult. This paper proposes a standardized approach towards the creation of Markov models. It introduces the notion of ‘general Markov models’, providing a common definition of the Markov models that underlie many similar decision problems, and develops a language for their specification. We demonstrate the application of this language by developing a general Markov model for adverse event analysis in radiotherapy and argue that the proposed method can automate the creation of Markov models from existing data. The approach has the potential to support the radiotherapy community in conducting systematic analyses involving predictive modelling of existing and upcoming radiotherapy data. We expect it to facilitate the application of modelling techniques in medical decision problems beyond the field of radiotherapy, and to improve the comparability of their results. PMID:23824126

Discrete-time semi-Markov modeling of human papillomavirus persistence

Science.gov (United States)

Mitchell, C. E.; Hudgens, M. G.; King, C. C.; Cu-Uvin, S.; Lo, Y.; Rompalo, A.; Sobel, J.; Smith, J. S.

2011-01-01

Multi-state modeling is often employed to describe the progression of a disease process. In epidemiological studies of certain diseases, the disease state is typically only observed at periodic clinical visits, producing incomplete longitudinal data. In this paper we consider fitting semi-Markov models to estimate the persistence of human papillomavirus (HPV) type-specific infection in studies where the status of HPV type(s) is assessed periodically. Simulation study results are presented indicating the semi-Markov estimator is more accurate than an estimator currently used in the HPV literature. The methods are illustrated using data from the HIV Epidemiology Research Study (HERS). PMID:21538985

[Application of Markov model in post-marketing pharmacoeconomic evaluation of traditional Chinese medicine].

Science.gov (United States)

Wang, Xin; Su, Xia; Sun, Wentao; Xie, Yanming; Wang, Yongyan

2011-10-01

In post-marketing study of traditional Chinese medicine (TCM), pharmacoeconomic evaluation has an important applied significance. However, the economic literatures of TCM have been unable to fully and accurately reflect the unique overall outcomes of treatment with TCM. For the special nature of TCM itself, we recommend that Markov model could be introduced into post-marketing pharmacoeconomic evaluation of TCM, and also explore the feasibility of model application. Markov model can extrapolate the study time horizon, suit with effectiveness indicators of TCM, and provide measurable comprehensive outcome. In addition, Markov model can promote the development of TCM quality of life scale and the methodology of post-marketing pharmacoeconomic evaluation.

Markov Chain model for the stochastic behaviors of wind-direction data

International Nuclear Information System (INIS)

Masseran, Nurulkamal

2015-01-01

Highlights: • I develop a Markov chain model to describe about the stochastic and probabilistic behaviors of wind direction data. • I describe some of the theoretical arguments regarding the Markov chain model in term of wind direction data. • I suggest a limiting probabilities approach to determine a dominant directions of wind blow. - Abstract: Analyzing the behaviors of wind direction can complement knowledge concerning wind speed and help researchers draw conclusions regarding wind energy potential. Knowledge of the wind’s direction enables the wind turbine to be positioned in such a way as to maximize the total amount of captured energy and optimize the wind farm’s performance. In this paper, first-order and higher-order Markov chain models are proposed to describe the probabilistic behaviors of wind-direction data. A case study is conducted using data from Mersing, Malaysia. The wind-direction data are classified according to an eight-state Markov chain based on natural geographical directions. The model’s parameters are estimated using the maximum likelihood method and the linear programming formulation. Several theoretical arguments regarding the model are also discussed. Finally, limiting probabilities are used to determine a long-run proportion of the wind directions generated. The results explain the dominant direction for Mersing’s wind in terms of probability metrics

A Bayesian Approach to Model Selection in Hierarchical Mixtures-of-Experts Architectures.

Science.gov (United States)

Tanner, Martin A.; Peng, Fengchun; Jacobs, Robert A.

1997-03-01

There does not exist a statistical model that shows good performance on all tasks. Consequently, the model selection problem is unavoidable; investigators must decide which model is best at summarizing the data for each task of interest. This article presents an approach to the model selection problem in hierarchical mixtures-of-experts architectures. These architectures combine aspects of generalized linear models with those of finite mixture models in order to perform tasks via a recursive "divide-and-conquer" strategy. Markov chain Monte Carlo methodology is used to estimate the distribution of the architectures' parameters. One part of our approach to model selection attempts to estimate the worth of each component of an architecture so that relatively unused components can be pruned from the architecture's structure. A second part of this approach uses a Bayesian hypothesis testing procedure in order to differentiate inputs that carry useful information from nuisance inputs. Simulation results suggest that the approach presented here adheres to the dictum of Occam's razor; simple architectures that are adequate for summarizing the data are favored over more complex structures. Copyright 1997 Elsevier Science Ltd. All Rights Reserved.

Hierarchical modeling of systems with similar components: A framework for adaptive monitoring and control

International Nuclear Information System (INIS)

Memarzadeh, Milad; Pozzi, Matteo; Kolter, J. Zico

2016-01-01

System management includes the selection of maintenance actions depending on the available observations: when a system is made up by components known to be similar, data collected on one is also relevant for the management of others. This is typically the case of wind farms, which are made up by similar turbines. Optimal management of wind farms is an important task due to high cost of turbines' operation and maintenance: in this context, we recently proposed a method for planning and learning at system-level, called PLUS, built upon the Partially Observable Markov Decision Process (POMDP) framework, which treats transition and emission probabilities as random variables, and is therefore suitable for including model uncertainty. PLUS models the components as independent or identical. In this paper, we extend that formulation, allowing for a weaker similarity among components. The proposed approach, called Multiple Uncertain POMDP (MU-POMDP), models the components as POMDPs, and assumes the corresponding parameters as dependent random variables. Through this framework, we can calibrate specific degradation and emission models for each component while, at the same time, process observations at system-level. We compare the performance of the proposed MU-POMDP with PLUS, and discuss its potential and computational complexity. - Highlights: • A computational framework is proposed for adaptive monitoring and control. • It adopts a scheme based on Markov Chain Monte Carlo for inference and learning. • Hierarchical Bayesian modeling is used to allow a system-level flow of information. • Results show potential of significant savings in management of wind farms.

Epitope discovery with phylogenetic hidden Markov models.

LENUS (Irish Health Repository)

Lacerda, Miguel

2010-05-01

Existing methods for the prediction of immunologically active T-cell epitopes are based on the amino acid sequence or structure of pathogen proteins. Additional information regarding the locations of epitopes may be acquired by considering the evolution of viruses in hosts with different immune backgrounds. In particular, immune-dependent evolutionary patterns at sites within or near T-cell epitopes can be used to enhance epitope identification. We have developed a mutation-selection model of T-cell epitope evolution that allows the human leukocyte antigen (HLA) genotype of the host to influence the evolutionary process. This is one of the first examples of the incorporation of environmental parameters into a phylogenetic model and has many other potential applications where the selection pressures exerted on an organism can be related directly to environmental factors. We combine this novel evolutionary model with a hidden Markov model to identify contiguous amino acid positions that appear to evolve under immune pressure in the presence of specific host immune alleles and that therefore represent potential epitopes. This phylogenetic hidden Markov model provides a rigorous probabilistic framework that can be combined with sequence or structural information to improve epitope prediction. As a demonstration, we apply the model to a data set of HIV-1 protein-coding sequences and host HLA genotypes.

Swallowing sound detection using hidden markov modeling of recurrence plot features

International Nuclear Information System (INIS)

Aboofazeli, Mohammad; Moussavi, Zahra

2009-01-01

Automated detection of swallowing sounds in swallowing and breath sound recordings is of importance for monitoring purposes in which the recording durations are long. This paper presents a novel method for swallowing sound detection using hidden Markov modeling of recurrence plot features. Tracheal sound recordings of 15 healthy and nine dysphagic subjects were studied. The multidimensional state space trajectory of each signal was reconstructed using the Taken method of delays. The sequences of three recurrence plot features of the reconstructed trajectories (which have shown discriminating capability between swallowing and breath sounds) were modeled by three hidden Markov models. The Viterbi algorithm was used for swallowing sound detection. The results were validated manually by inspection of the simultaneously recorded airflow signal and spectrogram of the sounds, and also by auditory means. The experimental results suggested that the performance of the proposed method using hidden Markov modeling of recurrence plot features was superior to the previous swallowing sound detection methods.

Projected metastable Markov processes and their estimation with observable operator models

International Nuclear Information System (INIS)

Wu, Hao; Prinz, Jan-Hendrik; Noé, Frank

2015-01-01

The determination of kinetics of high-dimensional dynamical systems, such as macromolecules, polymers, or spin systems, is a difficult and generally unsolved problem — both in simulation, where the optimal reaction coordinate(s) are generally unknown and are difficult to compute, and in experimental measurements, where only specific coordinates are observable. Markov models, or Markov state models, are widely used but suffer from the fact that the dynamics on a coarsely discretized state spaced are no longer Markovian, even if the dynamics in the full phase space are. The recently proposed projected Markov models (PMMs) are a formulation that provides a description of the kinetics on a low-dimensional projection without making the Markovianity assumption. However, as yet no general way of estimating PMMs from data has been available. Here, we show that the observed dynamics of a PMM can be exactly described by an observable operator model (OOM) and derive a PMM estimator based on the OOM learning

Swallowing sound detection using hidden markov modeling of recurrence plot features

Energy Technology Data Exchange (ETDEWEB)

Aboofazeli, Mohammad [Faculty of Engineering, Department of Electrical and Computer Engineering, University of Manitoba, Winnipeg, Manitoba, R3T 5V6 (Canada)], E-mail: umaboofa@cc.umanitoba.ca; Moussavi, Zahra [Faculty of Engineering, Department of Electrical and Computer Engineering, University of Manitoba, Winnipeg, Manitoba, R3T 5V6 (Canada)], E-mail: mousavi@ee.umanitoba.ca

2009-01-30

Automated detection of swallowing sounds in swallowing and breath sound recordings is of importance for monitoring purposes in which the recording durations are long. This paper presents a novel method for swallowing sound detection using hidden Markov modeling of recurrence plot features. Tracheal sound recordings of 15 healthy and nine dysphagic subjects were studied. The multidimensional state space trajectory of each signal was reconstructed using the Taken method of delays. The sequences of three recurrence plot features of the reconstructed trajectories (which have shown discriminating capability between swallowing and breath sounds) were modeled by three hidden Markov models. The Viterbi algorithm was used for swallowing sound detection. The results were validated manually by inspection of the simultaneously recorded airflow signal and spectrogram of the sounds, and also by auditory means. The experimental results suggested that the performance of the proposed method using hidden Markov modeling of recurrence plot features was superior to the previous swallowing sound detection methods.

A mathematical approach for evaluating Markov models in continuous time without discrete-event simulation.

Science.gov (United States)

van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F

2013-08-01

Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.

Modelling of cyclical stratigraphy using Markov chains

Energy Technology Data Exchange (ETDEWEB)

Kulatilake, P.H.S.W.

1987-07-01

State-of-the-art on modelling of cyclical stratigraphy using first-order Markov chains is reviewed. Shortcomings of the presently available procedures are identified. A procedure which eliminates all the identified shortcomings is presented. Required statistical tests to perform this modelling are given in detail. An example (the Oficina formation in eastern Venezuela) is given to illustrate the presented procedure. 12 refs., 3 tabs. 1 fig.

Hidden Markov Model for quantitative prediction of snowfall

Indian Academy of Sciences (India)

A Hidden Markov Model (HMM) has been developed for prediction of quantitative snowfall in Pir-Panjal and Great Himalayan mountain ranges of Indian Himalaya. The model predicts snowfall for two days in advance using daily recorded nine meteorological variables of past 20 winters from 1992–2012. There are six ...

The Fracture Mechanical Markov Chain Fatigue Model Compared with Empirical Data

DEFF Research Database (Denmark)

Gansted, L.; Brincker, Rune; Hansen, Lars Pilegaard

The applicability of the FMF-model (Fracture Mechanical Markov Chain Fatigue Model) introduced in Gansted, L., R. Brincker and L. Pilegaard Hansen (1991) is tested by simulations and compared with empirical data. Two sets of data have been used, the Virkler data (aluminium alloy) and data...... established at the Laboratory of Structural Engineering at Aalborg University, the AUC-data, (mild steel). The model, which is based on the assumption, that the crack propagation process can be described by a discrete Space Markov theory, is applicable to constant as well as random loading. It is shown...

A Bayesian Hierarchical Model for Relating Multiple SNPs within Multiple Genes to Disease Risk

Directory of Open Access Journals (Sweden)

Lewei Duan

2013-01-01

Full Text Available A variety of methods have been proposed for studying the association of multiple genes thought to be involved in a common pathway for a particular disease. Here, we present an extension of a Bayesian hierarchical modeling strategy that allows for multiple SNPs within each gene, with external prior information at either the SNP or gene level. The model involves variable selection at the SNP level through latent indicator variables and Bayesian shrinkage at the gene level towards a prior mean vector and covariance matrix that depend on external information. The entire model is fitted using Markov chain Monte Carlo methods. Simulation studies show that the approach is capable of recovering many of the truly causal SNPs and genes, depending upon their frequency and size of their effects. The method is applied to data on 504 SNPs in 38 candidate genes involved in DNA damage response in the WECARE study of second breast cancers in relation to radiotherapy exposure.

MODELING OF FUTURE LAND COVER LAND USE CHANGE IN NORTH CAROLINA USING MARKOV CHAIN AND CELLULAR AUTOMATA MODEL

OpenAIRE

Mohammad Sayemuzzaman; Manoj K. Jha

2014-01-01

State wide variant topographic features in North Carolina attract the hydro-climatologist. There is none modeling study found that predict future Land Cover Land Use (LCLU) change for whole North Carolina. In this study, satellite-derived land cover maps of year 1992, 2001 and 2006 of North Carolina were integrated within the framework of the Markov-Cellular Automata (Markov-CA) model which combines the Markov chain and Cellular Automata (CA) techniques. A Multi-Criteria Evaluation (MCE) was ...

Calibrating the sqHIMMELI v1.0 wetland methane emission model with hierarchical modeling and adaptive MCMC

Science.gov (United States)

Susiluoto, Jouni; Raivonen, Maarit; Backman, Leif; Laine, Marko; Makela, Jarmo; Peltola, Olli; Vesala, Timo; Aalto, Tuula

2018-03-01

Estimating methane (CH4) emissions from natural wetlands is complex, and the estimates contain large uncertainties. The models used for the task are typically heavily parameterized and the parameter values are not well known. In this study, we perform a Bayesian model calibration for a new wetland CH4 emission model to improve the quality of the predictions and to understand the limitations of such models.The detailed process model that we analyze contains descriptions for CH4 production from anaerobic respiration, CH4 oxidation, and gas transportation by diffusion, ebullition, and the aerenchyma cells of vascular plants. The processes are controlled by several tunable parameters. We use a hierarchical statistical model to describe the parameters and obtain the posterior distributions of the parameters and uncertainties in the processes with adaptive Markov chain Monte Carlo (MCMC), importance resampling, and time series analysis techniques. For the estimation, the analysis utilizes measurement data from the Siikaneva flux measurement site in southern Finland. The uncertainties related to the parameters and the modeled processes are described quantitatively. At the process level, the flux measurement data are able to constrain the CH4 production processes, methane oxidation, and the different gas transport processes. The posterior covariance structures explain how the parameters and the processes are related. Additionally, the flux and flux component uncertainties are analyzed both at the annual and daily levels. The parameter posterior densities obtained provide information regarding importance of the different processes, which is also useful for development of wetland methane emission models other than the square root HelsinkI Model of MEthane buiLd-up and emIssion for peatlands (sqHIMMELI). The hierarchical modeling allows us to assess the effects of some of the parameters on an annual basis. The results of the calibration and the cross validation suggest that

Type Ia Supernova Light Curve Inference: Hierarchical Models for Nearby SN Ia in the Optical and Near Infrared

Science.gov (United States)

Mandel, Kaisey; Kirshner, R. P.; Narayan, G.; Wood-Vasey, W. M.; Friedman, A. S.; Hicken, M.

2010-01-01

I have constructed a comprehensive statistical model for Type Ia supernova light curves spanning optical through near infrared data simultaneously. The near infrared light curves are found to be excellent standard candles (sigma(MH) = 0.11 +/- 0.03 mag) that are less vulnerable to systematic error from dust extinction, a major confounding factor for cosmological studies. A hierarchical statistical framework incorporates coherently multiple sources of randomness and uncertainty, including photometric error, intrinsic supernova light curve variations and correlations, dust extinction and reddening, peculiar velocity dispersion and distances, for probabilistic inference with Type Ia SN light curves. Inferences are drawn from the full probability density over individual supernovae and the SN Ia and dust populations, conditioned on a dataset of SN Ia light curves and redshifts. To compute probabilistic inferences with hierarchical models, I have developed BayeSN, a Markov Chain Monte Carlo algorithm based on Gibbs sampling. This code explores and samples the global probability density of parameters describing individual supernovae and the population. I have applied this hierarchical model to optical and near infrared data of over 100 nearby Type Ia SN from PAIRITEL, the CfA3 sample, and the literature. Using this statistical model, I find that SN with optical and NIR data have a smaller residual scatter in the Hubble diagram than SN with only optical data. The continued study of Type Ia SN in the near infrared will be important for improving their utility as precise and accurate cosmological distance indicators.

Power plant reliability calculation with Markov chain models

International Nuclear Information System (INIS)

Senegacnik, A.; Tuma, M.

1998-01-01

In the paper power plant operation is modelled using continuous time Markov chains with discrete state space. The model is used to compute the power plant reliability and the importance and influence of individual states, as well as the transition probabilities between states. For comparison the model is fitted to data for coal and nuclear power plants recorded over several years. (orig.) [de

Grey-Markov prediction model based on background value optimization and central-point triangular whitenization weight function

Science.gov (United States)

Ye, Jing; Dang, Yaoguo; Li, Bingjun

2018-01-01

Grey-Markov forecasting model is a combination of grey prediction model and Markov chain which show obvious optimization effects for data sequences with characteristics of non-stationary and volatility. However, the state division process in traditional Grey-Markov forecasting model is mostly based on subjective real numbers that immediately affects the accuracy of forecasting values. To seek the solution, this paper introduces the central-point triangular whitenization weight function in state division to calculate possibilities of research values in each state which reflect preference degrees in different states in an objective way. On the other hand, background value optimization is applied in the traditional grey model to generate better fitting data. By this means, the improved Grey-Markov forecasting model is built. Finally, taking the grain production in Henan Province as an example, it verifies this model's validity by comparing with GM(1,1) based on background value optimization and the traditional Grey-Markov forecasting model.

Continuous-Time Semi-Markov Models in Health Economic Decision Making: An Illustrative Example in Heart Failure Disease Management.

Science.gov (United States)

Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

2016-01-01

Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease progression can often be obtained by assuming that the future state transitions do not depend only on the present state (Markov assumption) but also on the past through time since entry in the present state. Despite that these so-called semi-Markov models are still relatively straightforward to specify and implement, they are not yet routinely applied in health economic evaluation to assess the cost-effectiveness of alternative interventions. To facilitate a better understanding of this type of model among applied health economic analysts, the first part of this article provides a detailed discussion of what the semi-Markov model entails and how such models can be specified in an intuitive way by adopting an approach called vertical modeling. In the second part of the article, we use this approach to construct a semi-Markov model for assessing the long-term cost-effectiveness of 3 disease management programs for heart failure. Compared with a standard Markov model with the same disease states, our proposed semi-Markov model fitted the observed data much better. When subsequently extrapolating beyond the clinical trial period, these relatively large differences in goodness-of-fit translated into almost a doubling in mean total cost and a 60-d decrease in mean survival time when using the Markov model instead of the semi-Markov model. For the disease process considered in our case study, the semi-Markov model thus provided a sensible balance between model parsimoniousness and computational complexity. © The Author(s) 2015.

Using hidden Markov models to align multiple sequences.

Science.gov (United States)

Mount, David W

2009-07-01

A hidden Markov model (HMM) is a probabilistic model of a multiple sequence alignment (msa) of proteins. In the model, each column of symbols in the alignment is represented by a frequency distribution of the symbols (called a "state"), and insertions and deletions are represented by other states. One moves through the model along a particular path from state to state in a Markov chain (i.e., random choice of next move), trying to match a given sequence. The next matching symbol is chosen from each state, recording its probability (frequency) and also the probability of going to that state from a previous one (the transition probability). State and transition probabilities are multiplied to obtain a probability of the given sequence. The hidden nature of the HMM is due to the lack of information about the value of a specific state, which is instead represented by a probability distribution over all possible values. This article discusses the advantages and disadvantages of HMMs in msa and presents algorithms for calculating an HMM and the conditions for producing the best HMM.

Stochastic modeling of pitting corrosion in underground pipelines using Markov chains

Energy Technology Data Exchange (ETDEWEB)

Velazquez, J.C.; Caleyo, F.; Hallen, J.M.; Araujo, J.E. [Instituto Politecnico Nacional (IPN), Mexico D.F. (Mexico). Escuela Superior de Ingenieria Quimica e Industrias Extractivas (ESIQIE); Valor, A. [Universidad de La Habana, La Habana (Cuba)

2009-07-01

A non-homogenous, linear growth (pure birth) Markov process, with discrete states in continuous time, has been used to model external pitting corrosion in underground pipelines. The transition probability function for the pit depth is obtained from the analytical solution of the forward Kolmogorov equations for this process. The parameters of the transition probability function between depth states can be identified from the observed time evolution of the mean of the pit depth distribution. Monte Carlo simulations were used to predict the time evolution of the mean value of the pit depth distribution in soils with different physicochemical characteristics. The simulated distributions have been used to create an empirical Markov-chain-based stochastic model for predicting the evolution of pitting corrosion from the observed properties of the soil in contact with the pipeline. Real- life case studies, involving simulated and measured pit depth distributions are presented to illustrate the application of the proposed Markov chains model. (author)

Hidden-Markov-Model Analysis Of Telemanipulator Data

Science.gov (United States)

Hannaford, Blake; Lee, Paul

1991-01-01

Mathematical model and procedure based on hidden-Markov-model concept undergoing development for use in analysis and prediction of outputs of force and torque sensors of telerobotic manipulators. In model, overall task broken down into subgoals, and transition probabilities encode ease with which operator completes each subgoal. Process portion of model encodes task-sequence/subgoal structure, and probability-density functions for forces and torques associated with each state of manipulation encode sensor signals that one expects to observe at subgoal. Parameters of model constructed from engineering knowledge of task.

Markov dynamic models for long-timescale protein motion.

KAUST Repository

Chiang, Tsung-Han

2010-06-01

Molecular dynamics (MD) simulation is a well-established method for studying protein motion at the atomic scale. However, it is computationally intensive and generates massive amounts of data. One way of addressing the dual challenges of computation efficiency and data analysis is to construct simplified models of long-timescale protein motion from MD simulation data. In this direction, we propose to use Markov models with hidden states, in which the Markovian states represent potentially overlapping probabilistic distributions over protein conformations. We also propose a principled criterion for evaluating the quality of a model by its ability to predict long-timescale protein motions. Our method was tested on 2D synthetic energy landscapes and two extensively studied peptides, alanine dipeptide and the villin headpiece subdomain (HP-35 NleNle). One interesting finding is that although a widely accepted model of alanine dipeptide contains six states, a simpler model with only three states is equally good for predicting long-timescale motions. We also used the constructed Markov models to estimate important kinetic and dynamic quantities for protein folding, in particular, mean first-passage time. The results are consistent with available experimental measurements.

Markov dynamic models for long-timescale protein motion.

KAUST Repository

Chiang, Tsung-Han; Hsu, David; Latombe, Jean-Claude

2010-01-01

Molecular dynamics (MD) simulation is a well-established method for studying protein motion at the atomic scale. However, it is computationally intensive and generates massive amounts of data. One way of addressing the dual challenges of computation efficiency and data analysis is to construct simplified models of long-timescale protein motion from MD simulation data. In this direction, we propose to use Markov models with hidden states, in which the Markovian states represent potentially overlapping probabilistic distributions over protein conformations. We also propose a principled criterion for evaluating the quality of a model by its ability to predict long-timescale protein motions. Our method was tested on 2D synthetic energy landscapes and two extensively studied peptides, alanine dipeptide and the villin headpiece subdomain (HP-35 NleNle). One interesting finding is that although a widely accepted model of alanine dipeptide contains six states, a simpler model with only three states is equally good for predicting long-timescale motions. We also used the constructed Markov models to estimate important kinetic and dynamic quantities for protein folding, in particular, mean first-passage time. The results are consistent with available experimental measurements.

A simplified parsimonious higher order multivariate Markov chain model

Science.gov (United States)

Wang, Chao; Yang, Chuan-sheng

2017-09-01

In this paper, a simplified parsimonious higher-order multivariate Markov chain model (SPHOMMCM) is presented. Moreover, parameter estimation method of TPHOMMCM is give. Numerical experiments shows the effectiveness of TPHOMMCM.

Algorithms for a parallel implementation of Hidden Markov Models with a small state space

DEFF Research Database (Denmark)

Nielsen, Jesper; Sand, Andreas

2011-01-01

Two of the most important algorithms for Hidden Markov Models are the forward and the Viterbi algorithms. We show how formulating these using linear algebra naturally lends itself to parallelization. Although the obtained algorithms are slow for Hidden Markov Models with large state spaces...

Hierarchical species distribution models

Science.gov (United States)

Hefley, Trevor J.; Hooten, Mevin B.

2016-01-01

Determining the distribution pattern of a species is important to increase scientific knowledge, inform management decisions, and conserve biodiversity. To infer spatial and temporal patterns, species distribution models have been developed for use with many sampling designs and types of data. Recently, it has been shown that count, presence-absence, and presence-only data can be conceptualized as arising from a point process distribution. Therefore, it is important to understand properties of the point process distribution. We examine how the hierarchical species distribution modeling framework has been used to incorporate a wide array of regression and theory-based components while accounting for the data collection process and making use of auxiliary information. The hierarchical modeling framework allows us to demonstrate how several commonly used species distribution models can be derived from the point process distribution, highlight areas of potential overlap between different models, and suggest areas where further research is needed.

Efficient Modelling and Generation of Markov Automata (extended version)

NARCIS (Netherlands)

Timmer, Mark; Katoen, Joost P.; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

2012-01-01

This paper introduces a framework for the efficient modelling and generation of Markov automata. It consists of (1) the data-rich process-algebraic language MAPA, allowing concise modelling of systems with nondeterminism, probability and Markovian timing; (2) a restricted form of the language, the

A hierarchical stochastic model for bistable perception.

