subject:(Markov models)

Dalhousie University

1. Kalra, Love. Activities of Daily Living Detection Using Markov Models.

Degree: Master of Computer Science, Faculty of Computer Science, 2011, Dalhousie University

► The healthcare systems are experiencing heavy workload and high cost caused by ageing population. The assisted monitoring systems for the elderly persons, and persons with… (more)

Subjects/Keywords: ADL; Markov Models

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APA (6^th Edition):

Kalra, L. (2011). Activities of Daily Living Detection Using Markov Models. (Masters Thesis). Dalhousie University. Retrieved from http://hdl.handle.net/10222/14399

Chicago Manual of Style (16^th Edition):

Kalra, Love. “Activities of Daily Living Detection Using Markov Models.” 2011. Masters Thesis, Dalhousie University. Accessed January 19, 2021. http://hdl.handle.net/10222/14399.

MLA Handbook (7^th Edition):

Kalra, Love. “Activities of Daily Living Detection Using Markov Models.” 2011. Web. 19 Jan 2021.

Vancouver:

Kalra L. Activities of Daily Living Detection Using Markov Models. [Internet] [Masters thesis]. Dalhousie University; 2011. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/10222/14399.

Council of Science Editors:

Kalra L. Activities of Daily Living Detection Using Markov Models. [Masters Thesis]. Dalhousie University; 2011. Available from: http://hdl.handle.net/10222/14399

University of California – Merced

2. Sollberger, Derek. Monte Carlo approaches to hidden Markov model state estimation.

Degree: Applied Mathematics, 2011, University of California – Merced

URL: http://www.escholarship.org/uc/item/9m53x0f3

► In this paper, we develop a Monte Carlo approach for hidden Markov model (HMM) order estimation-finding the underlying number of states in a hidden Markov… (more)

Subjects/Keywords: Applied Mathematics; Hidden Markov models

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APA (6^th Edition):

Sollberger, D. (2011). Monte Carlo approaches to hidden Markov model state estimation. (Thesis). University of California – Merced. Retrieved from http://www.escholarship.org/uc/item/9m53x0f3

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Sollberger, Derek. “Monte Carlo approaches to hidden Markov model state estimation.” 2011. Thesis, University of California – Merced. Accessed January 19, 2021. http://www.escholarship.org/uc/item/9m53x0f3.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Sollberger, Derek. “Monte Carlo approaches to hidden Markov model state estimation.” 2011. Web. 19 Jan 2021.

Vancouver:

Sollberger D. Monte Carlo approaches to hidden Markov model state estimation. [Internet] [Thesis]. University of California – Merced; 2011. [cited 2021 Jan 19]. Available from: http://www.escholarship.org/uc/item/9m53x0f3.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sollberger D. Monte Carlo approaches to hidden Markov model state estimation. [Thesis]. University of California – Merced; 2011. Available from: http://www.escholarship.org/uc/item/9m53x0f3

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Clemson University

3. Shen, Yiru. Using Contextual Information to Improve Hidden Markov Model Recognition of Wrist Motions During Eating Activities.

Degree: PhD, Electrical and Computer Engineering (Holcomb Dept. of), 2018, Clemson University

URL: https://tigerprints.clemson.edu/all_dissertations/2278

► This dissertation considers the problem of recognizing wrist motions during eating. The wrist motion is tracked using accelerometer and gyroscope sensors worn in a watch-like… (more)

▼ This dissertation considers the problem of recognizing wrist motions during eating. The wrist motion is tracked using accelerometer and gyroscope sensors worn in a watch-like device. The goal is to recognize a set of gestures that commonly occur during eating, such as taking a bite of food or consuming a drink of liquid. The wrist motion during a bite may consist of picking up a morsel of food, moving it the mouth for intake, and returning the hand to a rest position. Hidden Markov models (HMMs) are used to recognize these motions. An HMM is a doubly stochastic process where one set of stochastic processes generates the observables, in this case the sensor readings, and is controlled by another set of stochastic processes that is not observable, in this case the eating gestures. A benefit of an HMM is that it can encode the temporal structure of the signal, in this case the expected subsequence of motions comprising a gesture. The ideas pursued in this dissertation are motivated by methods used to improve the capa- bility of HMMs to recognize speech. For example, it is challenging to build a generic HMM to capture all the varieties of accents and dialects of speakers. People in different regions may speak the same language with variations in pronunciation, vocabularies, and grammars. Building HMMs for each dialect group can improve the robustness of the system under speech variations. This dissertation attempts the similar analysis of wrist motion during eating activities. Similar to dialects and accents in speech, we propose that the demographics (gender, age, ethnicity), utensil being used, or types of foods being eaten, may cause variations in the wrist motions while eating. Several variations on this concept are explored and compared to baseline recognition accuracies. In Chapter 2, work is first described to establish a baseline accuracy of a non-HMM method. The method uses a simple pattern matching algorithm that only detects one type of gesture (called “bites” but includes any food or liquid intake). The method was tested on 276 people eating a meal in a cafeteria and was evaluated on 24,088 bites. It achieved 75% sensitivity and 89% positive predictive value. Chapter 3 describes a larger vocabulary of eating actions using segment-based labeling. The set of gestures include taking a bite of food (bite), sipping a drink of liquid (drink), manipulating food for preparation of intake (utensiling), and not moving (rest). All other activities such as using a napkin or gesturing while talking are grouped into a non-eating category (other). The lexicography was tested by labeling segments of wrist motion according to the gesture set. A total of 18 human raters labeled the same data used described above. Inter-rater reliability was 92.5% demonstrating reasonable consistency of gesture definitions. Chapter 4 describes work that explores the complexity of HMMs and the amount of training data needed to adequately capture the motion variability across the large data set. Results found that HMMs needed a complexity of 13… Advisors/Committee Members: Adam Hoover, Committee Chair, Jon Calhoun, Eric Muth, Yongqiang Wang.

Subjects/Keywords: gesture recognition; Hidden Markov Models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Shen, Y. (2018). Using Contextual Information to Improve Hidden Markov Model Recognition of Wrist Motions During Eating Activities. (Doctoral Dissertation). Clemson University. Retrieved from https://tigerprints.clemson.edu/all_dissertations/2278

Chicago Manual of Style (16^th Edition):

Shen, Yiru. “Using Contextual Information to Improve Hidden Markov Model Recognition of Wrist Motions During Eating Activities.” 2018. Doctoral Dissertation, Clemson University. Accessed January 19, 2021. https://tigerprints.clemson.edu/all_dissertations/2278.

MLA Handbook (7^th Edition):

Shen, Yiru. “Using Contextual Information to Improve Hidden Markov Model Recognition of Wrist Motions During Eating Activities.” 2018. Web. 19 Jan 2021.

Vancouver:

Shen Y. Using Contextual Information to Improve Hidden Markov Model Recognition of Wrist Motions During Eating Activities. [Internet] [Doctoral dissertation]. Clemson University; 2018. [cited 2021 Jan 19]. Available from: https://tigerprints.clemson.edu/all_dissertations/2278.

Council of Science Editors:

Shen Y. Using Contextual Information to Improve Hidden Markov Model Recognition of Wrist Motions During Eating Activities. [Doctoral Dissertation]. Clemson University; 2018. Available from: https://tigerprints.clemson.edu/all_dissertations/2278

University of Edinburgh

4. McLellan, Christopher Richard. Statistical modelling of home range and larvae movement data.

Degree: PhD, 2014, University of Edinburgh

URL: http://hdl.handle.net/1842/14202

► In this thesis, we investigate two di erent approaches to animal movement modelling; nite mixture models, and di usion processes. These models are considered in… (more)

Subjects/Keywords: 591.47; Hidden Markov models

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APA (6^th Edition):

McLellan, C. R. (2014). Statistical modelling of home range and larvae movement data. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/14202

Chicago Manual of Style (16^th Edition):

McLellan, Christopher Richard. “Statistical modelling of home range and larvae movement data.” 2014. Doctoral Dissertation, University of Edinburgh. Accessed January 19, 2021. http://hdl.handle.net/1842/14202.

MLA Handbook (7^th Edition):

McLellan, Christopher Richard. “Statistical modelling of home range and larvae movement data.” 2014. Web. 19 Jan 2021.

Vancouver:

McLellan CR. Statistical modelling of home range and larvae movement data. [Internet] [Doctoral dissertation]. University of Edinburgh; 2014. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/1842/14202.

Council of Science Editors:

McLellan CR. Statistical modelling of home range and larvae movement data. [Doctoral Dissertation]. University of Edinburgh; 2014. Available from: http://hdl.handle.net/1842/14202

Universidade Nova

5. Silva, Artur Pedro Antunes da. Predicting market direction with hidden Markov models.

Degree: 2015, Universidade Nova

URL: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15373

►

This paper develops the model of Bicego, Grosso, and Otranto (2008) and applies Hidden Markov Models to predict market direction. The paper draws an analogy… (more)

Subjects/Keywords: Hidden Markov models; Speech recognition; Trading sStrategy

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APA (6^th Edition):

Silva, A. P. A. d. (2015). Predicting market direction with hidden Markov models. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15373

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Silva, Artur Pedro Antunes da. “Predicting market direction with hidden Markov models.” 2015. Thesis, Universidade Nova. Accessed January 19, 2021. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15373.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Silva, Artur Pedro Antunes da. “Predicting market direction with hidden Markov models.” 2015. Web. 19 Jan 2021.

