An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

C Bayer, A Moraes, R Tempone… - Stochastic Analysis and …, 2016 - Taylor & Francis
In this work, we present an extension of the forward–reverse representation introduced by
Bayer and Schoenmakers (Annals of Applied Probability, 24 (5): 1994–2032, 2014) to the …

Modeling wear in cylinder liners

S Hermann, F Ruggeri - Quality and Reliability Engineering …, 2017 - Wiley Online Library
We present and discuss a stochastic model describing the wear process of cylinder liners in
a marine diesel engine. The model is based on a stochastic differential equation, and …

INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

S Elkantassi, E Kalligiannaki, R Tempone - 2017 - repository.kaust.edu.sa
Reliable forecasting of wind power generation is crucial to optimal control of costs in
generation of electricity with respect to the electricity demand. Here, we propose and …

[PDF][PDF] Probabilistic forecast of wind power generation by stochastic differential equation models

S Elkantassi - 2017 - repository.kaust.edu.sa
Reliable forecasting of wind power generation is crucial to optimal control of costs in
generation of electricity with respect to the electricity demand. Here, we propose and …

Multilevel approximations of markovian jump processes with applications in communication networks

P Vilanova - 2015 - repository.kaust.edu.sa
This thesis focuses on the development and analysis of efficient simulation and inference
techniques for Markovian pure jump processes with a view towards applications in dense …

Multiscale Modeling of Wear Degradation

A Moraes, F Ruggeri, R Tempone, P Vilanova - 2014 - repository.kaust.edu.sa
Cylinder liners of diesel engines used for marine propulsion are naturally subjected to a
wear process, and may fail when their wear exceeds a specified limit. Since failures often …

[引用][C] Modelling wear degradation in cylinder liners

S Hermann - 2016 - Deutsche Nationalbibliothek