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36,252
Checking Time Petri Nets for Linear Duration Properties
, 1999
"... In this paper, we consider the problem of checking time Petri nets for linear duration properties, which are linear inequalities on integrated durations of system states. By showing that a time Petri net satis es a linear duration property if and only if its integral behaviour satis es the linear du ..."
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In this paper, we consider the problem of checking time Petri nets for linear duration properties, which are linear inequalities on integrated durations of system states. By showing that a time Petri net satis es a linear duration property if and only if its integral behaviour satis es the linear
Verifying Linear Duration Properties of Probabilistic RealTime Systems
, 1999
"... In this paper we present a method for deciding whether a probabilistic realtime system, modelled as a Markov chain, satisfies a linear duration property at a given time interval with a given lower bound of the probability. With this method we can reduce the problem into a finite number of integer l ..."
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Cited by 1 (0 self)
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In this paper we present a method for deciding whether a probabilistic realtime system, modelled as a Markov chain, satisfies a linear duration property at a given time interval with a given lower bound of the probability. With this method we can reduce the problem into a finite number of integer
A Verification of Linear Duration Properties over Continuous Time Markov Chains
"... Stochastic modelling and algorithmic verification techniques have been proved useful in analysing and detecting unusual trends in performance and energy usage of systems such as power management controllers and wireless sensor devices. Many important properties are dependent on the cumulated time th ..."
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Cited by 1 (1 self)
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that the device spends in certain states, possibly intermittently. We study the problem of verifying continuoustime Markov chains (CTMCs) against linear duration properties (LDP), i.e. properties stated as conjunctions of linear constraints over the total duration of time spent in states that satisfy a given
AVerification of Linear Duration Properties over Continuous Time Markov Chains
"... Stochastic modelling and algorithmic verification techniques have been proved useful in analysing and detecting unusual trends in performance and energy usage of systems such as power management controllers and wireless sensor devices. Many important properties are dependent on the cumulated time t ..."
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that the device spends in certain states, possibly intermittently. We study the problem of verifying continuoustime Markov chains (CTMCs) against linear duration properties (LDP), i.e. properties stated as conjunctions of linear constraints over the total duration of time spent in states that satisfy a
The Extended Linear Complementarity Problem
, 1993
"... We consider an extension of the horizontal linear complementarity problem, which we call the extended linear complementarity problem (XLCP). With the aid of a natural bilinear program, we establish various properties of this extended complementarity problem; these include the convexity of the biline ..."
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Cited by 788 (30 self)
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We consider an extension of the horizontal linear complementarity problem, which we call the extended linear complementarity problem (XLCP). With the aid of a natural bilinear program, we establish various properties of this extended complementarity problem; these include the convexity
Decoding by Linear Programming
, 2004
"... This paper considers the classical error correcting problem which is frequently discussed in coding theory. We wish to recover an input vector f ∈ Rn from corrupted measurements y = Af + e. Here, A is an m by n (coding) matrix and e is an arbitrary and unknown vector of errors. Is it possible to rec ..."
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Cited by 1399 (16 self)
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for some ρ> 0. In short, f can be recovered exactly by solving a simple convex optimization problem (which one can recast as a linear program). In addition, numerical experiments suggest that this recovery procedure works unreasonably well; f is recovered exactly even in situations where a significant
New results in linear filtering and prediction theory
 TRANS. ASME, SER. D, J. BASIC ENG
, 1961
"... A nonlinear differential equation of the Riccati type is derived for the covariance matrix of the optimal filtering error. The solution of this "variance equation " completely specifies the optimal filter for either finite or infinite smoothing intervals and stationary or nonstationary sta ..."
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Cited by 607 (0 self)
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in this field. The Duality Principle relating stochastic estimation and deterministic control problems plays an important role in the proof of theoretical results. In several examples, the estimation problem and its dual are discussed sidebyside. Properties of the variance equation are of great interest
A NEW POLYNOMIALTIME ALGORITHM FOR LINEAR PROGRAMMING
 COMBINATORICA
, 1984
"... We present a new polynomialtime algorithm for linear programming. In the worst case, the algorithm requires O(tf'SL) arithmetic operations on O(L) bit numbers, where n is the number of variables and L is the number of bits in the input. The running,time of this algorithm is better than the ell ..."
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Cited by 860 (3 self)
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We present a new polynomialtime algorithm for linear programming. In the worst case, the algorithm requires O(tf'SL) arithmetic operations on O(L) bit numbers, where n is the number of variables and L is the number of bits in the input. The running,time of this algorithm is better than
The adaptive LASSO and its oracle properties
 Journal of the American Statistical Association
"... The lasso is a popular technique for simultaneous estimation and variable selection. Lasso variable selection has been shown to be consistent under certain conditions. In this work we derive a necessary condition for the lasso variable selection to be consistent. Consequently, there exist certain sc ..."
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Cited by 683 (10 self)
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in generalized linear models and show that the oracle properties still hold under mild regularity conditions. As a byproduct of our theory, the nonnegative garotte is shown to be consistent for variable selection.
GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems
 SIAM J. SCI. STAT. COMPUT
, 1986
"... We present an iterative method for solving linear systems, which has the property ofminimizing at every step the norm of the residual vector over a Krylov subspace. The algorithm is derived from the Arnoldi process for constructing an l2orthogonal basis of Krylov subspaces. It can be considered a ..."
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Cited by 2076 (41 self)
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We present an iterative method for solving linear systems, which has the property ofminimizing at every step the norm of the residual vector over a Krylov subspace. The algorithm is derived from the Arnoldi process for constructing an l2orthogonal basis of Krylov subspaces. It can be considered
Results 1  10
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36,252