Vancouver:

Silva APAd. Predicting market direction with hidden Markov models. [Internet] [Thesis]. Universidade Nova; 2015. [cited 2021 Jan 19]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15373.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Silva APAd. Predicting market direction with hidden Markov models. [Thesis]. Universidade Nova; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15373

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

6. Qu, Chengeng. Portfolio allocation using power enhancement method.

Degree: 2016, Hong Kong University of Science and Technology

URL: http://repository.ust.hk/ir/Record/1783.1-87044 ; https://doi.org/10.14711/thesis-b1628031 ; http://repository.ust.hk/ir/bitstream/1783.1-87044/1/th_redirect.html

► Big alpha equities are highly desirable in various financial applications. A Power Enhancement Method can be used to detect big alpha stocks. In this paper,… (more)

Subjects/Keywords: Portfolio management ; Mathematical models ; Markov processes

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APA (6^th Edition):

Qu, C. (2016). Portfolio allocation using power enhancement method. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-87044 ; https://doi.org/10.14711/thesis-b1628031 ; http://repository.ust.hk/ir/bitstream/1783.1-87044/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Qu, Chengeng. “Portfolio allocation using power enhancement method.” 2016. Thesis, Hong Kong University of Science and Technology. Accessed January 19, 2021. http://repository.ust.hk/ir/Record/1783.1-87044 ; https://doi.org/10.14711/thesis-b1628031 ; http://repository.ust.hk/ir/bitstream/1783.1-87044/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Qu, Chengeng. “Portfolio allocation using power enhancement method.” 2016. Web. 19 Jan 2021.

Vancouver:

Qu C. Portfolio allocation using power enhancement method. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2016. [cited 2021 Jan 19]. Available from: http://repository.ust.hk/ir/Record/1783.1-87044 ; https://doi.org/10.14711/thesis-b1628031 ; http://repository.ust.hk/ir/bitstream/1783.1-87044/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Qu C. Portfolio allocation using power enhancement method. [Thesis]. Hong Kong University of Science and Technology; 2016. Available from: http://repository.ust.hk/ir/Record/1783.1-87044 ; https://doi.org/10.14711/thesis-b1628031 ; http://repository.ust.hk/ir/bitstream/1783.1-87044/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Delft University of Technology

7. Shelat, Sanmay (author). Developing an Integrated Pedestrian Behaviour Model for Office Buildings.

Degree: 2017, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:6a52306a-2747-450e-89e4-390f5db96bf5

► As an increasing number of people work in office buildings and new sophisticated sensor technologies become available there is, both, a need and potential, to… (more)

Subjects/Keywords: Pedestrian simulation models; Office buildings; Markov chains

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APA (6^th Edition):

Shelat, S. (. (2017). Developing an Integrated Pedestrian Behaviour Model for Office Buildings. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:6a52306a-2747-450e-89e4-390f5db96bf5

Chicago Manual of Style (16^th Edition):

Shelat, Sanmay (author). “Developing an Integrated Pedestrian Behaviour Model for Office Buildings.” 2017. Masters Thesis, Delft University of Technology. Accessed January 19, 2021. http://resolver.tudelft.nl/uuid:6a52306a-2747-450e-89e4-390f5db96bf5.

MLA Handbook (7^th Edition):

Shelat, Sanmay (author). “Developing an Integrated Pedestrian Behaviour Model for Office Buildings.” 2017. Web. 19 Jan 2021.

Vancouver:

Shelat S(. Developing an Integrated Pedestrian Behaviour Model for Office Buildings. [Internet] [Masters thesis]. Delft University of Technology; 2017. [cited 2021 Jan 19]. Available from: http://resolver.tudelft.nl/uuid:6a52306a-2747-450e-89e4-390f5db96bf5.

Council of Science Editors:

Shelat S(. Developing an Integrated Pedestrian Behaviour Model for Office Buildings. [Masters Thesis]. Delft University of Technology; 2017. Available from: http://resolver.tudelft.nl/uuid:6a52306a-2747-450e-89e4-390f5db96bf5

University of New Mexico

8. Aragon, Steven J. Card counting meets hidden Markov models.

Degree: Electrical and Computer Engineering, 2011, University of New Mexico

URL: http://hdl.handle.net/1928/12022

► The Hidden Markov Model (HMM) is a stochastic process that involves an unobservable Markov Chain and an observable output at each state in the chain.… (more)

Subjects/Keywords: Hidden Markov models; Card counting; Blackjack (Game)

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APA (6^th Edition):

Aragon, S. J. (2011). Card counting meets hidden Markov models. (Masters Thesis). University of New Mexico. Retrieved from http://hdl.handle.net/1928/12022

Chicago Manual of Style (16^th Edition):

Aragon, Steven J. “Card counting meets hidden Markov models.” 2011. Masters Thesis, University of New Mexico. Accessed January 19, 2021. http://hdl.handle.net/1928/12022.

MLA Handbook (7^th Edition):

Aragon, Steven J. “Card counting meets hidden Markov models.” 2011. Web. 19 Jan 2021.

Vancouver:

Aragon SJ. Card counting meets hidden Markov models. [Internet] [Masters thesis]. University of New Mexico; 2011. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/1928/12022.

Council of Science Editors:

Aragon SJ. Card counting meets hidden Markov models. [Masters Thesis]. University of New Mexico; 2011. Available from: http://hdl.handle.net/1928/12022

9. Qvick, Jan Rune. Parallel construction of variable length Markov models for DNA sequences .

Degree: Chalmers tekniska högskola / Institutionen för data och informationsteknik, 2020, Chalmers University of Technology

URL: http://hdl.handle.net/20.500.12380/301401

► Modern CPUs that contain multiple cores allows for parallel execution of algorithms, and while the technology exists it is not always used by existing implementations.… (more)

Subjects/Keywords: variable length Markov models; VLMC; parallel computation

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APA (6^th Edition):

Qvick, J. R. (2020). Parallel construction of variable length Markov models for DNA sequences . (Thesis). Chalmers University of Technology. Retrieved from http://hdl.handle.net/20.500.12380/301401

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Qvick, Jan Rune. “Parallel construction of variable length Markov models for DNA sequences .” 2020. Thesis, Chalmers University of Technology. Accessed January 19, 2021. http://hdl.handle.net/20.500.12380/301401.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Qvick, Jan Rune. “Parallel construction of variable length Markov models for DNA sequences .” 2020. Web. 19 Jan 2021.

Vancouver:

Qvick JR. Parallel construction of variable length Markov models for DNA sequences . [Internet] [Thesis]. Chalmers University of Technology; 2020. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/20.500.12380/301401.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Qvick JR. Parallel construction of variable length Markov models for DNA sequences . [Thesis]. Chalmers University of Technology; 2020. Available from: http://hdl.handle.net/20.500.12380/301401

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of New South Wales

10. Alanazi, Ammar. A probabilistic reciprocal recommender with temporal dynamics.

Degree: Computer Science & Engineering, 2016, University of New South Wales

URL: http://handle.unsw.edu.au/1959.4/56270 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40416/SOURCE02?view=true

► Recommender systems are methods of personalisation that provide users of online services with suggestions for further interaction with those services. Most recommender systems are for… (more)

▼ Recommender systems are methods of personalisation that provide users of online services with suggestions for further interaction with those services. Most recommender systems are for product-to-consumer recommendation, suggesting items or products to users, but there is a growing need for reciprocal recommender systems, where the goal is to suggest users to other users of the system with whom they might like to interact. Unlike product-to-consumer recommendation, for reciprocal recommendation to be successful both parties must agree to the interaction. Reciprocal recommendation is needed, for example, in matching users in online social networks for friendship or dating, or matching users to employers in online recruitment. Since online social network websites typically have many millions of users, the problem of finding successful interactions is not a trivial task, and automating the process becomes essential.Most existing reciprocal recommender systems use either profile similarity or interaction similarity to recommend new matches, assuming that user preferences are static and ignoring temporal aspects of user behaviour. This thesis takes a different approach, and addresses the issue of representing user preferences as dynamic. We introduce a new representation for changes in user preferences and use that representation in creating a reciprocal recommender system applied to online dating.We first show by analysing a large real-world dataset on people-to-people interactions from a dating website that user behaviours and activity levels do change over time and thus require a dynamic model to represent them. The analysis includes a detailed specification of behaviours captured in the data and exploratory data analysis to understand the underlying features of the data. In addition we include experiments on the discovery of sub-groups of users based on time-varying activity levels, and the use of these subgroups in a measure of similarity which is applied in a collaborative filtering recommender system to improve the ranking of recommendations.Next, we introduce a novel method of representing observations in the dataset as a sequence of interaction events instead of the traditional approach in which each observation is considered as an isolated event. Then we propose, design and implement a Hidden Markov model (HMM) content-based reciprocal recommender system that uses this new representation to generate recommendations. This HMM content-based reciprocal recommender system was evaluated on the real-world dating site dataset and our results show that it generates improved recommendations compared to existing systems that do not use an explicit temporal representation.Finally, we develop a general framework for combining the HMM content-based reciprocal recommender system with collaborative filtering techniques to create a unified hybrid recommender. Additionally, a new similarity measure is introduced to rank the recommendations generated by this hybrid recommender. Moreover, we propose, design and implement a… Advisors/Committee Members: Bain, Michael, Computer Science & Engineering, Faculty of Engineering, UNSW, Wobcke, Wayne, Computer Science & Engineering, Faculty of Engineering, UNSW.

Subjects/Keywords: Reciporcal; Recommender system; Temporal; Hidden Markov Models

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APA (6^th Edition):

Alanazi, A. (2016). A probabilistic reciprocal recommender with temporal dynamics. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/56270 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40416/SOURCE02?view=true

Chicago Manual of Style (16^th Edition):

Alanazi, Ammar. “A probabilistic reciprocal recommender with temporal dynamics.” 2016. Doctoral Dissertation, University of New South Wales. Accessed January 19, 2021. http://handle.unsw.edu.au/1959.4/56270 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40416/SOURCE02?view=true.

MLA Handbook (7^th Edition):

Alanazi, Ammar. “A probabilistic reciprocal recommender with temporal dynamics.” 2016. Web. 19 Jan 2021.

