Loading...

**Search for:**markov-chains

0.013 seconds

Total 86 records

#### On the isoperimetric spectrum of graphs and its approximations [electronic resource]

, Article Journal of Combinatorial Theory, Series B ; Volume 100, Issue 4, July 2010, Pages 390–412 ; Hajiabolhassan, Hossein ; Javadi, Ramin ; Sharif University of Technology
Abstract

In this paper1 we consider higher isoperimetric numbers of a (finite directed) graph. In this regard we focus on the nth mean isoperimetric constant of a directed graph as the minimum of the mean outgoing normalized flows from a given set of n disjoint subsets of the vertex set of the graph. We show that the second mean isoperimetric constant in this general setting, coincides with (the mean version of) the classical Cheeger constant of the graph, while for the rest of the spectrum we show that there is a fundamental difference between the nth isoperimetric constant and the number obtained by taking the minimum over all n-partitions. In this direction, we show that our definition is the...

#### On the isoperimetric spectrum of graphs and its approximations

, Article Journal of Combinatorial Theory. Series B ; Volume 100, Issue 4 , July , 2010 , Pages 390-412 ; 00958956 (ISSN) ; Hajiabolhassan, H ; Javadi, R ; Sharif University of Technology
2010

Abstract

In this paper. 11This article is a revised version of Daneshgar and Hajiabolhassan (2008) [19] distributed on arXiv.org (1'st, Jan. 2008). we consider higher isoperimetric numbers of a (finite directed) graph. In this regard we focus on the nth mean isoperimetric constant of a directed graph as the minimum of the mean outgoing normalized flows from a given set of n disjoint subsets of the vertex set of the graph. We show that the second mean isoperimetric constant in this general setting, coincides with (the mean version of) the classical Cheeger constant of the graph, while for the rest of the spectrum we show that there is a fundamental difference between the nth isoperimetric constant and...

#### Graph homomorphisms through random walks [electronic resource]

, Article Journal of Graph Theory ; 2003, Volume 44, Issue 1, pages 15–38 ; Hajiabolhassan, Hossein ; Sharif University of Technology
Abstract

In this paper we introduce some general necessary conditions for the existence of graph homomorphisms, which hold in both directed and undirected cases. Our method is a combination of Diaconis and Saloff–Coste comparison technique for Markov chains and a generalization of Haemers interlacing theorem. As some applications, we obtain a necessary condition for the spanning subgraph problem, which also provides a generalization of a theorem of Mohar (1992) as a necessary condition for Hamiltonicity. In particular, in the case that the range is a Cayley graph or an edge-transitive graph, we obtain theorems with a corollary about the existence of homomorphisms to cycles. This, specially, provides...

#### A stochastic approach for valuing customers in banking industry: A case study

, Article Industrial Engineering and Management Systems ; Volume 19, Issue 4 , 2021 , Pages 744-757 ; 15987248 (ISSN) ; Mehraeen, M ; Pooya, A ; Sharif, H ; Sharif University of Technology
Korean Institute of Industrial Engineers
2021

Abstract

This study provides a stochastic dynamic programming model with a Markov chain that explicitly focuses on the customer as well as a new model for valuing the customers in the banking industry. The proposed framework calculates individual customer’s lifetime value dynamically. The study follows a stochastic dynamic programming model that is based on the Markov chain. The deduced findings are illustrated with supplementary context from an outstanding case study. The findings underline the importance of the stochastic model for calculating customer lifetime value based on customer behavior. The presented framework provides a beneficial way for future research and valuable insight for allocating...

#### Graph homomorphisms through random walks

, Article Journal of Graph Theory ; Volume 44, Issue 1 , 2003 , Pages 15-38 ; 03649024 (ISSN) ; Hajiabolhassan, H ; Sharif University of Technology
Wiley-Liss Inc
2003

Abstract

In this paper we introduce some general necessary conditions for the existence of graph homomorphisms, which hold in both directed and undirected cases. Our method is a combination of Diaconis and Saloff-Coste comparison technique for Markov chains and a generalization of Haemers interlacing theorem. As some applications, we obtain a necessary condition for the spanning subgraph problem, which also provides a generalization of a theorem of Mohar (1992) as a necessary condition for Hamiltonicity. In particular, in the case that the range is a Cayley graph or an edge-transitive graph, we obtain theorems with a corollary about the existence of homomorphisms to cycles. This, specially, provides...

