12 resultados para Markov chains

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


Relevância:

60.00% 60.00%

Publicador:

Resumo:

The starting point of this article is the question "How to retrieve fingerprints of rhythm in written texts?" We address this problem in the case of Brazilian and European Portuguese. These two dialects of Modern Portuguese share the same lexicon and most of the sentences they produce are superficially identical. Yet they are conjectured, on linguistic grounds, to implement different rhythms. We show that this linguistic question can be formulated as a problem of model selection in the class of variable length Markov chains. To carry on this approach, we compare texts from European and Brazilian Portuguese. These texts are previously encoded according to some basic rhythmic features of the sentences which can be automatically retrieved. This is an entirely new approach from the linguistic point of view. Our statistical contribution is the introduction of the smallest maximizer criterion which is a constant free procedure for model selection. As a by-product, this provides a solution for the problem of optimal choice of the penalty constant when using the BIC to select a variable length Markov chain. Besides proving the consistency of the smallest maximizer criterion when the sample size diverges, we also make a simulation study comparing our approach with both the standard BIC selection and the Peres-Shields order estimation. Applied to the linguistic sample constituted for our case study, the smallest maximizer criterion assigns different context-tree models to the two dialects of Portuguese. The features of the selected models are compatible with current conjectures discussed in the linguistic literature.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by Liu, Zhang, and Yin [Appl. Math. Optim., 44 (2001), pp. 105-129], the idea in this paper is to consider an MDP with general state and action spaces and to reduce the dimension of the state space by considering an averaged model. This formulation is often described by introducing a small parameter epsilon > 0 in the definition of the transition kernel, leading to a singularly perturbed Markov model with two time scales. Our objective is twofold. First it is shown that the value function of the control problem for the perturbed system converges to the value function of a limit averaged control problem as epsilon goes to zero. In the second part of the paper, it is proved that a feedback control policy for the original control problem defined by using an optimal feedback policy for the limit problem is asymptotically optimal. Our work extends existing results of the literature in the following two directions: the underlying MDP is defined on general state and action spaces and we do not impose strong conditions on the recurrence structure of the MDP such as Doeblin's condition.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We show how to construct a topological Markov map of the interval whose invariant probability measure is the stationary law of a given stochastic chain of infinite order. In particular we characterize the maps corresponding to stochastic chains with memory of variable length. The problem treated here is the converse of the classical construction of the Gibbs formalism for Markov expanding maps of the interval.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The present paper has two goals. First to present a natural example of a new class of random fields which are the variable neighborhood random fields. The example we consider is a partially observed nearest neighbor binary Markov random field. The second goal is to establish sufficient conditions ensuring that the variable neighborhoods are almost surely finite. We discuss the relationship between the almost sure finiteness of the interaction neighborhoods and the presence/absence of phase transition of the underlying Markov random field. In the case where the underlying random field has no phase transition we show that the finiteness of neighborhoods depends on a specific relation between the noise level and the minimum values of the one-point specification of the Markov random field. The case in which there is phase transition is addressed in the frame of the ferromagnetic Ising model. We prove that the existence of infinite interaction neighborhoods depends on the phase.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We study the effects of Ohmic, super-Ohmic, and sub-Ohmic dissipation on the zero-temperature quantum phase transition in the random transverse-field Ising chain by means of an (asymptotically exact) analytical strong-disorder renormalization-group approach. We find that Ohmic damping destabilizes the infinite-randomness critical point and the associated quantum Griffiths singularities of the dissipationless system. The quantum dynamics of large magnetic clusters freezes completely, which destroys the sharp phase transition by smearing. The effects of sub-Ohmic dissipation are similar and also lead to a smeared transition. In contrast, super-Ohmic damping is an irrelevant perturbation; the critical behavior is thus identical to that of the dissipationless system. We discuss the resulting phase diagrams, the behavior of various observables, and the implications to higher dimensions and experiments.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We study the charge dynamic structure factor of the one-dimensional Hubbard model with finite on-site repulsion U at half-filling. Numerical results from the time-dependent density matrix renormalization group are analyzed by comparison with the exact spectrum of the model. The evolution of the line shape as a function of U is explained in terms of a relative transfer of spectral weight between the two-holon continuum that dominates in the limit U -> infinity and a subset of the two-holon-two-spinon continuum that reconstructs the electron-hole continuum in the limit U -> 0. Power-law singularities along boundary lines of the spectrum are described by effective impurity models that are explicitly invariant under spin and eta-spin SU(2) rotations. The Mott-Hubbard metal-insulator transition is reflected in a discontinuous change of the exponents of edge singularities at U = 0. The sharp feature observed in the spectrum for momenta near the zone boundary is attributed to a van Hove singularity that persists as a consequence of integrability.