Vancouver:

Alanazi A. A probabilistic reciprocal recommender with temporal dynamics. [Internet] [Doctoral dissertation]. University of New South Wales; 2016. [cited 2021 Jan 19]. Available from: http://handle.unsw.edu.au/1959.4/56270 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40416/SOURCE02?view=true.

Council of Science Editors:

Alanazi A. A probabilistic reciprocal recommender with temporal dynamics. [Doctoral Dissertation]. University of New South Wales; 2016. Available from: http://handle.unsw.edu.au/1959.4/56270 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40416/SOURCE02?view=true

Rutgers University

11. Wiedenhoeft, John. Dynamically compressed Bayesian hidden Markov models using Haar wavelets.

Degree: PhD, Computer Science, 2018, Rutgers University

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/59275/

► Hidden Markov Models (HMM) are a powerful and ubiquitous tool for segmentation and labeling in bioinformatics and beyond. Classic techniques to infer suitable model parameters… (more)

▼ Hidden Markov Models (HMM) are a powerful and ubiquitous tool for segmentation and labeling in bioinformatics and beyond. Classic techniques to infer suitable model parameters from data, such as the Baum-Welch algorithm, are not guaranteed to be globally optimal, and can converge to the wrong values, which can limit the accuracy of the segmentation. Furthermore, the Viterbi algorithm only yields a single segmentation given a parameter estimate, which precludes alternative interpretations of the data. In contrast, Bayesian inference techniques do not suffer from these drawbacks since they integrate over the entire parameter space, but have gained a reputation of being computationally expensive, especially in big data applications such as whole-genome sequencing. In this thesis, we provide a dynamic compression scheme based on Haar wavelet regression to accelarate Forward-Backward Gibbs sampling for the detection of copy-number variants (CNV) in genomic data. Using a decision-theoretic framework, we show that for homoscedastic Gaussian emissions the discontinuities in a Haar wavelet regression based on the universal threshold capture strong changes in the posterior state distribution. This allows for a compression of the data into blocks of sufficient statistics within which the data is likely to be emitted from the same latent state. We derive the bias incurred in the forward-variables by ignoring between-state transitions for general HMM, generalizing earlier results based on the weak path assumption. The tendency of this forward bias to favor the state with the highest marginal likelihood within each block leads us to conjecture that Forward-Backward Gibbs sampling would result in a maximum posterior margins (MPM) segmentation of the data. For heteroscedastic Gaussian HMM, we develop a Forward-Backward Gibbs sampling scheme based on dynamic Haar wavelet compression, in which the universal threshold is derived from the smallest emission variance sampled in each iteration. We develop the wavelet tree as a data structure to facilitate this sampling, and use extensive simulation studies to demonstrate the performance of our method. We show that compression greatly improves convergence, in terms of the number of sampling iterations, towards the true latent state sequence compared to uncompressed sampling, thus providing experimental support for our MPM segmentation conjecture. This faster convergence is achieved while also improving overall running time by two orders of magnitude. We also demonstrate the performance on biological gold-standard data sets, improving upon the state of the art methods while running substantially faster. We then show that the wavelet tree yields a suboptimal compression, and derive a new compression scheme. We replace the wavelet tree by more efficient and less memory-consuming data structures called breakpoint array and integral array to facilitate fast dynamic queries of the block sufficient statistics under arbitrary thresholds, without recomputing the Haar transform at every… Advisors/Committee Members: Schliep, Alexander (chair), Farach-Colton, Martin (co-chair), Borgida, Alexander (internal member), Krogh, Anders (outside member), School of Graduate Studies.

Subjects/Keywords: Bayesian field theory; Hidden Markov models

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APA (6^th Edition):

Wiedenhoeft, J. (2018). Dynamically compressed Bayesian hidden Markov models using Haar wavelets. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/59275/

Chicago Manual of Style (16^th Edition):

Wiedenhoeft, John. “Dynamically compressed Bayesian hidden Markov models using Haar wavelets.” 2018. Doctoral Dissertation, Rutgers University. Accessed January 19, 2021. https://rucore.libraries.rutgers.edu/rutgers-lib/59275/.

MLA Handbook (7^th Edition):

Wiedenhoeft, John. “Dynamically compressed Bayesian hidden Markov models using Haar wavelets.” 2018. Web. 19 Jan 2021.

Vancouver:

Wiedenhoeft J. Dynamically compressed Bayesian hidden Markov models using Haar wavelets. [Internet] [Doctoral dissertation]. Rutgers University; 2018. [cited 2021 Jan 19]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/59275/.

Council of Science Editors:

Wiedenhoeft J. Dynamically compressed Bayesian hidden Markov models using Haar wavelets. [Doctoral Dissertation]. Rutgers University; 2018. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/59275/

Colorado State University

12. Narayana Rao Gari, Pradyumna Kumar. Consistent hidden Markov models.

Degree: MS(M.S.), Computer Science, 2014, Colorado State University

URL: http://hdl.handle.net/10217/88582

► Activity recognition in Computer Vision involves recognizing the appearance of an object of interest along with its action, and its relation to the scene or… (more)

Subjects/Keywords: computer vision; hidden Markov models; interacting hidden Markov models; natural language; ontology; video activity recognition

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APA (6^th Edition):

Narayana Rao Gari, P. K. (2014). Consistent hidden Markov models. (Masters Thesis). Colorado State University. Retrieved from http://hdl.handle.net/10217/88582

Chicago Manual of Style (16^th Edition):

Narayana Rao Gari, Pradyumna Kumar. “Consistent hidden Markov models.” 2014. Masters Thesis, Colorado State University. Accessed January 19, 2021. http://hdl.handle.net/10217/88582.

MLA Handbook (7^th Edition):

Narayana Rao Gari, Pradyumna Kumar. “Consistent hidden Markov models.” 2014. Web. 19 Jan 2021.

Vancouver:

Narayana Rao Gari PK. Consistent hidden Markov models. [Internet] [Masters thesis]. Colorado State University; 2014. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/10217/88582.

Council of Science Editors:

Narayana Rao Gari PK. Consistent hidden Markov models. [Masters Thesis]. Colorado State University; 2014. Available from: http://hdl.handle.net/10217/88582

University of Wollongong

13. Walgama Wellalage, Niroshan Karunarathna. Predicting remaining service potential of railway bridges based on visual inspection data.

Degree: PhD, 2015, University of Wollongong

URL: 010206 Operations Research, 010303 Optimisation, 080201 Analysis of Algorithms and Complexity, 090505 Infrastructure Engineering and Asset Management ; https://ro.uow.edu.au/theses/4610

► Asset authorities need to predict the future condition of infrastructure, including railway bridges as part of the process of managing asset integrity and to… (more)

Subjects/Keywords: stochastic deterioration models; optimization; Bayesian inference; Markov Chain Monte Carlo simulation; Markov models; non-homogenous Markov

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Walgama Wellalage, N. K. (2015). Predicting remaining service potential of railway bridges based on visual inspection data. (Doctoral Dissertation). University of Wollongong. Retrieved from 010206 Operations Research, 010303 Optimisation, 080201 Analysis of Algorithms and Complexity, 090505 Infrastructure Engineering and Asset Management ; https://ro.uow.edu.au/theses/4610

Chicago Manual of Style (16^th Edition):

Walgama Wellalage, Niroshan Karunarathna. “Predicting remaining service potential of railway bridges based on visual inspection data.” 2015. Doctoral Dissertation, University of Wollongong. Accessed January 19, 2021. 010206 Operations Research, 010303 Optimisation, 080201 Analysis of Algorithms and Complexity, 090505 Infrastructure Engineering and Asset Management ; https://ro.uow.edu.au/theses/4610.

MLA Handbook (7^th Edition):

Walgama Wellalage, Niroshan Karunarathna. “Predicting remaining service potential of railway bridges based on visual inspection data.” 2015. Web. 19 Jan 2021.

Vancouver:

Walgama Wellalage NK. Predicting remaining service potential of railway bridges based on visual inspection data. [Internet] [Doctoral dissertation]. University of Wollongong; 2015. [cited 2021 Jan 19]. Available from: 010206 Operations Research, 010303 Optimisation, 080201 Analysis of Algorithms and Complexity, 090505 Infrastructure Engineering and Asset Management ; https://ro.uow.edu.au/theses/4610.

Council of Science Editors:

Walgama Wellalage NK. Predicting remaining service potential of railway bridges based on visual inspection data. [Doctoral Dissertation]. University of Wollongong; 2015. Available from: 010206 Operations Research, 010303 Optimisation, 080201 Analysis of Algorithms and Complexity, 090505 Infrastructure Engineering and Asset Management ; https://ro.uow.edu.au/theses/4610

Penn State University

14. Kani, Amirali. A Factorial Hidden Markov Model for Modeling Dynamics in Intrinsic Preferences.

Degree: 2017, Penn State University

URL: https://submit-etda.libraries.psu.edu/catalog/13981auk268

► We propose a new type of factorial hidden Markov model (FHMM) to dynamically segment consumers based on their intrinsic preferences for product alternatives over time.… (more)

Subjects/Keywords: Dynamic Models; Hidden Markov Models; Brand Choice; Market Segmentation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Kani, A. (2017). A Factorial Hidden Markov Model for Modeling Dynamics in Intrinsic Preferences. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/13981auk268

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Kani, Amirali. “A Factorial Hidden Markov Model for Modeling Dynamics in Intrinsic Preferences.” 2017. Thesis, Penn State University. Accessed January 19, 2021. https://submit-etda.libraries.psu.edu/catalog/13981auk268.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Kani, Amirali. “A Factorial Hidden Markov Model for Modeling Dynamics in Intrinsic Preferences.” 2017. Web. 19 Jan 2021.

