We suggest a method for simultaneous variable selection and outlier identification based on the computation of posterior model probabilities. This avoids the problem that the model you select depends upon the order in which variable selection and outlier identification are carried out. Our method can find multiple outliers and appears to be successful in identifying masked outliers. We also add...

As Mobile ad hoc networks (MANETs) deployed in adversary environments. There are several routing protocols required to switch data from one node to another but nonetheless they venerable from variety of attacks. Trust model, an abstract psychological perceptive process, is one of the utmost multifarious perceptions in social relationships, concerning factors such as expectations, potentials and...

This paper considers the instrumental variable regression model when there is uncertainty about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous regressors. This uncertainty can result in a huge number of models. To avoid statistical problems associated with standard model selection procedures, we develop a reversible jump Markov...

This paper presents the application of finite dynamic programming, specifically the "Markov Chain" model, as part of the decision making process of a company in the cosmetics sector located in the vicinity of Bogota DC. The objective of this process was to decide whether the company should completely reconstruct its wastewater treatment plant or instead optimize the plant through the addition o...

Optical Code Division Multiple Access (OCDMA) is one promising candidate for the provision of moderate security communications with large dedicated bandwidth to each end user. We present a new teletraffic model for the call-level performance of an OCDMA Passive Optical Network (PON) configuration that accommodates multiple serviceclasses. Parameters related to the local blocking, Multiple Acces...

 In this paper we develop queuing model results for a single “automated” workstation that receives jobs from another automated workstation. An automated workstation is a server with deterministic processing times that experiences random operating times between failures, and then subsequent random repair times. We develop analytical expressions for the queue size distribution, the average numbe...

A simple two-state Markov chain A Markov chain, named after Andrey Markov, is a mathematical system that undergoes transitions from one state to another, between a finite or countable number of possible states. It is a random process characterized as memoryless: the next state depends only on the current state and not on the sequence of events that preceded it. This specific kind of "memoryless...

We address the batch arrival  systems with finite capacity under partial batch acceptance strategy where service times or rates oscillate between two forms according to the evolution of the number of customers in the system. Applying the theory of Markov regenerative processes and resorting to Markov chain embedding, we present a new algorithm for computing limit distributions of the number cus...

in the present work‎, ‎a new stochastic algorithm is proposed to solve multiple dimensional fredholm integral equations of the second kind‎. ‎the solution of the‎ integral equation is described by the neumann series expansion‎. ‎each term of this expansion can be considered as an expectation which is approximated by a continuous markov chain monte carlo method‎. ‎an algorithm is proposed to sim...