Springer, 2012. — 294 p. — ISBN: 978-1461437185, e-ISBN: 978-1461437192. Algebraic statistics is a rapidly developing field, where ideas from statistics and algebra meet and stimulate new research directions. One of the origins of algebraic statistics is the work by Diaconis and Sturmfels in 1998 on the use of Gröbner bases for constructing a connected Markov chain for...
Wiley-ISTE, 2018. — 295 p. — ISBN: 978-1-119-54409-8. Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of applications: biology, insurance, neuroscience, networks, finance... Such processes are defined by a deterministic motion punctuated by random jumps at random times, and offer simple yet challenging models to study....
New York: Chapman and Hall/CRC, 2012. — 252 p. Drawing on the authors’ extensive research in the analysis of categorical longitudinal data, Latent Markov Models for Longitudinal Data focuses on the formulation of latent Markov models and the practical use of these models. Numerous examples illustrate how latent Markov models are used in economics, education, sociology, and...
N.-Y.: Springer, 2005. — 652 p. — ISBN: 0387402640, 978-0387402642. Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more. This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory....
Springer, 2005. — 672 p. — ISBN: 0387402640, 978-0387402642.
This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both...
Cambridge University Press, 2002. — 123 p. — ISBN: 0-521-81357-3. The first version of these lecture notes was composed for a last-year undergraduate course at Chalmers University of Technology, in the spring semester 2000. I wrote a revised and expanded version for the same course one year later. This is the third and final (?) version. The notes are intended to be sufficiently...
Mineola, New York: Dover Publications, 2017. — 304 p. — (Dover Books on Mathematics). — ISBN: 0486458695. A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects...
ITexLi, 2023. — 126 p. — ISBN 1837697205, 9781837697205, 1837697213, 9781837697212, 1837697221, 9781837697229. This volume takes you on a fascinating journey into the world of math and its many uses. Experts in the field show how math can solve real-world problems, from managing inventories to making decisions. You'll also learn about things like optics and programming. This...
Boca Raton: CRC Press, 2021. — 406 p. Markov Random Flights is the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions. Markov random flights is a stochastic dynamic system subject to the control of an external Poisson process and represented by the stochastic motion of a particle that moves at constant finite...
London, ACADEMIC PRESS. 1988. — 438 pages. his work is intended to serve as a reference to the theory of right processes, a very general class of right continuous strong Markov processes. The use of the term general theory is meant to suggest both the absence of hypotheses of special type other than those for right processes, and the coordination of the methods with those of...
London, ACADEMIC PRESS. 1988. — 438 pages. his work is intended to serve as a reference to the theory of right processes, a very general class of right continuous strong Markov processes. The use of the term general theory is meant to suggest both the absence of hypotheses of special type other than those for right processes, and the coordination of the methods with those of...
Cambridge University Press, 2018. — 185 p. — (London Mathematical Society Lecture Note Series: 445). — ISBN: 978-1-108-44198-8. Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state...
Springer, 2022. — 276 p. — (Use R!). — ISBN 3031014383. This book discusses mixture and hidden Markov models for modeling behavioral data . Mixture and hidden Markov models are statistical models which are useful when an observed system occupies a number of distinct “regimes” or unobserved (hidden) states. These models are widely used in a variety of fields, including...
Amsterdam: Elsevier, 2016. — 198 p. Hidden semi-Markov models (HSMMs) are among the most important models in the area of artificial intelligence / machine learning. Since the first HSMM was introduced in 1980 for machine recognition of speech, three other HSMMs have been proposed, with various definitions of duration and observation distributions. Those models have different...
Учебное пособие. — Томск: Томский государственный университет (ТГУ), 2016. — 126 с. Пособие предназначено для оказания помощи студентам при выполнении практических заданий в курсе «Теория случайных процессов». Предложены в большом количестве разнообразные задачи с разобранными решениями, а также задачи для самостоятельной работы студентов по каждой из тем. Приводятся все...
Методические пособие. — Томск: Томский государственный университет (ТГУ), 2014. — 58 с. Методические пособие предназначено для оказания помощи студентам при выполнении практических заданий курса «Теория случайных процессов». Предложены в большом количестве разнообразные задачи с разобранными решениями, а также задачи для самостоятельной работы по каждой теме. Приведены...
Учебное пособие. — М.: МИСиС, 2013. — 70 с. — ISBN 978-5-87623-736-1. Рассмотрены решения некоторых интересных задач из раздела «Марковские цепи» курса «Теория случайных процессов». Перед условием каждой задачи приведены краткие определения. Дополнительно прилагается список условий задач по всему курсу «Теория случайных процессов». Содержание пособия соответствует программе...
Учебное пособие. — М.: МИСиС, 2013. — 70 с. — ISBN 978-5-87623-736-1. Рассмотрены решения некоторых интересных задач из раздела «Марковские цепи» курса «Теория случайных процессов». Перед условием каждой задачи приведены краткие определения. Дополнительно прилагается список условий задач по всему курсу «Теория случайных процессов». Содержание пособия соответствует программе...
М.: МФТИ, 1998. — 208 с. — ISBN 5-89155-029-6. На базе обобщения марковского подхода к проблеме нелинейного оценивания случайных процессов изложены основы теории нелинейной обработки случайных полей применительно к задачам оптимального приема сигналов и выделения полезной информации в крупноапертурных и многопозиционных информационно-измерительных системах. Основное внимание...
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