Vancouver:

Kani A. A Factorial Hidden Markov Model for Modeling Dynamics in Intrinsic Preferences. [Internet] [Thesis]. Penn State University; 2017. [cited 2021 Jan 19]. Available from: https://submit-etda.libraries.psu.edu/catalog/13981auk268.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kani A. A Factorial Hidden Markov Model for Modeling Dynamics in Intrinsic Preferences. [Thesis]. Penn State University; 2017. Available from: https://submit-etda.libraries.psu.edu/catalog/13981auk268

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Universitat de Valencia

15. Amorós Salvador, Rubén. Bayesian temporal and spatio-temporal Markov switching models for the detection of influenza outbreaks .

Degree: 2017, Universitat de Valencia

URL: http://hdl.handle.net/10550/59265

► Influenza is a disease which affects millions of people every year and causes hundreds of thousends of deads every year. This disease causes substantial direct… (more)

▼ Influenza is a disease which affects millions of people every year and causes hundreds of thousends of deads every year. This disease causes substantial direct and indirect costs every year. The influenza epidemic have a particular behavior which shapes the statistical methods for their detection. Seasonal epidemics happen virtually every year in the temperate parts of the globe during the cold months and extend throughout whole regions, countries and even continents. Besides the seasonal epidemics, some nonseasonal epidemics can be observed at unexpected times, usually caused by strains which jump the barrier between animals and humans, as happened with the well known Swine Flu epidemic, which caused great alarm in 2009. Several statistical methods have been proposed for the detection of outbreaks of diseases and, in particular, for influenza outbreaks. A reduced version of the review present in this thesis has been published in REVSTAT-Statistical Journal by Amorós et al. in 2015. An interesting tool for the modeling of statistical methods for the detection of influenza outbreaks is the use of Markov switching models, where latent variables are paired with the observations, indicating the epidemic or endemic phase. Two different models are applied to the data according to the value of the latent variable. The latent variables are temporally linked through a Markov chain. The observations are also conditionally dependent on their temporal or spatio-temporal neighbors. Models using this tool can offer a probability of being in epidemic as an outcome instead of just a ‘yes’ or ‘no’. Bayesian paradigm offers an interesting framework where the outcomes can be interpreted as probability distributions. Also, inference can be done over complex hierarchical models, as usually the Markov switching models are. This research offer two extensions of the model proposed by Martinez-Beneito et al. in 2008, published in Statistics in Medicine. The first proposal is a framework of Poison Markov switching models over the counts. This proposal has been published in Statistical Methods in Medical Research by Conesa et al. in 2015. In this proposal, the counts are modeled through a Poisson distribution, and the mean of these counts is related to the rates through the population. Then, the rates are modeled through a Normal distribution. The the mean and variance of the rates depend on whether we are in the epidemic or nonepidemic phase for each week. The latent variables which determine the epidemic phase are modeled through a hidden Markov chain. The mean and the variance on the epidemic phase is considered to be larger than the ones on the endemic phase. Different degrees of temporal dependency of the mean of the data can be defined. A first option is be to consider the rates conditionally independent. A second option is to consider that every observation is conditionally dependent on the previous observation through an autoregressive process of order 1. Higher orders of dependency can be defined, but we limited… Advisors/Committee Members: Martínez Beneito, Miguel Ángel (advisor).

Subjects/Keywords: outbreaks detection; markov switching models; influenza; bayesian; spatio-temporal models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Amorós Salvador, R. (2017). Bayesian temporal and spatio-temporal Markov switching models for the detection of influenza outbreaks . (Doctoral Dissertation). Universitat de Valencia. Retrieved from http://hdl.handle.net/10550/59265

Chicago Manual of Style (16^th Edition):

Amorós Salvador, Rubén. “Bayesian temporal and spatio-temporal Markov switching models for the detection of influenza outbreaks .” 2017. Doctoral Dissertation, Universitat de Valencia. Accessed January 19, 2021. http://hdl.handle.net/10550/59265.

MLA Handbook (7^th Edition):

Amorós Salvador, Rubén. “Bayesian temporal and spatio-temporal Markov switching models for the detection of influenza outbreaks .” 2017. Web. 19 Jan 2021.

Vancouver:

Amorós Salvador R. Bayesian temporal and spatio-temporal Markov switching models for the detection of influenza outbreaks . [Internet] [Doctoral dissertation]. Universitat de Valencia; 2017. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/10550/59265.

Council of Science Editors:

Amorós Salvador R. Bayesian temporal and spatio-temporal Markov switching models for the detection of influenza outbreaks . [Doctoral Dissertation]. Universitat de Valencia; 2017. Available from: http://hdl.handle.net/10550/59265

16. Ben Mabrouk, Mohamed. Modèles de Markov triplets en restauration des signaux : Triplet Markov models in restoration signals.

Degree: Docteur es, Mathématiques appliquées, 2011, Evry, Institut national des télécommunications

URL: http://www.theses.fr/2011TELE0014

► La restauration statistique non-supervisée de signaux admet d'innombrables applications dans les domaines les plus divers comme économie, santé, traitement du signal, ... Un des problèmes… (more)

▼ La restauration statistique non-supervisée de signaux admet d'innombrables applications dans les domaines les plus divers comme économie, santé, traitement du signal, ... Un des problèmes de base, qui est au coeur de cette thèse, est d'estimer une séquence cachée (Xn)1:N à partir d'une séquence observée (Yn)1:N. Ces séquences sont considérées comme réalisations, respectivement, des processus (Xn)1:N et (Yn)1:N. Plusieurs techniques ont été développées pour résoudre ce problème. Le modèle parmi le plus répandu pour le traiter est le modèle dit "modèle de Markov caché" (MMC). Plusieurs extensions de ces modèles ont été proposées depuis 2000. Dans les modèles de Markov couples (MMCouples), le couple (X, Y) est markovien, ce qui implique que p(x|y) est également markovienne (alors que p(x) ne l'est plus nécessairement), ce qui permet les mêmes traitements que dans les MMC. Plus récemment (2002) les MMCouples ont été étendus aux "modèles de Markov triplet" (MMT), dans lesquels on introduit un processus auxiliaire U et suppose que le triplet T = (X, U, Y) est markovien. Là encore il est possible, dans un cadre plus général que celui des MMCouples, d'effectuer des traitements avec une complexité raisonnable. L'objectif de cette thèse est de proposer des nouvelles modélisations faisant partie des MMT et d'étudier leur pertinence et leur intérêt. Nous proposons deux types de nouveautés: (i) Lorsque la chaîne cachée est discrète et lorsque le couple (X, Y) n'est pas stationnaire, avec un nombre fini de "sauts" aléatoires dans les paramètres, l'utilisation récente des MMT dans lesquels les sauts sont modélisés par un processus discret U a donné des résultats très convaincants (Lanchantin, 2006). Notre première idée est d'utiliser cette démarche avec un processus U continu, qui modéliserait des non-stationnarités "continues" de(X, Y). Nous proposons des chaînes et des champs triplets et présentons quelques expériences. Les résultats obtenus dans la modélisation de la non-stationnarité continue semblent moins intéressants que dans le cas discret. Cependant, les nouveaux modèles peuvent présenter d'autres intérêts; en particulier, ils semblent plus efficaces que les modèles "chaînes de Markov cachées" classiques lorsque le bruit est corrélé; (ii) Soit un MMT T = (X, U, Y) tel que X et Y sont continu et U est discret fini. Nous sommes en présence du problème de filtrage, ou du lissage, avec des sauts aléatoires. Dans les modélisations classiques le couple caché (X, U) est markovien mais le couple (U, Y) ne l'est pas, ce qui est à l'origine de l'impossibilité des calculs exacts avec une complexité linéaire en temps. Il est alors nécessaire de faire appel à diverses méthodes approximatives, dont celles utilisant le filtrage particulaire sont parmi les plus utilisées. Dans des modèles MMT récents le couple caché (X, U) n'est pas nécessairement markovien, mais le couple (U, Y) l'est, ce qui permet des traitements exacts avec une complexité raisonnable (Pieczynski 2009). Notre deuxième idée est d'étendre ces derniers modèles aux… Advisors/Committee Members: Pieczynski, Wojciech (thesis director).

Subjects/Keywords: Chaînes Markov cachées; Chaînes couple et triplet; Chaîne partiellement de Markov; Hidden Markov chains; Markov models couples and triplet; Partially markov chains

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Ben Mabrouk, M. (2011). Modèles de Markov triplets en restauration des signaux : Triplet Markov models in restoration signals. (Doctoral Dissertation). Evry, Institut national des télécommunications. Retrieved from http://www.theses.fr/2011TELE0014

Chicago Manual of Style (16^th Edition):

Ben Mabrouk, Mohamed. “Modèles de Markov triplets en restauration des signaux : Triplet Markov models in restoration signals.” 2011. Doctoral Dissertation, Evry, Institut national des télécommunications. Accessed January 19, 2021. http://www.theses.fr/2011TELE0014.

MLA Handbook (7^th Edition):

Ben Mabrouk, Mohamed. “Modèles de Markov triplets en restauration des signaux : Triplet Markov models in restoration signals.” 2011. Web. 19 Jan 2021.

Vancouver:

Ben Mabrouk M. Modèles de Markov triplets en restauration des signaux : Triplet Markov models in restoration signals. [Internet] [Doctoral dissertation]. Evry, Institut national des télécommunications; 2011. [cited 2021 Jan 19]. Available from: http://www.theses.fr/2011TELE0014.

