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In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…

Probability · Mathematics 2018-11-22 Xinwei Bai , Jasper Goseling

We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…

Other Condensed Matter · Physics 2009-11-11 Semen A. Trygubenko , David J. Wales

Mixture-of-Experts (MoE) models are designed to enhance the efficiency of large language models (LLMs) without proportionally increasing the computational demands. However, their deployment on edge devices still faces significant challenges…

Machine Learning · Computer Science 2024-08-21 Shuzhang Zhong , Ling Liang , Yuan Wang , Runsheng Wang , Ru Huang , Meng Li

Low-latency communication has recently attracted considerable attention owing to its potential of enabling delay-sensitive services in next-generation industrial cyber-physical systems. To achieve target average or maximum delay given…

Information Theory · Computer Science 2025-06-17 Lintao Li , Wei Chen

In the early days of connected vehicles (CVs), data will be collected only from a limited number of CVs (i.e., low CV penetration rate) and not from other vehicles (i.e., non-connected vehicles). Moreover, the data loss rate in the wireless…

Computers and Society · Computer Science 2017-12-19 Mizanur Rahman , Mashrur Chowdhury , Anjan Rayamajhi , Kakan Dey , James Martin

Adaptive time series forecasting is essential for prediction under regime changes. Several classical methods assume linear Gaussian state space model (LGSSM) with variances constant in time. However, there are many real-world processes that…

Machine Learning · Statistics 2024-02-23 Baptiste Abélès , Joseph de Vilmarest , Olivier Wintemberger

Consider the batch-arrival $GI^X/M/c/N$ model with $c$ servers, general inter-arrival batch times, finite buffer, and exponential service times. Inter-arrival batch times, batch sizes, and service times are $i.i.d.$ and independent of each…

Probability · Mathematics 2022-12-20 Muhammad El-Taha , Thomas Michaud

In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

Probability · Mathematics 2020-06-02 Ioannis Dimitriou

Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…

Optimization and Control · Mathematics 2016-11-17 Araz Hashemi , G. Yin , Le Yi Wang

Routers employ queues to temporarily hold packets when the scheduler cannot immediately process them. Congestion occurs when the arrival rate of packets exceeds the processing capacity, leading to increased queueing delay. Over time, Active…

Networking and Internet Architecture · Computer Science 2023-10-30 Leandro C. de Almeida , Rafael Pasquini , Chrysa Papagianni , Fábio L. Verdi

In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its deterministic reformulation with bi-convex terms under the…

Optimization and Control · Mathematics 2024-01-03 Tian Xia , Jia Liu , Zhiping Chen

Routing configurations of a network should constantly adapt to traffic variations to achieve good network performance. Adaptive routing faces two main challenges: 1) how to accurately measure/estimate time-varying traffic matrices? 2) how…

Networking and Internet Architecture · Computer Science 2025-08-21 Zhun Yin , Xiaotian Li , Lifan Mei , Yong Liu , Zhong-Ping Jiang

The concept of a random process has been recently extended to graph signals, whereby random graph processes are a class of multivariate stochastic processes whose coefficients are matrices with a \textit{graph-topological} structure. The…

Signal Processing · Electrical Eng. & Systems 2020-03-13 Thiernithi Variddhisai , Danilo Mandic

This paper examines a discrete-time queuing system with applications to telecommunications traffic. The arrival process is a particular Markov modulated process which belongs to the class of discrete batched Markovian arrival processes. The…

Probability · Mathematics 2013-03-28 Richard G. Clegg

Traffic prediction is a critical task in spatial-temporal forecasting with broad applications in travel planning and urban management. To model the complex spatial-temporal dependencies in traffic data, Spatial-Temporal Graph Convolutional…

Machine Learning · Computer Science 2026-05-01 Kaiqi Wu , Weiyang Kong , Sen Zhang , Zitong Chen , Yubao Liu

Motivated by applications of distributed linear estimation, distributed control and distributed optimization, we consider the question of designing linear iterative algorithms for computing the average of numbers in a network. Specifically,…

Information Theory · Computer Science 2009-08-28 Kyomin Jung , Devavrat Shah , Jinwoo Shin

Network data have appeared frequently in recent research. For example, in comparing the effects of different types of treatment, network models have been proposed to improve the quality of estimation and hypothesis testing. In this paper,…

Methodology · Statistics 2020-09-04 Zhixin Zhou , Ping Li , Feifang Hu

This paper introduces a new parsimonious structure for mixture of autoregressive models. the weighting coefficients are determined through latent random variables, following a hidden Markov model. We propose a dynamic programming algorithm…

Statistics Theory · Mathematics 2011-05-12 S. H. Alizadeh , S. Rezakhah

We develop a real-time anomaly detection algorithm for directed activity on large, sparse networks. We model the propensity for future activity using a dynamic logistic model with interaction terms for sender- and receiver-specific latent…

Methodology · Statistics 2021-02-01 Wesley Lee , Tyler H. McCormick , Joshua Neil , Cole Sodja , Yanran Cui

Addressing performance degradations in end-to-end congestion control has been one of the most active research areas in the last decade. Active queue management (AQM) aims to improve the overall network throughput, while providing lower…

Networking and Internet Architecture · Computer Science 2017-11-20 Mansour Sheikhan , Reza Shahnazi , Ehasn Hemmati