Directory of Open Access Journals (Sweden)

Stefan Albert

2017-11-01

Full Text Available Viewing of ambiguous stimuli can lead to bistable perception alternating between the possible percepts. During continuous presentation of ambiguous stimuli, percept changes occur as single events, whereas during intermittent presentation of ambiguous stimuli, percept changes occur at more or less regular intervals either as single events or bursts. Response patterns can be highly variable and have been reported to show systematic differences between patients with schizophrenia and healthy controls. Existing models of bistable perception often use detailed assumptions and large parameter sets which make parameter estimation challenging. Here we propose a parsimonious stochastic model that provides a link between empirical data analysis of the observed response patterns and detailed models of underlying neuronal processes. Firstly, we use a Hidden Markov Model (HMM for the times between percept changes, which assumes one single state in continuous presentation and a stable and an unstable state in intermittent presentation. The HMM captures the observed differences between patients with schizophrenia and healthy controls, but remains descriptive. Therefore, we secondly propose a hierarchical Brownian model (HBM, which produces similar response patterns but also provides a relation to potential underlying mechanisms. The main idea is that neuronal activity is described as an activity difference between two competing neuronal populations reflected in Brownian motions with drift. This differential activity generates switching between the two conflicting percepts and between stable and unstable states with similar mechanisms on different neuronal levels. With only a small number of parameters, the HBM can be fitted closely to a high variety of response patterns and captures group differences between healthy controls and patients with schizophrenia. At the same time, it provides a link to mechanistic models of bistable perception, linking the group

A hierarchical stochastic model for bistable perception.

Science.gov (United States)

Albert, Stefan; Schmack, Katharina; Sterzer, Philipp; Schneider, Gaby

2017-11-01

Viewing of ambiguous stimuli can lead to bistable perception alternating between the possible percepts. During continuous presentation of ambiguous stimuli, percept changes occur as single events, whereas during intermittent presentation of ambiguous stimuli, percept changes occur at more or less regular intervals either as single events or bursts. Response patterns can be highly variable and have been reported to show systematic differences between patients with schizophrenia and healthy controls. Existing models of bistable perception often use detailed assumptions and large parameter sets which make parameter estimation challenging. Here we propose a parsimonious stochastic model that provides a link between empirical data analysis of the observed response patterns and detailed models of underlying neuronal processes. Firstly, we use a Hidden Markov Model (HMM) for the times between percept changes, which assumes one single state in continuous presentation and a stable and an unstable state in intermittent presentation. The HMM captures the observed differences between patients with schizophrenia and healthy controls, but remains descriptive. Therefore, we secondly propose a hierarchical Brownian model (HBM), which produces similar response patterns but also provides a relation to potential underlying mechanisms. The main idea is that neuronal activity is described as an activity difference between two competing neuronal populations reflected in Brownian motions with drift. This differential activity generates switching between the two conflicting percepts and between stable and unstable states with similar mechanisms on different neuronal levels. With only a small number of parameters, the HBM can be fitted closely to a high variety of response patterns and captures group differences between healthy controls and patients with schizophrenia. At the same time, it provides a link to mechanistic models of bistable perception, linking the group differences to

Hierarchical modeling and analysis for spatial data

CERN Document Server

Banerjee, Sudipto; Gelfand, Alan E

2003-01-01

Among the many uses of hierarchical modeling, their application to the statistical analysis of spatial and spatio-temporal data from areas such as epidemiology And environmental science has proven particularly fruitful. Yet to date, the few books that address the subject have been either too narrowly focused on specific aspects of spatial analysis, or written at a level often inaccessible to those lacking a strong background in mathematical statistics.Hierarchical Modeling and Analysis for Spatial Data is the first accessible, self-contained treatment of hierarchical methods, modeling, and dat

A tridiagonal parsimonious higher order multivariate Markov chain model

Science.gov (United States)

Wang, Chao; Yang, Chuan-sheng

2017-09-01

In this paper, we present a tridiagonal parsimonious higher-order multivariate Markov chain model (TPHOMMCM). Moreover, estimation method of the parameters in TPHOMMCM is give. Numerical experiments illustrate the effectiveness of TPHOMMCM.

[Compared Markov with fractal models by using single-channel experimental and simulation data].

Science.gov (United States)

Lan, Tonghan; Wu, Hongxiu; Lin, Jiarui

2006-10-01

The gating mechanical kinetical of ion channels has been modeled as a Markov process. In these models it is assumed that the channel protein has a small number of discrete conformational states and kinetic rate constants connecting these states are constant, the transition rate constants among the states is independent both of time and of the previous channel activity. It is assumed in Liebovitch's fractal model that the channel exists in an infinite number of energy states, consequently, transitions from one conductance state to another would be governed by a continuum of rate constants. In this paper, a statistical comparison is presented of Markov and fractal models of ion channel gating, the analysis is based on single-channel data from ion channel voltage-dependence K+ single channel of neuron cell and simulation data from three-states Markov model.

Hierarchical Neural Regression Models for Customer Churn Prediction

Directory of Open Access Journals (Sweden)

Golshan Mohammadi

2013-01-01

Full Text Available As customers are the main assets of each industry, customer churn prediction is becoming a major task for companies to remain in competition with competitors. In the literature, the better applicability and efficiency of hierarchical data mining techniques has been reported. This paper considers three hierarchical models by combining four different data mining techniques for churn prediction, which are backpropagation artificial neural networks (ANN, self-organizing maps (SOM, alpha-cut fuzzy c-means (α-FCM, and Cox proportional hazards regression model. The hierarchical models are ANN + ANN + Cox, SOM + ANN + Cox, and α-FCM + ANN + Cox. In particular, the first component of the models aims to cluster data in two churner and nonchurner groups and also filter out unrepresentative data or outliers. Then, the clustered data as the outputs are used to assign customers to churner and nonchurner groups by the second technique. Finally, the correctly classified data are used to create Cox proportional hazards model. To evaluate the performance of the hierarchical models, an Iranian mobile dataset is considered. The experimental results show that the hierarchical models outperform the single Cox regression baseline model in terms of prediction accuracy, Types I and II errors, RMSE, and MAD metrics. In addition, the α-FCM + ANN + Cox model significantly performs better than the two other hierarchical models.

Availability analysis of subsea blowout preventer using Markov model considering demand rate

Directory of Open Access Journals (Sweden)

Sunghee Kim

2014-12-01

Full Text Available Availabilities of subsea Blowout Preventers (BOP in the Gulf of Mexico Outer Continental Shelf (GoM OCS is investigated using a Markov method. An updated β factor model by SINTEF is used for common-cause failures in multiple redundant systems. Coefficient values of failure rates for the Markov model are derived using the β factor model of the PDS (reliability of computer-based safety systems, Norwegian acronym method. The blind shear ram preventer system of the subsea BOP components considers a demand rate to reflect reality more. Markov models considering the demand rate for one or two components are introduced. Two data sets are compared at the GoM OCS. The results show that three or four pipe ram preventers give similar availabilities, but redundant blind shear ram preventers or annular preventers enhance the availability of the subsea BOP. Also control systems (PODs and connectors are contributable components to improve the availability of the subsea BOPs based on sensitivity analysis.

Modelling the Errors of EIA’s Oil Prices and Production Forecasts by the Grey Markov Model

Directory of Open Access Journals (Sweden)

Gholam Hossein Hasantash

2012-01-01

Full Text Available Grey theory is about systematic analysis of limited information. The Grey-Markov model can improve the accuracy of forecast range in the random fluctuating data sequence. In this paper, we employed this model in energy system. The average errors of Energy Information Administrations predictions for world oil price and domestic crude oil production from 1982 to 2007 and from 1985 to 2008 respectively were used as two forecasted examples. We showed that the proposed Grey-Markov model can improve the forecast accuracy of original Grey forecast model.

Segmentation of laser range radar images using hidden Markov field models

International Nuclear Information System (INIS)

Pucar, P.

1993-01-01

Segmentation of images in the context of model based stochastic techniques is connected with high, very often unpracticle computational complexity. The objective with this thesis is to take the models used in model based image processing, simplify and use them in suboptimal, but not computationally demanding algorithms. Algorithms that are essentially one-dimensional, and their extensions to two dimensions are given. The model used in this thesis is the well known hidden Markov model. Estimation of the number of hidden states from observed data is a problem that is addressed. The state order estimation problem is of general interest and is not specifically connected to image processing. An investigation of three state order estimation techniques for hidden Markov models is given. 76 refs

Bayesian Hierarchical Scale Mixtures of Log-Normal Models for Inference in Reliability with Stochastic Constraint

Directory of Open Access Journals (Sweden)

Hea-Jung Kim

2017-06-01

Full Text Available This paper develops Bayesian inference in reliability of a class of scale mixtures of log-normal failure time (SMLNFT models with stochastic (or uncertain constraint in their reliability measures. The class is comprehensive and includes existing failure time (FT models (such as log-normal, log-Cauchy, and log-logistic FT models as well as new models that are robust in terms of heavy-tailed FT observations. Since classical frequency approaches to reliability analysis based on the SMLNFT model with stochastic constraint are intractable, the Bayesian method is pursued utilizing a Markov chain Monte Carlo (MCMC sampling based approach. This paper introduces a two-stage maximum entropy (MaxEnt prior, which elicits a priori uncertain constraint and develops Bayesian hierarchical SMLNFT model by using the prior. The paper also proposes an MCMC method for Bayesian inference in the SMLNFT model reliability and calls attention to properties of the MaxEnt prior that are useful for method development. Finally, two data sets are used to illustrate how the proposed methodology works.

Hidden Markov models and other machine learning approaches in computational molecular biology

Energy Technology Data Exchange (ETDEWEB)

Baldi, P. [California Inst. of Tech., Pasadena, CA (United States)

1995-12-31

This tutorial was one of eight tutorials selected to be presented at the Third International Conference on Intelligent Systems for Molecular Biology which was held in the United Kingdom from July 16 to 19, 1995. Computational tools are increasingly needed to process the massive amounts of data, to organize and classify sequences, to detect weak similarities, to separate coding from non-coding regions, and reconstruct the underlying evolutionary history. The fundamental problem in machine learning is the same as in scientific reasoning in general, as well as statistical modeling: to come up with a good model for the data. In this tutorial four classes of models are reviewed. They are: Hidden Markov models; artificial Neural Networks; Belief Networks; and Stochastic Grammars. When dealing with DNA and protein primary sequences, Hidden Markov models are one of the most flexible and powerful alignments and data base searches. In this tutorial, attention is focused on the theory of Hidden Markov Models, and how to apply them to problems in molecular biology.

Incorporation of Markov reliability models for digital instrumentation and control systems into existing PRAs

International Nuclear Information System (INIS)

Bucci, P.; Mangan, L. A.; Kirschenbaum, J.; Mandelli, D.; Aldemir, T.; Arndt, S. A.

2006-01-01

Markov models have the ability to capture the statistical dependence between failure events that can arise in the presence of complex dynamic interactions between components of digital instrumentation and control systems. One obstacle to the use of such models in an existing probabilistic risk assessment (PRA) is that most of the currently available PRA software is based on the static event-tree/fault-tree methodology which often cannot represent such interactions. We present an approach to the integration of Markov reliability models into existing PRAs by describing the Markov model of a digital steam generator feedwater level control system, how dynamic event trees (DETs) can be generated from the model, and how the DETs can be incorporated into an existing PRA with the SAPHIRE software. (authors)

Bayesian nonparametric hierarchical modeling.

Science.gov (United States)

Dunson, David B

2009-04-01

In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.

The algebra of the general Markov model on phylogenetic trees and networks.

Science.gov (United States)

Sumner, J G; Holland, B R; Jarvis, P D

2012-04-01

It is known that the Kimura 3ST model of sequence evolution on phylogenetic trees can be extended quite naturally to arbitrary split systems. However, this extension relies heavily on mathematical peculiarities of the associated Hadamard transformation, and providing an analogous augmentation of the general Markov model has thus far been elusive. In this paper, we rectify this shortcoming by showing how to extend the general Markov model on trees to include incompatible edges; and even further to more general network models. This is achieved by exploring the algebra of the generators of the continuous-time Markov chain together with the “splitting” operator that generates the branching process on phylogenetic trees. For simplicity, we proceed by discussing the two state case and then show that our results are easily extended to more states with little complication. Intriguingly, upon restriction of the two state general Markov model to the parameter space of the binary symmetric model, our extension is indistinguishable from the Hadamard approach only on trees; as soon as any incompatible splits are introduced the two approaches give rise to differing probability distributions with disparate structure. Through exploration of a simple example, we give an argument that our extension to more general networks has desirable properties that the previous approaches do not share. In particular, our construction allows for convergent evolution of previously divergent lineages; a property that is of significant interest for biological applications.

Modeling promoter grammars with evolving hidden Markov models

DEFF Research Database (Denmark)

Won, Kyoung-Jae; Sandelin, Albin; Marstrand, Troels Torben

2008-01-01

MOTIVATION: Describing and modeling biological features of eukaryotic promoters remains an important and challenging problem within computational biology. The promoters of higher eukaryotes in particular display a wide variation in regulatory features, which are difficult to model. Often several...... factors are involved in the regulation of a set of co-regulated genes. If so, promoters can be modeled with connected regulatory features, where the network of connections is characteristic for a particular mode of regulation. RESULTS: With the goal of automatically deciphering such regulatory structures......, we present a method that iteratively evolves an ensemble of regulatory grammars using a hidden Markov Model (HMM) architecture composed of interconnected blocks representing transcription factor binding sites (TFBSs) and background regions of promoter sequences. The ensemble approach reduces the risk...

Process Algebra and Markov Chains

NARCIS (Netherlands)

Brinksma, Hendrik; Hermanns, H.; Brinksma, Hendrik; Hermanns, H.; Katoen, Joost P.

This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study

Process algebra and Markov chains

NARCIS (Netherlands)

Brinksma, E.; Hermanns, H.; Brinksma, E.; Hermanns, H.; Katoen, J.P.

2001-01-01

This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study

Scalable approximate policies for Markov decision process models of hospital elective admissions.

Science.gov (United States)

Zhu, George; Lizotte, Dan; Hoey, Jesse

2014-05-01

To demonstrate the feasibility of using stochastic simulation methods for the solution of a large-scale Markov decision process model of on-line patient admissions scheduling. The problem of admissions scheduling is modeled as a Markov decision process in which the states represent numbers of patients using each of a number of resources. We investigate current state-of-the-art real time planning methods to compute solutions to this Markov decision process. Due to the complexity of the model, traditional model-based planners are limited in scalability since they require an explicit enumeration of the model dynamics. To overcome this challenge, we apply sample-based planners along with efficient simulation techniques that given an initial start state, generate an action on-demand while avoiding portions of the model that are irrelevant to the start state. We also propose a novel variant of a popular sample-based planner that is particularly well suited to the elective admissions problem. Results show that the stochastic simulation methods allow for the problem size to be scaled by a factor of almost 10 in the action space, and exponentially in the state space. We have demonstrated our approach on a problem with 81 actions, four specialities and four treatment patterns, and shown that we can generate solutions that are near-optimal in about 100s. Sample-based planners are a viable alternative to state-based planners for large Markov decision process models of elective admissions scheduling. Copyright © 2014 Elsevier B.V. All rights reserved.

Multivariate longitudinal data analysis with mixed effects hidden Markov models.

Science.gov (United States)

Raffa, Jesse D; Dubin, Joel A

2015-09-01

Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. © 2015, The International Biometric Society.

Study on the systematic approach of Markov modeling for dependability analysis of complex fault-tolerant features with voting logics

International Nuclear Information System (INIS)

Son, Kwang Seop; Kim, Dong Hoon; Kim, Chang Hwoi; Kang, Hyun Gook

2016-01-01

The Markov analysis is a technique for modeling system state transitions and calculating the probability of reaching various system states. While it is a proper tool for modeling complex system designs involving timing, sequencing, repair, redundancy, and fault tolerance, as the complexity or size of the system increases, so does the number of states of interest, leading to difficulty in constructing and solving the Markov model. This paper introduces a systematic approach of Markov modeling to analyze the dependability of a complex fault-tolerant system. This method is based on the decomposition of the system into independent subsystem sets, and the system-level failure rate and the unavailability rate for the decomposed subsystems. A Markov model for the target system is easily constructed using the system-level failure and unavailability rates for the subsystems, which can be treated separately. This approach can decrease the number of states to consider simultaneously in the target system by building Markov models of the independent subsystems stage by stage, and results in an exact solution for the Markov model of the whole target system. To apply this method we construct a Markov model for the reactor protection system found in nuclear power plants, a system configured with four identical channels and various fault-tolerant architectures. The results show that the proposed method in this study treats the complex architecture of the system in an efficient manner using the merits of the Markov model, such as a time dependent analysis and a sequential process analysis. - Highlights: • Systematic approach of Markov modeling for system dependability analysis is proposed based on the independent subsystem set, its failure rate and unavailability rate. • As an application example, we construct the Markov model for the digital reactor protection system configured with four identical and independent channels, and various fault-tolerant architectures. • The

Markov Chains and Markov Processes

OpenAIRE

Ogunbayo, Segun

2016-01-01

Markov chain, which was named after Andrew Markov is a mathematical system that transfers a state to another state. Many real world systems contain uncertainty. This study helps us to understand the basic idea of a Markov chain and how is been useful in our daily lives. For some times there had been suspense on distinct predictions and future existences. Also in different games there had been different expectations or results involved. That is the reason why we need Markov chains to predict o...

Long memory of financial time series and hidden Markov models with time-varying parameters

DEFF Research Database (Denmark)

Nystrup, Peter; Madsen, Henrik; Lindström, Erik

Hidden Markov models are often used to capture stylized facts of daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time-varying behavior for the ability to reproduce the stylized...... facts have not been thoroughly examined. This paper presents an adaptive estimation approach that allows for the parameters of the estimated models to be time-varying. It is shown that a two-state Gaussian hidden Markov model with time-varying parameters is able to reproduce the long memory of squared...... daily returns that was previously believed to be the most difficult fact to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step predictions....

A Bayesian method for construction of Markov models to describe dynamics on various time-scales.

Science.gov (United States)

Rains, Emily K; Andersen, Hans C

2010-10-14

The dynamics of many biological processes of interest, such as the folding of a protein, are slow and complicated enough that a single molecular dynamics simulation trajectory of the entire process is difficult to obtain in any reasonable amount of time. Moreover, one such simulation may not be sufficient to develop an understanding of the mechanism of the process, and multiple simulations may be necessary. One approach to circumvent this computational barrier is the use of Markov state models. These models are useful because they can be constructed using data from a large number of shorter simulations instead of a single long simulation. This paper presents a new Bayesian method for the construction of Markov models from simulation data. A Markov model is specified by (τ,P,T), where τ is the mesoscopic time step, P is a partition of configuration space into mesostates, and T is an N(P)×N(P) transition rate matrix for transitions between the mesostates in one mesoscopic time step, where N(P) is the number of mesostates in P. The method presented here is different from previous Bayesian methods in several ways. (1) The method uses Bayesian analysis to determine the partition as well as the transition probabilities. (2) The method allows the construction of a Markov model for any chosen mesoscopic time-scale τ. (3) It constructs Markov models for which the diagonal elements of T are all equal to or greater than 0.5. Such a model will be called a "consistent mesoscopic Markov model" (CMMM). Such models have important advantages for providing an understanding of the dynamics on a mesoscopic time-scale. The Bayesian method uses simulation data to find a posterior probability distribution for (P,T) for any chosen τ. This distribution can be regarded as the Bayesian probability that the kinetics observed in the atomistic simulation data on the mesoscopic time-scale τ was generated by the CMMM specified by (P,T). An optimization algorithm is used to find the most

Optimisation of Hidden Markov Model using Baum–Welch algorithm ...

Indian Academy of Sciences (India)

The present work is a part of development of Hidden Markov Model. (HMM) based ... the Himalaya. In this work, HMMs have been developed for forecasting of maximum and minimum ..... data collection teams of Snow and Avalanche Study.

Cyclic Markov chains with an application to an intermediate ENSO model

Directory of Open Access Journals (Sweden)

R. A. Pasmanter

2003-01-01

Full Text Available We develop the theory of cyclic Markov chains and apply it to the El Niño-Southern Oscillation (ENSO predictability problem. At the core of Markov chain modelling is a partition of the state space such that the transition rates between different state space cells can be computed and used most efficiently. We apply a partition technique, which divides the state space into multidimensional cells containing an equal number of data points. This partition leads to mathematical properties of the transition matrices which can be exploited further such as to establish connections with the dynamical theory of unstable periodic orbits. We introduce the concept of most and least predictable states. The data basis of our analysis consists of a multicentury-long data set obtained from an intermediate coupled atmosphere-ocean model of the tropical Pacific. This cyclostationary Markov chain approach captures the spring barrier in ENSO predictability and gives insight also into the dependence of ENSO predictability on the climatic state.

DISEÑO Y MANIPULACIÓN DE MODELOS OCULTOS DE MARKOV, UTILIZANDO HERRAMIENTAS HTK: UNA TUTORÍA DESIGN AND MANIPULATION OF HIDDEN MARKOV MODELS USING HTK TOOLS: A TUTORIAL

Directory of Open Access Journals (Sweden)

Roberto Carrillo Aguilar

2007-04-01

Full Text Available Este trabajo da a conocer el sistema de desarrollo de software para el diseño y manipulación de modelos ocultos de Markov, denominado HTK. Actualmente, la técnica de modelos ocultos de Markov es la herramienta más efectiva para implementar sistemas reconocedores del habla. HTK está orientado principalmente a ese aspecto. Su arquitectura es robusta y autosuficiente. Permite: la entrada lógica y natural desde un micrófono, dispone de módulos para la conversión A/D, preprocesado y parametrización de la información, posee herramientas para definir y manipular modelos ocultos de Markov, tiene librerías para entrenamiento y manipulación de los modelos ocultos de Markov ya definidos, considera funciones para definir la gramática, y además: Una serie de herramientas adicionales permiten lograr el objetivo final de obtener una hipotética transcripción del habla (conversión voz - texto.This paper presents HTK, a software development platform for the design and management of Hidden Markov Models. Nowadays, the Hidden Markov Models technique is the more effective one to implement voice recognition systems. HTK is mainly oriented to this application. Its architecture is robust and self-sufficient. It allows a natural input from a microphone, it has modules for A/D conversion, it allows pre-processing and parameterization of information, it possesses tools to define and manage the Hidden Markov Models, libraries for training and use the already defined Hidden Markov Models. It has functions to define the grammar and it has additional tools to reach the final objective, to obtain an hypothetical transcription of the talking (voice to text translation.

Markov processes and controlled Markov chains

CERN Document Server

Filar, Jerzy; Chen, Anyue

2002-01-01

The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South Ameri...

Analysis hierarchical model for discrete event systems

Science.gov (United States)

Ciortea, E. M.

2015-11-01

The This paper presents the hierarchical model based on discrete event network for robotic systems. Based on the hierarchical approach, Petri network is analysed as a network of the highest conceptual level and the lowest level of local control. For modelling and control of complex robotic systems using extended Petri nets. Such a system is structured, controlled and analysed in this paper by using Visual Object Net ++ package that is relatively simple and easy to use, and the results are shown as representations easy to interpret. The hierarchical structure of the robotic system is implemented on computers analysed using specialized programs. Implementation of hierarchical model discrete event systems, as a real-time operating system on a computer network connected via a serial bus is possible, where each computer is dedicated to local and Petri model of a subsystem global robotic system. Since Petri models are simplified to apply general computers, analysis, modelling, complex manufacturing systems control can be achieved using Petri nets. Discrete event systems is a pragmatic tool for modelling industrial systems. For system modelling using Petri nets because we have our system where discrete event. To highlight the auxiliary time Petri model using transport stream divided into hierarchical levels and sections are analysed successively. Proposed robotic system simulation using timed Petri, offers the opportunity to view the robotic time. Application of goods or robotic and transmission times obtained by measuring spot is obtained graphics showing the average time for transport activity, using the parameters sets of finished products. individually.

A Markov Chain Model for Contagion

Directory of Open Access Journals (Sweden)

Angelos Dassios

2014-11-01

Full Text Available We introduce a bivariate Markov chain counting process with contagion for modelling the clustering arrival of loss claims with delayed settlement for an insurance company. It is a general continuous-time model framework that also has the potential to be applicable to modelling the clustering arrival of events, such as jumps, bankruptcies, crises and catastrophes in finance, insurance and economics with both internal contagion risk and external common risk. Key distributional properties, such as the moments and probability generating functions, for this process are derived. Some special cases with explicit results and numerical examples and the motivation for further actuarial applications are also discussed. The model can be considered a generalisation of the dynamic contagion process introduced by Dassios and Zhao (2011.

HMMEditor: a visual editing tool for profile hidden Markov model

Directory of Open Access Journals (Sweden)

Cheng Jianlin

2008-03-01

Full Text Available Abstract Background Profile Hidden Markov Model (HMM is a powerful statistical model to represent a family of DNA, RNA, and protein sequences. Profile HMM has been widely used in bioinformatics research such as sequence alignment, gene structure prediction, motif identification, protein structure prediction, and biological database search. However, few comprehensive, visual editing tools for profile HMM are publicly available. Results We develop a visual editor for profile Hidden Markov Models (HMMEditor. HMMEditor can visualize the profile HMM architecture, transition probabilities, and emission probabilities. Moreover, it provides functions to edit and save HMM and parameters. Furthermore, HMMEditor allows users to align a sequence against the profile HMM and to visualize the corresponding Viterbi path. Conclusion HMMEditor provides a set of unique functions to visualize and edit a profile HMM. It is a useful tool for biological sequence analysis and modeling. Both HMMEditor software and web service are freely available.

Hierarchical structure for audio-video based semantic classification of sports video sequences

Science.gov (United States)

Kolekar, M. H.; Sengupta, S.

2005-07-01

A hierarchical structure for sports event classification based on audio and video content analysis is proposed in this paper. Compared to the event classifications in other games, those of cricket are very challenging and yet unexplored. We have successfully solved cricket video classification problem using a six level hierarchical structure. The first level performs event detection based on audio energy and Zero Crossing Rate (ZCR) of short-time audio signal. In the subsequent levels, we classify the events based on video features using a Hidden Markov Model implemented through Dynamic Programming (HMM-DP) using color or motion as a likelihood function. For some of the game-specific decisions, a rule-based classification is also performed. Our proposed hierarchical structure can easily be applied to any other sports. Our results are very promising and we have moved a step forward towards addressing semantic classification problems in general.

Extracting Markov Models of Peptide Conformational Dynamics from Simulation Data.

Science.gov (United States)

Schultheis, Verena; Hirschberger, Thomas; Carstens, Heiko; Tavan, Paul

2005-07-01

A high-dimensional time series obtained by simulating a complex and stochastic dynamical system (like a peptide in solution) may code an underlying multiple-state Markov process. We present a computational approach to most plausibly identify and reconstruct this process from the simulated trajectory. Using a mixture of normal distributions we first construct a maximum likelihood estimate of the point density associated with this time series and thus obtain a density-oriented partition of the data space. This discretization allows us to estimate the transfer operator as a matrix of moderate dimension at sufficient statistics. A nonlinear dynamics involving that matrix and, alternatively, a deterministic coarse-graining procedure are employed to construct respective hierarchies of Markov models, from which the model most plausibly mapping the generating stochastic process is selected by consideration of certain observables. Within both procedures the data are classified in terms of prototypical points, the conformations, marking the various Markov states. As a typical example, the approach is applied to analyze the conformational dynamics of a tripeptide in solution. The corresponding high-dimensional time series has been obtained from an extended molecular dynamics simulation.

Reliability analysis of nuclear component cooling water system using semi-Markov process model

International Nuclear Information System (INIS)

Veeramany, Arun; Pandey, Mahesh D.