Council of Science Editors:

Ben Mabrouk M. Modèles de Markov triplets en restauration des signaux : Triplet Markov models in restoration signals. [Doctoral Dissertation]. Evry, Institut national des télécommunications; 2011. Available from: http://www.theses.fr/2011TELE0014

17. Montanher, Tiago de Morais. Estimação de modelos de Markov ocultos usando aritmética intervalar.

Degree: PhD, Matemática Aplicada, 2015, University of São Paulo

URL: http://www.teses.usp.br/teses/disponiveis/45/45132/tde-06082015-103906/ ;

►

Modelos de Markov ocultos (MMOs) são uma ferramenta importante em matemática aplicada e estatística. Eles se baseiam em dois processos estocásticos. O primeiro é uma… (more)

▼

Modelos de Markov ocultos (MMOs) são uma ferramenta importante em matemática aplicada e estatística. Eles se baseiam em dois processos estocásticos. O primeiro é uma cadeia de Markov, que não é observada diretamente. O segundo é observável e sua distribuição depende do estado na cadeia de Markov. Supomos que os processos são discretos no tempo e assumem um número finito de estados. Para extrair informações dos MMOs, é necessário estimar seus parâmetros. Diversos algoritmos locais têm sido utilizados nas últimas décadas para essa tarefa. Nosso trabalho estuda a estimação de parâmetros em modelos de Markov ocultos, do ponto de vista da otimização global. Desenvolvemos algoritmos capazes de encontrar, em uma execução bem sucedida, todos os estimadores de máxima verossimilhança globais de um modelo de Markov oculto. Para tanto, usamos aritmética intervalar. Essa aritmética permite explorar sistematicamente o espaço paramétrico, excluindo regiões que não contém soluções. O cálculo da função objetivo é feito através da recursão \it, descrita na literatura estatística. Modificamos a extensão intervalar natural dessa recursão usando programação linear. Nossa abordagem é mais eficiente e produz intervalos mais estreitos do que a implementação padrão. Experimentos mostram ganhos de 16 a 250 vezes, de acordo com a complexidade do modelo. Revisamos os algoritmos locais, tendo em vista sua aplicação em métodos globais. Comparamos os algoritmos de Baum-Welch, pontos interiores e gradientes projetados espectrais. Concluímos que o método de Baum-Welch é o mais indicado como auxiliar em otimização global. Modificamos o \it{interval branch and bound} para resolver a estimação de modelos com eficiência. Usamos as condições KKT e as simetrias do problema na construção de testes para reduzir ou excluir caixas. Implementamos procedimentos de aceleração da convergência, como o método de Newton intervalar e propagação de restrições e da função objetivo. Nosso algoritmo foi escrito em \it{C++}, usando programação genérica. Mostramos que nossa implementação dá resultados tão bons quanto o resolvedor global BARON, porém com mais eficiência. Em média, nosso algoritmo é capaz de resolver 50\% mais problemas no mesmo período de tempo. Concluímos estudando aspectos qualitativos dos MMOs com mistura Bernoulli. Plotamos todos os máximos globais detectados em instâncias com poucas observações e apresentamos novos limitantes superiores da verossimilhança baseados na divisão de uma amostra grande em grupos menores.

Hidden Markov models(HMMs) are an important tool in statistics and applied mathematics. Our work deals with processes formed by two discrete time and finite state space stochastic processes. The first process is a Markov chain and is not directly observed. On the other hand, the second process is observable and its distribution depends on the current state of the hidden component. In order to extract conclusions from a Hidden Markov Model we must estimate the parameters that defines it. Several local algorithms has been…

Advisors/Committee Members: Mascarenhas, Walter Figueiredo.

Subjects/Keywords: Aritmética intervalar; Global optimization; Hidden Markov models; Interval arithmetic; Modelos de Markov ocultos; Otimização global

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Montanher, T. d. M. (2015). Estimação de modelos de Markov ocultos usando aritmética intervalar. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45132/tde-06082015-103906/ ;

Chicago Manual of Style (16^th Edition):

Montanher, Tiago de Morais. “Estimação de modelos de Markov ocultos usando aritmética intervalar.” 2015. Doctoral Dissertation, University of São Paulo. Accessed January 19, 2021. http://www.teses.usp.br/teses/disponiveis/45/45132/tde-06082015-103906/ ;.

MLA Handbook (7^th Edition):

Montanher, Tiago de Morais. “Estimação de modelos de Markov ocultos usando aritmética intervalar.” 2015. Web. 19 Jan 2021.

Vancouver:

Montanher TdM. Estimação de modelos de Markov ocultos usando aritmética intervalar. [Internet] [Doctoral dissertation]. University of São Paulo; 2015. [cited 2021 Jan 19]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45132/tde-06082015-103906/ ;.

Council of Science Editors:

Montanher TdM. Estimação de modelos de Markov ocultos usando aritmética intervalar. [Doctoral Dissertation]. University of São Paulo; 2015. Available from: http://www.teses.usp.br/teses/disponiveis/45/45132/tde-06082015-103906/ ;

University of Adelaide

18. Bruce-Doust, Riley. Forgetting properties of finite-state reciprocal processes.

Degree: 2017, University of Adelaide

URL: http://hdl.handle.net/2440/113380

► Reciprocal chains (RC) are a class of discrete-index, finite-state stochastic process having the non-causal generalisation of the Markov property, where rather than the future being… (more)

▼ Reciprocal chains (RC) are a class of discrete-index, finite-state stochastic process having the non-causal generalisation of the Markov property, where rather than the future being conditionally independent of the past given the present, intervals are conditionally independent of their complement given their endpoints. RCs are more powerful models than Markov chains (MC) but are n times more complex to process with their associated smoothing algorithm for number of states n, that is O(n³T) for fixed interval smoothing an interval of length T. In this thesis it was established that RCs have a forgetting property - geometric decay in dependence between separated variables: it was found that the dependence matrix between two variables in an RC has a form expressible in terms of element-wise product of matrix products. The theory of forgetting in matrix products using Birkhoff's contraction coefficient, was extended to this case. It was shown that because MCs are a special case of RCs, arising under particular boundary conditions, forgetting property means the distributions of the RC that are far from the boundary condition are well approximated by those of MC models. It was shown that the forgetting property extends to the RC fixed interval smoothing algorithm so that close approximation occurs by estimates from the MC interval smoother for variables far from the boundary. These results would imply that RCs were not computationally efficient models for intervals that are long with respect to the forgetting rate, however an approximate interval smoothing algorithm was developed for RCs which is a modified form of the MC algorithm (the forward-backward algorithm) and is of comparable complexity to it. The forgetting theory was used to bound the error in the approximation, which is small on the long intervals for which the RC was inefficient for exact estimation. Advisors/Committee Members: White, Langford Barton (advisor), School of Electrical and Electronic Engineering (school).

Subjects/Keywords: finite state systems; hidden Markov models (HMMs); Markov processes; approximate inference; reciprocal processes (RP)

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Bruce-Doust, R. (2017). Forgetting properties of finite-state reciprocal processes. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/113380

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Bruce-Doust, Riley. “Forgetting properties of finite-state reciprocal processes.” 2017. Thesis, University of Adelaide. Accessed January 19, 2021. http://hdl.handle.net/2440/113380.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Bruce-Doust, Riley. “Forgetting properties of finite-state reciprocal processes.” 2017. Web. 19 Jan 2021.

Vancouver:

Bruce-Doust R. Forgetting properties of finite-state reciprocal processes. [Internet] [Thesis]. University of Adelaide; 2017. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/2440/113380.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bruce-Doust R. Forgetting properties of finite-state reciprocal processes. [Thesis]. University of Adelaide; 2017. Available from: http://hdl.handle.net/2440/113380

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Université Montpellier II

19. Terrapon, Nicolas. Recherche de domaines protéiques divergents à l'aide de modèles de Markov cachés : application à Plasmodium falciparum : Protein Domain Detection with Hidden Markov Models : application to Plasmodium falciparum.

Degree: Docteur es, Informatique, 2010, Université Montpellier II

URL: http://www.theses.fr/2010MON20103

►

Les modèles de Markov cachés (MMC) par exemple ceux de la librairie Pfam sont des outils très populaires pour l'annotation des domaines protéiques. Cependant, ils… (more)

▼

Les modèles de Markov cachés (MMC) par exemple ceux de la librairie Pfam sont des outils très populaires pour l'annotation des domaines protéiques. Cependant, ils ne sont pas toujours adaptés aux protéines les plus divergentes. C'est notamment le cas avec Plasmodium falciparum (principal agent du paludisme chez l'Homme), où les MMC de Pfam identifient peu de familles distinctes de domaines, et couvrent moins de 50% des protéines de l'organisme. L'objectif de cette thèse est d'apporter des méthodes nouvelles pour affiner la détection de domaines dans les protéines divergentes.Le premier axe développé est une approche d'identification de domaines utilisant leurs propriétés de co-occurrence. Différentes études ont montré que la majorité des domaines apparaissent dans les protéines avec un ensemble très réduits d'autres domaines favoris. Notre méthode exploite cette propriété pour détecter des domaines trop divergents pour être identifiés par l'approche classique. Cette détection s'accompagne d'une estimation du taux d'erreur par une procédure de ré-échantillonnage. Chez P. falciparum, elle permet d'identifier, avec un taux d'erreur estimé inférieur à 20%, 585 nouveaux domaines dont 159 familles étaient inédites dans cet organisme ce qui représente 16% du nombre de domaines connus.Le second axe de mes recherches présente plusieurs méthodes de corrections statistiques et évolutives des MMC pour l'annotation d'organismes divergents. Deux types d'approches ont été proposées. D'un côté, nous intégrons aux alignements d'apprentissage des MMC, les séquences précédemment identifiés dans l'organisme cible ou ses proches relatifs. La limitation de cette solution est que seules des familles de domaines déjà connues dans le taxon peuvent ainsi être identifiées. Le deuxième type d'approche contourne cette limitation en corrigeant tous les modèles par une prise en compte de l'évolution des séquences d'apprentissage. Pour cela, nous faisons appel à des techniques classiques de la bioinformatique et de l'apprentissage statistique. Les résultats obtenus offrent un ensemble de prédictions complémentaires totalisant 663 nouveaux domaines supplémentaires dont 504 familles inédites soit une augmentation de 18% à ajouter aux précédents résultats.

