Searched for: subject%3A%22Markov%255C+Chains%22
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Sarkisian, David (author)
This thesis explores how forecasts of Dutch government bond yields can be improved by extending the current Dynamic Nelson-Siegel (DNS) model, used by the Dutch State Treasury Agency (DSTA), with stochastic volatility modeling and a Bayesian approach to parameter estimation and forecasting. The primary goal was to determine if the model...
master thesis 2024
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Schuring, Roman (author)
A monopile installation project consists of the whole process of loading monopiles to vessels, transporting monopiles to the wind farm and drilling monopiles in the seabed. Each installation project has different characteristics as the weather at the installation location, the distances to the suppliers and the vessels that are available differ...
master thesis 2023
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Mendoza Lugo, M.A. (author), Torres Alves, G.A. (author), Morales Napoles, O. (author)
Investigating the reliability of ancient hydraulic structures constructed without modern probabilistic criteria allows an understanding of why and how the structure fails. In this paper, we present an extended method, firstly introduced by Torres-Alves and Morales-Nápoles (2020), to perform the reliability analysis of the Nezahualcoyotl's dike...
conference paper 2023
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Jia, Z. (author), Nourian, Pirouz (author), Luscuere, P (author), Wagenaar, C. (author)
This study presents a systematic review of the literature on decision support for designing hospital layouts using spatial network analysis and/or simulation modelling. The review includes 102 articles, which are classified into five different categories concerning their layout-related challenges. Specifically, the categories include...
review 2023
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Morales, Raúl (author), Marín, Luis G. (author), Roje, Tomislav (author), Caquilpan, Víctor (author), Sáez, Doris (author), Nunez, Alfredo (author)
Microgrids (MGs) are sustainable solutions for rural zone electrification that use local renewable resources. However, only careful planning at the start of an MG project can ensure its future optimal operation. In this paper, a novel methodology for MG planning by using the uncertainty characterization of renewable resources and demand is...
journal article 2023
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Bierkens, G.N.J.C. (author), Kamatani, Kengo (author), Roberts, Gareth O. (author)
Piecewise deterministic Markov processes are an important new tool in the design of Markov chain Monte Carlo algorithms. Two examples of fundamental importance are the bouncy particle sampler (BPS) and the zig–zag process (ZZ). In this paper scaling limits for both algorithms are determined. Here the dimensionality of the space tends towards...
journal article 2022
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Mignacco, Chiara (author)
Since their introduction in 1993, particle filters are amongst the most popular algorithms for performing Bayesian inference on state space models that do not admit an analytical solution. In this thesis, we will present several particle filtering algorithms adapted to a class of models known as Piecewise Deterministic Markov Processes (PDMP), i...
master thesis 2022
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Usman, Nerine (author)
Thanks to increasing computational resources, the grid sizes of global climate and weather prediction models are decreasing to scales at which subgrid processes, especially the evolution of clouds, can become spatially too variable for traditional deterministic parameterization approaches. We propose a stochastic parameterization in which clouds...
master thesis 2022
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van Dijk, Raymond (author)
The microscope is an essential tool for biologists. Since the late 16th century, it has given researchers a better understanding of cell processes and greatly advanced healthcare. In this century, Single molecule localization microscopy (SMLM) has revolutionized optical microscopy by breaking the optical diffraction limit. Sparsely activating...
master thesis 2022
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Son, Dongjin (author)
In this work, a SPAD-based LiDAR system is studied. In particular, the system employs a direct time-of-flight (dToF) method to reconstruct a target-reflected pulses using histogram, from which the distance to the target is estimated. More particularly, a time correlated single photon counting (TCSPC) method has been used to record the flight...
master thesis 2022
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Herben, Bjarne (author)
The breadth of theoretical results on efficient Markov Chain Monte Carlo (MCMC) sampling schemes on discrete spaces is slim when compared to the available theory for MCMC sampling schemes on continuous spaces. Nonetheless, in [Zan17] a simple framework to design Metropolis-Hastings (MH) proposal kernels that incorporate local information about...
bachelor thesis 2022
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Bergen, Willemijn (author)
The spread of Covid-19 is modelled in this Bachelor thesis. This is done using two compartmental epidemiological models: the SIR-model and SIRS-model. These models divide the population into three groups, namely Susceptible, Infected and Recovered. Artificial data is generated based on the stochastic version of the models. The models are applied...
bachelor thesis 2022
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Schaap, Jop (author)
The superoptimizer STOKE has previously been shown to be effective at optimizing programs containing floating-point numbers. The STOKE optimizer obtains these results by running a stochastic search over the set of all programs and selecting the best-optimized one. This study aims to find more clearly what floating-point programs STOKE optimizes...
bachelor thesis 2022
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Braun, Moritz (author), Dörner, Alfons (author), ter Veer, Kane F. (author), Willems, Tom (author), Seidel, Marc (author), Hendrikse, H. (author), Høyland, Knut V. (author), Fischer, Claas (author), Ehlers, Sören (author)
Fixed offshore wind turbines continue to be developed for high latitude areas where not only wind and wave loads need to be considered but also moving sea ice. Current rules and regulations for the design of fixed offshore structures in ice-covered waters do not adequately consider the effects of ice loading and its stochastic nature on the...
journal article 2022
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Nagler, T.W. (author), Krüger, Daniel (author), Min, Aleksey (author)
Multivariate time series exhibit two types of dependence: across variables and across time points. Vine copulas are graphical models for the dependence and can conveniently capture both types of dependence in the same model. We derive the maximal class of graph structures that guarantee stationarity under a natural and verifiable condition...
journal article 2022
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Lye, Adolphus (author), Cicirello, A. (author), Patelli, Edoardo (author)
Bayesian inference is a popular approach towards parameter identification in engineering problems. Such technique would involve iterative sampling methods which are often robust. However, these sampling methods often require significant computational resources and also the tuning of a large number of parameters. This motivates the development...
journal article 2022
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Xie, Jiahong (author), Cheng, Haibo (author), Zhu, Rong (author), Wang, Ping (author), Liang, K. (author)
To date there are few researches on the semantic information of passwords, which leaves a gap preventing us from fully understanding the passwords characteristic and security. We propose a new password probability model for semantic information based on Markov Chain with both generalization and accuracy, called WordMarkov, that can capture the...
conference paper 2022
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Chang, Brian (author), Yang, Liufei (author), Sensi, M. (author), Achterberg, M.A. (author), Wang, F. (author), Rinaldi, M. (author), Van Mieghem, P.F.A. (author)
We introduce a Markov Modulated Process (MMP) to describe human mobility. We represent the mobility process as a time-varying graph, where a link specifies a connection between two nodes (humans) at any discrete time step. Each state of the Markov chain encodes a certain modification to the original graph. We show that our MMP model...
conference paper 2022
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Ma, L. (author)
Complex systems are made up of many interconnected components. The interactions between components further produce emerging complex collective behaviors. In most cases, a complex system can be represented as a network in which the nodes represent the elements and the connected links illustrate the interactions. The spreading process is one of...
doctoral thesis 2021
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Overdevest, Lennart (author)
The value of data has increased enormously over the last couple of years. Many datasets contain valuable information that can, for example, be used to make forecasts. In this thesis, the dataset of a company in the self-storage industry is analyzed. The company offers customers rental storage facilities, such as lockers, rooms, containers at...
master thesis 2021
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