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Achterberg, M.A. (author)The COVID19 pandemic has had a disruptive impact on healthcare systems and everyday life of the majority of the people around the globe. Despite many years of research on network epidemiology, many key aspects of disease transmission and in particular the response of people to the spread of a disease, remain poorly understood. On the basis of...doctoral thesis 2024
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Bertazzi, A. (author)This thesis studies methods to improve the applicability and the performance of Markov Chain Monte Carlo (MCMC) algorithms based on Piecewise Deterministic Markov processes (PDMPs). First, we discuss the key ideas that lay the foundations of the field of MCMC, spanning from the MetropolisHastings algorithm to PDMC methods, emphasising a common...doctoral thesis 2023
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Bierkens, G.N.J.C. (author), Grazzi, S. (author), van der Meulen, F.H. (author), Schauer, M.R. (author)We construct a new class of efficient Monte Carlo methods based on continuoustime piecewise deterministic Markov processes (PDMPs) suitable for inference in high dimensional sparse models, i.e. models for which there is prior knowledge that many coordinates are likely to be exactly 0. This is achieved with the fairly simple idea of endowing...journal article 2023
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Dobson, P. (author), Bierkens, G.N.J.C. (author)In this paper we aim to construct infinite dimensional versions of well established Piecewise Deterministic Monte Carlo methods, such as the Bouncy Particle Sampler, the ZigZag Sampler and the Boomerang Sampler. In order to do so we provide an abstract infinite dimensional framework for Piecewise Deterministic Markov Processes (PDMPs) with...journal article 2023
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Floreani, S. (author)Interacting particle systems (IPS) is a subfield of probability theory that provided a fruitful framework in which several questions of physical interests have been answered with mathematical rigor. An interacting particle system is a stochastic system consisting of a very large number of particles interacting with each other. The class of IPS...doctoral thesis 2022
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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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Crul, Thomas (author)Even though the abaility to recommend items in the long tail is one of the main strengths of recommendation systems, modern models still show decreased performance when recommending these niche items. Various bipartite and tripartite graphbased models have been proposed that are specifically tailored to solving this long tail issue. This study...bachelor thesis 2022
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Mukhopadhyay, Atri (author), Iosifidis, G. (author), Ruffini, Marco (author)The development of Multiaccess edge computing (MEC) has resulted from the requirement for supporting next generation mobile services, which need high capacity, high reliability and low latency. The key issue in such MEC architectures is to decide which edge nodes will be employed for serving the needs of the different end users. Here, we...journal article 2022
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Bierkens, G.N.J.C. (author), Verduyn Lunel, Sjoerd M. (author)The zigzag process is a variant of the telegraph process with position dependent switching intensities. A characterization of the L2spectrum for the generator of the onedimensional zigzag process is obtained in the case where the marginal stationary distribution on R is unimodal and the refreshment intensity is zero. Sufficient conditions...journal article 2022
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Bertazzi, A. (author), Bierkens, G.N.J.C. (author), Dobson, P. (author)Piecewise deterministic Markov processes (PDMPs) are a class of stochastic processes with applications in several fields of applied mathematics spanning from mathematical modelling of physical phenomena to computational methods. A PDMP is specified by three characteristic quantities: the deterministic motion, the law of the random event times...journal article 2022
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Bertazzi, A. (author), Bierkens, G.N.J.C. (author)The Bouncy Particle sampler (BPS) and the ZigZag sampler (ZZS) are continuous time, nonreversible Monte Carlo methods based on piecewise deterministic Markov processes. Experiments show that the speed of convergence of these samplers can be affected by the shape of the target distribution, as for instance in the case of anisotropic targets....journal article 2022
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Jarne Ornia, D. (author), Mazo, M. (author)We present an approach to reduce the communication of information needed on a Distributed QLearning system inspired by Event Triggered Control (ETC) techniques. We consider a baseline scenario of a Distributed QLearning problem on a Markov Decision Process (MDP). Following an eventbased approach, N agents sharing a value function explore the...conference paper 2022
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Nain, Philippe (author), Vardoyan, G.S. (author), Guha, Saikat (author), Towsley, Don (author)We study a quantum switch that distributes tripartite entangled states to sets of users. The entanglement switching process requires two steps: First, each user attempts to generate bipartite entanglement between itself and the switch, and second, the switch performs local operations and a measurement to create multipartite entanglement for a...journal article 2022
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Corstanje, M.A. (author), van der Meulen, F.H. (author), Schauer, M.R. (author)A continuoustime Markov process X can be conditioned to be in a given state at a fixed time T>0 using Doob's htransform. This transform requires the typically intractable transition density of X. The effect of the htransform can be described as introducing a guiding force on the process. Replacing this force with an approximation...journal article 2022
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Wiarda, Sjoerd (author)In this thesis, we analyse the spectrum of the generator of the onedimensional ZigZag process defined on the torus $\mathbb{T}$. This is a piecewise deterministic Markov process (PDMP) used in Monte Carlo Markov chain methods (MCMC) for sampling from a probability distribution and calculating integrals \cite{Rejectionfree}, \cite{ZigZag}, ...master thesis 2021
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van Tol, Berend (author)In this thesis we study criticality in the context of the dissipative Abelian sandpile model. The model is linked to a simple trapped random walk, giving a practical method to determine criticality for certain landscapes of dissipative sites. The main results concern the lifetime of the random walk, especially the divergence of its first moment...bachelor thesis 2021
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Brouwers, David (author)In this bachelor thesis we use a stochastic model to aspire to explain biodiversity patterns in different ecosystems with selection advantage. The stochastic model we use is an extension of the meanfield voter model where we include a selection factor. In the model individuals with two different types of alleles in two different ecosystems are...bachelor thesis 2021
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Meskers, Marthe (author)In this thesis, we study the asymptotic behaviour and the dynamics of a onedimensional active particle model with excluded volume interactions. The model is a version of runandtumble motion, where a particle performs both symmetric random walks and active transport. The direction and the speed of the transport are governed by an internal...bachelor thesis 2021
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Yang, Liufei (author)A major factor in the spreading of viruses is humantohuman transmission, and human mobility is clearly linked to the spreading process of epidemics. If we hope to understand the evolution of an epidemic, then we must also understand the underlying mobility process and the interaction between the two.<br/><br/>We propose the Markov modulated...master thesis 2021
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Chang, Brian (author)This thesis consists of two parts which are connected by the central theme of epidemics. In the first part, a website is designed for forecasting the number of cases of COVID19 in the Netherlands. The forecasting is performed using the NetworkInferenceBased Prediction Algorithm (NIPA). The first part of the thesis documents the design process...master thesis 2021