Hidden Markov Models (HMMs) from Pfam database for example are popular tools for protein domain annotation. However, they are not well suited for studying highly divergent proteins. This is notably the case with Plasmodium falciparum (main causal agent of human malaria), where Pfam HMMs identify few distinct domain families and cover less than 50% of its proteins. This thesis aims at providing new methods to enhance domain detection in divergent proteins.The first axis of this work is an approach of domain identification based on domain co-occurrence. Several studies shown that a majority of domains appear in proteins with a small set of other favourite domains. Our method exploits this tendency to detect domains escaping to the classical procedure because of their divergence. Detected domains…

Advisors/Committee Members: Gascuel, Olivier (thesis director), Bréhélin, Laurent (thesis director).

Subjects/Keywords: Domaines protéiques; Modèles de Markov cachés; Paludisme; Protein Domains; Hidden Markov Models; Malaria

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Terrapon, N. (2010). Recherche de domaines protéiques divergents à l'aide de modèles de Markov cachés : application à Plasmodium falciparum : Protein Domain Detection with Hidden Markov Models : application to Plasmodium falciparum. (Doctoral Dissertation). Université Montpellier II. Retrieved from http://www.theses.fr/2010MON20103

Chicago Manual of Style (16^th Edition):

Terrapon, Nicolas. “Recherche de domaines protéiques divergents à l'aide de modèles de Markov cachés : application à Plasmodium falciparum : Protein Domain Detection with Hidden Markov Models : application to Plasmodium falciparum.” 2010. Doctoral Dissertation, Université Montpellier II. Accessed January 19, 2021. http://www.theses.fr/2010MON20103.

MLA Handbook (7^th Edition):

Terrapon, Nicolas. “Recherche de domaines protéiques divergents à l'aide de modèles de Markov cachés : application à Plasmodium falciparum : Protein Domain Detection with Hidden Markov Models : application to Plasmodium falciparum.” 2010. Web. 19 Jan 2021.

Vancouver:

Terrapon N. Recherche de domaines protéiques divergents à l'aide de modèles de Markov cachés : application à Plasmodium falciparum : Protein Domain Detection with Hidden Markov Models : application to Plasmodium falciparum. [Internet] [Doctoral dissertation]. Université Montpellier II; 2010. [cited 2021 Jan 19]. Available from: http://www.theses.fr/2010MON20103.

Council of Science Editors:

Terrapon N. Recherche de domaines protéiques divergents à l'aide de modèles de Markov cachés : application à Plasmodium falciparum : Protein Domain Detection with Hidden Markov Models : application to Plasmodium falciparum. [Doctoral Dissertation]. Université Montpellier II; 2010. Available from: http://www.theses.fr/2010MON20103

Université Montpellier II

20. Low-Kam, Cécile. Etude probabiliste et statistique des grandes bases de données. : Probabilistic and statistical study of large databases.

Degree: Docteur es, Mathématiques appliquées et applications des mathématiques, 2010, Université Montpellier II

URL: http://www.theses.fr/2010MON20171

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Cette thèse se situe à l'interface de la statistique et de la fouille de données. Elle est composée de trois parties indépendantes. Dans la première,… (more)

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Cette thèse se situe à l'interface de la statistique et de la fouille de données. Elle est composée de trois parties indépendantes. Dans la première, nous cherchons à estimer l'ordre (le nombre d'États cachés) d'un modèle de Markov caché dont la distribution d'émission appartient à la famille exponentielle. Nous nous plaçons dans le cas où aucune borne supérieure sur cet ordre n'est connue a priori. Nous définissons deux estimateurs pénalisés pour cet ordre, l'un basé sur le maximum de vraisemblance et l'autre sur une statistique de mélange bayésien. Nous montrons la consistance forte de ces estimateurs. Dans la deuxième partie, nous extrayons des motifs séquentiels dont la fréquence est exceptionnellement élevée par rapport à un modèle de Markov. L'approche consiste à dénombrer dynamiquement toutes les positions possibles d'un motif au sein d'une séquence. Puis la fréquence observée est comparée à la fréquence attendue à l'aide d'un test binomial. Une procédure est utilisée pour tenir compte des tests multiples. Des expérimentations sont menées sur des bases synthétiques et des séquences de protéines. Enfin, dans la troisième partie, nous nous intéressons au calcul de l'estimateur à noyau de la densité. Les observations sont regroupées dans des structures hiérarchiques d'arbres binaires. Les calculs sont réalisés sur les nœuds, plutôt que sur les points, pour une plus grande efficacité. Nous effectuons le calcul sur un Échantillon de points de chaque nœud, au lieu de sa totalité, en utilisant des inégalités de concentration non-paramétriques pour contrôler l'erreur. Puis, nous proposons un nouveau parcours de l'arbre pour effectuer ces échantillonnages sur un nombre réduit de nœuds. Nous testons notre approche sur des jeux de données synthétiques.

This Ph.D thesis lies at the interface of statistics and data mining. It contains three independent parts. In the first one, we aim at estimating the order (the number of hidden states) of a Hidden Markov Model, whose emission distribution belongs to the exponential family. We suppose that no upper bound is known on this order. We define two penalised estimators for this order, one based on the maximum likelihood, an the other on a bayesian mixture statistic. We prove that both estimators are strongly consistent. In the second part, we extract sequential patterns of exceptional frequency given a Markov model. We first dynamically enumerate all the possible occurences of a pattern in a sequence. Then, the observed frequency is compared to the expected frequency using a binomial test. Multiple testing is taken into account. Experiments are led on synthetic databases and protein sequences. Finally, in the third chapter, we are interested in kernel density estimation. The observations are gathered in hierarchical structures called binary trees. Computations are done on nodes of trees, rather than on raw observations, for greater efficiency. We only take into account samples on each node, instead of all the observations, using a non-parametric concentration inequality to…

Advisors/Committee Members: Mas, André (thesis director), Teisseire, Maguelonne (thesis director).

Subjects/Keywords: Statistique; Fouille de données; Modèles de Markov; Statistics; Data mining; Markov models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Low-Kam, C. (2010). Etude probabiliste et statistique des grandes bases de données. : Probabilistic and statistical study of large databases. (Doctoral Dissertation). Université Montpellier II. Retrieved from http://www.theses.fr/2010MON20171

Chicago Manual of Style (16^th Edition):

Low-Kam, Cécile. “Etude probabiliste et statistique des grandes bases de données. : Probabilistic and statistical study of large databases.” 2010. Doctoral Dissertation, Université Montpellier II. Accessed January 19, 2021. http://www.theses.fr/2010MON20171.

MLA Handbook (7^th Edition):

Low-Kam, Cécile. “Etude probabiliste et statistique des grandes bases de données. : Probabilistic and statistical study of large databases.” 2010. Web. 19 Jan 2021.

Vancouver:

Low-Kam C. Etude probabiliste et statistique des grandes bases de données. : Probabilistic and statistical study of large databases. [Internet] [Doctoral dissertation]. Université Montpellier II; 2010. [cited 2021 Jan 19]. Available from: http://www.theses.fr/2010MON20171.

Council of Science Editors:

Low-Kam C. Etude probabiliste et statistique des grandes bases de données. : Probabilistic and statistical study of large databases. [Doctoral Dissertation]. Université Montpellier II; 2010. Available from: http://www.theses.fr/2010MON20171

Rice University

21. Woroszylo, Casper. Limiting Approximations for Stochastic Processes in Systems Biology.

Degree: PhD, Engineering, 2015, Rice University

URL: http://hdl.handle.net/1911/88432

► Interest in stochastic modeling of biochemical processes has increased over the past two decades due to advancements in computing power and an increased understanding of… (more)

Subjects/Keywords: Density Dependent Markov Jump Processes; Multiscale Models; Piecewise Deterministic Markov Processes; Systems Biology

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Woroszylo, C. (2015). Limiting Approximations for Stochastic Processes in Systems Biology. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/88432

Chicago Manual of Style (16^th Edition):

Woroszylo, Casper. “Limiting Approximations for Stochastic Processes in Systems Biology.” 2015. Doctoral Dissertation, Rice University. Accessed January 19, 2021. http://hdl.handle.net/1911/88432.

MLA Handbook (7^th Edition):

Woroszylo, Casper. “Limiting Approximations for Stochastic Processes in Systems Biology.” 2015. Web. 19 Jan 2021.

Vancouver:

Woroszylo C. Limiting Approximations for Stochastic Processes in Systems Biology. [Internet] [Doctoral dissertation]. Rice University; 2015. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/1911/88432.

Council of Science Editors:

Woroszylo C. Limiting Approximations for Stochastic Processes in Systems Biology. [Doctoral Dissertation]. Rice University; 2015. Available from: http://hdl.handle.net/1911/88432

22. Robinson, Sean. Applications en bioinformatique avec des modèles de Markov : Applications in Bioinformatics with Markov Models.

Degree: Docteur es, Modèles, méthodes et algorithmes en biologie, santé et environnement, 2018, Université Grenoble Alpes (ComUE); Turun yliopisto

URL: http://www.theses.fr/2018GREAS017

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Dans cette thèse nous présentons quatre applications en bioinformatique avec des modèles de Markov. Ces modèles sont particulièrement répandus car la structure Markov permet de… (more)

Subjects/Keywords: Modèles de Markov; Biologie cellulaire; Analyse statistique; Markov models; Cellular biology; Statistical analysis; 004

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Robinson, S. (2018). Applications en bioinformatique avec des modèles de Markov : Applications in Bioinformatics with Markov Models. (Doctoral Dissertation). Université Grenoble Alpes (ComUE); Turun yliopisto. Retrieved from http://www.theses.fr/2018GREAS017

Chicago Manual of Style (16^th Edition):

Robinson, Sean. “Applications en bioinformatique avec des modèles de Markov : Applications in Bioinformatics with Markov Models.” 2018. Doctoral Dissertation, Université Grenoble Alpes (ComUE); Turun yliopisto. Accessed January 19, 2021. http://www.theses.fr/2018GREAS017.