2011-01-01

Research highlights: → Semi-Markov process (SMP) model is used to evaluate system failure probability of the nuclear component cooling water (NCCW) system. → SMP is used because it can solve reliability block diagram with a mixture of redundant repairable and non-repairable components. → The primary objective is to demonstrate that SMP can consider Weibull failure time distribution for components while a Markov model cannot → Result: the variability in component failure time is directly proportional to the NCCW system failure probability. → The result can be utilized as an initiating event probability in probabilistic safety assessment projects. - Abstract: A reliability analysis of nuclear component cooling water (NCCW) system is carried out. Semi-Markov process model is used in the analysis because it has potential to solve a reliability block diagram with a mixture of repairable and non-repairable components. With Markov models it is only possible to assume an exponential profile for component failure times. An advantage of the proposed model is the ability to assume Weibull distribution for the failure time of components. In an attempt to reduce the number of states in the model, it is shown that usage of poly-Weibull distribution arises. The objective of the paper is to determine system failure probability under these assumptions. Monte Carlo simulation is used to validate the model result. This result can be utilized as an initiating event probability in probabilistic safety assessment projects.

Observation uncertainty in reversible Markov chains.

Science.gov (United States)

Metzner, Philipp; Weber, Marcus; Schütte, Christof

2010-09-01

In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .

Hierarchical modeling and its numerical implementation for layered thin elastic structures

Energy Technology Data Exchange (ETDEWEB)

Cho, Jin-Rae [Hongik University, Sejong (Korea, Republic of)

2017-05-15

Thin elastic structures such as beam- and plate-like structures and laminates are characterized by the small thickness, which lead to classical plate and laminate theories in which the displacement fields through the thickness are assumed linear or higher-order polynomials. These classical theories are either insufficient to represent the complex stress variation through the thickness or may encounter the accuracy-computational cost dilemma. In order to overcome the inherent problem of classical theories, the concept of hierarchical modeling has been emerged. In the hierarchical modeling, the hierarchical models with different model levels are selected and combined within a structure domain, in order to make the modeling error be distributed as uniformly as possible throughout the problem domain. The purpose of current study is to explore the potential of hierarchical modeling for the effective numerical analysis of layered structures such as laminated composite. For this goal, the hierarchical models are constructed and the hierarchical modeling is implemented by selectively adjusting the level of hierarchical models. As well, the major characteristics of hierarchical models are investigated through the numerical experiments.

A Multilayer Hidden Markov Models-Based Method for Human-Robot Interaction

Directory of Open Access Journals (Sweden)

Chongben Tao

2013-01-01

Full Text Available To achieve Human-Robot Interaction (HRI by using gestures, a continuous gesture recognition approach based on Multilayer Hidden Markov Models (MHMMs is proposed, which consists of two parts. One part is gesture spotting and segment module, the other part is continuous gesture recognition module. Firstly, a Kinect sensor is used to capture 3D acceleration and 3D angular velocity data of hand gestures. And then, a Feed-forward Neural Networks (FNNs and a threshold criterion are used for gesture spotting and segment, respectively. Afterwards, the segmented gesture signals are respectively preprocessed and vector symbolized by a sliding window and a K-means clustering method. Finally, symbolized data are sent into Lower Hidden Markov Models (LHMMs to identify individual gestures, and then, a Bayesian filter with sequential constraints among gestures in Upper Hidden Markov Models (UHMMs is used to correct recognition errors created in LHMMs. Five predefined gestures are used to interact with a Kinect mobile robot in experiments. The experimental results show that the proposed method not only has good effectiveness and accuracy, but also has favorable real-time performance.

Embedding a State Space Model Into a Markov Decision Process

DEFF Research Database (Denmark)

Nielsen, Lars Relund; Jørgensen, Erik; Højsgaard, Søren

2011-01-01

In agriculture Markov decision processes (MDPs) with finite state and action space are often used to model sequential decision making over time. For instance, states in the process represent possible levels of traits of the animal and transition probabilities are based on biological models...

Verification of Open Interactive Markov Chains

OpenAIRE

Brazdil, Tomas; Hermanns, Holger; Krcal, Jan; Kretinsky, Jan; Rehak, Vojtech

2012-01-01

Interactive Markov chains (IMC) are compositional behavioral models extending both labeled transition systems and continuous-time Markov chains. IMC pair modeling convenience - owed to compositionality properties - with effective verification algorithms and tools - owed to Markov properties. Thus far however, IMC verification did not consider compositionality properties, but considered closed systems. This paper discusses the evaluation of IMC in an open and thus compositional interpretation....

Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework.

Science.gov (United States)

Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana

2014-06-01

Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd.

Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework†

Science.gov (United States)

Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana

2014-01-01

Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd. PMID:25505370

Improved hidden Markov model for nosocomial infections.

Science.gov (United States)

Khader, Karim; Leecaster, Molly; Greene, Tom; Samore, Matthew; Thomas, Alun

2014-12-01

We propose a novel hidden Markov model (HMM) for parameter estimation in hospital transmission models, and show that commonly made simplifying assumptions can lead to severe model misspecification and poor parameter estimates. A standard HMM that embodies two commonly made simplifying assumptions, namely a fixed patient count and binomially distributed detections is compared with a new alternative HMM that does not require these simplifying assumptions. Using simulated data, we demonstrate how each of the simplifying assumptions used by the standard model leads to model misspecification, whereas the alternative model results in accurate parameter estimates. © The Authors 2013. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Joint modeling of ChIP-seq data via a Markov random field model

NARCIS (Netherlands)

Bao, Yanchun; Vinciotti, Veronica; Wit, Ernst; 't Hoen, Peter A C

Chromatin ImmunoPrecipitation-sequencing (ChIP-seq) experiments have now become routine in biology for the detection of protein-binding sites. In this paper, we present a Markov random field model for the joint analysis of multiple ChIP-seq experiments. The proposed model naturally accounts for

Finding exact constants in a Markov model of Zipfs law generation

Science.gov (United States)

Bochkarev, V. V.; Lerner, E. Yu.; Nikiforov, A. A.; Pismenskiy, A. A.

2017-12-01

According to the classical Zipfs law, the word frequency is a power function of the word rank with an exponent -1. The objective of this work is to find multiplicative constant in a Markov model of word generation. Previously, the case of independent letters was mathematically strictly investigated in [Bochkarev V V and Lerner E Yu 2017 International Journal of Mathematics and Mathematical Sciences Article ID 914374]. Unfortunately, the methods used in this paper cannot be generalized in case of Markov chains. The search of the correct formulation of the Markov generalization of this results was performed using experiments with different ergodic matrices of transition probability P. Combinatory technique allowed taking into account all the words with probability of more than e -300 in case of 2 by 2 matrices. It was experimentally proved that the required constant in the limit is equal to the value reciprocal to conditional entropy of matrix row P with weights presenting the elements of the vector π of the stationary distribution of the Markov chain.

Derivation of Markov processes that violate detailed balance

Science.gov (United States)

Lee, Julian

2018-03-01

Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

A Markov chain model for CANDU feeder pipe degradation

International Nuclear Information System (INIS)

Datla, S.; Dinnie, K.; Usmani, A.; Yuan, X.-X.

2008-01-01

There is need for risk based approach to manage feeder pipe degradation to ensure safe operation by minimizing the nuclear safety risk. The current lack of understanding of some fundamental degradation mechanisms will result in uncertainty in predicting the rupture frequency. There are still concerns caused by uncertainties in the inspection techniques and engineering evaluations which should be addressed in the current procedures. A probabilistic approach is therefore useful in quantifying the risk and also it provides a tool for risk based decision making. This paper discusses the application of Markov chain model for feeder pipes in order to predict and manage the risks associated with the existing and future aging-related feeder degradation mechanisms. The major challenge in the approach is the lack of service data in characterizing the transition probabilities of the Markov model. The paper also discusses various approaches in estimating plant specific degradation rates. (author)

Hierarchical Bayesian Modeling of Fluid-Induced Seismicity

Science.gov (United States)

Broccardo, M.; Mignan, A.; Wiemer, S.; Stojadinovic, B.; Giardini, D.

2017-11-01

In this study, we present a Bayesian hierarchical framework to model fluid-induced seismicity. The framework is based on a nonhomogeneous Poisson process with a fluid-induced seismicity rate proportional to the rate of injected fluid. The fluid-induced seismicity rate model depends upon a set of physically meaningful parameters and has been validated for six fluid-induced case studies. In line with the vision of hierarchical Bayesian modeling, the rate parameters are considered as random variables. We develop both the Bayesian inference and updating rules, which are used to develop a probabilistic forecasting model. We tested the Basel 2006 fluid-induced seismic case study to prove that the hierarchical Bayesian model offers a suitable framework to coherently encode both epistemic uncertainty and aleatory variability. Moreover, it provides a robust and consistent short-term seismic forecasting model suitable for online risk quantification and mitigation.

Evolving the structure of hidden Markov Models

DEFF Research Database (Denmark)

won, K. J.; Prugel-Bennett, A.; Krogh, A.

2006-01-01

A genetic algorithm (GA) is proposed for finding the structure of hidden Markov Models (HMMs) used for biological sequence analysis. The GA is designed to preserve biologically meaningful building blocks. The search through the space of HMM structures is combined with optimization of the emission...... and transition probabilities using the classic Baum-Welch algorithm. The system is tested on the problem of finding the promoter and coding region of C. jejuni. The resulting HMM has a superior discrimination ability to a handcrafted model that has been published in the literature....

Neuroevolution Mechanism for Hidden Markov Model

Directory of Open Access Journals (Sweden)

Nabil M. Hewahi

2011-12-01

Full Text Available Hidden Markov Model (HMM is a statistical model based on probabilities. HMM is becoming one of the major models involved in many applications such as natural language
processing, handwritten recognition, image processing, prediction systems and many more. In this research we are concerned with finding out the best HMM for a certain application domain. We propose a neuroevolution process that is based first on converting the HMM to a neural network, then generating many neural networks at random where each represents a HMM. We proceed by
applying genetic operators to obtain new set of neural networks where each represents HMMs, and updating the population. Finally select the best neural network based on a fitness function.

Nonparametric estimation of transition probabilities in the non-Markov illness-death model: A comparative study.

Science.gov (United States)

de Uña-Álvarez, Jacobo; Meira-Machado, Luís

2015-06-01

Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed. © 2015, The International Biometric Society.

A Bayesian Markov geostatistical model for estimation of hydrogeological properties

International Nuclear Information System (INIS)

Rosen, L.; Gustafson, G.

1996-01-01

A geostatistical methodology based on Markov-chain analysis and Bayesian statistics was developed for probability estimations of hydrogeological and geological properties in the siting process of a nuclear waste repository. The probability estimates have practical use in decision-making on issues such as siting, investigation programs, and construction design. The methodology is nonparametric which makes it possible to handle information that does not exhibit standard statistical distributions, as is often the case for classified information. Data do not need to meet the requirements on additivity and normality as with the geostatistical methods based on regionalized variable theory, e.g., kriging. The methodology also has a formal way for incorporating professional judgments through the use of Bayesian statistics, which allows for updating of prior estimates to posterior probabilities each time new information becomes available. A Bayesian Markov Geostatistical Model (BayMar) software was developed for implementation of the methodology in two and three dimensions. This paper gives (1) a theoretical description of the Bayesian Markov Geostatistical Model; (2) a short description of the BayMar software; and (3) an example of application of the model for estimating the suitability for repository establishment with respect to the three parameters of lithology, hydraulic conductivity, and rock quality designation index (RQD) at 400--500 meters below ground surface in an area around the Aespoe Hard Rock Laboratory in southeastern Sweden

Shape Modelling Using Markov Random Field Restoration of Point Correspondences

DEFF Research Database (Denmark)

Paulsen, Rasmus Reinhold; Hilger, Klaus Baggesen

2003-01-01

A method for building statistical point distribution models is proposed. The novelty in this paper is the adaption of Markov random field regularization of the correspondence field over the set of shapes. The new approach leads to a generative model that produces highly homogeneous polygonized sh...

Linking landscape characteristics to local grizzly bear abundance using multiple detection methods in a hierarchical model

Science.gov (United States)

Graves, T.A.; Kendall, Katherine C.; Royle, J. Andrew; Stetz, J.B.; Macleod, A.C.

2011-01-01

Few studies link habitat to grizzly bear Ursus arctos abundance and these have not accounted for the variation in detection or spatial autocorrelation. We collected and genotyped bear hair in and around Glacier National Park in northwestern Montana during the summer of 2000. We developed a hierarchical Markov chain Monte Carlo model that extends the existing occupancy and count models by accounting for (1) spatially explicit variables that we hypothesized might influence abundance; (2) separate sub-models of detection probability for two distinct sampling methods (hair traps and rub trees) targeting different segments of the population; (3) covariates to explain variation in each sub-model of detection; (4) a conditional autoregressive term to account for spatial autocorrelation; (5) weights to identify most important variables. Road density and per cent mesic habitat best explained variation in female grizzly bear abundance; spatial autocorrelation was not supported. More female bears were predicted in places with lower road density and with more mesic habitat. Detection rates of females increased with rub tree sampling effort. Road density best explained variation in male grizzly bear abundance and spatial autocorrelation was supported. More male bears were predicted in areas of low road density. Detection rates of males increased with rub tree and hair trap sampling effort and decreased over the sampling period. We provide a new method to (1) incorporate multiple detection methods into hierarchical models of abundance; (2) determine whether spatial autocorrelation should be included in final models. Our results suggest that the influence of landscape variables is consistent between habitat selection and abundance in this system.

Flux through a Markov chain

International Nuclear Information System (INIS)

Floriani, Elena; Lima, Ricardo; Ourrad, Ouerdia; Spinelli, Lionel

2016-01-01

Highlights: • The flux through a Markov chain of a conserved quantity (mass) is studied. • Mass is supplied by an external source and ends in the absorbing states of the chain. • Meaningful for modeling open systems whose dynamics has a Markov property. • The analytical expression of mass distribution is given for a constant source. • The expression of mass distribution is given for periodic or random sources. - Abstract: In this paper we study the flux through a finite Markov chain of a quantity, that we will call mass, which moves through the states of the chain according to the Markov transition probabilities. Mass is supplied by an external source and accumulates in the absorbing states of the chain. We believe that studying how this conserved quantity evolves through the transient (non-absorbing) states of the chain could be useful for the modelization of open systems whose dynamics has a Markov property.

A theoretical Markov chain model for evaluating correctional ...

African Journals Online (AJOL)

In this paper a stochastic method is applied in the study of the long time effect of confinement in a correctional institution on the behaviour of a person with criminal tendencies. The approach used is Markov chain, which uses past history to predict the state of a system in the future. A model is developed for comparing the ...

A Markov deterioration model for predicting recurrent maintenance ...

African Journals Online (AJOL)

The parameters of the Markov chain model for predicting the condition of the road at a design · period for· the flexible pavement failures of wheel track rutting, cracks and pot holes were developed for the Niger State· road network . in Nigeria. Twelve sampled candidate roads were each subjected to standard inventory, traffic ...

Model checking conditional CSL for continuous-time Markov chains

DEFF Research Database (Denmark)

Gao, Yang; Xu, Ming; Zhan, Naijun

2013-01-01

In this paper, we consider the model-checking problem of continuous-time Markov chains (CTMCs) with respect to conditional logic. To the end, we extend Continuous Stochastic Logic introduced in Aziz et al. (2000) [1] to Conditional Continuous Stochastic Logic (CCSL) by introducing a conditional...

Basic problems solving for two-dimensional discrete 3 × 4 order hidden markov model

International Nuclear Information System (INIS)

Wang, Guo-gang; Gan, Zong-liang; Tang, Gui-jin; Cui, Zi-guan; Zhu, Xiu-chang

2016-01-01

A novel model is proposed to overcome the shortages of the classical hypothesis of the two-dimensional discrete hidden Markov model. In the proposed model, the state transition probability depends on not only immediate horizontal and vertical states but also on immediate diagonal state, and the observation symbol probability depends on not only current state but also on immediate horizontal, vertical and diagonal states. This paper defines the structure of the model, and studies the three basic problems of the model, including probability calculation, path backtracking and parameters estimation. By exploiting the idea that the sequences of states on rows or columns of the model can be seen as states of a one-dimensional discrete 1 × 2 order hidden Markov model, several algorithms solving the three questions are theoretically derived. Simulation results further demonstrate the performance of the algorithms. Compared with the two-dimensional discrete hidden Markov model, there are more statistical characteristics in the structure of the proposed model, therefore the proposed model theoretically can more accurately describe some practical problems.

Study of the seismic activity in central Ionian Islands via semi-Markov modelling

Science.gov (United States)

Pertsinidou, Christina Elisavet; Tsaklidis, George; Papadimitriou, Eleftheria

2017-06-01

The seismicity of the central Ionian Islands ( M ≥ 5.2, 1911-2014) is studied via a semi-Markov chain which is investigated in terms of the destination probabilities (occurrence probabilities). The interevent times are considered to follow geometric (in which case the semi-Markov model reduces to a Markov model) or Pareto distributions. The study of the destination probabilities is useful for forecasting purposes because they can provide the more probable earthquake magnitude and occurrence time. Using the first half of the data sample for the estimation procedure and the other half for forecasting purposes it is found that the time windows obtained by the destination probabilities include 72.9% of the observed earthquake occurrence times (for all magnitudes) and 71.4% for the larger ( M ≥ 6.0) ones.

Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters

DEFF Research Database (Denmark)

Nystrup, Peter; Madsen, Henrik; Lindström, Erik

2016-01-01

Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time-varying behavior have not been thoroughly examined. This paper presents an adaptive...... to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step density forecasts. Finally, it is shown that the forecasting performance of the estimated models can be further improved using local smoothing to forecast the parameter variations....

Assessing type I error and power of multistate Markov models for panel data-A simulation study.

Science.gov (United States)

Cassarly, Christy; Martin, Renee' H; Chimowitz, Marc; Peña, Edsel A; Ramakrishnan, Viswanathan; Palesch, Yuko Y

2017-01-01

Ordinal outcomes collected at multiple follow-up visits are common in clinical trials. Sometimes, one visit is chosen for the primary analysis and the scale is dichotomized amounting to loss of information. Multistate Markov models describe how a process moves between states over time. Here, simulation studies are performed to investigate the type I error and power characteristics of multistate Markov models for panel data with limited non-adjacent state transitions. The results suggest that the multistate Markov models preserve the type I error and adequate power is achieved with modest sample sizes for panel data with limited non-adjacent state transitions.

Hierarchical Bayesian modelling of mobility metrics for hazard model input calibration

Science.gov (United States)

Calder, Eliza; Ogburn, Sarah; Spiller, Elaine; Rutarindwa, Regis; Berger, Jim

2015-04-01

In this work we present a method to constrain flow mobility input parameters for pyroclastic flow models using hierarchical Bayes modeling of standard mobility metrics such as H/L and flow volume etc. The advantage of hierarchical modeling is that it can leverage the information in global dataset for a particular mobility metric in order to reduce the uncertainty in modeling of an individual volcano, especially important where individual volcanoes have only sparse datasets. We use compiled pyroclastic flow runout data from Colima, Merapi, Soufriere Hills, Unzen and Semeru volcanoes, presented in an open-source database FlowDat (https://vhub.org/groups/massflowdatabase). While the exact relationship between flow volume and friction varies somewhat between volcanoes, dome collapse flows originating from the same volcano exhibit similar mobility relationships. Instead of fitting separate regression models for each volcano dataset, we use a variation of the hierarchical linear model (Kass and Steffey, 1989). The model presents a hierarchical structure with two levels; all dome collapse flows and dome collapse flows at specific volcanoes. The hierarchical model allows us to assume that the flows at specific volcanoes share a common distribution of regression slopes, then solves for that distribution. We present comparisons of the 95% confidence intervals on the individual regression lines for the data set from each volcano as well as those obtained from the hierarchical model. The results clearly demonstrate the advantage of considering global datasets using this technique. The technique developed is demonstrated here for mobility metrics, but can be applied to many other global datasets of volcanic parameters. In particular, such methods can provide a means to better contain parameters for volcanoes for which we only have sparse data, a ubiquitous problem in volcanology.

Optimisation of Hidden Markov Model using Baum–Welch algorithm

Indian Academy of Sciences (India)

Home; Journals; Journal of Earth System Science; Volume 126; Issue 1. Optimisation of Hidden Markov Model using Baum–Welch algorithm for prediction of maximum and minimum temperature over Indian Himalaya. J C Joshi Tankeshwar Kumar Sunita Srivastava Divya Sachdeva. Volume 126 Issue 1 February 2017 ...

Hierarchical Context Modeling for Video Event Recognition.

Science.gov (United States)

Wang, Xiaoyang; Ji, Qiang

2016-10-11

Current video event recognition research remains largely target-centered. For real-world surveillance videos, targetcentered event recognition faces great challenges due to large intra-class target variation, limited image resolution, and poor detection and tracking results. To mitigate these challenges, we introduced a context-augmented video event recognition approach. Specifically, we explicitly capture different types of contexts from three levels including image level, semantic level, and prior level. At the image level, we introduce two types of contextual features including the appearance context features and interaction context features to capture the appearance of context objects and their interactions with the target objects. At the semantic level, we propose a deep model based on deep Boltzmann machine to learn event object representations and their interactions. At the prior level, we utilize two types of prior-level contexts including scene priming and dynamic cueing. Finally, we introduce a hierarchical context model that systematically integrates the contextual information at different levels. Through the hierarchical context model, contexts at different levels jointly contribute to the event recognition. We evaluate the hierarchical context model for event recognition on benchmark surveillance video datasets. Results show that incorporating contexts in each level can improve event recognition performance, and jointly integrating three levels of contexts through our hierarchical model achieves the best performance.

biomvRhsmm: Genomic Segmentation with Hidden Semi-Markov Model

Directory of Open Access Journals (Sweden)

Yang Du

2014-01-01

Full Text Available High-throughput technologies like tiling array and next-generation sequencing (NGS generate continuous homogeneous segments or signal peaks in the genome that represent transcripts and transcript variants (transcript mapping and quantification, regions of deletion and amplification (copy number variation, or regions characterized by particular common features like chromatin state or DNA methylation ratio (epigenetic modifications. However, the volume and output of data produced by these technologies present challenges in analysis. Here, a hidden semi-Markov model (HSMM is implemented and tailored to handle multiple genomic profile, to better facilitate genome annotation by assisting in the detection of transcripts, regulatory regions, and copy number variation by holistic microarray or NGS. With support for various data distributions, instead of limiting itself to one specific application, the proposed hidden semi-Markov model is designed to allow modeling options to accommodate different types of genomic data and to serve as a general segmentation engine. By incorporating genomic positions into the sojourn distribution of HSMM, with optional prior learning using annotation or previous studies, the modeling output is more biologically sensible. The proposed model has been compared with several other state-of-the-art segmentation models through simulation benchmarking, which shows that our efficient implementation achieves comparable or better sensitivity and specificity in genomic segmentation.

Learning Markov models for stationary system behaviors

DEFF Research Database (Denmark)

Chen, Yingke; Mao, Hua; Jaeger, Manfred

2012-01-01

to a single long observation sequence, and in these situations existing automatic learning methods cannot be applied. In this paper, we adapt algorithms for learning variable order Markov chains from a single observation sequence of a target system, so that stationary system properties can be verified using......Establishing an accurate model for formal verification of an existing hardware or software system is often a manual process that is both time consuming and resource demanding. In order to ease the model construction phase, methods have recently been proposed for automatically learning accurate...... the learned model. Experiments demonstrate that system properties (formulated as stationary probabilities of LTL formulas) can be reliably identified using the learned model....

Markov-switching model for nonstationary runoff conditioned on El Nino information

DEFF Research Database (Denmark)

Gelati, Emiliano; Madsen, H.; Rosbjerg, Dan

2010-01-01

We define a Markov-modulated autoregressive model with exogenous input (MARX) to generate runoff scenarios using climatic information. Runoff parameterization is assumed to be conditioned on a hidden climate state following a Markov chain, where state transition probabilities are functions...... of the climatic input. MARX allows stochastic modeling of nonstationary runoff, as runoff anomalies are described by a mixture of autoregressive models with exogenous input, each one corresponding to a climate state. We apply MARX to inflow time series of the Daule Peripa reservoir (Ecuador). El Nino Southern...... Oscillation (ENSO) information is used to condition runoff parameterization. Among the investigated ENSO indexes, the NINO 1+2 sea surface temperature anomalies and the trans-Nino index perform best as predictors. In the perspective of reservoir optimization at various time scales, MARX produces realistic...

Process Modeling for Energy Usage in “Smart House” System with a Help of Markov Discrete Chain

Directory of Open Access Journals (Sweden)

Victor Kravets

2016-05-01

Full Text Available Method for evaluating economic efficiency of technical systems using discrete Markov chains modelling illustrated by the system of “Smart house”, consisting, for example, of the three independently functioning elements. Dynamic model of a random power consumption process in the form of a symmetrical state graph of heterogeneous discrete Markov chain is built. The corresponding mathematical model of a random Markov process of power consumption in the “smart house” system in recurrent matrix form is being developed. Technique of statistical determination of probability of random transition elements of the system and the corresponding to the transition probability matrix of the discrete inhomogeneous Markov chain are developed. Statistically determined random transitions of system elements power consumption and the corresponding distribution laws are introduced. The matrix of transition prices, expectations for the possible states of a system price transition and, eventually, the cost of Markov process of power consumption throughout the day.

Bridge Deterioration Prediction Model Based On Hybrid Markov-System Dynamic

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Widodo Soetjipto Jojok

2017-01-01

Full Text Available Instantaneous bridge failure tends to increase in Indonesia. To mitigate this condition, Indonesia’s Bridge Management System (I-BMS has been applied to continuously monitor the condition of bridges. However, I-BMS only implements visual inspection for maintenance priority of the bridge structure component instead of bridge structure system. This paper proposes a new bridge failure prediction model based on hybrid Markov-System Dynamic (MSD. System dynamic is used to represent the correlation among bridge structure components while Markov chain is used to calculate temporal probability of the bridge failure. Around 235 data of bridges in Indonesia were collected from Directorate of Bridge the Ministry of Public Works and Housing for calculating transition probability of the model. To validate the model, a medium span concrete bridge was used as a case study. The result shows that the proposed model can accurately predict the bridge condition. Besides predicting the probability of the bridge failure, this model can also be used as an early warning system for bridge monitoring activity.

a multi-period markov model for monthly rainfall in lagos, nigeria

African Journals Online (AJOL)

PUBLICATIONS1

A twelve-period. Markov model has been developed for the monthly rainfall data for Lagos, along the coast of .... autoregressive process to model river flow; Deo et al. (2015) utilized an ...... quences for the analysis of river basins by simulation.

Learning Markov Decision Processes for Model Checking

DEFF Research Database (Denmark)

Mao, Hua; Chen, Yingke; Jaeger, Manfred

2012-01-01

. The proposed learning algorithm is adapted from algorithms for learning deterministic probabilistic finite automata, and extended to include both probabilistic and nondeterministic transitions. The algorithm is empirically analyzed and evaluated by learning system models of slot machines. The evaluation......Constructing an accurate system model for formal model verification can be both resource demanding and time-consuming. To alleviate this shortcoming, algorithms have been proposed for automatically learning system models based on observed system behaviors. In this paper we extend the algorithm...... on learning probabilistic automata to reactive systems, where the observed system behavior is in the form of alternating sequences of inputs and outputs. We propose an algorithm for automatically learning a deterministic labeled Markov decision process model from the observed behavior of a reactive system...