#### Delay analysis and buffer management for random access in cognitive radio networks

, Article 2013 Iran Workshop on Communication and Information Theory ; May , 2013 , Page(s): 1 - 6 ; 9781467350235 (ISBN) ; Majd, S. A ; Pakravan, M. R ; Sharif University of Technology
2013

Abstract

In this paper, we consider a cognitive radio network in which multiple Secondary Users (SUs) contend to access primary network's channels with a random access scheme. Our goal is to analyze SUs' queuing delay performance in terms of mean queue lengths and find a minimum buffer space for which the overflow probability is less than a desired threshold. In general, the considered network can be modeled as a multidimensional Markov chain. However, the enormous state space makes the numerical analysis intractable. Nevertheless, the state space can be reduced to a two-dimensional Markov chain in the symmetric channel condition. By this approach, the optimal contention probability that minimizes...

#### On Mixing Time for Some Markov Chain Monte Carlo

, M.Sc. Thesis Sharif University of Technology ; Alishahi, Kasra (Supervisor)
Abstract

Markov chains are memoryless stochastic processes that undergoes transitions from one state to another state on a state space having the property that, given the present,the future is conditionally independent of the past. Under general conditions, the markov chain has a stationary distribution and the probability distribution of the markov chain, independent of the staring state, converges to it’s stationary distribution.

We use this fact to construct markov chain monte carlo, which are a class of algorithms for sampling from probability distributions based on constructing a markov chain that has the desired distribution as its stationary distribution. The state of a chain after a large...

We use this fact to construct markov chain monte carlo, which are a class of algorithms for sampling from probability distributions based on constructing a markov chain that has the desired distribution as its stationary distribution. The state of a chain after a large...

#### Economic design of x-bar control chart with variable sample size and sampling interval under non-normality assumption: A genetic algorithm

, Article Economic Computation and Economic Cybernetics Studies and Research ; Volume 5 , 2012 ; 0424267X (ISSN) ; Gazaneh, F. M ; Karimifar, J ; Sharif University of Technology
2012

Abstract

While the main assumption of an economic model of a variable sample size and sampling interval (VSSI) X-Bar control chart is normality, some process data may not follow a normal distribution. In this paper, a model for an economic design of the VSSI X-Bar chart under non-normality of the process data is first developed. Then a parameter-tuned genetic algorithm is proposed to solve the model and compare its performances in terms of the expected loss per hour to the ones of a fixed sample size and sampling interval X-Bar control charts that works under the normality assumption. Finally, a numerical example is given to illustrate the applications of the proposed methodology and to perform a...

#### Economic design of x-bar control chart with variable sample size and sampling interval under non-normality assumption: A genetic algorithm

, Article Economic Computation and Economic Cybernetics Studies and Research ; Volume 1 , 2012 ; 0424267X (ISSN) ; Gazaneh, F. M ; Karimifar, J ; Sharif University of Technology
2012

Abstract

While the main assumption of an economic model of a variable sample size and sampling interval (VSSI) X-Bar control chart is normality, some process data may not follow a normal distribution. In this paper, a model for an economic design of the VSSI X-Bar chart under non-normality of the process data is first developed. Then a parameter-tuned genetic algorithm is proposed to solve the model and compare its performances in terms of the expected loss per hour to the ones of a fixed sample size and sampling interval X-Bar control charts that works under the normality assumption. Finally, a numerical example is given to illustrate the applications of the proposed methodology and to perform a...

#### A new MCMC sampling based segment model for radar target recognition

, Article Radioengineering ; Volume 24, Issue 1 , 2015 , Pages 280-287 ; 12102512 (ISSN) ; Radmard, M ; Nayebi, M ; Sharif University of Technology
Czech Technical University
2015

Abstract

One of the main tools in radar target recognition is high resolution range profile (HRRP). However, it is very sensitive to the aspect angle. One solution to this problem is to assume the consecutive samples of HRRP identically independently distributed (IID) in small frames of aspect angles, an assumption which is not true in reality. However, based on this assumption, some models have been developed to characterize the sequential information contained in the multi-aspect radar echoes. Therefore, they only consider the short dependency between consecutive samples. Here, we propose an alternative model, the segment model, to address the shortcomings of these assumptions. In addition, using a...

