- document
-
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
- document
-
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
- document
-
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
- document
-
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
- document
-
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
- document
-
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
- document
-
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
- document
-
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
- document
-
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
- document
-
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
- document
-
Lye, Adolphus (author), Cicirello, A. (author), Patelli, Edoardo (author)This tutorial paper reviews the use of advanced Monte Carlo sampling methods in the context of Bayesian model updating for engineering applications. Markov Chain Monte Carlo, Transitional Markov Chain Monte Carlo, and Sequential Monte Carlo methods are introduced, applied to different case studies and finally their performance is compared....journal article 2021
- document
-
Rahimi Dalkhani, A. (author), Zhang, Xin (author), Weemstra, C. (author)Seismic travel time tomography using surface waves is an effective tool for three-dimensional crustal imaging. Historically, these surface waves are the result of active seismic sources or earthquakes. More recently, however, surface waves retrieved through the application of seismic interferometry have also been exploited. Conventionally, two...journal article 2021
- document
-
Wiessner, Manfred (author), Angerer, Paul (author), van der Zwaag, S. (author), Gamsjäger, Ernst (author)We describe the analysis of in-situ HT-XRD data of a dual phase stainless steel exposed to a complex thermal cycle of heating, holding and cooling. For the conditions used only low quality diffraction data could be collected. Peak positions, peak areas and peak broadening are modeled by the Rietveld method. The low signal-to noise ratio and...journal article 2021
- document
-
Jansen, H.M. (author)Our aim is to find sufficient conditions for weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain. First, we study properties of the state indicator function and the state occupation measure of a Markov chain. In particular, we establish weak convergence of the state occupation measure under...journal article 2021
- document
-
Schoups, G.H.W. (author), Nasseri, M. (author)To fully benefit from remotely sensed observations of the terrestrial water cycle, bias and random errors in these data sets need to be quantified. This paper presents a Bayesian hierarchical model that fuses monthly water balance data and estimates the corresponding data errors and error-corrected water balance components (precipitation,...journal article 2021
- document
-
Andrieu, Christophe (author), Dobson, P. (author), Wang, Andi Q. (author)We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [2] to heavy-tailed target distributions, which exhibit subgeometric rates of convergence to equilibrium. We make use of weak Poincaré inequalities, as developed in the work of [15], the ideas of which we adapt to the PDMPs of...journal article 2021
- document
-
Vardoyan, G.S. (author), Skrzypczyk, M.D. (author), Wehner, S.D.C. (author)Distributed quantum applications impose requirements on the quality of the quantum states that they consume. When analyzing architecture implementations of quantum hardware, characterizing this quality forms an important factor in understanding their performance. Fundamental characteristics of quantum hardware lead to inherent tradeoffs...journal article 2021
- document
-
Mider, Marcin (author), Schauer, Moritz (author), van der Meulen, F.H. (author)Suppose X is a multivariate diffusion process that is observed discretely in time. At each observation time, a transformation of the state of the process is observed with noise. The smoothing problem consists of recovering the path of the process, consistent with the observations. We derive a novel Markov Chain Monte Carlo algorithm to sample...journal article 2021
- document
-
Ma, L. (author), Sanders, Jaron (author)We study a classical model for the accumulation of errors in multi-qubit quantum computations. By modeling the error process in a quantum computation using two coupled Markov chains, we are able to capture a weak form of time-dependency between errors in the past and future. By subsequently using techniques from the field of discrete...conference paper 2021
- document
-
Habben Jansen, A.C. (author)Naval ships are designed to operate in hostile environments. As such, vulnerability reduction is an important aspect that needs to be assessed during the design. With the increased interest in electrification and automation on board naval ships, the vulnerability of distributed systems has become a major topic of interest. However, assessing...doctoral thesis 2020