We address the computation of rare event probabilities in Markovian queueing networks with huge or possibly even infinite state spaces. For this purpose, we incorporate ideas from importance sampling simulations into a non-simulative numerical method that approximates transient probabilities based on a dynamical truncation of the state space. A change of measure technique is applied in order to...

Welch & Peers (1963) used a root-information prior to obtain posterior probabilities for a scalar parameter exponential model and showed that these Bayes probabilities had the confidence property to second order asymptotically. An important undercurrent of this indicates that the constant information reparameterization provides location model structure, for which the confidence property ...

Continuous-time Markov chains (CTMCs) have been widely used to determine system performance and dependability characteristics. Their analysis most often concerns the computation of steady-state and transient-state probabilities. This paper introduces a branching temporal logic for expressing real-time probabilistic properties on CTMCs and presents approximate model checking algorithms for this ...

In this paper, we show how our AI opponents learn internal representations of probabilities. We use a Bayesian interpretation of such subjectivist probabilities but do not implement full Bayesian methods of parameter estimation since we wish the AIs to be as human-like as possible. Thus the parameters of the subjectivist probabilities are learned incrementally.

We address the transient analysis of networks of queues with exponential service times. Such networks can easily have such a huge state space that their exact transient analysis is unfeasible. In this paper we propose an approximate transient analysis technique based on decomposing the queues of the network using a compact and approximate representation of the departure process of each queue. N...

Objectives: Target populations with persistent polypharmacy should be identified prior to implementing strategies against inappropriate medication use, yet limited information regarding such populations is available. The main objectives were to explore the trends of excessive polypharmacy, whether transient or persistent, at the individual level. The secondary objectives were to identify the fa...