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper studies the average control problem of discrete-time Markov Decision Processes (MDPs for short) with general state space, Feller transition probabilities, and possibly non-compact control constraint sets A(x). Two hypotheses are considered: either the cost function c is strictly unbounded or the multifunctions A(r)(x) = {a is an element of A(x) : c(x, a) <= r} are upper-semicontinuous and compact-valued for each real r. For these two cases we provide new results for the existence of a solution to the average-cost optimality equality and inequality using the vanishing discount approach. We also study the convergence of the policy iteration approach under these conditions. It should be pointed out that we do not make any assumptions regarding the convergence and the continuity of the limit function generated by the sequence of relative difference of the alpha-discounted value functions and the Poisson equations as often encountered in the literature. (C) 2012 Elsevier Inc. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Background: In the Global postural re-education (GPR) evaluation, posture alterations are associated with anterior or posterior muscular chain impairments. Our goal was to assess the reliability of the GPR muscular chain evaluation. Methods: Design: Inter-rater reliability study. Fifty physical therapists (PTs) and two experts trained in GPR assessed the standing posture from photographs of five youths with idiopathic scoliosis using a posture analysis grid with 23 posture indices (PI). The PTs and experts indicated the muscular chain associated with posture alterations. The PTs were also divided into three groups according to their experience in GPR. Experts' results (after consensus) were used to verify agreement between PTs and experts for muscular chain and posture assessments. We used Kappa coefficients (K) and the percentage of agreement (%A) to assess inter-rater reliability and intra-class coefficients (ICC) for determining agreement between PTs and experts. Results: For the muscular chain evaluation, reliability was moderate to substantial for 12 PI for the PTs (% A: 56 to 82; K: 0.42 to 0.76) and perfect for 19 PI for the experts. For posture assessment, reliability was moderate to substantial for 12 PI for the PTs (% A > 60%; K: 0.42 to 0.75) and moderate to perfect for 18 PI for the experts (% A: 80 to 100; K: 0.55 to 1.00). The agreement between PTs and experts was good for most muscular chain evaluations (18 PI; ICC: 0.82 to 0.99) and PI (19 PI; ICC: 0.78 to 1.00). Conclusions: The GPR muscular chain evaluation has good reliability for most posture indices. GPR evaluation should help guide physical therapists in targeting affected muscles for treatment of abnormal posture patterns.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Using the density matrix renormalization group, we calculated the finite-size corrections of the entanglement alpha-Renyi entropy of a single interval for several critical quantum chains. We considered models with U(1) symmetry such as the spin-1/2 XXZ and spin-1 Fateev-Zamolodchikov models, as well as models with discrete symmetries such as the Ising, the Blume-Capel, and the three-state Potts models. These corrections contain physically relevant information. Their amplitudes, which depend on the value of a, are related to the dimensions of operators in the conformal field theory governing the long-distance correlations of the critical quantum chains. The obtained results together with earlier exact and numerical ones allow us to formulate some general conjectures about the operator responsible for the leading finite-size correction of the alpha-Renyi entropies. We conjecture that the exponent of the leading finite-size correction of the alpha-Renyi entropies is p(alpha) = 2X(epsilon)/alpha for alpha > 1 and p(1) = nu, where X-epsilon denotes the dimensions of the energy operator of the model and nu = 2 for all the models.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Renyi and von Neumann entropies quantifying the amount of entanglement in ground states of critical spin chains are known to satisfy a universal law which is given by the conformal field theory (CFT) describing their scaling regime. This law can be generalized to excitations described by primary fields in CFT, as was done by Alcaraz et al in 2011 (see reference [1], of which this work is a completion). An alternative derivation is presented, together with numerical verifications of our results in different models belonging to the c = 1, 1/2 universality classes. Oscillations of the Renyi entropy in excited states are also discussed.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We analyse the dynamics of a relativistic particle moving in a uniform magnetic field and perturbed by a stationary electrostatic wave. We show that a pulsed wave produces an infinite number of perturbing terms with the same winding number. The perturbation coupling alters the number of island chains as a function of the parameters of the wave. We also observe that the number of chains in is always even if the number of islands in each chain is odd.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We consider the Shannon mutual information of subsystems of critical quantum chains in their ground states. Our results indicate a universal leading behavior for large subsystem sizes. Moreover, as happens with the entanglement entropy, its finite-size behavior yields the conformal anomaly c of the underlying conformal field theory governing the long-distance physics of the quantum chain. We study analytically a chain of coupled harmonic oscillators and numerically the Q-state Potts models (Q = 2, 3, and 4), the XXZ quantum chain, and the spin-1 Fateev-Zamolodchikov model. The Shannon mutual information is a quantity easily computed, and our results indicate that for relatively small lattice sizes, its finite-size behavior already detects the universality class of quantum critical behavior.