MLA Handbook (7^th Edition):

Robinson, Sean. “Applications en bioinformatique avec des modèles de Markov : Applications in Bioinformatics with Markov Models.” 2018. Web. 19 Jan 2021.

Vancouver:

Robinson S. Applications en bioinformatique avec des modèles de Markov : Applications in Bioinformatics with Markov Models. [Internet] [Doctoral dissertation]. Université Grenoble Alpes (ComUE); Turun yliopisto; 2018. [cited 2021 Jan 19]. Available from: http://www.theses.fr/2018GREAS017.

Council of Science Editors:

Robinson S. Applications en bioinformatique avec des modèles de Markov : Applications in Bioinformatics with Markov Models. [Doctoral Dissertation]. Université Grenoble Alpes (ComUE); Turun yliopisto; 2018. Available from: http://www.theses.fr/2018GREAS017

Macquarie University

23. Fard, Farzad Alavi. Analysis of pricing financial derivatives under regime-switching economy.

Degree: 2014, Macquarie University

URL: http://hdl.handle.net/1959.14/1128742

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Theoretical thesis.

Bibliography: pages103-113.

1. Introduction – 2. A regime-switching binomial model for pricing and risk management of European options – 3. Ruin contingent life… (more)

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Theoretical thesis.

Bibliography: pages103-113.

1. Introduction – 2. A regime-switching binomial model for pricing and risk management of European options – 3. Ruin contingent life annuities under regime-switching variance gamma process – 4. Pricing participating products under a generalized and regime-switching jump-diffusion model – 5. Summary and conclusion.

In this thesis we argue that regime-switching models can significantly improve the pricing models for financial derivatives. We use three examples to analyse the valuation of derivative contracts under the Markovian regime-switching framework, namely, 1) a European call option, 2) a Ruin Contingent Life Annuity, and 3) a participating product. Such a regime-switching framework unveils a potent class of models. Throughout the modulation of the model parameters by a Markov chain, they can simultaneously explain the asymmetic leptokurtic features of the returns' distribution, as well as the volatility smile and the volatility clustering effect. The intuition behind regime-switching models is to capture the appealing idea that the macro-economy is subjected to regular, yet unpredictable in time, states, which in turn affects the prices of financial securities.

The market considered in this thesis is incomplete in general due to additional sources of uncertainty, particularly the regime-switching risk. Under these market conditions, a perfectly replicating trading strategy does not exist and there is more than one equivalent martingale measure. As a result, a perfect hedge for derivative contracts is impossible and the holder of the financial derivative needs to impose some testable restrictions to price the residual risk. In this study, we argue that a condition that minimizes the elative entropy between the risk-neutral and the historical probability measures is very suitable. Such condition, determines a price for the derivative contract that maximizes an exponential utility function for the holder. For doing so, we either use the Minimum Entropy Martingale Measure or Esscher Transform to choose the equivalent martingale measure.

Due to the complexity of the pricing models, stemmed from either the modeling assumptions or the path-dependency of the payoff of the derivatives products, there is no known analytical solution to our problems. We employ different numerical methods in each chapter, depending on the respective modeling framework, to approximate the solutions. We also examine numerically the performance of simple hedging strategies by investigating the terminal distribution of hedging errors and the associated risk measures such as Value at Risk and Expected Shortfall. The impacts of the frequency of re-balancing the hedging portfolio and the transition probabilities of the modulating Markov chain on the quality of hedging are also discussed.

1 online resource (x, 113 pages)

Advisors/Committee Members: Macquarie University. Department of Applied Finance and Actuarial Studies.

Subjects/Keywords: Derivative securities – Mathematical models; Markov processes; option; insurance; incomplete market; Markov chain

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Fard, F. A. (2014). Analysis of pricing financial derivatives under regime-switching economy. (Doctoral Dissertation). Macquarie University. Retrieved from http://hdl.handle.net/1959.14/1128742

Chicago Manual of Style (16^th Edition):

Fard, Farzad Alavi. “Analysis of pricing financial derivatives under regime-switching economy.” 2014. Doctoral Dissertation, Macquarie University. Accessed January 19, 2021. http://hdl.handle.net/1959.14/1128742.

MLA Handbook (7^th Edition):

Fard, Farzad Alavi. “Analysis of pricing financial derivatives under regime-switching economy.” 2014. Web. 19 Jan 2021.

Vancouver:

Fard FA. Analysis of pricing financial derivatives under regime-switching economy. [Internet] [Doctoral dissertation]. Macquarie University; 2014. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/1959.14/1128742.

Council of Science Editors:

Fard FA. Analysis of pricing financial derivatives under regime-switching economy. [Doctoral Dissertation]. Macquarie University; 2014. Available from: http://hdl.handle.net/1959.14/1128742

Ryerson University

24. Gassoumov, Farid. Accurate parametric sensitivity of stochastic biochemical systems.

Degree: 2015, Ryerson University

URL: https://digital.library.ryerson.ca/islandora/object/RULA%3A4673

► Computational and Systems Biology are experiencing a rapid development in recent years. Mathematical and computational modelling are critical tools for studying cellular dynamics. Molecular interactions… (more)

Subjects/Keywords: Stochastic models; Biological systems – Mathematical models; Systems biology – Mathematical models; Markov processes

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Gassoumov, F. (2015). Accurate parametric sensitivity of stochastic biochemical systems. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A4673

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Gassoumov, Farid. “Accurate parametric sensitivity of stochastic biochemical systems.” 2015. Thesis, Ryerson University. Accessed January 19, 2021. https://digital.library.ryerson.ca/islandora/object/RULA%3A4673.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Gassoumov, Farid. “Accurate parametric sensitivity of stochastic biochemical systems.” 2015. Web. 19 Jan 2021.

Vancouver:

Gassoumov F. Accurate parametric sensitivity of stochastic biochemical systems. [Internet] [Thesis]. Ryerson University; 2015. [cited 2021 Jan 19]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A4673.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gassoumov F. Accurate parametric sensitivity of stochastic biochemical systems. [Thesis]. Ryerson University; 2015. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A4673

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Brunel University

25. Wang, Yuefeng. Essays on modelling house prices.

Degree: PhD, 2018, Brunel University

URL: http://bura.brunel.ac.uk/handle/2438/16242 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764978

► Housing prices are of crucial importance in financial stability management. The severe financial crises that originated in the housing market in the US and subsequently… (more)

Subjects/Keywords: Non-linear models; Markov switching models; Smooth transition autoregressive models; Bank lending

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Wang, Y. (2018). Essays on modelling house prices. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/16242 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764978

Chicago Manual of Style (16^th Edition):

Wang, Yuefeng. “Essays on modelling house prices.” 2018. Doctoral Dissertation, Brunel University. Accessed January 19, 2021. http://bura.brunel.ac.uk/handle/2438/16242 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764978.

MLA Handbook (7^th Edition):

Wang, Yuefeng. “Essays on modelling house prices.” 2018. Web. 19 Jan 2021.

Vancouver:

Wang Y. Essays on modelling house prices. [Internet] [Doctoral dissertation]. Brunel University; 2018. [cited 2021 Jan 19]. Available from: http://bura.brunel.ac.uk/handle/2438/16242 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764978.

Council of Science Editors:

Wang Y. Essays on modelling house prices. [Doctoral Dissertation]. Brunel University; 2018. Available from: http://bura.brunel.ac.uk/handle/2438/16242 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764978

Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ)

26. Votsi, Eirini. Seimic hazard assessment through hidden Markov & semi-Markov modeling and statistical estimation.

Degree: 2013, Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ)

URL: http://hdl.handle.net/10442/hedi/30519

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The first Chapter describes the definition of the subject under study, the current state of science in this area and the objectives. In the second… (more)

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The first Chapter describes the definition of the subject under study, the current state of science in this area and the objectives. In the second Chapter, continuous-time semi-Markov models are studied and applied in order to contribute to seismic hazard assessment in Northern Aegean Sea (Greece). Expressions for different important indicators of the semi-Markov process are obtained, providing forecasting results about the time, the space and the magnitude of the ensuing strong earthquake. Chapters 3 and 4 describe a first attempt to model earthquake occurrence by means of discrete-time hidden Markov models (HMMs) and hidden semi-Markov models (HSMMs), respectively. A nonparametric estimation method is followed by means of which, insights into features of the earthquake process are provided which are hard to detect otherwise. Important indicators concerning the levels of the stress field are estimated by means of the suggested HMM and HSMM. Chapter 5 includes our main contribution to the theory of stochastic processes, the investigation and the estimation of the discrete-time intensity of the hitting time (DTIHT) for the first time referring to semi-Markov chains (SMCs) and hidden Markov renewal chains (HMRCs). A simple formula is presented for the evaluation of the DTIHT along with its statistical estimator for both SMCs and HMRCs. In addition, the asymptotic properties of the estimators are proved, including strong consistency and asymptotic normality. In Chapter 6, a comparison between HMMs and HSMMs in a Markov and a semi-Markov framework is given in order to highlight possible differences in their stochastic behavior partially governed by their transition probability matrices. Basic results are presented in the general case where specific distributions are assumed for sojourn times as well as in the special case concerning the models applied in the previous chapters, where the sojourn time distributions are estimated nonparametrically. The impact of the differences is observed through the calculation of the mean value and the variance of the number of steps that the Markov chain (HMM case) and the EMC (HSMM case) need to make for visiting for the first time a particular state. Finally, Chapter 7 presents concluding remarks, perspectives and future work.

