Sumários

TP25

14 junho 2023, 11:30 • Ana Maria Santos Ferreira Gorjão Henriques

Project discussions

Group 13
Paper: Stochastic renewal process models for estimation of damage cost over the life-cycle of a structure (2017) by Pandey and Weide 
Group 5
Paper: Google PageRank Algorithm: Markov Chain Model and Hidden Markov Model (2016) by Rai and Lal
-----------------------
CHAP. 6 Continuous-Time Markov Chains
Birth-death processes
Transition probabilities, transition rates and rate transition diagram
Equilibrium probabilities
Exercise

TP24

7 junho 2023, 11:30 • Ana Maria Santos Ferreira Gorjão Henriques

Project discussions

Group 6
Paper: Markov Decision Processes (2020) by Thomas
Group 8
Paper: Reachability problems for Markov chains (2015) by Akshay, Antonopoulos, Ouaknine and Worrell
Group 2
Paper: Disease clearance of tuberculosis infection: An in-host continuous-time Markov chain model (2022) by Zhang
Group 12
Paper: Predicting the next word using the Markov Chain Model according to profiling personality (2022) by Elbaghazaoui, Amnai and Fakhri

TP23

6 junho 2023, 09:00 • Ana Maria Santos Ferreira Gorjão Henriques

Project discussions

Group 14
Paper: Distance distributions in random networks (2012) by Moltchanov
Group 4
Paper: Remarks on multivariate Gaussian Process (2021) by Chen, Fan and Wang
Group 9
Paper: The Application of Stochastic Processes in Options Pricing Model (2022) by Fang
Group 10
Paper: Understanding the Metropolis-Hastings Algorithm (1995) by Chib and Greenberg

TP22

31 maio 2023, 11:30 • Ana Maria Santos Ferreira Gorjão Henriques

Project discussions

Group 15 - Best response play in partially observable card games (2005) by Oliehoek, Spaan and Vlassis
Group 3 - Pattern recognition using hidden Markov models in financial time series (2017) by Rebagliati and Sasso
-----------------------
CHAP. 6 Continuous-Time Markov Chains
Introduction and general setting
Birth-death processes

TP21

30 maio 2023, 09:00 • Ana Maria Santos Ferreira Gorjão Henriques

CHAP. 5 Discrete-Time Markov Chains with countable state space (cont.)
Limiting probabilities: review; exercise.
Branching processes: extinction probability and limiting behaviour; exercise.