Markov Chains and Monte Carlo Methods

In a parallel discrete-event simulation (PDES) scheme, tasks are distributed among processing elements (PEs) whose progress is controlled by a synchronization scheme. For lattice systems with short-range interactions, the progress of the conservative PDES scheme is governed by the Kardar-Parisi-Zhang equation from the…

• HASAN GÜÇLÜ

The information-theoretic capacity of continuous-time queues was analyzed recently by Anantharam and Verdu (see ibid. vol.42, p.4-18, 1996). Along similar lines, we analyze the information-theoretic capacity of two models of discrete-time queues. The first model has single packet arrivals and departures in a time slot…

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• HASAN AKIN

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• FATMA SİBEL SALMAN ULUTAŞ

In this paper, we study Markov fluid queues with multiple thresholds, or the so-called multi-regime feedback fluid queues. The boundary conditions are derived in terms of joint densities and for a relatively wide range of state types including repulsive and zero drift states. The ordered Schur factorization is used as…

• HÜSEYİN EMRE KANKAYA
• NAİL AKAR

We propose sequential Monte Carlo-based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas from approximate Bayesian computation. The static parameter estimation algorithms are gradient-based and cover both offline and online estimat…

• SİNAN YILDIRIM

In this work we consider a target tracking scenario where a moving observer with a bearings-only sensor is tracking a target. The tracking performance is highly dependent on the trajectory of the sensor platform, and the problem is to determine how it should maneuver for optimal tracking performance. The problem is co…

One of the main problems of statistical physics is that of describing all Gibbs measures corresponding to a given Hamiltonian. It is well known that such measures form a nonempty convex compact subset in the set of all probability measures. The purpose of this paper is to investigate extreme Gibbs measures of the Vann…

One of the main problems of statistical physics is to describe all Gibbs measures corresponding to a given Hamiltonian. It is well known that such measures form a nonempty convex compact subset in the set of all probability measures. The purpose of this article is to investigate phase diagram and extreme Gibbs measure…

• HASAN AKIN

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• ZEINAB HASSANZADEH

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• ZEINAB HASSANZADEH

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