Multivariate Markov chain modeling for stock markets

Science.gov (United States)

Maskawa, Jun-ichi

2003-06-01

We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.

Hidden Markov latent variable models with multivariate longitudinal data.

Science.gov (United States)

Song, Xinyuan; Xia, Yemao; Zhu, Hongtu

2017-03-01

Cocaine addiction is chronic and persistent, and has become a major social and health problem in many countries. Existing studies have shown that cocaine addicts often undergo episodic periods of addiction to, moderate dependence on, or swearing off cocaine. Given its reversible feature, cocaine use can be formulated as a stochastic process that transits from one state to another, while the impacts of various factors, such as treatment received and individuals' psychological problems on cocaine use, may vary across states. This article develops a hidden Markov latent variable model to study multivariate longitudinal data concerning cocaine use from a California Civil Addict Program. The proposed model generalizes conventional latent variable models to allow bidirectional transition between cocaine-addiction states and conventional hidden Markov models to allow latent variables and their dynamic interrelationship. We develop a maximum-likelihood approach, along with a Monte Carlo expectation conditional maximization (MCECM) algorithm, to conduct parameter estimation. The asymptotic properties of the parameter estimates and statistics for testing the heterogeneity of model parameters are investigated. The finite sample performance of the proposed methodology is demonstrated by simulation studies. The application to cocaine use study provides insights into the prevention of cocaine use. © 2016, The International Biometric Society.

Accelerating Information Retrieval from Profile Hidden Markov Model Databases.

Science.gov (United States)

Tamimi, Ahmad; Ashhab, Yaqoub; Tamimi, Hashem

2016-01-01

Profile Hidden Markov Model (Profile-HMM) is an efficient statistical approach to represent protein families. Currently, several databases maintain valuable protein sequence information as profile-HMMs. There is an increasing interest to improve the efficiency of searching Profile-HMM databases to detect sequence-profile or profile-profile homology. However, most efforts to enhance searching efficiency have been focusing on improving the alignment algorithms. Although the performance of these algorithms is fairly acceptable, the growing size of these databases, as well as the increasing demand for using batch query searching approach, are strong motivations that call for further enhancement of information retrieval from profile-HMM databases. This work presents a heuristic method to accelerate the current profile-HMM homology searching approaches. The method works by cluster-based remodeling of the database to reduce the search space, rather than focusing on the alignment algorithms. Using different clustering techniques, 4284 TIGRFAMs profiles were clustered based on their similarities. A representative for each cluster was assigned. To enhance sensitivity, we proposed an extended step that allows overlapping among clusters. A validation benchmark of 6000 randomly selected protein sequences was used to query the clustered profiles. To evaluate the efficiency of our approach, speed and recall values were measured and compared with the sequential search approach. Using hierarchical, k-means, and connected component clustering techniques followed by the extended overlapping step, we obtained an average reduction in time of 41%, and an average recall of 96%. Our results demonstrate that representation of profile-HMMs using a clustering-based approach can significantly accelerate data retrieval from profile-HMM databases.

A Two-Channel Training Algorithm for Hidden Markov Model and Its Application to Lip Reading

Directory of Open Access Journals (Sweden)

Foo Say Wei

2005-01-01

Full Text Available Hidden Markov model (HMM has been a popular mathematical approach for sequence classification such as speech recognition since 1980s. In this paper, a novel two-channel training strategy is proposed for discriminative training of HMM. For the proposed training strategy, a novel separable-distance function that measures the difference between a pair of training samples is adopted as the criterion function. The symbol emission matrix of an HMM is split into two channels: a static channel to maintain the validity of the HMM and a dynamic channel that is modified to maximize the separable distance. The parameters of the two-channel HMM are estimated by iterative application of expectation-maximization (EM operations. As an example of the application of the novel approach, a hierarchical speaker-dependent visual speech recognition system is trained using the two-channel HMMs. Results of experiments on identifying a group of confusable visemes indicate that the proposed approach is able to increase the recognition accuracy by an average of 20% compared with the conventional HMMs that are trained with the Baum-Welch estimation.

Confluence reduction for Markov automata

NARCIS (Netherlands)

Timmer, Mark; Katoen, Joost P.; van de Pol, Jaco; Stoelinga, Mariëlle Ida Antoinette

2016-01-01

Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. As expected, the state space explosion threatens the analysability of these models. We therefore introduce confluence reduction for Markov automata, a powerful reduction

Optimal Number of States in Hidden Markov Models and its ...

African Journals Online (AJOL)

In this paper, Hidden Markov Model is applied to model human movements as to facilitate an automatic detection of the same. A number of activities were simulated with the help of two persons. The four movements considered are walking, sitting down-getting up, fall while walking and fall while standing. The data is ...

Detecting memory and structure in human navigation patterns using Markov chain models of varying order.

Science.gov (United States)

Singer, Philipp; Helic, Denis; Taraghi, Behnam; Strohmaier, Markus

2014-01-01

One of the most frequently used models for understanding human navigation on the Web is the Markov chain model, where Web pages are represented as states and hyperlinks as probabilities of navigating from one page to another. Predominantly, human navigation on the Web has been thought to satisfy the memoryless Markov property stating that the next page a user visits only depends on her current page and not on previously visited ones. This idea has found its way in numerous applications such as Google's PageRank algorithm and others. Recently, new studies suggested that human navigation may better be modeled using higher order Markov chain models, i.e., the next page depends on a longer history of past clicks. Yet, this finding is preliminary and does not account for the higher complexity of higher order Markov chain models which is why the memoryless model is still widely used. In this work we thoroughly present a diverse array of advanced inference methods for determining the appropriate Markov chain order. We highlight strengths and weaknesses of each method and apply them for investigating memory and structure of human navigation on the Web. Our experiments reveal that the complexity of higher order models grows faster than their utility, and thus we confirm that the memoryless model represents a quite practical model for human navigation on a page level. However, when we expand our analysis to a topical level, where we abstract away from specific page transitions to transitions between topics, we find that the memoryless assumption is violated and specific regularities can be observed. We report results from experiments with two types of navigational datasets (goal-oriented vs. free form) and observe interesting structural differences that make a strong argument for more contextual studies of human navigation in future work.

Detecting memory and structure in human navigation patterns using Markov chain models of varying order.

Directory of Open Access Journals (Sweden)

Philipp Singer

Full Text Available One of the most frequently used models for understanding human navigation on the Web is the Markov chain model, where Web pages are represented as states and hyperlinks as probabilities of navigating from one page to another. Predominantly, human navigation on the Web has been thought to satisfy the memoryless Markov property stating that the next page a user visits only depends on her current page and not on previously visited ones. This idea has found its way in numerous applications such as Google's PageRank algorithm and others. Recently, new studies suggested that human navigation may better be modeled using higher order Markov chain models, i.e., the next page depends on a longer history of past clicks. Yet, this finding is preliminary and does not account for the higher complexity of higher order Markov chain models which is why the memoryless model is still widely used. In this work we thoroughly present a diverse array of advanced inference methods for determining the appropriate Markov chain order. We highlight strengths and weaknesses of each method and apply them for investigating memory and structure of human navigation on the Web. Our experiments reveal that the complexity of higher order models grows faster than their utility, and thus we confirm that the memoryless model represents a quite practical model for human navigation on a page level. However, when we expand our analysis to a topical level, where we abstract away from specific page transitions to transitions between topics, we find that the memoryless assumption is violated and specific regularities can be observed. We report results from experiments with two types of navigational datasets (goal-oriented vs. free form and observe interesting structural differences that make a strong argument for more contextual studies of human navigation in future work.

Hierarchical Semantic Model of Geovideo

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XIE Xiao

2015-05-01

Full Text Available The public security incidents were getting increasingly challenging with regard to their new features, including multi-scale mobility, multistage dynamic evolution, as well as spatiotemporal concurrency and uncertainty in the complex urban environment. However, the existing video models, which were used/designed for independent archive or local analysis of surveillance video, have seriously inhibited emergency response to the urgent requirements.Aiming at the explicit representation of change mechanism in video, the paper proposed a novel hierarchical geovideo semantic model using UML. This model was characterized by the hierarchical representation of both data structure and semantics based on the change-oriented three domains (feature domain, process domain and event domain instead of overall semantic description of video streaming; combining both geographical semantics and video content semantics, in support of global semantic association between multiple geovideo data. The public security incidents by video surveillance are inspected as an example to illustrate the validity of this model.

Markov modeling for the neurosurgeon: a review of the literature and an introduction to cost-effectiveness research.

Science.gov (United States)

Wali, Arvin R; Brandel, Michael G; Santiago-Dieppa, David R; Rennert, Robert C; Steinberg, Jeffrey A; Hirshman, Brian R; Murphy, James D; Khalessi, Alexander A

2018-05-01

OBJECTIVE Markov modeling is a clinical research technique that allows competing medical strategies to be mathematically assessed in order to identify the optimal allocation of health care resources. The authors present a review of the recently published neurosurgical literature that employs Markov modeling and provide a conceptual framework with which to evaluate, critique, and apply the findings generated from health economics research. METHODS The PubMed online database was searched to identify neurosurgical literature published from January 2010 to December 2017 that had utilized Markov modeling for neurosurgical cost-effectiveness studies. Included articles were then assessed with regard to year of publication, subspecialty of neurosurgery, decision analytical techniques utilized, and source information for model inputs. RESULTS A total of 55 articles utilizing Markov models were identified across a broad range of neurosurgical subspecialties. Sixty-five percent of the papers were published within the past 3 years alone. The majority of models derived health transition probabilities, health utilities, and cost information from previously published studies or publicly available information. Only 62% of the studies incorporated indirect costs. Ninety-three percent of the studies performed a 1-way or 2-way sensitivity analysis, and 67% performed a probabilistic sensitivity analysis. A review of the conceptual framework of Markov modeling and an explanation of the different terminology and methodology are provided. CONCLUSIONS As neurosurgeons continue to innovate and identify novel treatment strategies for patients, Markov modeling will allow for better characterization of the impact of these interventions on a patient and societal level. The aim of this work is to equip the neurosurgical readership with the tools to better understand, critique, and apply findings produced from cost-effectiveness research.

Markov Chain Model-Based Optimal Cluster Heads Selection for Wireless Sensor Networks

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Gulnaz Ahmed

2017-02-01

Full Text Available The longer network lifetime of Wireless Sensor Networks (WSNs is a goal which is directly related to energy consumption. This energy consumption issue becomes more challenging when the energy load is not properly distributed in the sensing area. The hierarchal clustering architecture is the best choice for these kind of issues. In this paper, we introduce a novel clustering protocol called Markov chain model-based optimal cluster heads (MOCHs selection for WSNs. In our proposed model, we introduce a simple strategy for the optimal number of cluster heads selection to overcome the problem of uneven energy distribution in the network. The attractiveness of our model is that the BS controls the number of cluster heads while the cluster heads control the cluster members in each cluster in such a restricted manner that a uniform and even load is ensured in each cluster. We perform an extensive range of simulation using five quality measures, namely: the lifetime of the network, stable and unstable region in the lifetime of the network, throughput of the network, the number of cluster heads in the network, and the transmission time of the network to analyze the proposed model. We compare MOCHs against Sleep-awake Energy Efficient Distributed (SEED clustering, Artificial Bee Colony (ABC, Zone Based Routing (ZBR, and Centralized Energy Efficient Clustering (CEEC using the above-discussed quality metrics and found that the lifetime of the proposed model is almost 1095, 2630, 3599, and 2045 rounds (time steps greater than SEED, ABC, ZBR, and CEEC, respectively. The obtained results demonstrate that the MOCHs is better than SEED, ABC, ZBR, and CEEC in terms of energy efficiency and the network throughput.

PELACAKAN DAN PENGENALAN WAJAH MENGGUNAKAN METODE EMBEDDED HIDDEN MARKOV MODELS

Directory of Open Access Journals (Sweden)

Arie Wirawan Margono

2004-01-01

Full Text Available Tracking and recognizing human face becomes one of the important research subjects nowadays, where it is applicable in security system like room access, surveillance, as well as searching for person identity in police database. Because of applying in security case, it is necessary to have robust system for certain conditions such as: background influence, non-frontal face pose of male or female in different age and race. The aim of this research is to develop software which combines human face tracking using CamShift algorithm and face recognition system using Embedded Hidden Markov Models. The software uses video camera (webcam for real-time input, video AVI for dynamic input, and image file for static input. The software uses Object Oriented Programming (OOP coding style with C++ programming language, Microsoft Visual C++ 6.0® compiler, and assisted by some libraries of Intel Image Processing Library (IPL and Intel Open Source Computer Vision (OpenCV. System testing shows that object tracking based on skin complexion using CamShift algorithm comes out well, for tracking of single or even two face objects at once. Human face recognition system using Embedded Hidden Markov Models method has reach accuracy percentage of 82.76%, using 341 human faces in database that consists of 31 individuals with 11 poses and 29 human face testers. Abstract in Bahasa Indonesia : Pelacakan dan pengenalan wajah manusia merupakan salah satu bidang yang cukup berkembang dewasa ini, dimana aplikasi dapat diterapkan dalam bidang keamanan (security system seperti ijin akses masuk ruangan, pengawasan lokasi (surveillance, maupun pencarian identitas individu pada database kepolisian. Karena diterapkan dalam kasus keamanan, dibutuhkan sistem yang handal terhadap beberapa kondisi, seperti: pengaruh latar belakang, pose wajah non-frontal terhadap pria maupun wanita dalam perbedaan usia dan ras. Tujuan penelitiam ini adalah untuk membuat perangkat lunak yang menggabungkan

Simulation of daily rainfall through markov chain modeling

International Nuclear Information System (INIS)

Sadiq, N.

2015-01-01

Being an agricultural country, the inhabitants of dry land in cultivated areas mainly rely on the daily rainfall for watering their fields. A stochastic model based on first order Markov Chain was developed to simulate daily rainfall data for Multan, D. I. Khan, Nawabshah, Chilas and Barkhan for the period 1981-2010. Transitional probability matrices of first order Markov Chain was utilized to generate the daily rainfall occurrence while gamma distribution was used to generate the daily rainfall amount. In order to achieve the parametric values of mentioned cities, method of moments is used to estimate the shape and scale parameters which lead to synthetic sequence generation as per gamma distribution. In this study, unconditional and conditional probabilities of wet and dry days in sum with means and standard deviations are considered as the essential parameters for the simulated stochastic generation of daily rainfalls. It has been found that the computerized synthetic rainfall series concurred pretty well with the actual observed rainfall series. (author)

Markov chain modeling of evolution of strains in reinforced concrete flexural beams

Directory of Open Access Journals (Sweden)

Anoop, M. B.

2012-09-01

Full Text Available From the analysis of experimentally observed variations in surface strains with loading in reinforced concrete beams, it is noted that there is a need to consider the evolution of strains (with loading as a stochastic process. Use of Markov Chains for modeling stochastic evolution of strains with loading in reinforced concrete flexural beams is studied in this paper. A simple, yet practically useful, bi-level homogeneous Gaussian Markov Chain (BLHGMC model is proposed for determining the state of strain in reinforced concrete beams. The BLHGMC model will be useful for predicting behavior/response of reinforced concrete beams leading to more rational design.A través del análisis de la evolución de la deformación superficial observada experimentalmente en vigas de hormigón armado al entrar en carga, se constata que dicho proceso debe considerarse estocástico. En este trabajo se estudia la utilización de cadenas de Markov para modelizar la evolución estocástica de la deformación de vigas flexotraccionadas. Se propone, para establecer el estado de deformación de estas, un modelo con distribución gaussiana tipo cadena de Markov homogénea de dos niveles (BLHGMC por sus siglas en inglés, cuyo empleo resulta sencillo y práctico. Se comprueba la utilidad del modelo BLHGMC para prever el comportamiento de estos elementos, lo que determina a su vez una mayor racionalidad a la hora de su cálculo y diseño

Markov Chain Models for Stochastic Behavior in Resonance Overlap Regions

Science.gov (United States)

McCarthy, Morgan; Quillen, Alice

2018-01-01

We aim to predict lifetimes of particles in chaotic zoneswhere resonances overlap. A continuous-time Markov chain model isconstructed using mean motion resonance libration timescales toestimate transition times between resonances. The model is applied todiffusion in the co-rotation region of a planet. For particles begunat low eccentricity, the model is effective for early diffusion, butnot at later time when particles experience close encounters to the planet.

Advances in Applications of Hierarchical Bayesian Methods with Hydrological Models

Science.gov (United States)

Alexander, R. B.; Schwarz, G. E.; Boyer, E. W.

2017-12-01

Mechanistic and empirical watershed models are increasingly used to inform water resource decisions. Growing access to historical stream measurements and data from in-situ sensor technologies has increased the need for improved techniques for coupling models with hydrological measurements. Techniques that account for the intrinsic uncertainties of both models and measurements are especially needed. Hierarchical Bayesian methods provide an efficient modeling tool for quantifying model and prediction uncertainties, including those associated with measurements. Hierarchical methods can also be used to explore spatial and temporal variations in model parameters and uncertainties that are informed by hydrological measurements. We used hierarchical Bayesian methods to develop a hybrid (statistical-mechanistic) SPARROW (SPAtially Referenced Regression On Watershed attributes) model of long-term mean annual streamflow across diverse environmental and climatic drainages in 18 U.S. hydrological regions. Our application illustrates the use of a new generation of Bayesian methods that offer more advanced computational efficiencies than the prior generation. Evaluations of the effects of hierarchical (regional) variations in model coefficients and uncertainties on model accuracy indicates improved prediction accuracies (median of 10-50%) but primarily in humid eastern regions, where model uncertainties are one-third of those in arid western regions. Generally moderate regional variability is observed for most hierarchical coefficients. Accounting for measurement and structural uncertainties, using hierarchical state-space techniques, revealed the effects of spatially-heterogeneous, latent hydrological processes in the "localized" drainages between calibration sites; this improved model precision, with only minor changes in regional coefficients. Our study can inform advances in the use of hierarchical methods with hydrological models to improve their integration with stream

Exact Sampling and Decoding in High-Order Hidden Markov Models

NARCIS (Netherlands)

Carter, S.; Dymetman, M.; Bouchard, G.

2012-01-01

We present a method for exact optimization and sampling from high order Hidden Markov Models (HMMs), which are generally handled by approximation techniques. Motivated by adaptive rejection sampling and heuristic search, we propose a strategy based on sequentially refining a lower-order language

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

International Nuclear Information System (INIS)

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G.; Hummer, Gerhard

2014-01-01

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

Energy Technology Data Exchange (ETDEWEB)

Nedialkova, Lilia V.; Amat, Miguel A. [Department of Chemical and Biological Engineering, Princeton University, Princeton, New Jersey 08544 (United States); Kevrekidis, Ioannis G., E-mail: yannis@princeton.edu, E-mail: gerhard.hummer@biophys.mpg.de [Department of Chemical and Biological Engineering and Program in Applied and Computational Mathematics, Princeton University, Princeton, New Jersey 08544 (United States); Hummer, Gerhard, E-mail: yannis@princeton.edu, E-mail: gerhard.hummer@biophys.mpg.de [Department of Theoretical Biophysics, Max Planck Institute of Biophysics, Max-von-Laue-Str. 3, 60438 Frankfurt am Main (Germany)

2014-09-21

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.

Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds1

Science.gov (United States)

Cruz-Marcelo, Alejandro; Ensor, Katherine B.; Rosner, Gary L.

2011-01-01

The term structure of interest rates is used to price defaultable bonds and credit derivatives, as well as to infer the quality of bonds for risk management purposes. We introduce a model that jointly estimates term structures by means of a Bayesian hierarchical model with a prior probability model based on Dirichlet process mixtures. The modeling methodology borrows strength across term structures for purposes of estimation. The main advantage of our framework is its ability to produce reliable estimators at the company level even when there are only a few bonds per company. After describing the proposed model, we discuss an empirical application in which the term structure of 197 individual companies is estimated. The sample of 197 consists of 143 companies with only one or two bonds. In-sample and out-of-sample tests are used to quantify the improvement in accuracy that results from approximating the term structure of corporate bonds with estimators by company rather than by credit rating, the latter being a popular choice in the financial literature. A complete description of a Markov chain Monte Carlo (MCMC) scheme for the proposed model is available as Supplementary Material. PMID:21765566

2nd International Symposium on Semi-Markov Models : Theory and Applications

CERN Document Server

Limnios, Nikolaos

1999-01-01

This book presents a selection of papers presented to the Second Inter­ national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue­ ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic mode...

Modeling of IP scanning activities with Hidden Markov Models: Darknet case study

OpenAIRE

De Santis , Giulia; Lahmadi , Abdelkader; Francois , Jerome; Festor , Olivier

2016-01-01

International audience; We propose a methodology based on Hidden Markov Models (HMMs) to model scanning activities monitored by a darknet. The HMMs of scanning activities are built on the basis of the number of scanned IP addresses within a time window and fitted using mixtures of Poisson distributions. Our methodology is applied on real data traces collected from a darknet and generated by two large scale scanners, ZMap and Shodan. We demonstrated that the built models are able to characteri...

Hierarchical Multinomial Processing Tree Models: A Latent-Trait Approach

Science.gov (United States)

Klauer, Karl Christoph

2010-01-01

Multinomial processing tree models are widely used in many areas of psychology. A hierarchical extension of the model class is proposed, using a multivariate normal distribution of person-level parameters with the mean and covariance matrix to be estimated from the data. The hierarchical model allows one to take variability between persons into…

Accelerated decomposition techniques for large discounted Markov decision processes

Science.gov (United States)

Larach, Abdelhadi; Chafik, S.; Daoui, C.

2017-12-01

Many hierarchical techniques to solve large Markov decision processes (MDPs) are based on the partition of the state space into strongly connected components (SCCs) that can be classified into some levels. In each level, smaller problems named restricted MDPs are solved, and then these partial solutions are combined to obtain the global solution. In this paper, we first propose a novel algorithm, which is a variant of Tarjan's algorithm that simultaneously finds the SCCs and their belonging levels. Second, a new definition of the restricted MDPs is presented to ameliorate some hierarchical solutions in discounted MDPs using value iteration (VI) algorithm based on a list of state-action successors. Finally, a robotic motion-planning example and the experiment results are presented to illustrate the benefit of the proposed decomposition algorithms.

Book Review: "Hidden Markov Models for Time Series: An ...

African Journals Online (AJOL)

Hidden Markov Models for Time Series: An Introduction using R. by Walter Zucchini and Iain L. MacDonald. Chapman & Hall (CRC Press), 2009. Full Text: EMAIL FULL TEXT EMAIL FULL TEXT · DOWNLOAD FULL TEXT DOWNLOAD FULL TEXT · http://dx.doi.org/10.4314/saaj.v10i1.61717 · AJOL African Journals Online.

Constructive Epistemic Modeling: A Hierarchical Bayesian Model Averaging Method

Science.gov (United States)

Tsai, F. T. C.; Elshall, A. S.

2014-12-01

Constructive epistemic modeling is the idea that our understanding of a natural system through a scientific model is a mental construct that continually develops through learning about and from the model. Using the hierarchical Bayesian model averaging (HBMA) method [1], this study shows that segregating different uncertain model components through a BMA tree of posterior model probabilities, model prediction, within-model variance, between-model variance and total model variance serves as a learning tool [2]. First, the BMA tree of posterior model probabilities permits the comparative evaluation of the candidate propositions of each uncertain model component. Second, systemic model dissection is imperative for understanding the individual contribution of each uncertain model component to the model prediction and variance. Third, the hierarchical representation of the between-model variance facilitates the prioritization of the contribution of each uncertain model component to the overall model uncertainty. We illustrate these concepts using the groundwater modeling of a siliciclastic aquifer-fault system. The sources of uncertainty considered are from geological architecture, formation dip, boundary conditions and model parameters. The study shows that the HBMA analysis helps in advancing knowledge about the model rather than forcing the model to fit a particularly understanding or merely averaging several candidate models. [1] Tsai, F. T.-C., and A. S. Elshall (2013), Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation. Water Resources Research, 49, 5520-5536, doi:10.1002/wrcr.20428. [2] Elshall, A.S., and F. T.-C. Tsai (2014). Constructive epistemic modeling of groundwater flow with geological architecture and boundary condition uncertainty under Bayesian paradigm, Journal of Hydrology, 517, 105-119, doi: 10.1016/j.jhydrol.2014.05.027.

Stability Analysis of Networked Control Systems with Random Time Delays and Packet Dropouts Modeled by Markov Chains

Directory of Open Access Journals (Sweden)

Li Qiu

2013-01-01

unified Markov jump model. The random time delays and packet dropouts existed in feedback communication link are modeled by two independent Markov chains; the resulting closed-loop system is described by a new Markovian jump linear system (MJLS with Markov delays. Sufficient conditions of the stochastic stability for NCSs is obtained by constructing a novel Lyapunov functional, and the mode-dependent output feedback controller design method is presented based on linear matrix inequality (LMI technique. A numerical example is given to illustrate the effectiveness of the proposed method.

Road network safety evaluation using Bayesian hierarchical joint model.

Science.gov (United States)

Wang, Jie; Huang, Helai

2016-05-01

Safety and efficiency are commonly regarded as two significant performance indicators of transportation systems. In practice, road network planning has focused on road capacity and transport efficiency whereas the safety level of a road network has received little attention in the planning stage. This study develops a Bayesian hierarchical joint model for road network safety evaluation to help planners take traffic safety into account when planning a road network. The proposed model establishes relationships between road network risk and micro-level variables related to road entities and traffic volume, as well as socioeconomic, trip generation and network density variables at macro level which are generally used for long term transportation plans. In addition, network spatial correlation between intersections and their connected road segments is also considered in the model. A road network is elaborately selected in order to compare the proposed hierarchical joint model with a previous joint model and a negative binomial model. According to the results of the model comparison, the hierarchical joint model outperforms the joint model and negative binomial model in terms of the goodness-of-fit and predictive performance, which indicates the reasonableness of considering the hierarchical data structure in crash prediction and analysis. Moreover, both random effects at the TAZ level and the spatial correlation between intersections and their adjacent segments are found to be significant, supporting the employment of the hierarchical joint model as an alternative in road-network-level safety modeling as well. Copyright © 2016 Elsevier Ltd. All rights reserved.

Cost Effective Community Based Dementia Screening: A Markov Model Simulation

Directory of Open Access Journals (Sweden)

Erin Saito

2014-01-01

Full Text Available Background. Given the dementia epidemic and the increasing cost of healthcare, there is a need to assess the economic benefit of community based dementia screening programs. Materials and Methods. Markov model simulations were generated using data obtained from a community based dementia screening program over a one-year period. The models simulated yearly costs of caring for patients based on clinical transitions beginning in pre dementia and extending for 10 years. Results. A total of 93 individuals (74 female, 19 male were screened for dementia and 12 meeting clinical criteria for either mild cognitive impairment (n=7 or dementia (n=5 were identified. Assuming early therapeutic intervention beginning during the year of dementia detection, Markov model simulations demonstrated 9.8% reduction in cost of dementia care over a ten-year simulation period, primarily through increased duration in mild stages and reduced time in more costly moderate and severe stages. Discussion. Community based dementia screening can reduce healthcare costs associated with caring for demented individuals through earlier detection and treatment, resulting in proportionately reduced time in more costly advanced stages.

