scholarly journals A Metropolis-Hastings Sampling of Subtrees in Graphs

2019 ◽  
Vol 48 (5) ◽  
pp. 17-33
Author(s):  
Abdelrahman Munther Eid ◽  
Hiroshi Mamitsuka ◽  
Nicolas Wicker
Keyword(s):  
Markov Chains ◽  
Equilibrium Distribution ◽  
The Other ◽  
Simulation Studies ◽  
Convergence Results ◽  
Present Simulation ◽  
Metropolis Hastings Algorithms

This article presents two methods to sample uniform subtrees from graphs using Metropolis-Hastings algorithms. One method is an independent Metropolis-Hastings and the other one is a type of add-and-delete MCMC. In addition to the theoretical contributions, we present simulation studies which confirm the theoretical convergence results on our methods by monitoring the convergence of our Markov chains to the equilibrium distribution.

Convergence of simulated annealing using Foster-Lyapunov criteria

2001 ◽  
Vol 38 (04) ◽  
pp. 975-994 ◽  
Author(s):  
Christophe Andrieu ◽  
Laird A. Breyer ◽  
Arnaud Doucet
Keyword(s):  
Simulated Annealing ◽  
Markov Chains ◽  
State Spaces ◽  
Compact Spaces ◽  
Convergence Results

Simulated annealing is a popular and much studied method for maximizing functions on finite or compact spaces. For noncompact state spaces, the method is still sound, but convergence results are scarce. We show here how to prove convergence in such cases, for Markov chains satisfying suitable drift and minorization conditions.

scholarly journals Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations

2008 ◽  
Vol 40 (2) ◽  
pp. 454-472 ◽  
Author(s):  
Ivan Gentil ◽  
Bruno Rémillard
Keyword(s):  
Monte Carlo ◽  
Markov Chains ◽  
Selection Method ◽  
Systematic Sampling ◽  
Selection Methods ◽  
Convergence Properties ◽  
Main Motivation ◽  
Empirical Basis ◽  
Convergence Results ◽  
Selection For

While the convergence properties of many sampling selection methods can be proven, there is one particular sampling selection method introduced in Baker (1987), closely related to ‘systematic sampling’ in statistics, that has been exclusively treated on an empirical basis. The main motivation of the paper is to start to study formally its convergence properties, since in practice it is by far the fastest selection method available. We will show that convergence results for the systematic sampling selection method are related to properties of peculiar Markov chains.

scholarly journals Approaches for Structural Investigations of Binary Data Using Confirmatory Factor Models

2018 ◽  
Vol 7 (6) ◽  
pp. 68
Author(s):  
Karl Schweizer ◽  
Siegbert Reiß ◽  
Stefan Troche
Keyword(s):  
Sample Size ◽  
Binary Data ◽  
Factor Models ◽  
The Other ◽  
Simulation Studies ◽  
Sample Sizes ◽  
Structural Investigations ◽  
Ml Estimation ◽  
Confirmatory Factor ◽  
The Relationship

An investigation of the suitability of threshold-based and threshold-free approaches for structural investigations of binary data is reported. Both approaches implicitly establish a relationship between binary data following the binomial distribution on one hand and continuous random variables assuming a normal distribution on the other hand. In two simulation studies we investigated: whether the fit results confirm the establishment of such a relationship, whether the differences between correct and incorrect models are retained and to what degree the sample size influences the results. Both approaches proved to establish the relationship. Using the threshold-free approach it was achieved by customary ML estimation whereas robust ML estimation was necessary in the threshold-based approach. Discrimination between correct and incorrect models was observed for both approaches. Larger CFI differences were found for the threshold-free approach than for the threshold-based approach. Dependency on sample size characterized the threshold-based approach but not the threshold-free approach. The threshold-based approach tended to perform better in large sample sizes, while the threshold-free approach performed better in smaller sample sizes.

