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A Bayesian Approach to Bandwidth Selection for Multivariate Kernel Regression With an Application to State-Price Density Estimation
White Paper A Markov chain Monte Carlo algorithm is presented to sample the bandwidth vector and other parameters in a multivariate kernel regression model. It is generally accepted that the performance of a kernel regression estimator largely depends on the... [08 Jul 2008]
MMIHMM: Maximum Mutual Information Hidden Markov Models
White Paper This paper proposes a new family of Hidden Markov Models named Maximum Mutual Information Hidden Markov Models (MMIHMMs). However, the cost function being optimized is not the joint likelihood of the observations and the hidden states. [10 Apr 2008]
Monocular Video Foreground/Background Segmentation by Tracking Spatial-Color Gaussian Mixture Models
White Paper The foreground and background objects are modeled using Spatial-Color Gaussian Mixture Models (SCGMM), and segmented using the graph cut algorithm, which minimizes a Markov random field energy function containing the SCGMM models. [19 Jul 2007]
Towards the Performance Analysis of IEEE 802.11 in Multi-Hop Ad-Hoc
White Paper A two dimensional markov chain based mathematic model for one hop network IEEE 802.11 protocol was introduced by Bianchi to analytically derive the saturated throughput. The performance of IEEE 802.11 with different network densities and protocol... [07 Nov 2006]
An Analytical Model for the IEEE 802.11e Enhanced Distributed Coordination Function
White Paper This paper proposes a three dimensional Markov chain model for the 802.11e Enhanced Distributed Coordination Function (EDCF) mode and compute the maximum sustainable throughput and service delay distribution for each priority class when under... [19 Jan 2006]
Throughput Analysis and Admission Control for IEEE 802.11a
White Paper This paper proposes a new Markov model for the Distributed Coordination Function (DCF) of IEEE 802.11. The model incorporates carrier sense, non-saturated traffic and SNR, for both basic and RTS/CTS access mechanisms. [17 Jan 2006]
Performance of Wireless LANs Based on IEEE 802.11 MAC Protocols
White Paper In this paper, by modeling the exponential backoff process as a Markov chain, the signal transfer function of the generalized state transition diagram can be used to derive the probability distribution of the MAC layer service time. [17 Jan 2006]
Performance Analysis of IEEE 802.11 MAC Protocols in Wireless LANs
White Paper In this paper, by modeling the exponential backoff process as a Markov chain, one can use the signal transfer function of the generalized state transition diagram to derive an approximate probability distribution of the MAC layer service time. [17 Jan 2006]
Performance Modeling and QoS Evaluation of MAC/RLC Layer in GSM/GPRS Networks
White Paper A continuous time Markov chain model is used in this paper to analyze the GSM/GPRS MAC/RLC layer function and compare the performance of three different channel allocation algorithms. Using simulation, the analytical model is verified. [21 Nov 2005]
A Dynamic Pricing Model for Data Services in GPRS Networks
White Paper The model is based on a Markov Modulated Poisson Process (MMPP), where the arrival rates are affected by a demand function. GPRS data services are subject to severe performance degradation due to limited network resources. [21 Nov 2005]
Using Markov Chains to Analyze GAFOs
White Paper Markov chain theory has been used primarily for steady state analysis of GAs. In this paper we explore the use of transient Markov chain analysis to model and understand the behavior of finite population GAFOs observed while in transition to steady... [24 Feb 2004]
An Empirical Analysis of Limit Order Markets
White Paper We provide conditions for the existence of a Markov perfect equilibria to the model whose outcomes satisfy a mixing condition. Their optimal order strategy is characterized by a monotone function which maps the liquidity demand of the investors... [24 Feb 2004]