Το πρώτο κεϕάλαιο αποτελεί την εισαγωγή της παρούσας διατριβής κι έχει ως πρωταρχικό σκοπό να παρουσιάσει το αντικείμενο της. Συγκεκριμένα, παρουσιάζονται συνοπτικά προηγούμενες σχετικές μεθοδολογίες, οι κύριοι στόχοι και τα επιτεύγματα της διατριβής καθώς και η συμβολή της στο πεδίο που πραγματεύεται. Στο δεύτερο κεϕάλαιο μελετάται κι εφαρμόζεται ένα ημι-Μαρκοβιανό μοντέλο συνεχούς χρόνου με στόχο την εκτίμηση της σεισμικής επικινδυνότητας στην περιοχή του Β. Αιγαίου (Ελλάδα). Σημαντικά χαρακτηριστικά της ημι-Μαρκοβιανής διαδικασίας εκτιμώνται, παρέχοντας προγνωστικά αποτελέσματα σχετικά με το χρόνο γένεσης, την πιθανότητα γένεσης και το μέγεθος του επερχόμενου ισχυρού σεισμού. Τα κεφάλαια 3 και 4 περιλαμβάνουν μια πρώτη προσπάθεια μοντελοποίησης της…

Subjects/Keywords: Ημι-μαρκοβιανά μοντέλα; Κρυφά μαρκοβιανά μοντέλα; Κρυφά ημι-μαρκοβιανά μοντέλα; Ρυθμοί γένεσης σεισμών; Semi-Markov models; Hidden Markov models; Hidden semi-Markov models; Earthquake occurrence rates

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Votsi, E. (2013). Seimic hazard assessment through hidden Markov & semi-Markov modeling and statistical estimation. (Thesis). Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ). Retrieved from http://hdl.handle.net/10442/hedi/30519

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Votsi, Eirini. “Seimic hazard assessment through hidden Markov & semi-Markov modeling and statistical estimation.” 2013. Thesis, Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ). Accessed January 19, 2021. http://hdl.handle.net/10442/hedi/30519.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Votsi, Eirini. “Seimic hazard assessment through hidden Markov & semi-Markov modeling and statistical estimation.” 2013. Web. 19 Jan 2021.

Vancouver:

Votsi E. Seimic hazard assessment through hidden Markov & semi-Markov modeling and statistical estimation. [Internet] [Thesis]. Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ); 2013. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/10442/hedi/30519.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Votsi E. Seimic hazard assessment through hidden Markov & semi-Markov modeling and statistical estimation. [Thesis]. Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ); 2013. Available from: http://hdl.handle.net/10442/hedi/30519

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Universidade do Rio Grande do Norte

27. Medeiros, Francisco Moisés Cândido de. Estimação paramétrica e não-paramétrica em modelos de markov ocultos .

Degree: 2010, Universidade do Rio Grande do Norte

URL: http://repositorio.ufrn.br/handle/123456789/18630

► In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward… (more)

Subjects/Keywords: Cadeia de markov; Modelos de markov oculto; . Espaço de estados finito; Espaçco de estados geral; Markov chain; Hidden markov models; Finite state space; General state space

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Medeiros, F. M. C. d. (2010). Estimação paramétrica e não-paramétrica em modelos de markov ocultos . (Thesis). Universidade do Rio Grande do Norte. Retrieved from http://repositorio.ufrn.br/handle/123456789/18630

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Medeiros, Francisco Moisés Cândido de. “Estimação paramétrica e não-paramétrica em modelos de markov ocultos .” 2010. Thesis, Universidade do Rio Grande do Norte. Accessed January 19, 2021. http://repositorio.ufrn.br/handle/123456789/18630.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Medeiros, Francisco Moisés Cândido de. “Estimação paramétrica e não-paramétrica em modelos de markov ocultos .” 2010. Web. 19 Jan 2021.

Vancouver:

Medeiros FMCd. Estimação paramétrica e não-paramétrica em modelos de markov ocultos . [Internet] [Thesis]. Universidade do Rio Grande do Norte; 2010. [cited 2021 Jan 19]. Available from: http://repositorio.ufrn.br/handle/123456789/18630.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Medeiros FMCd. Estimação paramétrica e não-paramétrica em modelos de markov ocultos . [Thesis]. Universidade do Rio Grande do Norte; 2010. Available from: http://repositorio.ufrn.br/handle/123456789/18630

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

28. Francisco Moisés Cândido de Medeiros. Estimação paramétrica e não-paramétrica em modelos de markov ocultos.

Degree: 2010, Universidade Federal do Rio Grande do Norte

URL: http://bdtd.bczm.ufrn.br/tedesimplificado//tde_busca/arquivo.php?codArquivo=3229

►

In this work we study the Hidden Markov Models with nite as well as general state space. In the nite case, the forward and backward… (more)

Subjects/Keywords: Cadeia de markov; Modelos de markov oculto; . Espaço de estados nito; Espaçco de estados geral; MATEMATICA APLICADA; Markov chain; Hidden markov models; Finite state space; General state space

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Medeiros, F. M. C. d. (2010). Estimação paramétrica e não-paramétrica em modelos de markov ocultos. (Thesis). Universidade Federal do Rio Grande do Norte. Retrieved from http://bdtd.bczm.ufrn.br/tedesimplificado//tde_busca/arquivo.php?codArquivo=3229

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Medeiros, Francisco Moisés Cândido de. “Estimação paramétrica e não-paramétrica em modelos de markov ocultos.” 2010. Thesis, Universidade Federal do Rio Grande do Norte. Accessed January 19, 2021. http://bdtd.bczm.ufrn.br/tedesimplificado//tde_busca/arquivo.php?codArquivo=3229.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Medeiros, Francisco Moisés Cândido de. “Estimação paramétrica e não-paramétrica em modelos de markov ocultos.” 2010. Web. 19 Jan 2021.

Vancouver:

Medeiros FMCd. Estimação paramétrica e não-paramétrica em modelos de markov ocultos. [Internet] [Thesis]. Universidade Federal do Rio Grande do Norte; 2010. [cited 2021 Jan 19]. Available from: http://bdtd.bczm.ufrn.br/tedesimplificado//tde_busca/arquivo.php?codArquivo=3229.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Medeiros FMCd. Estimação paramétrica e não-paramétrica em modelos de markov ocultos. [Thesis]. Universidade Federal do Rio Grande do Norte; 2010. Available from: http://bdtd.bczm.ufrn.br/tedesimplificado//tde_busca/arquivo.php?codArquivo=3229

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Universidade do Rio Grande do Norte

29. Medeiros, Francisco Moisés Cândido de. Estimação paramétrica e não-paramétrica em modelos de markov ocultos .

Degree: 2010, Universidade do Rio Grande do Norte

URL: http://repositorio.ufrn.br/handle/123456789/18630

► In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward… (more)

Subjects/Keywords: Cadeia de markov; Modelos de markov oculto; . Espaço de estados finito; Espaçco de estados geral; Markov chain; Hidden markov models; Finite state space; General state space

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Medeiros, F. M. C. d. (2010). Estimação paramétrica e não-paramétrica em modelos de markov ocultos . (Masters Thesis). Universidade do Rio Grande do Norte. Retrieved from http://repositorio.ufrn.br/handle/123456789/18630

Chicago Manual of Style (16^th Edition):

Medeiros, Francisco Moisés Cândido de. “Estimação paramétrica e não-paramétrica em modelos de markov ocultos .” 2010. Masters Thesis, Universidade do Rio Grande do Norte. Accessed January 19, 2021. http://repositorio.ufrn.br/handle/123456789/18630.

MLA Handbook (7^th Edition):

Medeiros, Francisco Moisés Cândido de. “Estimação paramétrica e não-paramétrica em modelos de markov ocultos .” 2010. Web. 19 Jan 2021.

Vancouver:

Medeiros FMCd. Estimação paramétrica e não-paramétrica em modelos de markov ocultos . [Internet] [Masters thesis]. Universidade do Rio Grande do Norte; 2010. [cited 2021 Jan 19]. Available from: http://repositorio.ufrn.br/handle/123456789/18630.

Council of Science Editors:

Medeiros FMCd. Estimação paramétrica e não-paramétrica em modelos de markov ocultos . [Masters Thesis]. Universidade do Rio Grande do Norte; 2010. Available from: http://repositorio.ufrn.br/handle/123456789/18630

Ryerson University

30. Assadihaghi, Atousa. Pricing and risk management under multivariate switching models.

Degree: 2016, Ryerson University

URL: https://digital.library.ryerson.ca/islandora/object/RULA%3A5630

► The objective of this thesis is to provide a simulations-free approximation to the price of multivariate derivatives and for the calculation of risk measures like… (more)

Subjects/Keywords: Risk – Mathematical models.; Pricing – Mathematical models.; Derivative securities – Prices – Mathematics.; Markov processes.; Monte Carlo method.

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❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Assadihaghi, A. (2016). Pricing and risk management under multivariate switching models. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A5630

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Assadihaghi, Atousa. “Pricing and risk management under multivariate switching models.” 2016. Thesis, Ryerson University. Accessed January 19, 2021. https://digital.library.ryerson.ca/islandora/object/RULA%3A5630.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Assadihaghi, Atousa. “Pricing and risk management under multivariate switching models.” 2016. Web. 19 Jan 2021.

Vancouver:

Assadihaghi A. Pricing and risk management under multivariate switching models. [Internet] [Thesis]. Ryerson University; 2016. [cited 2021 Jan 19]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A5630.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Assadihaghi A. Pricing and risk management under multivariate switching models. [Thesis]. Ryerson University; 2016. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A5630

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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Open Access Theses and Dissertations