Quantifying QoS in Heterogeneous Networks

2017 ◽  
pp. 223-251
Author(s):  
Farnaz Farid ◽  
Seyed Shahrestani ◽  
Chun Ruan
Keyword(s):  
Wireless Networks ◽  
Heterogeneous Networks ◽  
Heterogeneous Network ◽  
The Other ◽  
Simulation Studies ◽  
Network Resources ◽  
Access Technology ◽  
Vast Number ◽  
Simulation Results ◽  
4G Wireless

The heterogeneous-based 4G wireless networks will offer noticeable advantages for both users and network operators. The users will benefit from the vibrant coverage and capacity. A vast number of available resources will allow them to connect seamlessly to the best available access technology. The network operators, on the other hand, will be benefited from the lower cost and the efficient usage of the network resources. However, managing QoS for video or voice applications over these networks is still a challenging task. In this chapter, a generalized metric-based approach is described for QoS quantification in Heterogeneous networks. To investigate the efficiency of the designed approach, a range of simulation studies based on different models of service over the heterogeneous networks are carried out. The simulation results indicate that the proposed approach facilitates better management and monitoring of heterogeneous network configurations and applications utilizing them.

scholarly journals Markov chains and the determination of fair premiums

1967 ◽  
Vol 4 (3) ◽  
pp. 265-268 ◽  
Author(s):  
Stefan Vajda
Keyword(s):  
Stochastic Process ◽  
Markov Chains ◽  
Stochastic Processes ◽  
Mathematical Theory ◽  
The Other ◽  
Main Stream ◽  
Other Hand ◽  
Pure Mathematics ◽  
The University

The relationships between actuarial and pure mathematics are curious. Actuaries have contributed to the development of mathematical theory: it is sufficient to mention, as examples, Fredholm of an earlier, and Cramér of a more recent generation. Scandinavian mathematicians, in particular, have been concerned with a very special type of stochastic process, reflected in the collective theory of risk, and the work of Philipson, Ammeter and others in this field is well known to readers of this Bulletin. However, the main stream of the theory of stochastic processes has little contact with actuarial applications.On the other hand, many actuaries have studied and assimilated pure mathematics and have thrown light on actuarial matters by describing their own preoccupations in the terminology of modern, often abstract, mathematics. E. Franckx is one of their number.The Instituto di Matematica Finanziaria of the University of Trieste (Faculty of Economics and Commerce) has published a booklet entitledEssai d'une théorie opérationnelle des risques Markoviens which contains three lectures delivered by Professor Franckx in Trieste and a contribution which he presented to the 17th Congress of Actuaries, held in London in 1964.

Combined effects of Pitressin and aldosterone on adrenal and neurohypophyseal deficiency

1962 ◽  
Vol 203 (4) ◽  
pp. 709-712 ◽  
Author(s):  
Sydney M. Friedman ◽  
Frank A. Sréter ◽  
Miyoshi Nakashima ◽  
Constance L. Friedman
Keyword(s):  
Equilibrium Distribution ◽  
The Other ◽  
Combined Effects ◽  
Close Approximation ◽  
Sodium And Potassium

The equilibrium distribution of water, sodium, and potassium was studied in rats given Pitressin tannate with aldosterone for 2 weeks in the absence of both adrenal and neurohypophysis. The characteristic effects of each hormone can be elicited in the presence of the other. The final equilibrium in each case is a close approximation of the sum of the opposing actions.

Dynamics on the Interaction between Vegetation Growth and Aeolian Dust Deposition

2011 ◽  
Vol 356-360 ◽  
pp. 2430-2433 ◽  
Author(s):  
Fei Fan Zhang ◽  
Hua Yong Zhang ◽  
Tou Sheng Huang
Keyword(s):  
Theoretical Basis ◽  
Equilibrium Distribution ◽  
Simulation Analysis ◽  
Critical Curve ◽  
The Other ◽  
Dust Deposition ◽  
Vegetation Growth ◽  
Aeolian Dust ◽  
Interior Equilibrium ◽  
The Stability

From the holistic perspective, a new dynamic model is proposed in this research to investigate the interaction between vegetation growth and aeolian dust deposition. Three cases of equilibrium distribution can be obtained and the stability of interior equilibriums is determined. When there is a stable interior equilibrium, a critical curve exists and separates the coexistent area where vegetation can survive in the environment of aeolian dust deposition, from the other area where vegetation is to be excluded. Simulation analysis further reveals the variation of the critical curve with the parameters and the anthropic influences. The critical curve and the coexistent equilibrium described by the model may be used as a theoretical basis to evaluate the feasibility of vegetation restoration in the environment of aeolian dust deposition.

