Patent ID: 9009095
Filing Date: 2015-04-14
Classification: G06F,G06N

Abstract:
1. A method for determining a probability of changing from one state to another in a stochastic entity, comprising; performing processing associated with determining, using the processor, the compact component matrix utilizing characteristic information of the stochastic entity; performing processing associated with determining, using the processor, the compact composite component matrix by taking a Kroneker product of the compact component matrix and an identity matrix; performing processing associated with determining and placing, using the processor, all current states for the stochastic entity into a state space matrix; performing processing associated with determining, using the processor, a Q matrix and/or a transition rate matrix using the compact composite component matrix and basic conditions or variables of the problem domain and/or a compact transition rate matrix; and performing processing associated with performing, using the processor, Markov chain Monte Carlo (MCMC) simulation using information from the state space matrix and information from the transition rate matrix to determine the probability of changing from one state to another state in the stochastic entity.