Computing the reliability of systems with statistical dependent elements.

Perpelea, Doina

Displaying similar documents to “Computing the reliability of systems with statistical dependent elements.”

Hit and run as a unifying device

Hans C. Andersen, Persi Diaconis (2007)

Journal de la société française de statistique

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We present a generalization of hit and run algorithms for Markov chain Monte Carlo problems that is ‘equivalent’ to data augmentation and auxiliary variables. These algorithms contain the Gibbs sampler and Swendsen-Wang block spin dynamics as special cases. The unification allows theorems, examples, and heuristics developed in one domain to illuminate parallel domains.

An expectation maximization algorithm to model failure times by continuous-time Markov chains.

Duan, Qihong, Chen, Zhiping, Zhao, Dengfu (2010)

Mathematical Problems in Engineering

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Asymptotic behaviour of a BIPF algorithm with an improper target

Claudio Asci, Mauro Piccioni (2009)

Kybernetika

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The BIPF algorithm is a Markovian algorithm with the purpose of simulating certain probability distributions supported by contingency tables belonging to hierarchical log-linear models. The updating steps of the algorithm depend only on the required expected marginal tables over the maximal terms of the hierarchical model. Usually these tables are marginals of a positive joint table, in which case it is well known that the algorithm is a blocking Gibbs Sampler. But the algorithm makes...