scholarly journals Computing Conditional Probabilities in Markovian Models Efficiently

Author(s):  
Christel Baier ◽  
Joachim Klein ◽  
Sascha Klüppelholz ◽  
Steffen Märcker
Author(s):  
E. D. Avedyan ◽  
Le Thi Trang Linh

The article presents the analytical results of the decision-making by the majority voting algorithm (MVA). Particular attention is paid to the case of an even number of experts. The conditional probabilities of the MVA for two hypotheses are given for an even number of experts and their properties are investigated depending on the conditional probability of decision-making by independent experts of equal qualifications and on their number. An approach to calculating the probabilities of the correct solution of the MVA with unequal values of the conditional probabilities of accepting hypotheses of each statistically mutually independent expert is proposed. The findings are illustrated by numerical and graphical calculations.


1983 ◽  
Vol 20 (03) ◽  
pp. 529-536
Author(s):  
W. J. R. Eplett

A natural requirement to impose upon the life distribution of a component is that after inspection at some randomly chosen time to check whether it is still functioning, its life distribution from the time of checking should be bounded below by some specified distribution which may be defined by external considerations. Furthermore, the life distribution should ideally be minimal in the partial ordering obtained from the conditional probabilities. We prove that these specifications provide an apparently new characterization of the DFRA class of life distributions with a corresponding result for IFRA distributions. These results may be transferred, using Slepian's lemma, to obtain bounds for the boundary crossing probabilities of a stationary Gaussian process.


2021 ◽  
Vol 12 (1) ◽  
Author(s):  
Qingchao Jiang ◽  
Xiaoming Fu ◽  
Shifu Yan ◽  
Runlai Li ◽  
Wenli Du ◽  
...  

AbstractNon-Markovian models of stochastic biochemical kinetics often incorporate explicit time delays to effectively model large numbers of intermediate biochemical processes. Analysis and simulation of these models, as well as the inference of their parameters from data, are fraught with difficulties because the dynamics depends on the system’s history. Here we use an artificial neural network to approximate the time-dependent distributions of non-Markovian models by the solutions of much simpler time-inhomogeneous Markovian models; the approximation does not increase the dimensionality of the model and simultaneously leads to inference of the kinetic parameters. The training of the neural network uses a relatively small set of noisy measurements generated by experimental data or stochastic simulations of the non-Markovian model. We show using a variety of models, where the delays stem from transcriptional processes and feedback control, that the Markovian models learnt by the neural network accurately reflect the stochastic dynamics across parameter space.


Author(s):  
Q. J. Gutierrez Peña ◽  
F. A. Nava Pichardo ◽  
E. Glowacka ◽  
R. R. Castro Escamilla ◽  
V. H. Márquez Ramírez

2013 ◽  
Vol 28 (3) ◽  
pp. 802-814 ◽  
Author(s):  
Timothy W. Armistead

Abstract The paper briefly reviews measures that have been proposed since the 1880s to assess accuracy and skill in categorical weather forecasting. The majority of the measures consist of a single expression, for example, a proportion, the difference between two proportions, a ratio, or a coefficient. Two exemplar single-expression measures for 2 × 2 categorical arrays that chronologically bracket the 130-yr history of this effort—Doolittle's inference ratio i and Stephenson's odds ratio skill score (ORSS)—are reviewed in detail. Doolittle's i is appropriately calculated using conditional probabilities, and the ORSS is a valid measure of association, but both measures are limited in ways that variously mirror all single-expression measures for categorical forecasting. The limitations that variously affect such measures include their inability to assess the separate accuracy rates of different forecast–event categories in a matrix, their sensitivity to the interdependence of forecasts in a 2 × 2 matrix, and the inapplicability of many of them to the general k × k (k ≥ 2) problem. The paper demonstrates that Wagner's unbiased hit rate, developed for use in categorical judgment studies with any k × k (k ≥ 2) array, avoids these limitations while extending the dual-measure Bayesian approach proposed by Murphy and Winkler in 1987.


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