Invited commentary: Lost in estimation--searching for alternatives to markov chains to fit complex Bayesian models.

Science.gov (United States)

Molitor, John

2012-03-01

Bayesian methods have seen an increase in popularity in a wide variety of scientific fields, including epidemiology. One of the main reasons for their widespread application is the power of the Markov chain Monte Carlo (MCMC) techniques generally used to fit these models. As a result, researchers often implicitly associate Bayesian models with MCMC estimation procedures. However, Bayesian models do not always require Markov-chain-based methods for parameter estimation. This is important, as MCMC estimation methods, while generally quite powerful, are complex and computationally expensive and suffer from convergence problems related to the manner in which they generate correlated samples used to estimate probability distributions for parameters of interest. In this issue of the Journal, Cole et al. (Am J Epidemiol. 2012;175(5):368-375) present an interesting paper that discusses non-Markov-chain-based approaches to fitting Bayesian models. These methods, though limited, can overcome some of the problems associated with MCMC techniques and promise to provide simpler approaches to fitting Bayesian models. Applied researchers will find these estimation approaches intuitively appealing and will gain a deeper understanding of Bayesian models through their use. However, readers should be aware that other non-Markov-chain-based methods are currently in active development and have been widely published in other fields.

438 Optimal Number of States in Hidden Markov Models and its ...

African Journals Online (AJOL)

In this paper, Hidden Markov Model is applied to model human movements as to .... emit either discrete information or a continuous data derived from a Probability .... For each hidden state in the test set, the probability = ... by applying the Kullback-Leibler distance (Juang & Rabiner, 1985) which ..... One Size Does Not Fit.

Efficient hierarchical trans-dimensional Bayesian inversion of magnetotelluric data

Science.gov (United States)

Xiang, Enming; Guo, Rongwen; Dosso, Stan E.; Liu, Jianxin; Dong, Hao; Ren, Zhengyong

2018-06-01

This paper develops an efficient hierarchical trans-dimensional (trans-D) Bayesian algorithm to invert magnetotelluric (MT) data for subsurface geoelectrical structure, with unknown geophysical model parameterization (the number of conductivity-layer interfaces) and data-error models parameterized by an auto-regressive (AR) process to account for potential error correlations. The reversible-jump Markov-chain Monte Carlo algorithm, which adds/removes interfaces and AR parameters in birth/death steps, is applied to sample the trans-D posterior probability density for model parameterization, model parameters, error variance and AR parameters, accounting for the uncertainties of model dimension and data-error statistics in the uncertainty estimates of the conductivity profile. To provide efficient sampling over the multiple subspaces of different dimensions, advanced proposal schemes are applied. Parameter perturbations are carried out in principal-component space, defined by eigen-decomposition of the unit-lag model covariance matrix, to minimize the effect of inter-parameter correlations and provide effective perturbation directions and length scales. Parameters of new layers in birth steps are proposed from the prior, instead of focused distributions centred at existing values, to improve birth acceptance rates. Parallel tempering, based on a series of parallel interacting Markov chains with successively relaxed likelihoods, is applied to improve chain mixing over model dimensions. The trans-D inversion is applied in a simulation study to examine the resolution of model structure according to the data information content. The inversion is also applied to a measured MT data set from south-central Australia.

Hidden markov model for the prediction of transmembrane proteins using MATLAB.

Science.gov (United States)

Chaturvedi, Navaneet; Shanker, Sudhanshu; Singh, Vinay Kumar; Sinha, Dhiraj; Pandey, Paras Nath

2011-01-01

Since membranous proteins play a key role in drug targeting therefore transmembrane proteins prediction is active and challenging area of biological sciences. Location based prediction of transmembrane proteins are significant for functional annotation of protein sequences. Hidden markov model based method was widely applied for transmembrane topology prediction. Here we have presented a revised and a better understanding model than an existing one for transmembrane protein prediction. Scripting on MATLAB was built and compiled for parameter estimation of model and applied this model on amino acid sequence to know the transmembrane and its adjacent locations. Estimated model of transmembrane topology was based on TMHMM model architecture. Only 7 super states are defined in the given dataset, which were converted to 96 states on the basis of their length in sequence. Accuracy of the prediction of model was observed about 74 %, is a good enough in the area of transmembrane topology prediction. Therefore we have concluded the hidden markov model plays crucial role in transmembrane helices prediction on MATLAB platform and it could also be useful for drug discovery strategy. The database is available for free at bioinfonavneet@gmail.comvinaysingh@bhu.ac.in.

Master equation for She-Leveque scaling and its classification in terms of other Markov models of developed turbulence

Science.gov (United States)

Nickelsen, Daniel

2017-07-01

The statistics of velocity increments in homogeneous and isotropic turbulence exhibit universal features in the limit of infinite Reynolds numbers. After Kolmogorov’s scaling law from 1941, many turbulence models aim for capturing these universal features, some are known to have an equivalent formulation in terms of Markov processes. We derive the Markov process equivalent to the particularly successful scaling law postulated by She and Leveque. The Markov process is a jump process for velocity increments u(r) in scale r in which the jumps occur randomly but with deterministic width in u. From its master equation we establish a prescription to simulate the She-Leveque process and compare it with Kolmogorov scaling. To put the She-Leveque process into the context of other established turbulence models on the Markov level, we derive a diffusion process for u(r) using two properties of the Navier-Stokes equation. This diffusion process already includes Kolmogorov scaling, extended self-similarity and a class of random cascade models. The fluctuation theorem of this Markov process implies a ‘second law’ that puts a loose bound on the multipliers of the random cascade models. This bound explicitly allows for instances of inverse cascades, which are necessary to satisfy the fluctuation theorem. By adding a jump process to the diffusion process, we go beyond Kolmogorov scaling and formulate the most general scaling law for the class of Markov processes having both diffusion and jump parts. This Markov scaling law includes She-Leveque scaling and a scaling law derived by Yakhot.

ON THE ISSUE OF "MEMORY" MARKOV MODEL OF DAMAGE ACCUMULATION

Directory of Open Access Journals (Sweden)

A. I. Lantuh-Lyaschenko

2010-04-01

Full Text Available This paper presents the application of a probabilistic approach for the modeling of service life of highway bridge elements. The focus of this paper is on the Markov stochastic deterioration models. These models can be used as effective tool for technical state assessments and prediction of residual resource of a structure. For the bridge maintenance purpose these models can give quantitative criteria of a reliability level, risk and prediction algorithms of the residual resource.

rEMM: Extensible Markov Model for Data Stream Clustering in R

Directory of Open Access Journals (Sweden)

Michael Hahsler

2010-10-01

Full Text Available Clustering streams of continuously arriving data has become an important application of data mining in recent years and efficient algorithms have been proposed by several researchers. However, clustering alone neglects the fact that data in a data stream is not only characterized by the proximity of data points which is used by clustering, but also by a temporal component. The extensible Markov model (EMM adds the temporal component to data stream clustering by superimposing a dynamically adapting Markov chain. In this paper we introduce the implementation of the R extension package rEMM which implements EMM and we discuss some examples and applications.

Hierarchical composites: Analysis of damage evolution based on fiber bundle model

DEFF Research Database (Denmark)

Mishnaevsky, Leon

2011-01-01

A computational model of multiscale composites is developed on the basis of the fiber bundle model with the hierarchical load sharing rule, and employed to study the effect of the microstructures of hierarchical composites on their damage resistance. Two types of hierarchical materials were consi...

Pruning Boltzmann networks and hidden Markov models

DEFF Research Database (Denmark)

Pedersen, Morten With; Stork, D.

1996-01-01

We present sensitivity-based pruning algorithms for general Boltzmann networks. Central to our methods is the efficient calculation of a second-order approximation to the true weight saliencies in a cross-entropy error. Building upon previous work which shows a formal correspondence between linear...... Boltzmann chains and hidden Markov models (HMMs), we argue that our method can be applied to HMMs as well. We illustrate pruning on Boltzmann zippers, which are equivalent to two HMMs with cross-connection links. We verify that our second-order approximation preserves the rank ordering of weight saliencies...

Genetic Algorithms Principles Towards Hidden Markov Model

Directory of Open Access Journals (Sweden)

Nabil M. Hewahi

2011-10-01

Full Text Available In this paper we propose a general approach based on Genetic Algorithms (GAs to evolve Hidden Markov Models (HMM. The problem appears when experts assign probability values for HMM, they use only some limited inputs. The assigned probability values might not be accurate to serve in other cases related to the same domain. We introduce an approach based on GAs to find
out the suitable probability values for the HMM to be mostly correct in more cases than what have been used to assign the probability values.

Accelerating Information Retrieval from Profile Hidden Markov Model Databases.

Directory of Open Access Journals (Sweden)

Ahmad Tamimi

Full Text Available Profile Hidden Markov Model (Profile-HMM is an efficient statistical approach to represent protein families. Currently, several databases maintain valuable protein sequence information as profile-HMMs. There is an increasing interest to improve the efficiency of searching Profile-HMM databases to detect sequence-profile or profile-profile homology. However, most efforts to enhance searching efficiency have been focusing on improving the alignment algorithms. Although the performance of these algorithms is fairly acceptable, the growing size of these databases, as well as the increasing demand for using batch query searching approach, are strong motivations that call for further enhancement of information retrieval from profile-HMM databases. This work presents a heuristic method to accelerate the current profile-HMM homology searching approaches. The method works by cluster-based remodeling of the database to reduce the search space, rather than focusing on the alignment algorithms. Using different clustering techniques, 4284 TIGRFAMs profiles were clustered based on their similarities. A representative for each cluster was assigned. To enhance sensitivity, we proposed an extended step that allows overlapping among clusters. A validation benchmark of 6000 randomly selected protein sequences was used to query the clustered profiles. To evaluate the efficiency of our approach, speed and recall values were measured and compared with the sequential search approach. Using hierarchical, k-means, and connected component clustering techniques followed by the extended overlapping step, we obtained an average reduction in time of 41%, and an average recall of 96%. Our results demonstrate that representation of profile-HMMs using a clustering-based approach can significantly accelerate data retrieval from profile-HMM databases.

Optimizing Availability of a Framework in Series Configuration Utilizing Markov Model and Monte Carlo Simulation Techniques

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Mansoor Ahmed Siddiqui

2017-06-01

Full Text Available This research work is aimed at optimizing the availability of a framework comprising of two units linked together in series configuration utilizing Markov Model and Monte Carlo (MC Simulation techniques. In this article, effort has been made to develop a maintenance model that incorporates three distinct states for each unit, while taking into account their different levels of deterioration. Calculations are carried out using the proposed model for two distinct cases of corrective repair, namely perfect and imperfect repairs, with as well as without opportunistic maintenance. Initially, results are accomplished using an analytical technique i.e., Markov Model. Validation of the results achieved is later carried out with the help of MC Simulation. In addition, MC Simulation based codes also work well for the frameworks that follow non-exponential failure and repair rates, and thus overcome the limitations offered by the Markov Model.

Bayesian uncertainty quantification for flows in heterogeneous porous media using reversible jump Markov chain Monte Carlo methods

KAUST Repository

Mondal, A.

2010-03-01

In this paper, we study the uncertainty quantification in inverse problems for flows in heterogeneous porous media. Reversible jump Markov chain Monte Carlo algorithms (MCMC) are used for hierarchical modeling of channelized permeability fields. Within each channel, the permeability is assumed to have a lognormal distribution. Uncertainty quantification in history matching is carried out hierarchically by constructing geologic facies boundaries as well as permeability fields within each facies using dynamic data such as production data. The search with Metropolis-Hastings algorithm results in very low acceptance rate, and consequently, the computations are CPU demanding. To speed-up the computations, we use a two-stage MCMC that utilizes upscaled models to screen the proposals. In our numerical results, we assume that the channels intersect the wells and the intersection locations are known. Our results show that the proposed algorithms are capable of capturing the channel boundaries and describe the permeability variations within the channels using dynamic production history at the wells. © 2009 Elsevier Ltd. All rights reserved.

Constructing Markov State Models to elucidate the functional conformational changes of complex biomolecules

KAUST Repository

Wang, Wei; Cao, Siqin; Zhu, Lizhe; Huang, Xuhui

2017-01-01

bioengineering applications and rational drug design. Constructing Markov State Models (MSMs) based on large-scale molecular dynamics simulations has emerged as a powerful approach to model functional conformational changes of the biomolecular system

Inhomogeneous Markov point processes by transformation

DEFF Research Database (Denmark)

Jensen, Eva B. Vedel; Nielsen, Linda Stougaard

2000-01-01

We construct parametrized models for point processes, allowing for both inhomogeneity and interaction. The inhomogeneity is obtained by applying parametrized transformations to homogeneous Markov point processes. An interesting model class, which can be constructed by this transformation approach......, is that of exponential inhomogeneous Markov point processes. Statistical inference For such processes is discussed in some detail....

Quadratic Variation by Markov Chains

DEFF Research Database (Denmark)

Hansen, Peter Reinhard; Horel, Guillaume

We introduce a novel estimator of the quadratic variation that is based on the the- ory of Markov chains. The estimator is motivated by some general results concerning filtering contaminated semimartingales. Specifically, we show that filtering can in prin- ciple remove the effects of market...... microstructure noise in a general framework where little is assumed about the noise. For the practical implementation, we adopt the dis- crete Markov chain model that is well suited for the analysis of financial high-frequency prices. The Markov chain framework facilitates simple expressions and elegant analyti...

Robust Real-Time Music Transcription with a Compositional Hierarchical Model.

Science.gov (United States)

Pesek, Matevž; Leonardis, Aleš; Marolt, Matija

2017-01-01

The paper presents a new compositional hierarchical model for robust music transcription. Its main features are unsupervised learning of a hierarchical representation of input data, transparency, which enables insights into the learned representation, as well as robustness and speed which make it suitable for real-world and real-time use. The model consists of multiple layers, each composed of a number of parts. The hierarchical nature of the model corresponds well to hierarchical structures in music. The parts in lower layers correspond to low-level concepts (e.g. tone partials), while the parts in higher layers combine lower-level representations into more complex concepts (tones, chords). The layers are learned in an unsupervised manner from music signals. Parts in each layer are compositions of parts from previous layers based on statistical co-occurrences as the driving force of the learning process. In the paper, we present the model's structure and compare it to other hierarchical approaches in the field of music information retrieval. We evaluate the model's performance for the multiple fundamental frequency estimation. Finally, we elaborate on extensions of the model towards other music information retrieval tasks.

Generalized Markov branching models

OpenAIRE

Li, Junping

2005-01-01

In this thesis, we first considered a modified Markov branching process incorporating both state-independent immigration and resurrection. After establishing the criteria for regularity and uniqueness, explicit expressions for the extinction probability and mean extinction time are presented. The criteria for recurrence and ergodicity are also established. In addition, an explicit expression for the equilibrium distribution is presented.\\ud \\ud We then moved on to investigate the basic proper...

Bayesian clustering of DNA sequences using Markov chains and a stochastic partition model.

Science.gov (United States)

Jääskinen, Väinö; Parkkinen, Ville; Cheng, Lu; Corander, Jukka

2014-02-01

In many biological applications it is necessary to cluster DNA sequences into groups that represent underlying organismal units, such as named species or genera. In metagenomics this grouping needs typically to be achieved on the basis of relatively short sequences which contain different types of errors, making the use of a statistical modeling approach desirable. Here we introduce a novel method for this purpose by developing a stochastic partition model that clusters Markov chains of a given order. The model is based on a Dirichlet process prior and we use conjugate priors for the Markov chain parameters which enables an analytical expression for comparing the marginal likelihoods of any two partitions. To find a good candidate for the posterior mode in the partition space, we use a hybrid computational approach which combines the EM-algorithm with a greedy search. This is demonstrated to be faster and yield highly accurate results compared to earlier suggested clustering methods for the metagenomics application. Our model is fairly generic and could also be used for clustering of other types of sequence data for which Markov chains provide a reasonable way to compress information, as illustrated by experiments on shotgun sequence type data from an Escherichia coli strain.

Statistical modelling of railway track geometry degradation using Hierarchical Bayesian models

International Nuclear Information System (INIS)

Andrade, A.R.; Teixeira, P.F.

2015-01-01

Railway maintenance planners require a predictive model that can assess the railway track geometry degradation. The present paper uses a Hierarchical Bayesian model as a tool to model the main two quality indicators related to railway track geometry degradation: the standard deviation of longitudinal level defects and the standard deviation of horizontal alignment defects. Hierarchical Bayesian Models (HBM) are flexible statistical models that allow specifying different spatially correlated components between consecutive track sections, namely for the deterioration rates and the initial qualities parameters. HBM are developed for both quality indicators, conducting an extensive comparison between candidate models and a sensitivity analysis on prior distributions. HBM is applied to provide an overall assessment of the degradation of railway track geometry, for the main Portuguese railway line Lisbon–Oporto. - Highlights: • Rail track geometry degradation is analysed using Hierarchical Bayesian models. • A Gibbs sampling strategy is put forward to estimate the HBM. • Model comparison and sensitivity analysis find the most suitable model. • We applied the most suitable model to all the segments of the main Portuguese line. • Tackling spatial correlations using CAR structures lead to a better model fit

Basic problems and solution methods for two-dimensional continuous 3 × 3 order hidden Markov model

International Nuclear Information System (INIS)

Wang, Guo-gang; Tang, Gui-jin; Gan, Zong-liang; Cui, Zi-guan; Zhu, Xiu-chang

2016-01-01

A novel model referred to as two-dimensional continuous 3 × 3 order hidden Markov model is put forward to avoid the disadvantages of the classical hypothesis of two-dimensional continuous hidden Markov model. This paper presents three equivalent definitions of the model, in which the state transition probability relies on not only immediate horizontal and vertical states but also immediate diagonal state, and in which the probability density of the observation relies on not only current state but also immediate horizontal and vertical states. The paper focuses on the three basic problems of the model, namely probability density calculation, parameters estimation and path backtracking. Some algorithms solving the questions are theoretically derived, by exploiting the idea that the sequences of states on rows or columns of the model can be viewed as states of a one-dimensional continuous 1 × 2 order hidden Markov model. Simulation results further demonstrate the performance of the algorithms. Because there are more statistical characteristics in the structure of the proposed new model, it can more accurately describe some practical problems, as compared to two-dimensional continuous hidden Markov model.

Reservoir Modeling Combining Geostatistics with Markov Chain Monte Carlo Inversion

DEFF Research Database (Denmark)

Zunino, Andrea; Lange, Katrine; Melnikova, Yulia

2014-01-01

We present a study on the inversion of seismic reflection data generated from a synthetic reservoir model. Our aim is to invert directly for rock facies and porosity of the target reservoir zone. We solve this inverse problem using a Markov chain Monte Carlo (McMC) method to handle the nonlinear...

Development and validation of a Markov microsimulation model for the economic evaluation of treatments in osteoporosis.

Science.gov (United States)

Hiligsmann, Mickaël; Ethgen, Olivier; Bruyère, Olivier; Richy, Florent; Gathon, Henry-Jean; Reginster, Jean-Yves

2009-01-01

Markov models are increasingly used in economic evaluations of treatments for osteoporosis. Most of the existing evaluations are cohort-based Markov models missing comprehensive memory management and versatility. In this article, we describe and validate an original Markov microsimulation model to accurately assess the cost-effectiveness of prevention and treatment of osteoporosis. We developed a Markov microsimulation model with a lifetime horizon and a direct health-care cost perspective. The patient history was recorded and was used in calculations of transition probabilities, utilities, and costs. To test the internal consistency of the model, we carried out an example calculation for alendronate therapy. Then, external consistency was investigated by comparing absolute lifetime risk of fracture estimates with epidemiologic data. For women at age 70 years, with a twofold increase in the fracture risk of the average population, the costs per quality-adjusted life-year gained for alendronate therapy versus no treatment were estimated at €9105 and €15,325, respectively, under full and realistic adherence assumptions. All the sensitivity analyses in terms of model parameters and modeling assumptions were coherent with expected conclusions and absolute lifetime risk of fracture estimates were within the range of previous estimates, which confirmed both internal and external consistency of the model. Microsimulation models present some major advantages over cohort-based models, increasing the reliability of the results and being largely compatible with the existing state of the art, evidence-based literature. The developed model appears to be a valid model for use in economic evaluations in osteoporosis.

Markov Networks in Evolutionary Computation

CERN Document Server

Shakya, Siddhartha

2012-01-01

Markov networks and other probabilistic graphical modes have recently received an upsurge in attention from Evolutionary computation community, particularly in the area of Estimation of distribution algorithms (EDAs).  EDAs have arisen as one of the most successful experiences in the application of machine learning methods in optimization, mainly due to their efficiency to solve complex real-world optimization problems and their suitability for theoretical analysis. This book focuses on the different steps involved in the conception, implementation and application of EDAs that use Markov networks, and undirected models in general. It can serve as a general introduction to EDAs but covers also an important current void in the study of these algorithms by explaining the specificities and benefits of modeling optimization problems by means of undirected probabilistic models. All major developments to date in the progressive introduction of Markov networks based EDAs are reviewed in the book. Hot current researc...

Activity recognition using semi-Markov models on real world smart home datasets

NARCIS (Netherlands)

van Kasteren, T.L.M.; Englebienne, G.; Kröse, B.J.A.

2010-01-01

Accurately recognizing human activities from sensor data recorded in a smart home setting is a challenging task. Typically, probabilistic models such as the hidden Markov model (HMM) or conditional random fields (CRF) are used to map the observed sensor data onto the hidden activity states. A

User's Manual MCnest - Markov Chain Nest Productivity Model Version 2.0

Science.gov (United States)

The Markov chain nest productivity model, or MCnest, is a set of algorithms for integrating the results of avian toxicity tests with reproductive life-history data to project the relative magnitude of chemical effects on avian reproduction. The mathematical foundation of MCnest i...

A Novel Grey Prediction Model Combining Markov Chain with Functional-Link Net and Its Application to Foreign Tourist Forecasting

Directory of Open Access Journals (Sweden)

Yi-Chung Hu

2017-10-01

Full Text Available Grey prediction models for time series have been widely applied to demand forecasting because only limited data are required for them to build a time series model without any statistical assumptions. Previous studies have demonstrated that the combination of grey prediction with neural networks helps grey prediction perform better. Some methods have been presented to improve the prediction accuracy of the popular GM(1,1 model by using the Markov chain to estimate the residual needed to modify a predicted value. Compared to the previous Grey-Markov models, this study contributes to apply the functional-link net to estimate the degree to which a predicted value obtained from the GM(1,1 model can be adjusted. Furthermore, the troublesome number of states and their bounds that are not easily specified in Markov chain have been determined by a genetic algorithm. To verify prediction performance, the proposed grey prediction model was applied to an important grey system problem—foreign tourist forecasting. Experimental results show that the proposed model provides satisfactory results compared to the other Grey-Markov models considered.

Analyzing Taiwan IC Assembly Industry by Grey-Markov Forecasting Model

Directory of Open Access Journals (Sweden)

Lei-Chuan Lin

2013-01-01

Full Text Available This study utilizes the black swan theorem to discuss how to face the lack of historical data and outliers. They may cause huge influences which make it impossible for people to predict the economy from their knowledge or experiences. Meanwhile, they cause the general dilemma of which prediction tool to be used which is also considered in this study. For the reason above, this study uses 2009 Q1 to 2010 Q4 quarterly revenue trend of Taiwan’s semiconductor packaging and testing industry under the global financial turmoil as basis and the grey prediction method to deal with nonlinear problems and small data. Under the lack of information and economic drastic changes, this study applies Markov model to predict the industry revenues of GM(1,1 and DGM(1,1 results. The results show that the accuracy of 2010 Q1–Q3 is 88.37%, 90.27%, sand 91.13%, respectively. Besides, they are better than the results of GM(1,1 and DGM(1,1 which are 86.51%, 77.35%, 75.46% and 73.77%, 74.25%, 59.72%. The results show that the prediction ability of the grey prediction with Markov model is better than traditional GM(1,1 and DGM(1,1 sfacing the changes of financial crisis. The results also prove that the grey-Markov chain prediction can be the perfect criterion for decision-makers judgment even when the environment has undergone drastic changes which bring the impact of unpredictable conditions.

Hidden Markov modelling of movement data from fish

DEFF Research Database (Denmark)

Pedersen, Martin Wæver

Movement data from marine animals tagged with electronic tags are becoming increasingly diverse and plentiful. This trend entails a need for statistical methods that are able to filter the observations to extract the ecologically relevant content. This dissertation focuses on the development...... the behaviour of the animal. With the extended model can migratory and resident movement behaviour be related to geographical regions. For population inference multiple individual state-space analyses can be interconnected using mixed effects modelling. This framework provides parameter estimates...... approximated. This furthermore enables accurate probability densities of location to be computed. Finally, the performance of the HMM approach in analysing nonlinear state space models is compared with two alternatives: the AD Model Builder framework and BUGS, which relies on Markov chain Monte Carlo...

Logics and Models for Stochastic Analysis Beyond Markov Chains

DEFF Research Database (Denmark)

Zeng, Kebin

, because of the generality of ME distributions, we have to leave the world of Markov chains. To support ME distributions with multiple exits, we introduce a multi-exits ME distribution together with a process algebra MEME to express the systems having the semantics as Markov renewal processes with ME...

Generalized Boolean logic Driven Markov Processes: A powerful modeling framework for Model-Based Safety Analysis of dynamic repairable and reconfigurable systems

International Nuclear Information System (INIS)

Piriou, Pierre-Yves; Faure, Jean-Marc; Lesage, Jean-Jacques

2017-01-01

This paper presents a modeling framework that permits to describe in an integrated manner the structure of the critical system to analyze, by using an enriched fault tree, the dysfunctional behavior of its components, by means of Markov processes, and the reconfiguration strategies that have been planned to ensure safety and availability, with Moore machines. This framework has been developed from BDMP (Boolean logic Driven Markov Processes), a previous framework for dynamic repairable systems. First, the contribution is motivated by pinpointing the limitations of BDMP to model complex reconfiguration strategies and the failures of the control of these strategies. The syntax and semantics of GBDMP (Generalized Boolean logic Driven Markov Processes) are then formally defined; in particular, an algorithm to analyze the dynamic behavior of a GBDMP model is developed. The modeling capabilities of this framework are illustrated on three representative examples. Last, qualitative and quantitative analysis of GDBMP models highlight the benefits of the approach.

Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R

DEFF Research Database (Denmark)

O'Connell, Jarad Michael; Højsgaard, Søren

2011-01-01

models only allow a geometrically distributed sojourn time in a given state, while hidden semi-Markov models extend this by allowing an arbitrary sojourn distribution. We demonstrate the software with simulation examples and an application involving the modelling of the ovarian cycle of dairy cows...

Estimation and asymptotic theory for transition probabilities in Markov Renewal Multi–state models

NARCIS (Netherlands)

Spitoni, C.; Verduijn, M.; Putter, H.