#### Probabilistic analysis of long-term climate drought using steady-state markov chain approach

, Article Water Resources Management ; Volume 34, Issue 15 , 2020 , Pages 4703-4724 ; Hassannayebi, E ; Boroun, M ; Tahmoures, M ; Sharif University of Technology
Springer Science and Business Media B.V
2020

Abstract

This study presents a steady-state Markov chain model to predict the long-term probability of drought conditions. The research aims to propose a rigorous framework for statistical analysis of drought characteristics and its trends over time for a large area of aquifers and plains in Iran. For this purpose, two meteorological indicators called the Standardized Precipitation Index (SPI), and the Groundwater Resource Index (GRI) are examined. The groundwater drought study includes more than 26,000 wells in about 600 meteorological stations over 20 years being surveyed daily. This study discusses the spatial interpolation of drought steady-state probabilities based on recorded SPI and GRI data...

#### Faster Algorithms for Quantitative Analysis of MCs and MDPs with Small Treewidth

, Article 18th International Symposium on Automated Technology for Verification and Analysis, ATVA 2020, 19 October 2020 through 23 October 2020 ; Volume 12302 LNCS , 2020 , Pages 253-270 ; Chatterjee, K ; Kafshdar Goharshady, A ; Mohammadi, K ; Pavlogiannis, A ; Sharif University of Technology
Springer Science and Business Media Deutschland GmbH
2020

Abstract

Discrete-time Markov Chains (MCs) and Markov Decision Processes (MDPs) are two standard formalisms in system analysis. Their main associated quantitative objectives are hitting probabilities, discounted sum, and mean payoff. Although there are many techniques for computing these objectives in general MCs/MDPs, they have not been thoroughly studied in terms of parameterized algorithms, particularly when treewidth is used as the parameter. This is in sharp contrast to qualitative objectives for MCs, MDPs and graph games, for which treewidth-based algorithms yield significant complexity improvements. In this work, we show that treewidth can also be used to obtain faster algorithms for the...

#### Project completion time in dynamic PERT networks with generating projects

, Article Scientia Iranica ; Volume 14, Issue 1 , 2007 , Pages 56-63 ; 10263098 (ISSN) ; Modarres, M ; Sharif University of Technology
Sharif University of Technology
2007

Abstract

In this paper, an analytical method is developed to compute the project completion time distribution in a dynamic PERT network, where the activity durations are exponentially distributed random variables. The projects are generated according to a renewal process and share the same facilities. Thus, these projects cannot be analyzed independently. The authors' approach is to transform this dynamic PERT network into a stochastic network and, then, to obtain the project completion time distribution by constructing a proper continuous-time Markov chain. This dynamic PERT network is represented as a network of queues, where the service times represent the durations of the corresponding activities...

#### Development of Pavement Performance Prediction Models Based on the Assumptions of Availablity and Ubavailabilty of Accurate Data

, M.Sc. Thesis Sharif University of Technology ; Tabatabaei, Nader (Supervisor) ; Shafahi, Yusof (Supervisor)
Abstract

Accurate prediction of pavement performance is essential to a pavement infrastructure management system. Selection of the prediction model is based on the extent of available data, assumptions used in performance modeling, ease of use and management purposes. Therefore, two methods were proposed in this thesis based on the assumptions of availability and unavailibility of accurate data. The first method presents a two-stage model to classify and accurately predict the performance of a pavement infrastructure system. Sections with similar characteristics are classified into groups using a support vector classifier (SVC). Then, a recurrent neural network (RNN) is utilized to predict...

