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【讲座预告】Markov Chains: Models, Algorithms and Applications

作者:张艳 发布日期:2016-09-14
主讲人:Wai-Ki CHINGDepartment of Mathematics The University of Hong Kong
时间:2016922日(周四)下午1330
地点:科学会堂2

Abstract:
Markov chain models are popular mathematical tools for studying many different kinds of real world systems such as queueing networks (continuous time) and categorical data sequences (discrete time). In this talk, I shall present some efficient numerical algorithms for solving Markovian queueing networks. I shall then introduce some other parsimonious high-order and multivariate Markov chain models for categorical sequences with applications. Efficient estimation methods for solving the model parameters will also be discussed. Practical problems and numerical examples will then be given to demonstrate the effectiveness of our proposed models.