2012-01-01

In this paper we discuss estimation of transition probabilities for semi–Markov multi–state models. Non–parametric and semi–parametric estimators of the transition probabilities for a large class of models (forward going models) are proposed. Large sample theory is derived using the functional

Development of Markov model of emergency diesel generator for dynamic reliability analysis

Energy Technology Data Exchange (ETDEWEB)

Jin, Young Ho; Choi, Sun Yeong; Yang, Joon Eon [Korea Atomic Energy Research Institute, Taejon (Korea)

1999-02-01

The EDG (Emergency Diesal Generator) of nuclear power plant is one of the most important equipments in mitigating accidents. The FT (Fault Tree) method is widely used to assess the reliability of safety systems like an EDG in nuclear power plant. This method, however, has limitations in modeling dynamic features of safety systems exactly. We, hence, have developed a Markov model to represent the stochastic process of dynamic systems whose states change as time moves on. The Markov model enables us to develop a dynamic reliability model of EDG. This model can represent all possible states of EDG comparing to the FRANTIC code developed by U.S. NRC for the reliability analysis of standby systems. to access the regulation policy for test interval, we performed two simulations based on the generic data and plant specific data of YGN 3, respectively by using the developed model. We also estimate the effects of various repair rates and the fractions of starting failures by demand shock to the reliability of EDG. And finally, Aging effect is analyzed. (author). 23 refs., 19 figs., 9 tabs.

Assessing type I error and power of multistate Markov models for panel data-A simulation study

OpenAIRE

Cassarly, Christy; Martin, Renee’ H.; Chimowitz, Marc; Peña, Edsel A.; Ramakrishnan, Viswanathan; Palesch, Yuko Y.

2016-01-01

Ordinal outcomes collected at multiple follow-up visits are common in clinical trials. Sometimes, one visit is chosen for the primary analysis and the scale is dichotomized amounting to loss of information. Multistate Markov models describe how a process moves between states over time. Here, simulation studies are performed to investigate the type I error and power characteristics of multistate Markov models for panel data with limited non-adjacent state transitions. The results suggest that ...

Entropies from Markov Models as Complexity Measures of Embedded Attractors

Directory of Open Access Journals (Sweden)

Julián D. Arias-Londoño

2015-06-01

Full Text Available This paper addresses the problem of measuring complexity from embedded attractors as a way to characterize changes in the dynamical behavior of different types of systems with a quasi-periodic behavior by observing their outputs. With the aim of measuring the stability of the trajectories of the attractor along time, this paper proposes three new estimations of entropy that are derived from a Markov model of the embedded attractor. The proposed estimators are compared with traditional nonparametric entropy measures, such as approximate entropy, sample entropy and fuzzy entropy, which only take into account the spatial dimension of the trajectory. The method proposes the use of an unsupervised algorithm to find the principal curve, which is considered as the “profile trajectory”, that will serve to adjust the Markov model. The new entropy measures are evaluated using three synthetic experiments and three datasets of physiological signals. In terms of consistency and discrimination capabilities, the results show that the proposed measures perform better than the other entropy measures used for comparison purposes.

Irreversible Local Markov Chains with Rapid Convergence towards Equilibrium

Science.gov (United States)

Kapfer, Sebastian C.; Krauth, Werner

2017-12-01

We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heat bath or Metropolis algorithms. The mixing time scales appear to fall into two distinct universality classes, both faster than for reversible local Markov chains. The event-chain algorithm, the infinitesimal limit of one of these Markov chains, belongs to the class presenting the fastest decay. For the lattice-gas limit of the hard-sphere model, reversible local Markov chains correspond to the symmetric simple exclusion process (SEP) with periodic boundary conditions. The two universality classes for irreversible Markov chains are realized by the totally asymmetric SEP (TASEP), and by a faster variant (lifted TASEP) that we propose here. We discuss how our irreversible hard-sphere Markov chains generalize to arbitrary repulsive pair interactions and carry over to higher dimensions through the concept of lifted Markov chains and the recently introduced factorized Metropolis acceptance rule.

Estimation with Right-Censored Observations Under A Semi-Markov Model.

Science.gov (United States)

Zhao, Lihui; Hu, X Joan

2013-06-01

The semi-Markov process often provides a better framework than the classical Markov process for the analysis of events with multiple states. The purpose of this paper is twofold. First, we show that in the presence of right censoring, when the right end-point of the support of the censoring time is strictly less than the right end-point of the support of the semi-Markov kernel, the transition probability of the semi-Markov process is nonidentifiable, and the estimators proposed in the literature are inconsistent in general. We derive the set of all attainable values for the transition probability based on the censored data, and we propose a nonparametric inference procedure for the transition probability using this set. Second, the conventional approach to constructing confidence bands is not applicable for the semi-Markov kernel and the sojourn time distribution. We propose new perturbation resampling methods to construct these confidence bands. Different weights and transformations are explored in the construction. We use simulation to examine our proposals and illustrate them with hospitalization data from a recent cancer survivor study.

A Correlated Random Effects Model for Non-homogeneous Markov Processes with Nonignorable Missingness.

Science.gov (United States)

Chen, Baojiang; Zhou, Xiao-Hua

2013-05-01

Life history data arising in clusters with prespecified assessment time points for patients often feature incomplete data since patients may choose to visit the clinic based on their needs. Markov process models provide a useful tool describing disease progression for life history data. The literature mainly focuses on time homogeneous process. In this paper we develop methods to deal with non-homogeneous Markov process with incomplete clustered life history data. A correlated random effects model is developed to deal with the nonignorable missingness, and a time transformation is employed to address the non-homogeneity in the transition model. Maximum likelihood estimate based on the Monte-Carlo EM algorithm is advocated for parameter estimation. Simulation studies demonstrate that the proposed method works well in many situations. We also apply this method to an Alzheimer's disease study.

Extending Markov Automata with State and Action Rewards

NARCIS (Netherlands)

Guck, Dennis; Timmer, Mark; Blom, Stefan; Bertrand, N.; Bortolussi, L.

This presentation introduces the Markov Reward Automaton (MRA), an extension of the Markov automaton that allows the modelling of systems incorporating rewards in addition to nondeterminism, discrete probabilistic choice and continuous stochastic timing. Our models support both rewards that are

Characterization of prokaryotic and eukaryotic promoters usinghidden Markov models

DEFF Research Database (Denmark)

Pedersen, Anders Gorm; Baldi, Pierre; Brunak, Søren

1996-01-01

In this paper we utilize hidden Markov models (HMMs) and information theory to analyze prokaryotic and eukaryotic promoters. We perform this analysis with special emphasis on the fact that promoters are divided into a number of different classes, depending on which polymerase-associated factors...... that bind to them. We find that HMMs trained on such subclasses of Escherichia coli promoters (specifically, the so-called sigma-70 and sigma-54 classes) give an excellent classification of unknown promoters with respect to sigma-class. HMMs trained on eukaryotic sequences from human genes also model nicely...

Fast sampling from a Hidden Markov Model posterior for large data

DEFF Research Database (Denmark)

Bonnevie, Rasmus; Hansen, Lars Kai

2014-01-01

Hidden Markov Models are of interest in a broad set of applications including modern data driven systems involving very large data sets. However, approximate inference methods based on Bayesian averaging are precluded in such applications as each sampling step requires a full sweep over the data...

Markov models for digraph panel data : Monte Carlo-based derivative estimation

NARCIS (Netherlands)

Schweinberger, Michael; Snijders, Tom A. B.

2007-01-01

A parametric, continuous-time Markov model for digraph panel data is considered. The parameter is estimated by the method of moments. A convenient method for estimating the variance-covariance matrix of the moment estimator relies on the delta method, requiring the Jacobian matrix-that is, the

Enhancement of Markov chain model by integrating exponential smoothing: A case study on Muslims marriage and divorce

Science.gov (United States)

Jamaluddin, Fadhilah; Rahim, Rahela Abdul

2015-12-01

Markov Chain has been introduced since the 1913 for the purpose of studying the flow of data for a consecutive number of years of the data and also forecasting. The important feature in Markov Chain is obtaining the accurate Transition Probability Matrix (TPM). However to obtain the suitable TPM is hard especially in involving long-term modeling due to unavailability of data. This paper aims to enhance the classical Markov Chain by introducing Exponential Smoothing technique in developing the appropriate TPM.

Markov Chain Model with Catastrophe to Determine Mean Time to Default of Credit Risky Assets

Science.gov (United States)

Dharmaraja, Selvamuthu; Pasricha, Puneet; Tardelli, Paola

2017-11-01

This article deals with the problem of probabilistic prediction of the time distance to default for a firm. To model the credit risk, the dynamics of an asset is described as a function of a homogeneous discrete time Markov chain subject to a catastrophe, the default. The behaviour of the Markov chain is investigated and the mean time to the default is expressed in a closed form. The methodology to estimate the parameters is given. Numerical results are provided to illustrate the applicability of the proposed model on real data and their analysis is discussed.

Recursive smoothers for hidden discrete-time Markov chains

Directory of Open Access Journals (Sweden)

Lakhdar Aggoun

2005-01-01

Full Text Available We consider a discrete-time Markov chain observed through another Markov chain. The proposed model extends models discussed by Elliott et al. (1995. We propose improved recursive formulae to update smoothed estimates of processes related to the model. These recursive estimates are used to update the parameter of the model via the expectation maximization (EM algorithm.

Decisive Markov Chains

OpenAIRE

Abdulla, Parosh Aziz; Henda, Noomene Ben; Mayr, Richard

2007-01-01

We consider qualitative and quantitative verification problems for infinite-state Markov chains. We call a Markov chain decisive w.r.t. a given set of target states F if it almost certainly eventually reaches either F or a state from which F can no longer be reached. While all finite Markov chains are trivially decisive (for every set F), this also holds for many classes of infinite Markov chains. Infinite Markov chains which contain a finite attractor are decisive w.r.t. every set F. In part...

The Independence of Markov's Principle in Type Theory

DEFF Research Database (Denmark)

Coquand, Thierry; Mannaa, Bassel

2017-01-01

for the generic point of this model. Instead we design an extension of type theory, which intuitively extends type theory by the addition of a generic point of Cantor space. We then show the consistency of this extension by a normalization argument. Markov's principle does not hold in this extension......In this paper, we show that Markov's principle is not derivable in dependent type theory with natural numbers and one universe. One way to prove this would be to remark that Markov's principle does not hold in a sheaf model of type theory over Cantor space, since Markov's principle does not hold......, and it follows that it cannot be proved in type theory....

Conceptual hierarchical modeling to describe wetland plant community organization

Science.gov (United States)

Little, A.M.; Guntenspergen, G.R.; Allen, T.F.H.

2010-01-01

Using multivariate analysis, we created a hierarchical modeling process that describes how differently-scaled environmental factors interact to affect wetland-scale plant community organization in a system of small, isolated wetlands on Mount Desert Island, Maine. We followed the procedure: 1) delineate wetland groups using cluster analysis, 2) identify differently scaled environmental gradients using non-metric multidimensional scaling, 3) order gradient hierarchical levels according to spatiotem-poral scale of fluctuation, and 4) assemble hierarchical model using group relationships with ordination axes and post-hoc tests of environmental differences. Using this process, we determined 1) large wetland size and poor surface water chemistry led to the development of shrub fen wetland vegetation, 2) Sphagnum and water chemistry differences affected fen vs. marsh / sedge meadows status within small wetlands, and 3) small-scale hydrologic differences explained transitions between forested vs. non-forested and marsh vs. sedge meadow vegetation. This hierarchical modeling process can help explain how upper level contextual processes constrain biotic community response to lower-level environmental changes. It creates models with more nuanced spatiotemporal complexity than classification and regression tree procedures. Using this process, wetland scientists will be able to generate more generalizable theories of plant community organization, and useful management models. ?? Society of Wetland Scientists 2009.

Caveats on Bayesian and hidden-Markov models (v2.8)

OpenAIRE

Schomaker, Lambert

2016-01-01

This paper describes a number of fundamental and practical problems in the application of hidden-Markov models and Bayes when applied to cursive-script recognition. Several problems, however, will have an effect in other application areas. The most fundamental problem is the propagation of error in the product of probabilities. This is a common and pervasive problem which deserves more attention. On the basis of Monte Carlo modeling, tables for the expected relative error are given. It seems ...

Hidden Semi-Markov Models for Predictive Maintenance

Directory of Open Access Journals (Sweden)

Francesco Cartella

2015-01-01

Full Text Available Realistic predictive maintenance approaches are essential for condition monitoring and predictive maintenance of industrial machines. In this work, we propose Hidden Semi-Markov Models (HSMMs with (i no constraints on the state duration density function and (ii being applied to continuous or discrete observation. To deal with such a type of HSMM, we also propose modifications to the learning, inference, and prediction algorithms. Finally, automatic model selection has been made possible using the Akaike Information Criterion. This paper describes the theoretical formalization of the model as well as several experiments performed on simulated and real data with the aim of methodology validation. In all performed experiments, the model is able to correctly estimate the current state and to effectively predict the time to a predefined event with a low overall average absolute error. As a consequence, its applicability to real world settings can be beneficial, especially where in real time the Remaining Useful Lifetime (RUL of the machine is calculated.

Bearing Degradation Process Prediction Based on the Support Vector Machine and Markov Model

Directory of Open Access Journals (Sweden)

Shaojiang Dong

2014-01-01

Full Text Available Predicting the degradation process of bearings before they reach the failure threshold is extremely important in industry. This paper proposed a novel method based on the support vector machine (SVM and the Markov model to achieve this goal. Firstly, the features are extracted by time and time-frequency domain methods. However, the extracted original features are still with high dimensional and include superfluous information, and the nonlinear multifeatures fusion technique LTSA is used to merge the features and reduces the dimension. Then, based on the extracted features, the SVM model is used to predict the bearings degradation process, and the CAO method is used to determine the embedding dimension of the SVM model. After the bearing degradation process is predicted by SVM model, the Markov model is used to improve the prediction accuracy. The proposed method was validated by two bearing run-to-failure experiments, and the results proved the effectiveness of the methodology.

Markov Chain-Based Stochastic Modeling of Chloride Ion Transport in Concrete Bridges

Directory of Open Access Journals (Sweden)

Yan Zhang

2018-03-01

Full Text Available Over the last decade, there has been an increasing interest in models for the evaluation and prediction of the condition of bridges in Canada due to their large number in an advanced state of deterioration. The models are used to develop optimal maintenance and replacement strategies to extend service life and optimally allocate financial and technical resources. The main process of deterioration of concrete bridges in Canada is corrosion of the reinforcing steel due to the widespread use of de-icing salts. In this article, numerical models of the diffusion process and chemical reactions of chloride ions in concrete are used to estimate the time to initiation of corrosion and for the progression of corrosion. The analyses are performed for a range of typical concrete properties, exposure and climatic conditions. The results from these simulations are used to develop parametric surrogate Markov chain models of increasing states of deterioration. The surrogate models are more efficient than physical models for the portfolio analysis of a large number of structures. The procedure provides an alternative to Markov models derived from condition ratings when historical inspection data is limited.

Adjoint sensitivity analysis of dynamic reliability models based on Markov chains - I: Theory

International Nuclear Information System (INIS)

Cacuci, D. G.; Cacuci, D. G.; Ionescu-Bujor, M.

2008-01-01

The development of the adjoint sensitivity analysis procedure (ASAP) for generic dynamic reliability models based on Markov chains is presented, together with applications of this procedure to the analysis of several systems of increasing complexity. The general theory is presented in Part I of this work and is accompanied by a paradigm application to the dynamic reliability analysis of a simple binary component, namely a pump functioning on an 'up/down' cycle until it fails irreparably. This paradigm example admits a closed form analytical solution, which permits a clear illustration of the main characteristics of the ASAP for Markov chains. In particular, it is shown that the ASAP for Markov chains presents outstanding computational advantages over other procedures currently in use for sensitivity and uncertainty analysis of the dynamic reliability of large-scale systems. This conclusion is further underscored by the large-scale applications presented in Part II. (authors)

Adjoint sensitivity analysis of dynamic reliability models based on Markov chains - I: Theory

Energy Technology Data Exchange (ETDEWEB)

Cacuci, D. G. [Commiss Energy Atom, Direct Energy Nucl, Saclay, (France); Cacuci, D. G. [Univ Karlsruhe, Inst Nucl Technol and Reactor Safety, D-76021 Karlsruhe, (Germany); Ionescu-Bujor, M. [Forschungszentrum Karlsruhe, Fus Program, D-76021 Karlsruhe, (Germany)

2008-07-01

The development of the adjoint sensitivity analysis procedure (ASAP) for generic dynamic reliability models based on Markov chains is presented, together with applications of this procedure to the analysis of several systems of increasing complexity. The general theory is presented in Part I of this work and is accompanied by a paradigm application to the dynamic reliability analysis of a simple binary component, namely a pump functioning on an 'up/down' cycle until it fails irreparably. This paradigm example admits a closed form analytical solution, which permits a clear illustration of the main characteristics of the ASAP for Markov chains. In particular, it is shown that the ASAP for Markov chains presents outstanding computational advantages over other procedures currently in use for sensitivity and uncertainty analysis of the dynamic reliability of large-scale systems. This conclusion is further underscored by the large-scale applications presented in Part II. (authors)

Hierarchical modeling of active materials

International Nuclear Information System (INIS)

Taya, Minoru

2003-01-01

Intelligent (or smart) materials are increasingly becoming key materials for use in actuators and sensors. If an intelligent material is used as a sensor, it can be embedded in a variety of structure functioning as a health monitoring system to make their life longer with high reliability. If an intelligent material is used as an active material in an actuator, it plays a key role of making dynamic movement of the actuator under a set of stimuli. This talk intends to cover two different active materials in actuators, (1) piezoelectric laminate with FGM microstructure, (2) ferromagnetic shape memory alloy (FSMA). The advantage of using the FGM piezo laminate is to enhance its fatigue life while maintaining large bending displacement, while that of use in FSMA is its fast actuation while providing a large force and stroke capability. Use of hierarchical modeling of the above active materials is a key design step in optimizing its microstructure for enhancement of their performance. I will discuss briefly hierarchical modeling of the above two active materials. For FGM piezo laminate, we will use both micromechanical model and laminate theory, while for FSMA, the modeling interfacing nano-structure, microstructure and macro-behavior is discussed. (author)

Markov-modulated and feedback fluid queues

NARCIS (Netherlands)

Scheinhardt, Willem R.W.

1998-01-01

In the last twenty years the field of Markov-modulated fluid queues has received considerable attention. In these models a fluid reservoir receives and/or releases fluid at rates which depend on the actual state of a background Markov chain. In the first chapter of this thesis we give a short

Markov modeling and reliability analysis of urea synthesis system of a fertilizer plant

Science.gov (United States)

Aggarwal, Anil Kr.; Kumar, Sanjeev; Singh, Vikram; Garg, Tarun Kr.

2015-12-01

This paper deals with the Markov modeling and reliability analysis of urea synthesis system of a fertilizer plant. This system was modeled using Markov birth-death process with the assumption that the failure and repair rates of each subsystem follow exponential distribution. The first-order Chapman-Kolmogorov differential equations are developed with the use of mnemonic rule and these equations are solved with Runga-Kutta fourth-order method. The long-run availability, reliability and mean time between failures are computed for various choices of failure and repair rates of subsystems of the system. The findings of the paper are discussed with the plant personnel to adopt and practice suitable maintenance policies/strategies to enhance the performance of the urea synthesis system of the fertilizer plant.

STATISTICAL ANALYSIS OF NOTATIONAL AFL DATA USING CONTINUOUS TIME MARKOV CHAINS

Directory of Open Access Journals (Sweden)

Denny Meyer

2006-12-01

Full Text Available Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs, with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated

Stochastic model of milk homogenization process using Markov's chain

Directory of Open Access Journals (Sweden)

A. A. Khvostov

2016-01-01

Full Text Available The process of development of a mathematical model of the process of homogenization of dairy products is considered in the work. The theory of Markov's chains was used in the development of the mathematical model, Markov's chain with discrete states and continuous parameter for which the homogenisation pressure is taken, being the basis for the model structure. Machine realization of the model is implemented in the medium of structural modeling MathWorks Simulink™. Identification of the model parameters was carried out by minimizing the standard deviation calculated from the experimental data for each fraction of dairy products fat phase. As the set of experimental data processing results of the micrographic images of fat globules of whole milk samples distribution which were subjected to homogenization at different pressures were used. Pattern Search method was used as optimization method with the Latin Hypercube search algorithm from Global Optimization Тoolbox library. The accuracy of calculations averaged over all fractions of 0.88% (the relative share of units, the maximum relative error was 3.7% with the homogenization pressure of 30 MPa, which may be due to the very abrupt change in properties from the original milk in the particle size distribution at the beginning of the homogenization process and the lack of experimental data at homogenization pressures of below the specified value. The mathematical model proposed allows to calculate the profile of volume and mass distribution of the fat phase (fat globules in the product, depending on the homogenization pressure and can be used in the laboratory and research of dairy products composition, as well as in the calculation, design and modeling of the process equipment of the dairy industry enterprises.

Metode Linear Predictive Coding (LPC Pada klasifikasi Hidden Markov Model (HMM Untuk Kata Arabic pada penutur Indonesia

Directory of Open Access Journals (Sweden)

Ririn Kusumawati

2016-05-01

In the classification, using Hidden Markov Model, voice signal is analyzed and searched the maximum possible value that can be recognized. The modeling results obtained parameters are used to compare with the sound of Arabic speakers. From the test results' Classification, Hidden Markov Models with Linear Predictive Coding extraction average accuracy of 78.6% for test data sampling frequency of 8,000 Hz, 80.2% for test data sampling frequency of 22050 Hz, 79% for frequencies sampling test data at 44100 Hz.

Entropy, complexity, and Markov diagrams for random walk cancer models.

Science.gov (United States)

Newton, Paul K; Mason, Jeremy; Hurt, Brian; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Kuhn, Peter

2014-12-19

The notion of entropy is used to compare the complexity associated with 12 common cancers based on metastatic tumor distribution autopsy data. We characterize power-law distributions, entropy, and Kullback-Liebler divergence associated with each primary cancer as compared with data for all cancer types aggregated. We then correlate entropy values with other measures of complexity associated with Markov chain dynamical systems models of progression. The Markov transition matrix associated with each cancer is associated with a directed graph model where nodes are anatomical locations where a metastatic tumor could develop, and edge weightings are transition probabilities of progression from site to site. The steady-state distribution corresponds to the autopsy data distribution. Entropy correlates well with the overall complexity of the reduced directed graph structure for each cancer and with a measure of systemic interconnectedness of the graph, called graph conductance. The models suggest that grouping cancers according to their entropy values, with skin, breast, kidney, and lung cancers being prototypical high entropy cancers, stomach, uterine, pancreatic and ovarian being mid-level entropy cancers, and colorectal, cervical, bladder, and prostate cancers being prototypical low entropy cancers, provides a potentially useful framework for viewing metastatic cancer in terms of predictability, complexity, and metastatic potential.

Finite Markov processes and their applications

CERN Document Server

Iosifescu, Marius

2007-01-01

A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models.The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic ch

Confronting uncertainty in model-based geostatistics using Markov Chain Monte Carlo simulation

NARCIS (Netherlands)

Minasny, B.; Vrugt, J.A.; McBratney, A.B.

2011-01-01

This paper demonstrates for the first time the use of Markov Chain Monte Carlo (MCMC) simulation for parameter inference in model-based soil geostatistics. We implemented the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm to jointly summarize the posterior

The Revised Hierarchical Model: A critical review and assessment

OpenAIRE

Kroll, Judith F.; van Hell, Janet G.; Tokowicz, Natasha; Green, David W.

2010-01-01

Brysbaert and Duyck (2009) suggest that it is time to abandon the Revised Hierarchical Model (Kroll and Stewart, 1994) in favor of connectionist models such as BIA+ (Dijkstra and Van Heuven, 2002) that more accurately account for the recent evidence on nonselective access in bilingual word recognition. In this brief response, we first review the history of the Revised Hierarchical Model (RHM), consider the set of issues that it was proposed to address, and then evaluate the evidence that supp...

Hidden Markov models for zero-inflated Poisson counts with an application to substance use.

Science.gov (United States)

DeSantis, Stacia M; Bandyopadhyay, Dipankar

2011-06-30

Paradigms for substance abuse cue-reactivity research involve pharmacological or stressful stimulation designed to elicit stress and craving responses in cocaine-dependent subjects. It is unclear as to whether stress induced from participation in such studies increases drug-seeking behavior. We propose a 2-state Hidden Markov model to model the number of cocaine abuses per week before and after participation in a stress-and cue-reactivity study. The hypothesized latent state corresponds to 'high' or 'low' use. To account for a preponderance of zeros, we assume a zero-inflated Poisson model for the count data. Transition probabilities depend on the prior week's state, fixed demographic variables, and time-varying covariates. We adopt a Bayesian approach to model fitting, and use the conditional predictive ordinate statistic to demonstrate that the zero-inflated Poisson hidden Markov model outperforms other models for longitudinal count data. Copyright © 2011 John Wiley & Sons, Ltd.

The application of a Grey Markov Model to forecasting annual maximum water levels at hydrological stations

Science.gov (United States)

Dong, Sheng; Chi, Kun; Zhang, Qiyi; Zhang, Xiangdong

2012-03-01

Compared with traditional real-time forecasting, this paper proposes a Grey Markov Model (GMM) to forecast the maximum water levels at hydrological stations in the estuary area. The GMM combines the Grey System and Markov theory into a higher precision model. The GMM takes advantage of the Grey System to predict the trend values and uses the Markov theory to forecast fluctuation values, and thus gives forecast results involving two aspects of information. The procedure for forecasting annul maximum water levels with the GMM contains five main steps: 1) establish the GM (1, 1) model based on the data series; 2) estimate the trend values; 3) establish a Markov Model based on relative error series; 4) modify the relative errors caused in step 2, and then obtain the relative errors of the second order estimation; 5) compare the results with measured data and estimate the accuracy. The historical water level records (from 1960 to 1992) at Yuqiao Hydrological Station in the estuary area of the Haihe River near Tianjin, China are utilized to calibrate and verify the proposed model according to the above steps. Every 25 years' data are regarded as a hydro-sequence. Eight groups of simulated results show reasonable agreement between the predicted values and the measured data. The GMM is also applied to the 10 other hydrological stations in the same estuary. The forecast results for all of the hydrological stations are good or acceptable. The feasibility and effectiveness of this new forecasting model have been proved in this paper.

Prediction of inspection intervals using the Markov analysis; Prediccion de intervalos de inspeccion utilizando analisis de Markov

Energy Technology Data Exchange (ETDEWEB)

Rea, R.; Arellano, J. [IIE, Calle Reforma 113, Col. Palmira, Cuernavaca, Morelos (Mexico)]. e-mail: rrea@iie.org.mx

2005-07-01

To solve the unmanageable number of states of Markov of systems that have a great number of components, it is intends a modification to the method of Markov, denominated Markov truncated analysis, in which is assumed that it is worthless the dependence among faults of components. With it the number of states is increased in a lineal way (not exponential) with the number of components of the system, simplifying the analysis vastly. As example, the proposed method was applied to the system HPCS of the CLV considering its 18 main components. It thinks about that each component can take three states: operational, with hidden fault and with revealed fault. Additionally, it takes into account the configuration of the system HPCS by means of a block diagram of dependability to estimate their unavailability at level system. The results of the model here proposed are compared with other methods and approaches used to simplify the Markov analysis. It also intends the modification of the intervals of inspection of three components of the system HPCS. This finishes with base in the developed Markov model and in the maximum time allowed by the code ASME (NUREG-1482) to inspect components of systems that are in reservation in nuclear power plants. (Author)

Composable Markov Building Blocks

NARCIS (Netherlands)

Evers, S.; Fokkinga, M.M.; Apers, Peter M.G.; Prade, H.; Subrahmanian, V.S.

