Research ArticleOpen accessIn the abstractAssessing Convergence of the Markov Chain Monte Carlo Method in Multivariate CaseDenismar Alves Nogueira, Thelma Safadi, Daniel Furtado Ferreira, Eric Batista FerreiraThe formal convergence diagnosis of the Markov Chain Monte Carlo (MCMC) is made using univariate and multivariate criteria. In 1998, a multivariate extension of the univariate criterion of multiple sequences was proposed. However, due to some problems of that multivariate criterion, an alternative form of calculation was proposed in addition to the two new alternatives for multivariate convergence criteria. In … …Journal of Mathematics and Statistics, Vol. 8, Issue 4 · 8 Jan 2013 · 7,019 accessesView PDFCite
Research ArticleOpen accessIn the abstractNovel Mechanism Control Algorithm for Wired NetworkV. B. Kirubanand, S. PalaniammalProblem statement: A critical issue in wireless network where the data can hack by the person and we add a novel encryption mechanism to protect the data transfer from client to server and vice versa. Approach: We present a queuing model of a client and server that uses for bulk arrival service. The arrival of data requests is assumed to … …Journal of Computer Science, Vol. 7, Issue 9 · 27 Jul 2011 · 6,651 accessesView PDFCite
Research ArticleOpen accessIn the abstractEstablishing an Adaptive Production-Procurement System with Markov Chain Approach Associated with 3C TheoryChun-Ta LinProblem statement: In this study, we classify the imperfect situations that the unreliability of production and the defective products might be incurred from production process into eight independently recurrent categories. Approach: With the property of recurrence of Markov chain, the limiting probability of each imperfect production category can be calculated through the transition probabilities matrix generated from these imperfect production … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 18 Jul 2011 · 7,352 accessesView PDFCite
Research ArticleOpen accessIn the abstractApplication of Markov Chains to Stock TrendsKevin J. Doubleday, Julius N. EsungeProblem statement: Modeling of the Dow Jones Industrial Average is frequently attempted in order to determine trading strategies with maximum payoff. Changes in the DJIA are important since movements may affect both individuals and corporations profoundly. Previous work showed that modeling a market as a random walk was valid and that a market may be viewed as having the Markov … …Journal of Mathematics and Statistics, Vol. 7, Issue 2 · 18 May 2011 · 8,558 accessesView PDFCite
Research ArticleOpen accessIn the abstractDissecting Two Approaches to Energy PricesJulius N. Esunge, Andrew Snyder-BeattieProblem statement: This research tested the viability of Geometric Brownian Motion as a stochastic model of oil prices. Approach: Using autoregressions and unit root tests, we determined that oil prices tend not to exhibit the Markov Property and thus GBM may be a problematic model. Results: Instead, oil prices seem to be mean reverting over the long run, possibly following … …Journal of Mathematics and Statistics, Vol. 7, Issue 2 · 18 May 2011 · 7,100 accessesView PDFCite
Research ArticleOpen accessIn the abstractPredicting the Severity of Breast Masses with Ensemble of Bayesian ClassifiersAlaa M. ElsayadProblem statement: This study evaluated two different Bayesian classifiers; tree augmented Naive Bayes and Markov blanket estimation networks in order to build an ensemble model for prediction the severity of breast masses. The objective of the proposed algorithm was to help physicians in their decisions to perform a breast biopsy on a suspicious lesion seen in a mammogram image or … …Journal of Computer Science, Vol. 6, Issue 5 · 31 May 2010 · 7,299 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Extension of Yoshida, Imoto, Higuchi and Miyano ResultB. OnoghojobiProblem statement: Different approaches to deal with dynamic model when it is studentized are presented. Approach: In this respect, the recursive formula for calculating state space in the canonical form. Results: The asymptotic distribution of their test under the linear system for the gene network and a studentized-dynamic linear model with Markov denoising switching for estimating time-dependent gene network structure … …Journal of Mathematics and Statistics, Vol. 5, Issue 4 · 31 Dec 2009 · 6,798 accessesView PDFCite
Research ArticleOpen accessIn the abstractComputational Discrete Time Markov Chain with Correlated Transition ProbabilitiesPeerayuth CharnsethikulThis study presents a computational procedure for analyzing statistics of steady state probabilities in a discrete time Markov chain with correlations among their transition probabilities. The proposed model simply uses the first order Taylor’s series expansion and statistical expected value properties to obtain the resulting linear matrix equations system. Computationally, the bottleneck is O(n4) but can be improved by distributed … …Journal of Mathematics and Statistics, Vol. 2, Issue 4 · 31 Dec 2007 · 6,648 accessesView PDFCite
Research ArticleOpen accessIn the abstractMarkov Property of the Solution of the Stochastic Generalized EquationsKhaldi KhaledSome models of probabilities are described by generalized stochastic equations. These models (like that prediction) lead to the resolution of boundary problems for random distributions (generalized equations). We are interested in the equation in Lx = f in S ⊂ IRd where L is a linear operator, f is a random distribution and to the class of boundary conditions on … …Journal of Mathematics and Statistics, Vol. 3, Issue 3 · 30 Sep 2007 · 6,885 accessesView PDFCite
Research ArticleOpen accessIn the abstractRange Image Segmentation by Randomized Region Growing and Bayesian Edge RegularizationSmaine Mazouzi, Mohamed BatoucheWe presented and evaluated a new Bayesian method for range image segmentation. The method proceeds in to stages. First, an initial segmentation was produced by a randomized region growing technique. The produced segmentation was considered as a degraded version of the ideal segmentation, which should be then refined. In the second stage, image pixels not labeled in the first stage … …Journal of Computer Science, Vol. 3, Issue 5 · 31 May 2007 · 6,924 accessesView PDFCite