#### Patchwise joint sparse tracking with occlusion detection

, Article IEEE Transactions on Image Processing ; Vol. 23, Issue. 10 , 2014 , Pages. 4496-4510 ; ISSN: 10577149 ; Rabiee, H. R ; Soltani-Farani, A ; Khajenezhad, A ; Sharif University of Technology
Abstract

This paper presents a robust tracking approach to handle challenges such as occlusion and appearance change. Here, the target is partitioned into a number of patches. Then, the appearance of each patch is modeled using a dictionary composed of corresponding target patches in previous frames. In each frame, the target is found among a set of candidates generated by a particle filter, via a likelihood measure that is shown to be proportional to the sum of patch-reconstruction errors of each candidate. Since the target's appearance often changes slowly in a video sequence, it is assumed that the target in the current frame and the best candidates of a small number of previous frames, belong to...

#### AFT regression-adjusted monitoring of reliability data in cascade processes

, Article Quality and Quantity ; Volume 47, Issue 6 , 2013 , Pages 3349-3362 ; 00335177 (ISSN) ; Aghaie, A ; Niaki, S. T. A ; Sharif University of Technology
2013

Abstract

Today's competitive market has witnessed a growing interest in improving the reliability of products in both service and industrial operations. A large number of monitoring schemes have been introduced to effectively control the reliability-related quality characteristics. These methods have focused on single-stage processes or considered quality variables which are independent. However, the main feature of multistage processes is the cascade property which needs to be justified for the sake of optimal process monitoring. The problem becomes complicated when the presence of censored observations is pronounced. Therefore, both the effects of influential covariates and censored data must be...

#### Reliability evaluation of deregulated power system considering competitive electricity market

, Article Iranian Journal of Science and Technology, Transaction B: Engineering ; Volume 31, Issue 6 , December , 2007 , Pages 603-616 ; 10286284 (ISSN) ; Ranjbar, A. M ; Jafari, A ; Fotuhi Firuzabad, M ; Sharif University of Technology
2007

Abstract

In a deregulated electric power system in which a competitive electricity market can influence system reliability, system analysts are rapidly recognizing that they cannot ignore market risks. This paper first proposes an analytical probabilistic model for the reliable evaluation of competitive electricity markets and then develops a methodology for incorporating the market reliability problem into composite power system reliability studies. The market reliability is evaluated using the Markov state space diagram. Since the market is a continuously operated system, the concept of absorbing states is applied to it in order to evaluate reliability. The market states are identified using market...

#### Incremental Representative Words Extraction of Persian Weblogs with Change of Theme Detection Using Graph Approach

, M.Sc. Thesis Sharif University of Technology ; hodsi, Mohammad (Supervisor)
Abstract

Although dimension reduction techniques for text documents can be used for preprocessing of blogs, these techniques will be more effective if they deal with the nature of the blogs properly. In this project we propose a novel algorithm called PostRank using shallow approach to identify theme of the blog or blog representative words in order to reduce the dimensions of blogs. PostRank uses a graph-based syntactic representation of the weblog by taking into account some structural features of weblog. At the first step it models the blog as a complete graph and assumes the theme of the blog as a query applied to a search engine like Google and each post as a search result. It tries to rank the...

#### Object Tracking Via Sparse Representation Model

, M.Sc. Thesis Sharif University of Technology ; Rabiee, Hamid Reza (Supervisor)
Abstract

Visual tracking is a classic problem, but is continuously an active area of research, in computer vision. Given a bounding box defining the object of interest (target) in the first frame of a video sequence, the goal of a general tracker is to determine the ob-ject’s bounding box in subsequent frames. Utilizing sparse representation, we propose a robust tracking algorithm to handle challenges such as illumination variation, pose change, and occlusion. Object appearance is modeled using a dictionary composed of target patch images contained in previous frames. In each frame, the target is found from a set of candidates via a likelihood measure that is proportional to the sum of the...

#### Alert Correlation Analysis For Intrusion Detection

, M.Sc. Thesis Sharif University of Technology ; Jalili, Rasool (Supervisor)
Abstract

While intrusion detection systems (IDSs) are widely used, large number of alerts as well as high rate of false positive events make such a security mechanism insufficient. Accordingly, a track of recent security research, focused on alert correlation. This thesis proposes a Hidden Markov Model (HMM) based correlation method of intrusion alerts which have been fired from different IDS sensors across an enterprise. We used HMM to predict the next attack class of the intruder that is also known as plan recognition. Our method has two advantages. Firstly, it does not require any usage or modeling of network topology, system vulnerabilities, and system configurations. Secondly, as we perform high...