2007-01-01

In situations where disjunct parts of the same process are described by their own first-order Markov models and only one model applies at a time (activity in one model coincides with non-activity in the other models), these models can be joined together into one. Under certain conditions, nearly all

Quantile Forecasting for Credit Risk Management Using Possibly Mis-specified Hidden Markov Models

NARCIS (Netherlands)

Banachewicz, K.P.; Lucas, A.

2008-01-01

Recent models for credit risk management make use of hidden Markov models (HMMs). HMMs are used to forecast quantiles of corporate default rates. Little research has been done on the quality of such forecasts if the underlying HMM is potentially misspecified. In this paper, we focus on

Markov chain model helps predict pitting corrosion depth and rate in underground pipelines

Energy Technology Data Exchange (ETDEWEB)

Caleyo, F.; Velazquez, J.C.; Hallen, J. M. [ESIQIE, Instituto Politecnico Nacional, Mexico D. F. (Mexico); Esquivel-Amezcua, A. [PEMEX PEP Region Sur, Villahermosa, Tabasco (Mexico); Valor, A. [Universidad de la Habana, Vedado, La Habana (Cuba)

2010-07-01

Recent reports place pipeline corrosion costs in North America at seven billion dollars per year. Pitting corrosion causes the higher percentage of failures among other corrosion mechanisms. This has motivated multiple modelling studies to be focused on corrosion pitting of underground pipelines. In this study, a continuous-time, non-homogenous pure birth Markov chain serves to model external pitting corrosion in buried pipelines. The analytical solution of Kolmogorov's forward equations for this type of Markov process gives the transition probability function in a discrete space of pit depths. The transition probability function can be completely identified by making a correlation between the stochastic pit depth mean and the deterministic mean obtained experimentally. The model proposed in this study can be applied to pitting corrosion data from repeated in-line pipeline inspections. Case studies presented in this work show how pipeline inspection and maintenance planning can be improved by using the proposed Markovian model for pitting corrosion.

Hierarchical Hidden Markov Models for Multivariate Integer-Valued Time-Series

DEFF Research Database (Denmark)

Catania, Leopoldo; Di Mari, Roberto

2018-01-01

We propose a new flexible dynamic model for multivariate nonnegative integer-valued time-series. Observations are assumed to depend on the realization of two additional unobserved integer-valued stochastic variables which control for the time-and cross-dependence of the data. An Expectation......-Maximization algorithm for maximum likelihood estimation of the model's parameters is derived. We provide conditional and unconditional (cross)-moments implied by the model, as well as the limiting distribution of the series. A Monte Carlo experiment investigates the finite sample properties of our estimation...

Hierarchical graphs for rule-based modeling of biochemical systems

Directory of Open Access Journals (Sweden)

Hu Bin

2011-02-01

Full Text Available Abstract Background In rule-based modeling, graphs are used to represent molecules: a colored vertex represents a component of a molecule, a vertex attribute represents the internal state of a component, and an edge represents a bond between components. Components of a molecule share the same color. Furthermore, graph-rewriting rules are used to represent molecular interactions. A rule that specifies addition (removal of an edge represents a class of association (dissociation reactions, and a rule that specifies a change of a vertex attribute represents a class of reactions that affect the internal state of a molecular component. A set of rules comprises an executable model that can be used to determine, through various means, the system-level dynamics of molecular interactions in a biochemical system. Results For purposes of model annotation, we propose the use of hierarchical graphs to represent structural relationships among components and subcomponents of molecules. We illustrate how hierarchical graphs can be used to naturally document the structural organization of the functional components and subcomponents of two proteins: the protein tyrosine kinase Lck and the T cell receptor (TCR complex. We also show that computational methods developed for regular graphs can be applied to hierarchical graphs. In particular, we describe a generalization of Nauty, a graph isomorphism and canonical labeling algorithm. The generalized version of the Nauty procedure, which we call HNauty, can be used to assign canonical labels to hierarchical graphs or more generally to graphs with multiple edge types. The difference between the Nauty and HNauty procedures is minor, but for completeness, we provide an explanation of the entire HNauty algorithm. Conclusions Hierarchical graphs provide more intuitive formal representations of proteins and other structured molecules with multiple functional components than do the regular graphs of current languages for

A hierarchical model for ordinal matrix factorization

DEFF Research Database (Denmark)

Paquet, Ulrich; Thomson, Blaise; Winther, Ole

2012-01-01

This paper proposes a hierarchical probabilistic model for ordinal matrix factorization. Unlike previous approaches, we model the ordinal nature of the data and take a principled approach to incorporating priors for the hidden variables. Two algorithms are presented for inference, one based...

Perspective: Markov models for long-timescale biomolecular dynamics

International Nuclear Information System (INIS)

Schwantes, C. R.; McGibbon, R. T.; Pande, V. S.

2014-01-01

Molecular dynamics simulations have the potential to provide atomic-level detail and insight to important questions in chemical physics that cannot be observed in typical experiments. However, simply generating a long trajectory is insufficient, as researchers must be able to transform the data in a simulation trajectory into specific scientific insights. Although this analysis step has often been taken for granted, it deserves further attention as large-scale simulations become increasingly routine. In this perspective, we discuss the application of Markov models to the analysis of large-scale biomolecular simulations. We draw attention to recent improvements in the construction of these models as well as several important open issues. In addition, we highlight recent theoretical advances that pave the way for a new generation of models of molecular kinetics

Perspective: Markov models for long-timescale biomolecular dynamics

Energy Technology Data Exchange (ETDEWEB)

Schwantes, C. R.; McGibbon, R. T. [Department of Chemistry, Stanford University, Stanford, California 94305 (United States); Pande, V. S., E-mail: pande@stanford.edu [Department of Chemistry, Stanford University, Stanford, California 94305 (United States); Department of Computer Science, Stanford University, Stanford, California 94305 (United States); Department of Structural Biology, Stanford University, Stanford, California 94305 (United States); Biophysics Program, Stanford University, Stanford, California 94305 (United States)

2014-09-07

Molecular dynamics simulations have the potential to provide atomic-level detail and insight to important questions in chemical physics that cannot be observed in typical experiments. However, simply generating a long trajectory is insufficient, as researchers must be able to transform the data in a simulation trajectory into specific scientific insights. Although this analysis step has often been taken for granted, it deserves further attention as large-scale simulations become increasingly routine. In this perspective, we discuss the application of Markov models to the analysis of large-scale biomolecular simulations. We draw attention to recent improvements in the construction of these models as well as several important open issues. In addition, we highlight recent theoretical advances that pave the way for a new generation of models of molecular kinetics.

A hierarchical spatiotemporal analog forecasting model for count data.

Science.gov (United States)

McDermott, Patrick L; Wikle, Christopher K; Millspaugh, Joshua

2018-01-01

Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how past states deemed similar to the current state moved forward. Previous applications of analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes, but it has typically been presented in an empirical or heuristic procedure, rather than as a formal statistical model. The methodology presented here extends the model-based analog method of McDermott and Wikle (Environmetrics, 27, 2016, 70) by placing analog forecasting within a fully hierarchical statistical framework that can accommodate count observations. Using a Bayesian approach, the hierarchical analog model is able to quantify rigorously the uncertainty associated with forecasts. Forecasting waterfowl settling patterns in the northwestern United States and Canada is conducted by applying the hierarchical analog model to a breeding population survey dataset. Sea surface temperature (SST) in the Pacific Ocean is used to help identify potential analogs for the waterfowl settling patterns.

Pavement maintenance optimization model using Markov Decision Processes

Science.gov (United States)

Mandiartha, P.; Duffield, C. F.; Razelan, I. S. b. M.; Ismail, A. b. H.

2017-09-01

This paper presents an optimization model for selection of pavement maintenance intervention using a theory of Markov Decision Processes (MDP). There are some particular characteristics of the MDP developed in this paper which distinguish it from other similar studies or optimization models intended for pavement maintenance policy development. These unique characteristics include a direct inclusion of constraints into the formulation of MDP, the use of an average cost method of MDP, and the policy development process based on the dual linear programming solution. The limited information or discussions that are available on these matters in terms of stochastic based optimization model in road network management motivates this study. This paper uses a data set acquired from road authorities of state of Victoria, Australia, to test the model and recommends steps in the computation of MDP based stochastic optimization model, leading to the development of optimum pavement maintenance policy.

Estimation and uncertainty of reversible Markov models.

Science.gov (United States)

Trendelkamp-Schroer, Benjamin; Wu, Hao; Paul, Fabian; Noé, Frank

2015-11-07

Reversibility is a key concept in Markov models and master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model rely heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is, therefore, crucial to the successful application of the previously developed theory. In this work, we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference. All algorithms here are implemented in the PyEMMA software--http://pyemma.org--as of version 2.0.

Multi-state Markov models for disease progression in the presence of informative examination times: an application to hepatitis C.

Science.gov (United States)

Sweeting, M J; Farewell, V T; De Angelis, D

2010-05-20

In many chronic diseases it is important to understand the rate at which patients progress from infection through a series of defined disease states to a clinical outcome, e.g. cirrhosis in hepatitis C virus (HCV)-infected individuals or AIDS in HIV-infected individuals. Typically data are obtained from longitudinal studies, which often are observational in nature, and where disease state is observed only at selected examinations throughout follow-up. Transition times between disease states are therefore interval censored. Multi-state Markov models are commonly used to analyze such data, but rely on the assumption that the examination times are non-informative, and hence the examination process is ignorable in a likelihood-based analysis. In this paper we develop a Markov model that relaxes this assumption through the premise that the examination process is ignorable only after conditioning on a more regularly observed auxiliary variable. This situation arises in a study of HCV disease progression, where liver biopsies (the examinations) are sparse, irregular, and potentially informative with respect to the transition times. We use additional information on liver function tests (LFTs), commonly collected throughout follow-up, to inform current disease state and to assume an ignorable examination process. The model developed has a similar structure to a hidden Markov model and accommodates both the series of LFT measurements and the partially latent series of disease states. We show through simulation how this model compares with the commonly used ignorable Markov model, and a Markov model that assumes the examination process is non-ignorable. Copyright 2010 John Wiley & Sons, Ltd.

Information-Theoretic Performance Analysis of Sensor Networks via Markov Modeling of Time Series Data.

Science.gov (United States)

Li, Yue; Jha, Devesh K; Ray, Asok; Wettergren, Thomas A; Yue Li; Jha, Devesh K; Ray, Asok; Wettergren, Thomas A; Wettergren, Thomas A; Li, Yue; Ray, Asok; Jha, Devesh K

2018-06-01

This paper presents information-theoretic performance analysis of passive sensor networks for detection of moving targets. The proposed method falls largely under the category of data-level information fusion in sensor networks. To this end, a measure of information contribution for sensors is formulated in a symbolic dynamics framework. The network information state is approximately represented as the largest principal component of the time series collected across the network. To quantify each sensor's contribution for generation of the information content, Markov machine models as well as x-Markov (pronounced as cross-Markov) machine models, conditioned on the network information state, are constructed; the difference between the conditional entropies of these machines is then treated as an approximate measure of information contribution by the respective sensors. The x-Markov models represent the conditional temporal statistics given the network information state. The proposed method has been validated on experimental data collected from a local area network of passive sensors for target detection, where the statistical characteristics of environmental disturbances are similar to those of the target signal in the sense of time scale and texture. A distinctive feature of the proposed algorithm is that the network decisions are independent of the behavior and identity of the individual sensors, which is desirable from computational perspectives. Results are presented to demonstrate the proposed method's efficacy to correctly identify the presence of a target with very low false-alarm rates. The performance of the underlying algorithm is compared with that of a recent data-driven, feature-level information fusion algorithm. It is shown that the proposed algorithm outperforms the other algorithm.

Hidden Markov models for the activity profile of terrorist groups

OpenAIRE

Raghavan, Vasanthan; Galstyan, Aram; Tartakovsky, Alexander G.

2012-01-01

The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and, in general, tracking it over a period of time. Toward this goal, a $d$-state hidden Markov model (HMM) that captures the latent states underlying the dynamics of the group and thus its activity profile is developed. The simplest setting of $d=2$ corresponds to the case where the dynamics are coarsely quantized as Active and Inactive, re...

A Markov decision model for optimising economic production lot size ...

African Journals Online (AJOL)

Adopting such a Markov decision process approach, the states of a Markov chain represent possible states of demand. The decision of whether or not to produce additional inventory units is made using dynamic programming. This approach demonstrates the existence of an optimal state-dependent EPL size, and produces ...

Land-Cover Change Analysis and Simulation in Conakry (Guinea, Using Hybrid Cellular-Automata and Markov Model

Directory of Open Access Journals (Sweden)

Arafan Traore

2018-04-01

Full Text Available In this study, land-cover change in the capital Conakry of Guinea was simulated using the integrated Cellular Automata and Markov model (CA-Markov in the Geographic Information System (GIS and Remote Sensing (RS. Historical land-cover change information was derived from 1986, 2000 and 2016 Landsat data. Using the land-cover change maps of 1986 and 2000, the land-cover change map for 2016 was simulated based on the Markov model in IDRISSI software (Clark University, Worcester, MA, USA. The simulated result was compared with the 2016 land-cover map for validation using the Relative Operating Characteristic (ROC. The ROC result showed a very strong agreement between the two maps. From this result, the land-cover change map for 2025 was simulated using CA-Markov model. The result has indicated that the proportion of the urban area was 49% in 2016, and it is expected to increase to 52% by 2025, while vegetation will decrease from 35% in 2016 to 32% in 2025. This study suggests that the rapid land-cover change has been led by both rapid population growth and extreme poverty in rural areas, which will result in migration into Conakry. The results of this study will provide bases for assessing the sustainability and the management of the urban area and for taking actions to mitigate the degradation of the urban environment.

Markov source model for printed music decoding

Science.gov (United States)

Kopec, Gary E.; Chou, Philip A.; Maltz, David A.

1995-03-01

This paper describes a Markov source model for a simple subset of printed music notation. The model is based on the Adobe Sonata music symbol set and a message language of our own design. Chord imaging is the most complex part of the model. Much of the complexity follows from a rule of music typography that requires the noteheads for adjacent pitches to be placed on opposite sides of the chord stem. This rule leads to a proliferation of cases for other typographic details such as dot placement. We describe the language of message strings accepted by the model and discuss some of the imaging issues associated with various aspects of the message language. We also point out some aspects of music notation that appear problematic for a finite-state representation. Development of the model was greatly facilitated by the duality between image synthesis and image decoding. Although our ultimate objective was a music image model for use in decoding, most of the development proceeded by using the evolving model for image synthesis, since it is computationally far less costly to image a message than to decode an image.

Dynamic neutron scattering from conformational dynamics. I. Theory and Markov models.

Science.gov (United States)

Lindner, Benjamin; Yi, Zheng; Prinz, Jan-Hendrik; Smith, Jeremy C; Noé, Frank

2013-11-07

The dynamics of complex molecules can be directly probed by inelastic neutron scattering experiments. However, many of the underlying dynamical processes may exist on similar timescales, which makes it difficult to assign processes seen experimentally to specific structural rearrangements. Here, we show how Markov models can be used to connect structural changes observed in molecular dynamics simulation directly to the relaxation processes probed by scattering experiments. For this, a conformational dynamics theory of dynamical neutron and X-ray scattering is developed, following our previous approach for computing dynamical fingerprints of time-correlation functions [F. Noé, S. Doose, I. Daidone, M. Löllmann, J. Chodera, M. Sauer, and J. Smith, Proc. Natl. Acad. Sci. U.S.A. 108, 4822 (2011)]. Markov modeling is used to approximate the relaxation processes and timescales of the molecule via the eigenvectors and eigenvalues of a transition matrix between conformational substates. This procedure allows the establishment of a complete set of exponential decay functions and a full decomposition into the individual contributions, i.e., the contribution of every atom and dynamical process to each experimental relaxation process.

High-Resolution Remote Sensing Image Building Extraction Based on Markov Model

Science.gov (United States)

Zhao, W.; Yan, L.; Chang, Y.; Gong, L.

2018-04-01

With the increase of resolution, remote sensing images have the characteristics of increased information load, increased noise, more complex feature geometry and texture information, which makes the extraction of building information more difficult. To solve this problem, this paper designs a high resolution remote sensing image building extraction method based on Markov model. This method introduces Contourlet domain map clustering and Markov model, captures and enhances the contour and texture information of high-resolution remote sensing image features in multiple directions, and further designs the spectral feature index that can characterize "pseudo-buildings" in the building area. Through the multi-scale segmentation and extraction of image features, the fine extraction from the building area to the building is realized. Experiments show that this method can restrain the noise of high-resolution remote sensing images, reduce the interference of non-target ground texture information, and remove the shadow, vegetation and other pseudo-building information, compared with the traditional pixel-level image information extraction, better performance in building extraction precision, accuracy and completeness.

Composable Markov Building Blocks

NARCIS (Netherlands)

Evers, S.; Fokkinga, M.M.; Apers, Peter M.G.

2007-01-01

In situations where disjunct parts of the same process are described by their own first-order Markov models, these models can be joined together under the constraint that there can only be one activity at a time, i.e. the activities of one model coincide with non-activity in the other models. Under

Calibration of environmental radionuclide transfer models using a Bayesian approach with Markov chain Monte Carlo simulations and model comparisons - Calibration of radionuclides transfer models in the environment using a Bayesian approach with Markov chain Monte Carlo simulation and comparison of models

Energy Technology Data Exchange (ETDEWEB)

Nicoulaud-Gouin, V.; Giacalone, M.; Gonze, M.A. [Institut de Radioprotection et de Surete Nucleaire-PRP-ENV/SERIS/LM2E (France); Martin-Garin, A.; Garcia-Sanchez, L. [IRSN-PRP-ENV/SERIS/L2BT (France)

2014-07-01

Calibration of transfer models according to observation data is a challenge, especially if parameters uncertainty is required, and if competing models should be decided between them. Generally two main calibration methods are used: The frequentist approach in which the unknown parameter of interest is supposed fixed and its estimation is based on the data only. In this category, least squared method has many restrictions in nonlinear models and competing models need to be nested in order to be compared. The bayesian inference in which the unknown parameter of interest is supposed random and its estimation is based on the data and on prior information. Compared to frequentist method, it provides probability density functions and therefore pointwise estimation with credible intervals. However, in practical cases, Bayesian inference is a complex problem of numerical integration, which explains its low use in operational modeling including radioecology. This study aims to illustrate the interest and feasibility of Bayesian approach in radioecology particularly in the case of ordinary differential equations with non-constant coefficients models, which cover most radiological risk assessment models, notably those implemented in the Symbiose platform (Gonze et al, 2010). Markov Chain Monte Carlo (MCMC) method (Metropolis et al., 1953) was used because the posterior expectations are intractable integrals. The invariant distribution of the parameters was performed by the metropolis-Hasting algorithm (Hastings, 1970). GNU-MCSim software (Bois and Maszle, 2011) a bayesian hierarchical framework, was used to deal with nonlinear differential models. Two case studies including this type of model were investigated: An Equilibrium Kinetic sorption model (EK) (e.g. van Genuchten et al, 1974), with experimental data concerning {sup 137}Cs and {sup 85}Sr sorption and desorption in different soils studied in stirred flow-through reactors. This model, generalizing the K{sub d} approach

[Succession caused by beaver (Castor fiber L.) life activity: II. A refined Markov model].

Science.gov (United States)

Logofet; Evstigneev, O I; Aleinikov, A A; Morozova, A O

2015-01-01

The refined Markov model of cyclic zoogenic successions caused by beaver (Castor fiber L.) life activity represents a discrete chain of the following six states: flooded forest, swamped forest, pond, grassy swamp, shrubby swamp, and wet forest, which correspond to certain stages of succession. Those stages are defined, and a conceptual scheme of probable transitions between them for one time step is constructed from the knowledge of beaver behaviour in small river floodplains of "Bryanskii Les" Reserve. We calibrated the corresponding matrix of transition probabilities according to the optimization principle: minimizing differences between the model outcome and reality; the model generates a distribution of relative areas corresponding to the stages of succession, that has to be compared to those gained from case studies in the Reserve during 2002-2006. The time step is chosen to equal 2 years, and the first-step data in the sum of differences are given various weights, w (between 0 and 1). The value of w = 0.2 is selected due to its optimality and for some additional reasons. By the formulae of finite homogeneous Markov chain theory, we obtained the main results of the calibrated model, namely, a steady-state distribution of stage areas, indexes of cyclicity, and the mean durations (M(j)) of succession stages. The results of calibration give an objective quantitative nature to the expert knowledge of the course of succession and get a proper interpretation. The 2010 data, which are not involved in the calibration procedure, enabled assessing the quality of prediction by the homogeneous model in short-term (from the 2006 situation): the error of model area distribution relative to the distribution observed in 2010 falls into the range of 9-17%, the best prognosis being given by the least optimal matrices (rejected values of w). This indicates a formally heterogeneous nature of succession processes in time. Thus, the refined version of the homogeneous Markov chain

Hierarchical modeling of molecular energies using a deep neural network

Science.gov (United States)

Lubbers, Nicholas; Smith, Justin S.; Barros, Kipton

2018-06-01

We introduce the Hierarchically Interacting Particle Neural Network (HIP-NN) to model molecular properties from datasets of quantum calculations. Inspired by a many-body expansion, HIP-NN decomposes properties, such as energy, as a sum over hierarchical terms. These terms are generated from a neural network—a composition of many nonlinear transformations—acting on a representation of the molecule. HIP-NN achieves the state-of-the-art performance on a dataset of 131k ground state organic molecules and predicts energies with 0.26 kcal/mol mean absolute error. With minimal tuning, our model is also competitive on a dataset of molecular dynamics trajectories. In addition to enabling accurate energy predictions, the hierarchical structure of HIP-NN helps to identify regions of model uncertainty.

Utilization of two web-based continuing education courses evaluated by Markov chain model.

Science.gov (United States)

Tian, Hao; Lin, Jin-Mann S; Reeves, William C

2012-01-01

To evaluate the web structure of two web-based continuing education courses, identify problems and assess the effects of web site modifications. Markov chain models were built from 2008 web usage data to evaluate the courses' web structure and navigation patterns. The web site was then modified to resolve identified design issues and the improvement in user activity over the subsequent 12 months was quantitatively evaluated. Web navigation paths were collected between 2008 and 2010. The probability of navigating from one web page to another was analyzed. The continuing education courses' sequential structure design was clearly reflected in the resulting actual web usage models, and none of the skip transitions provided was heavily used. The web navigation patterns of the two different continuing education courses were similar. Two possible design flaws were identified and fixed in only one of the two courses. Over the following 12 months, the drop-out rate in the modified course significantly decreased from 41% to 35%, but remained unchanged in the unmodified course. The web improvement effects were further verified via a second-order Markov chain model. The results imply that differences in web content have less impact than web structure design on how learners navigate through continuing education courses. Evaluation of user navigation can help identify web design flaws and guide modifications. This study showed that Markov chain models provide a valuable tool to evaluate web-based education courses. Both the results and techniques in this study would be very useful for public health education and research specialists.

A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns

DEFF Research Database (Denmark)

Ntantamis, Christos

This paper introduces a Duration Hidden Markov Model to model bull and bear market regime switches in the stock market; the duration of each state of the Markov Chain is a random variable that depends on a set of exogenous variables. The model not only allows the endogenous determination...... of the different regimes and but also estimates the effect of the explanatory variables on the regimes' durations. The model is estimated here on NYSE returns using the short-term interest rate and the interest rate spread as exogenous variables. The bull market regime is assigned to the identified state...... with the higher mean and lower variance; bull market duration is found to be negatively dependent on short-term interest rates and positively on the interest rate spread, while bear market duration depends positively the short-term interest rate and negatively on the interest rate spread....

Markov state models of protein misfolding

Science.gov (United States)

Sirur, Anshul; De Sancho, David; Best, Robert B.

2016-02-01

Markov state models (MSMs) are an extremely useful tool for understanding the conformational dynamics of macromolecules and for analyzing MD simulations in a quantitative fashion. They have been extensively used for peptide and protein folding, for small molecule binding, and for the study of native ensemble dynamics. Here, we adapt the MSM methodology to gain insight into the dynamics of misfolded states. To overcome possible flaws in root-mean-square deviation (RMSD)-based metrics, we introduce a novel discretization approach, based on coarse-grained contact maps. In addition, we extend the MSM methodology to include "sink" states in order to account for the irreversibility (on simulation time scales) of processes like protein misfolding. We apply this method to analyze the mechanism of misfolding of tandem repeats of titin domains, and how it is influenced by confinement in a chaperonin-like cavity.

Monte Carlo Simulation of Markov, Semi-Markov, and Generalized Semi- Markov Processes in Probabilistic Risk Assessment

Science.gov (United States)

English, Thomas

2005-01-01

A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node. The nodal probabilities are determined by a reliability study of the physical system at work for a particular node. The reliability study performed at a node is typically referred to as a fault tree analysis, with the potential of a fault tree existing.for each node on the event tree. When examining an event tree it is obvious why the event tree/fault tree approach has been adopted. Typical event trees are quite complex in nature, and the event tree/fault tree approach provides a systematic and organized approach to reliability analysis. The purpose of this study was two fold. Firstly, we wanted to explore the possibility that a semi-Markov process can create dependencies between sojourn times (the times it takes to transition from one state to the next) that can decrease the uncertainty when estimating time to failures. Using a generalized semi-Markov model, we studied a four element reliability model and were able to demonstrate such sojourn time dependencies. Secondly, we wanted to study the use of semi-Markov processes to introduce a time variable into the event tree diagrams that are commonly developed in PRA (Probabilistic Risk Assessment) analyses. Event tree end states which change with time are more representative of failure scenarios than are the usual static probability-derived end states.

Availability Control for Means of Transport in Decisive Semi-Markov Models of Exploitation Process

Science.gov (United States)

Migawa, Klaudiusz

2012-12-01

The issues presented in this research paper refer to problems connected with the control process for exploitation implemented in the complex systems of exploitation for technical objects. The article presents the description of the method concerning the control availability for technical objects (means of transport) on the basis of the mathematical model of the exploitation process with the implementation of the decisive processes by semi-Markov. The presented method means focused on the preparing the decisive for the exploitation process for technical objects (semi-Markov model) and after that specifying the best control strategy (optimal strategy) from among possible decisive variants in accordance with the approved criterion (criteria) of the activity evaluation of the system of exploitation for technical objects. In the presented method specifying the optimal strategy for control availability in the technical objects means a choice of a sequence of control decisions made in individual states of modelled exploitation process for which the function being a criterion of evaluation reaches the extreme value. In order to choose the optimal control strategy the implementation of the genetic algorithm was chosen. The opinions were presented on the example of the exploitation process of the means of transport implemented in the real system of the bus municipal transport. The model of the exploitation process for the means of transports was prepared on the basis of the results implemented in the real transport system. The mathematical model of the exploitation process was built taking into consideration the fact that the model of the process constitutes the homogenous semi-Markov process.