Turbulence in a box: quantification of large-scale resolution effects in isotropic turbulence free decay

2017 ◽  
Vol 818 ◽  
pp. 697-715 ◽  
Author(s):  
M. Meldi ◽  
P. Sagaut
Keyword(s):  
Large Scale ◽  
Isotropic Turbulence ◽  
The Other ◽  
Grid Turbulence ◽  
Physical Domain ◽  
Simulation Studies ◽  
Homogeneous Isotropic Turbulence ◽  
Free Decay ◽  
Reynolds Number Effects ◽  
New Guidelines

The effects of the finiteness of the physical domain over the free decay of homogeneous isotropic turbulence are explored in the present article. Saturation at the large scales is investigated by the use of theoretical analysis and eddy-damped quasi-normal Markovian calculations. Both analyses indicate a strong sensitivity of the large-scale features of the flow to saturation and finite Reynolds number effects. This aspect plays an important role in the general lack of agreement between grid turbulence experiments and numerical simulations. On the other hand, the statistical quantities associated with the behaviour of the spectrum in the inertial region are only marginally affected by saturation. These results suggest new guidelines for the interpretation of experimental and direct numerical simulation studies.

Equilibrium distributions for systems of chemical reactions with applications to the theory of molecular adsorption

1969 ◽  
Vol 6 (3) ◽  
pp. 505-515 ◽  
Author(s):  
J. Orriss
Keyword(s):  
Chemical Reactions ◽  
Equilibrium Distribution ◽  
The Other ◽  
Molecular Adsorption ◽  
Reaction Equation ◽  
Reversible Chemical Reaction ◽  
Different Types ◽  
Equilibrium Distributions ◽  
Set Up ◽  
Reaction Equations

SummaryIn this paper a stochastic model is set up for a certain type of reversible chemical reaction and a solution given for the equilibrium distribution; this solution is then extended to deal with any system of chemical reactions.Three different types of reaction are considered:(1) Several substances Ai react together and give a set of substances Bj. The reaction is reversible, with the substances Ai appearing only on one side of the reaction equation and the substances Bj only on the other.(2) Several different reactions involving the substances Ai and Bj take place simultaneously, but in each reaction equation the substances Ai can appear only on one side and the Bj only on the other.(3) The restriction of the sets Ai and Bj to different sides of the reaction equations is removed: any reaction involving any of the substances Aiand Bj on either side of the equation is permissible.The paper concludes with some applications of the results to problems of molecular adsorption.

Slow to Learn

2016 ◽  
Vol 62 (4) ◽  
pp. 774-796 ◽  
Author(s):  
William Spaniel ◽  
Peter Bils
Keyword(s):  
Incomplete Information ◽  
Learning Process ◽  
The Other ◽  
Crisis Bargaining ◽  
Convergence Results

If peace fails due to incomplete information and incentives to misrepresent power or resolve, war is supposed to serve as a learning process and allows parties to reach a mutually preferable bargain. We explore crisis bargaining under a third type of uncertainty: the extent to which one side wishes to conquer the other. With incomplete information and take-it-or-leave-it negotiations, this type of uncertainty is isomorphic to incomplete information about the probability of victory. However, with incomplete information and bargaining while fighting, standard convergence results fail: types fail to fully separate because there is no differential cost for delay. Wars correspondingly last longer while benefiting no one. These results help explain empirical differences between territorial versus nonterritorial conflicts and interstate versus intrastate wars.

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