Characterization of prokaryotic and eukaryotic promoters using hidden Markov models

DEFF Research Database (Denmark)

Pedersen, Anders Gorm; Baldi, P.; Chauvin, Y.

1996-01-01

In this paper we utilize hidden Markov models (HMMs) and information theory to analyze prokaryotic and eukaryotic promoters. We perform this analysis with special emphasis on the fact that promoters are divided into a number of different classes, depending on which polymerase-associated factors...... that bind to them. We find that HMMs trained on such subclasses of Escherichia coli promoters (specifically, the so-called sigma 70 and sigma 54 classes) give an excellent classification of unknown promoters with respect to sigma-class. HMMs trained on eukaryotic sequences from human genes also model nicely...

Markov Modeling with Soft Aggregation for Safety and Decision Analysis; TOPICAL

International Nuclear Information System (INIS)

COOPER, J. ARLIN

1999-01-01

The methodology in this report improves on some of the limitations of many conventional safety assessment and decision analysis methods. A top-down mathematical approach is developed for decomposing systems and for expressing imprecise individual metrics as possibilistic or fuzzy numbers. A ''Markov-like'' model is developed that facilitates combining (aggregating) inputs into overall metrics and decision aids, also portraying the inherent uncertainty. A major goal of Markov modeling is to help convey the top-down system perspective. One of the constituent methodologies allows metrics to be weighted according to significance of the attribute and aggregated nonlinearly as to contribution. This aggregation is performed using exponential combination of the metrics, since the accumulating effect of such factors responds less and less to additional factors. This is termed ''soft'' mathematical aggregation. Dependence among the contributing factors is accounted for by incorporating subjective metrics on ''overlap'' of the factors as well as by correspondingly reducing the overall contribution of these combinations to the overall aggregation. Decisions corresponding to the meaningfulness of the results are facilitated in several ways. First, the results are compared to a soft threshold provided by a sigmoid function. Second, information is provided on input ''Importance'' and ''Sensitivity,'' in order to know where to place emphasis on considering new controls that may be necessary. Third, trends in inputs and outputs are tracked in order to obtain significant information% including cyclic information for the decision process. A practical example from the air transportation industry is used to demonstrate application of the methodology. Illustrations are given for developing a structure (along with recommended inputs and weights) for air transportation oversight at three different levels, for developing and using cycle information, for developing Importance and

Overshoot in biological systems modelled by Markov chains: a non-equilibrium dynamic phenomenon.

Science.gov (United States)

Jia, Chen; Qian, Minping; Jiang, Daquan

2014-08-01

A number of biological systems can be modelled by Markov chains. Recently, there has been an increasing concern about when biological systems modelled by Markov chains will perform a dynamic phenomenon called overshoot. In this study, the authors found that the steady-state behaviour of the system will have a great effect on the occurrence of overshoot. They showed that overshoot in general cannot occur in systems that will finally approach an equilibrium steady state. They further classified overshoot into two types, named as simple overshoot and oscillating overshoot. They showed that except for extreme cases, oscillating overshoot will occur if the system is far from equilibrium. All these results clearly show that overshoot is a non-equilibrium dynamic phenomenon with energy consumption. In addition, the main result in this study is validated with real experimental data.

Learning to Automatically Detect Features for Mobile Robots Using Second-Order Hidden Markov Models

Directory of Open Access Journals (Sweden)

Olivier Aycard

2004-12-01

Full Text Available In this paper, we propose a new method based on Hidden Markov Models to interpret temporal sequences of sensor data from mobile robots to automatically detect features. Hidden Markov Models have been used for a long time in pattern recognition, especially in speech recognition. Their main advantages over other methods (such as neural networks are their ability to model noisy temporal signals of variable length. We show in this paper that this approach is well suited for interpretation of temporal sequences of mobile-robot sensor data. We present two distinct experiments and results: the first one in an indoor environment where a mobile robot learns to detect features like open doors or T-intersections, the second one in an outdoor environment where a different mobile robot has to identify situations like climbing a hill or crossing a rock.

Utilizing Gaze Behavior for Inferring Task Transitions Using Abstract Hidden Markov Models

Directory of Open Access Journals (Sweden)

Daniel Fernando Tello Gamarra

2016-12-01

Full Text Available We demonstrate an improved method for utilizing observed gaze behavior and show that it is useful in inferring hand movement intent during goal directed tasks. The task dynamics and the relationship between hand and gaze behavior are learned using an Abstract Hidden Markov Model (AHMM. We show that the predicted hand movement transitions occur consistently earlier in AHMM models with gaze than those models that do not include gaze observations.

A simplified parsimonious higher order multivariate Markov chain model with new convergence condition

Science.gov (United States)

Wang, Chao; Yang, Chuan-sheng

2017-09-01

In this paper, we present a simplified parsimonious higher-order multivariate Markov chain model with new convergence condition. (TPHOMMCM-NCC). Moreover, estimation method of the parameters in TPHOMMCM-NCC is give. Numerical experiments illustrate the effectiveness of TPHOMMCM-NCC.

A non-parametric hierarchical model to discover behavior dynamics from tracks

NARCIS (Netherlands)

Kooij, J.F.P.; Englebienne, G.; Gavrila, D.M.

2012-01-01

We present a novel non-parametric Bayesian model to jointly discover the dynamics of low-level actions and high-level behaviors of tracked people in open environments. Our model represents behaviors as Markov chains of actions which capture high-level temporal dynamics. Actions may be shared by

Hierarchical and coupling model of factors influencing vessel traffic flow.

Science.gov (United States)

Liu, Zhao; Liu, Jingxian; Li, Huanhuan; Li, Zongzhi; Tan, Zhirong; Liu, Ryan Wen; Liu, Yi

2017-01-01

Understanding the characteristics of vessel traffic flow is crucial in maintaining navigation safety, efficiency, and overall waterway transportation management. Factors influencing vessel traffic flow possess diverse features such as hierarchy, uncertainty, nonlinearity, complexity, and interdependency. To reveal the impact mechanism of the factors influencing vessel traffic flow, a hierarchical model and a coupling model are proposed in this study based on the interpretative structural modeling method. The hierarchical model explains the hierarchies and relationships of the factors using a graph. The coupling model provides a quantitative method that explores interaction effects of factors using a coupling coefficient. The coupling coefficient is obtained by determining the quantitative indicators of the factors and their weights. Thereafter, the data obtained from Port of Tianjin is used to verify the proposed coupling model. The results show that the hierarchical model of the factors influencing vessel traffic flow can explain the level, structure, and interaction effect of the factors; the coupling model is efficient in analyzing factors influencing traffic volumes. The proposed method can be used for analyzing increases in vessel traffic flow in waterway transportation system.

Noise can speed convergence in Markov chains.

Science.gov (United States)

Franzke, Brandon; Kosko, Bart

2011-10-01

A new theorem shows that noise can speed convergence to equilibrium in discrete finite-state Markov chains. The noise applies to the state density and helps the Markov chain explore improbable regions of the state space. The theorem ensures that a stochastic-resonance noise benefit exists for states that obey a vector-norm inequality. Such noise leads to faster convergence because the noise reduces the norm components. A corollary shows that a noise benefit still occurs if the system states obey an alternate norm inequality. This leads to a noise-benefit algorithm that requires knowledge of the steady state. An alternative blind algorithm uses only past state information to achieve a weaker noise benefit. Simulations illustrate the predicted noise benefits in three well-known Markov models. The first model is a two-parameter Ehrenfest diffusion model that shows how noise benefits can occur in the class of birth-death processes. The second model is a Wright-Fisher model of genotype drift in population genetics. The third model is a chemical reaction network of zeolite crystallization. A fourth simulation shows a convergence rate increase of 64% for states that satisfy the theorem and an increase of 53% for states that satisfy the corollary. A final simulation shows that even suboptimal noise can speed convergence if the noise applies over successive time cycles. Noise benefits tend to be sharpest in Markov models that do not converge quickly and that do not have strong absorbing states.

Technical manual for basic version of the Markov chain nest productivity model (MCnest)

Science.gov (United States)

The Markov Chain Nest Productivity Model (or MCnest) integrates existing toxicity information from three standardized avian toxicity tests with information on species life history and the timing of pesticide applications relative to the timing of avian breeding seasons to quantit...

User’s manual for basic version of MCnest Markov chain nest productivity model

Science.gov (United States)

The Markov Chain Nest Productivity Model (or MCnest) integrates existing toxicity information from three standardized avian toxicity tests with information on species life history and the timing of pesticide applications relative to the timing of avian breeding seasons to quantit...

Automatic categorization of web pages and user clustering with mixtures of hidden Markov models

NARCIS (Netherlands)

Ypma, A.; Heskes, T.M.; Zaiane, O.R.; Srivastav, J.

2003-01-01

We propose mixtures of hidden Markov models for modelling clickstreams of web surfers. Hence, the page categorization is learned from the data without the need for a (possibly cumbersome) manual categorization. We provide an EM algorithm for training a mixture of HMMs and show that additional static

An integrated Markov decision process and nested logit consumer response model of air ticket pricing

NARCIS (Netherlands)

Lu, J.; Feng, T.; Timmermans, H.P.J.; Yang, Z.

2017-01-01

The paper attempts to propose an optimal air ticket pricing model during the booking horizon by taking into account passengers' purchasing behavior of air tickets. A Markov decision process incorporating a nested logit consumer response model is established to modeling the dynamic pricing process.

Modelling and evaluation of surgical performance using hidden Markov models.

Science.gov (United States)

Megali, Giuseppe; Sinigaglia, Stefano; Tonet, Oliver; Dario, Paolo

2006-10-01

Minimally invasive surgery has become very widespread in the last ten years. Since surgeons experience difficulties in learning and mastering minimally invasive techniques, the development of training methods is of great importance. While the introduction of virtual reality-based simulators has introduced a new paradigm in surgical training, skill evaluation methods are far from being objective. This paper proposes a method for defining a model of surgical expertise and an objective metric to evaluate performance in laparoscopic surgery. Our approach is based on the processing of kinematic data describing movements of surgical instruments. We use hidden Markov model theory to define an expert model that describes expert surgical gesture. The model is trained on kinematic data related to exercises performed on a surgical simulator by experienced surgeons. Subsequently, we use this expert model as a reference model in the definition of an objective metric to evaluate performance of surgeons with different abilities. Preliminary results show that, using different topologies for the expert model, the method can be efficiently used both for the discrimination between experienced and novice surgeons, and for the quantitative assessment of surgical ability.

Discrete time Markov chains (DTMC) susceptible infected susceptible (SIS) epidemic model with two pathogens in two patches

Science.gov (United States)

Lismawati, Eka; Respatiwulan; Widyaningsih, Purnami

2017-06-01

The SIS epidemic model describes the pattern of disease spread with characteristics that recovered individuals can be infected more than once. The number of susceptible and infected individuals every time follows the discrete time Markov process. It can be represented by the discrete time Markov chains (DTMC) SIS. The DTMC SIS epidemic model can be developed for two pathogens in two patches. The aims of this paper are to reconstruct and to apply the DTMC SIS epidemic model with two pathogens in two patches. The model was presented as transition probabilities. The application of the model obtain that the number of susceptible individuals decreases while the number of infected individuals increases for each pathogen in each patch.

Markov decision processes: a tool for sequential decision making under uncertainty.

Science.gov (United States)

Alagoz, Oguzhan; Hsu, Heather; Schaefer, Andrew J; Roberts, Mark S

2010-01-01

We provide a tutorial on the construction and evaluation of Markov decision processes (MDPs), which are powerful analytical tools used for sequential decision making under uncertainty that have been widely used in many industrial and manufacturing applications but are underutilized in medical decision making (MDM). We demonstrate the use of an MDP to solve a sequential clinical treatment problem under uncertainty. Markov decision processes generalize standard Markov models in that a decision process is embedded in the model and multiple decisions are made over time. Furthermore, they have significant advantages over standard decision analysis. We compare MDPs to standard Markov-based simulation models by solving the problem of the optimal timing of living-donor liver transplantation using both methods. Both models result in the same optimal transplantation policy and the same total life expectancies for the same patient and living donor. The computation time for solving the MDP model is significantly smaller than that for solving the Markov model. We briefly describe the growing literature of MDPs applied to medical decisions.

Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes

Directory of Open Access Journals (Sweden)

Tomoaki Nakamura

2017-12-01

Full Text Available Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM, the emission distributions of which are Gaussian processes (GPs. Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods.

A hidden Markov model approach to neuron firing patterns.

Science.gov (United States)

Camproux, A C; Saunier, F; Chouvet, G; Thalabard, J C; Thomas, G

1996-11-01

Analysis and characterization of neuronal discharge patterns are of interest to neurophysiologists and neuropharmacologists. In this paper we present a hidden Markov model approach to modeling single neuron electrical activity. Basically the model assumes that each interspike interval corresponds to one of several possible states of the neuron. Fitting the model to experimental series of interspike intervals by maximum likelihood allows estimation of the number of possible underlying neuron states, the probability density functions of interspike intervals corresponding to each state, and the transition probabilities between states. We present an application to the analysis of recordings of a locus coeruleus neuron under three pharmacological conditions. The model distinguishes two states during halothane anesthesia and during recovery from halothane anesthesia, and four states after administration of clonidine. The transition probabilities yield additional insights into the mechanisms of neuron firing.

Hierarchical Bayesian Models of Subtask Learning

Science.gov (United States)

Anglim, Jeromy; Wynton, Sarah K. A.

2015-01-01

The current study used Bayesian hierarchical methods to challenge and extend previous work on subtask learning consistency. A general model of individual-level subtask learning was proposed focusing on power and exponential functions with constraints to test for inconsistency. To study subtask learning, we developed a novel computer-based booking…

Mixture estimation with state-space components and Markov model of switching

Czech Academy of Sciences Publication Activity Database

Nagy, Ivan; Suzdaleva, Evgenia

2013-01-01

Roč. 37, č. 24 (2013), s. 9970-9984 ISSN 0307-904X R&D Projects: GA TA ČR TA01030123 Institutional support: RVO:67985556 Keywords : probabilistic dynamic mixtures, * probability density function * state-space models * recursive mixture estimation * Bayesian dynamic decision making under uncertainty * Kerridge inaccuracy Subject RIV: BC - Control Systems Theory Impact factor: 2.158, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/nagy-mixture estimation with state-space components and markov model of switching.pdf

ANALYTIC WORD RECOGNITION WITHOUT SEGMENTATION BASED ON MARKOV RANDOM FIELDS

NARCIS (Netherlands)

Coisy, C.; Belaid, A.

2004-01-01

In this paper, a method for analytic handwritten word recognition based on causal Markov random fields is described. The words models are HMMs where each state corresponds to a letter; each letter is modelled by a NSHP­HMM (Markov field). Global models are build dynamically, and used for recognition

Markov branching in the vertex splitting model

International Nuclear Information System (INIS)

Stefánsson, Sigurdur Örn

2012-01-01

We study a special case of the vertex splitting model which is a recent model of randomly growing trees. For any finite maximum vertex degree D, we find a one parameter model, with parameter α element of [0,1] which has a so-called Markov branching property. When D=∞ we find a two parameter model with an additional parameter γ element of [0,1] which also has this feature. In the case D = 3, the model bears resemblance to Ford's α-model of phylogenetic trees and when D=∞ it is similar to its generalization, the αγ-model. For α = 0, the model reduces to the well known model of preferential attachment. In the case α > 0, we prove convergence of the finite volume probability measures, generated by the growth rules, to a measure on infinite trees which is concentrated on the set of trees with a single spine. We show that the annealed Hausdorff dimension with respect to the infinite volume measure is 1/α. When γ = 0 the model reduces to a model of growing caterpillar graphs in which case we prove that the Hausdorff dimension is almost surely 1/α and that the spectral dimension is almost surely 2/(1 + α). We comment briefly on the distribution of vertex degrees and correlations between degrees of neighbouring vertices

Gold price effect on stock market: A Markov switching vector error correction approach

Science.gov (United States)

Wai, Phoong Seuk; Ismail, Mohd Tahir; Kun, Sek Siok

2014-06-01

Gold is a popular precious metal where the demand is driven not only for practical use but also as a popular investments commodity. While stock market represents a country growth, thus gold price effect on stock market behavior as interest in the study. Markov Switching Vector Error Correction Models are applied to analysis the relationship between gold price and stock market changes since real financial data always exhibit regime switching, jumps or missing data through time. Besides, there are numerous specifications of Markov Switching Vector Error Correction Models and this paper will compare the intercept adjusted Markov Switching Vector Error Correction Model and intercept adjusted heteroskedasticity Markov Switching Vector Error Correction Model to determine the best model representation in capturing the transition of the time series. Results have shown that gold price has a positive relationship with Malaysia, Thailand and Indonesia stock market and a two regime intercept adjusted heteroskedasticity Markov Switching Vector Error Correction Model is able to provide the more significance and reliable result compare to intercept adjusted Markov Switching Vector Error Correction Models.

Unifying Model-Based and Reactive Programming within a Model-Based Executive

Science.gov (United States)

Williams, Brian C.; Gupta, Vineet; Norvig, Peter (Technical Monitor)

1999-01-01

Real-time, model-based, deduction has recently emerged as a vital component in AI's tool box for developing highly autonomous reactive systems. Yet one of the current hurdles towards developing model-based reactive systems is the number of methods simultaneously employed, and their corresponding melange of programming and modeling languages. This paper offers an important step towards unification. We introduce RMPL, a rich modeling language that combines probabilistic, constraint-based modeling with reactive programming constructs, while offering a simple semantics in terms of hidden state Markov processes. We introduce probabilistic, hierarchical constraint automata (PHCA), which allow Markov processes to be expressed in a compact representation that preserves the modularity of RMPL programs. Finally, a model-based executive, called Reactive Burton is described that exploits this compact encoding to perform efficIent simulation, belief state update and control sequence generation.

Short-term droughts forecast using Markov chain model in Victoria, Australia

Science.gov (United States)

Rahmat, Siti Nazahiyah; Jayasuriya, Niranjali; Bhuiyan, Muhammed A.

2017-07-01

A comprehensive risk management strategy for dealing with drought should include both short-term and long-term planning. The objective of this paper is to present an early warning method to forecast drought using the Standardised Precipitation Index (SPI) and a non-homogeneous Markov chain model. A model such as this is useful for short-term planning. The developed method has been used to forecast droughts at a number of meteorological monitoring stations that have been regionalised into six (6) homogenous clusters with similar drought characteristics based on SPI. The non-homogeneous Markov chain model was used to estimate drought probabilities and drought predictions up to 3 months ahead. The drought severity classes defined using the SPI were computed at a 12-month time scale. The drought probabilities and the predictions were computed for six clusters that depict similar drought characteristics in Victoria, Australia. Overall, the drought severity class predicted was quite similar for all the clusters, with the non-drought class probabilities ranging from 49 to 57 %. For all clusters, the near normal class had a probability of occurrence varying from 27 to 38 %. For the more moderate and severe classes, the probabilities ranged from 2 to 13 % and 3 to 1 %, respectively. The developed model predicted drought situations 1 month ahead reasonably well. However, 2 and 3 months ahead predictions should be used with caution until the models are developed further.

Automatic thoracic anatomy segmentation on CT images using hierarchical fuzzy models and registration

Science.gov (United States)

Sun, Kaioqiong; Udupa, Jayaram K.; Odhner, Dewey; Tong, Yubing; Torigian, Drew A.

2014-03-01

This paper proposes a thoracic anatomy segmentation method based on hierarchical recognition and delineation guided by a built fuzzy model. Labeled binary samples for each organ are registered and aligned into a 3D fuzzy set representing the fuzzy shape model for the organ. The gray intensity distributions of the corresponding regions of the organ in the original image are recorded in the model. The hierarchical relation and mean location relation between different organs are also captured in the model. Following the hierarchical structure and location relation, the fuzzy shape model of different organs is registered to the given target image to achieve object recognition. A fuzzy connected delineation method is then used to obtain the final segmentation result of organs with seed points provided by recognition. The hierarchical structure and location relation integrated in the model provide the initial parameters for registration and make the recognition efficient and robust. The 3D fuzzy model combined with hierarchical affine registration ensures that accurate recognition can be obtained for both non-sparse and sparse organs. The results on real images are presented and shown to be better than a recently reported fuzzy model-based anatomy recognition strategy.

Input modeling with phase-type distributions and Markov models theory and applications

CERN Document Server

Buchholz, Peter; Felko, Iryna

2014-01-01

Containing a summary of several recent results on Markov-based input modeling in a coherent notation, this book introduces and compares algorithms for parameter fitting and gives an overview of available software tools in the area. Due to progress made in recent years with respect to new algorithms to generate PH distributions and Markovian arrival processes from measured data, the models outlined are useful alternatives to other distributions or stochastic processes used for input modeling. Graduate students and researchers in applied probability, operations research and computer science along with practitioners using simulation or analytical models for performance analysis and capacity planning will find the unified notation and up-to-date results presented useful. Input modeling is the key step in model based system analysis to adequately describe the load of a system using stochastic models. The goal of input modeling is to find a stochastic model to describe a sequence of measurements from a real system...

Markov Chain-Like Quantum Biological Modeling of Mutations, Aging, and Evolution

Directory of Open Access Journals (Sweden)

Ivan B. Djordjevic

2015-08-01

Full Text Available Recent evidence suggests that quantum mechanics is relevant in photosynthesis, magnetoreception, enzymatic catalytic reactions, olfactory reception, photoreception, genetics, electron-transfer in proteins, and evolution; to mention few. In our recent paper published in Life, we have derived the operator-sum representation of a biological channel based on codon basekets, and determined the quantum channel model suitable for study of the quantum biological channel capacity. However, this model is essentially memoryless and it is not able to properly model the propagation of mutation errors in time, the process of aging, and evolution of genetic information through generations. To solve for these problems, we propose novel quantum mechanical models to accurately describe the process of creation spontaneous, induced, and adaptive mutations and their propagation in time. Different biological channel models with memory, proposed in this paper, include: (i Markovian classical model, (ii Markovian-like quantum model, and (iii hybrid quantum-classical model. We then apply these models in a study of aging and evolution of quantum biological channel capacity through generations. We also discuss key differences of these models with respect to a multilevel symmetric channel-based Markovian model and a Kimura model-based Markovian process. These models are quite general and applicable to many open problems in biology, not only biological channel capacity, which is the main focus of the paper. We will show that the famous quantum Master equation approach, commonly used to describe different biological processes, is just the first-order approximation of the proposed quantum Markov chain-like model, when the observation interval tends to zero. One of the important implications of this model is that the aging phenotype becomes determined by different underlying transition probabilities in both programmed and random (damage Markov chain-like models of aging, which

Bayesian models: A statistical primer for ecologists

Science.gov (United States)

Hobbs, N. Thompson; Hooten, Mevin B.

2015-01-01

Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods—in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach.Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probability and develops a step-by-step sequence of connected ideas, including basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and inference from single and multiple models. This unique book places less emphasis on computer coding, favoring instead a concise presentation of the mathematical statistics needed to understand how and why Bayesian analysis works. It also explains how to write out properly formulated hierarchical Bayesian models and use them in computing, research papers, and proposals.This primer enables ecologists to understand the statistical principles behind Bayesian modeling and apply them to research, teaching, policy, and management.Presents the mathematical and statistical foundations of Bayesian modeling in language accessible to non-statisticiansCovers basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and moreDeemphasizes computer coding in favor of basic principlesExplains how to write out properly factored statistical expressions representing Bayesian models

Markov chain Monte Carlo with the Integrated Nested Laplace Approximation

KAUST Repository

Gómez-Rubio, Virgilio

2017-10-06

The Integrated Nested Laplace Approximation (INLA) has established itself as a widely used method for approximate inference on Bayesian hierarchical models which can be represented as a latent Gaussian model (LGM). INLA is based on producing an accurate approximation to the posterior marginal distributions of the parameters in the model and some other quantities of interest by using repeated approximations to intermediate distributions and integrals that appear in the computation of the posterior marginals. INLA focuses on models whose latent effects are a Gaussian Markov random field. For this reason, we have explored alternative ways of expanding the number of possible models that can be fitted using the INLA methodology. In this paper, we present a novel approach that combines INLA and Markov chain Monte Carlo (MCMC). The aim is to consider a wider range of models that can be fitted with INLA only when some of the parameters of the model have been fixed. We show how new values of these parameters can be drawn from their posterior by using conditional models fitted with INLA and standard MCMC algorithms, such as Metropolis–Hastings. Hence, this will extend the use of INLA to fit models that can be expressed as a conditional LGM. Also, this new approach can be used to build simpler MCMC samplers for complex models as it allows sampling only on a limited number of parameters in the model. We will demonstrate how our approach can extend the class of models that could benefit from INLA, and how the R-INLA package will ease its implementation. We will go through simple examples of this new approach before we discuss more advanced applications with datasets taken from the relevant literature. In particular, INLA within MCMC will be used to fit models with Laplace priors in a Bayesian Lasso model, imputation of missing covariates in linear models, fitting spatial econometrics models with complex nonlinear terms in the linear predictor and classification of data with

Markov chain Monte Carlo with the Integrated Nested Laplace Approximation

KAUST Repository

Gó mez-Rubio, Virgilio; Rue, Haavard

2017-01-01

The Integrated Nested Laplace Approximation (INLA) has established itself as a widely used method for approximate inference on Bayesian hierarchical models which can be represented as a latent Gaussian model (LGM). INLA is based on producing an accurate approximation to the posterior marginal distributions of the parameters in the model and some other quantities of interest by using repeated approximations to intermediate distributions and integrals that appear in the computation of the posterior marginals. INLA focuses on models whose latent effects are a Gaussian Markov random field. For this reason, we have explored alternative ways of expanding the number of possible models that can be fitted using the INLA methodology. In this paper, we present a novel approach that combines INLA and Markov chain Monte Carlo (MCMC). The aim is to consider a wider range of models that can be fitted with INLA only when some of the parameters of the model have been fixed. We show how new values of these parameters can be drawn from their posterior by using conditional models fitted with INLA and standard MCMC algorithms, such as Metropolis–Hastings. Hence, this will extend the use of INLA to fit models that can be expressed as a conditional LGM. Also, this new approach can be used to build simpler MCMC samplers for complex models as it allows sampling only on a limited number of parameters in the model. We will demonstrate how our approach can extend the class of models that could benefit from INLA, and how the R-INLA package will ease its implementation. We will go through simple examples of this new approach before we discuss more advanced applications with datasets taken from the relevant literature. In particular, INLA within MCMC will be used to fit models with Laplace priors in a Bayesian Lasso model, imputation of missing covariates in linear models, fitting spatial econometrics models with complex nonlinear terms in the linear predictor and classification of data with

A new Markov-chain-related statistical approach for modelling synthetic wind power time series

International Nuclear Information System (INIS)