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The problem of finding a minimum-weight connected dominating set (CDS) of a given undirected graph has been studied actively, motivated by operations of wireless ad hoc networks. In this paper, we formulate a new stochastic variant of the…

Data Structures and Algorithms · Computer Science 2020-01-01 Takuro Fukunaga

A notorious problem in queueing theory is to compute the worst possible performance of the GI/G/1 queue under mean-dispersion constraints for the interarrival and service time distributions. We address this extremal queue problem by…

Probability · Mathematics 2020-12-16 Wouter van Eekelen , Dick den Hertog , Johan S. H. van Leeuwaarden

In this paper, the alternating direction method of multipliers (ADMM) is investigated for distributed optimization problems in a networked multi-agent system. In particular, a new adaptive-gain ADMM algorithm is derived in a closed form and…

Systems and Control · Electrical Eng. & Systems 2020-02-26 Towfiq Rahman , Zhihua Qu , Toru Namerikawa

Adaptive importance sampling is a powerful tool to sample from complicated target densities, but its success depends sensitively on the initial proposal density. An algorithm is presented to automatically perform the initialization using…

Computation · Statistics 2013-05-01 Frederik Beaujean , Allen Caldwell

In this work, we face the issue of achieving an efficient dynamic mapping in vehicular networking scenarios, i.e., to obtain an accurate estimate of the positions and trajectories of connected vehicles in a certain area. State of the art…

Networking and Internet Architecture · Computer Science 2019-10-17 Federico Mason , Marco Giordani , Federico Chiariotti , Andrea Zanella , Michele Zorzi

We study how queue-state information disclosures affect impatient tenants in multi-tenant edge systems. We propose an information-bulletin strategy in which each queue periodically broadcasts two Markov models. One is a model of…

Systems and Control · Electrical Eng. & Systems 2025-10-15 Anthony Kiggundu , Bin Han , Hans D. Schotten

We consider chemical reaction networks modeled by a discrete state and continuous in time Markov process for the vector copy number of the species and provide a novel particle filter method for state and parameter estimation based on exact…

Molecular Networks · Quantitative Biology 2021-02-24 Muruhan Rathinam , Mingkai Yu

Accurate load forecasting remains a formidable challenge in numerous sectors, given the intricate dynamics of dynamic power systems, which often defy conventional statistical models. As a response, time-series methodologies like ARIMA and…

Computational Engineering, Finance, and Science · Computer Science 2023-09-25 Anuvab Sen , Vedica Gupta , Chi Tang

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

A new method is developed for accurately approximating the solution to state-variable inequality path constrained optimal control problems using a multiple-domain adaptive Legendre-Gauss-Radau collocation method. The method consists of the…

Optimization and Control · Mathematics 2024-01-05 Cale A. Byczkowski , Anil V. Rao

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a…

Optimization and Control · Mathematics 2018-09-13 Tao Sun , Yuejiao Sun , Wotao Yin

We consider the consensual distributed optimization problem and propose an asynchronous version of the Alternating Direction Method of Multipliers (ADMM) algorithm to solve it. The `asynchronous' part here refers to the fact that only one…

Optimization and Control · Mathematics 2022-04-01 Suhail M. Shah , Konstantin E. Avrachenkov

A Markovian model of the evolution of intermittent connections of various classes in a communication network is established and investigated. Any connection evolves in a way which depends only on its class and the state of the network, in…

Networking and Internet Architecture · Computer Science 2010-08-23 Carl Graham , Philippe Robert

Selecting between different dependency structures of hidden Markov random field can be very challenging, due to the intractable normalizing constant in the likelihood. We answer this question with approximate Bayesian computation (ABC)…

Statistics Theory · Mathematics 2019-09-04 Julien Stoehr , Pierre Pudlo , Lionel Cucala

We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…

Machine Learning · Computer Science 2013-03-14 Yasin Abbasi-Yadkori , Peter L. Bartlett , Csaba Szepesvari

This paper considers the problem of obtaining bounded time-average expected queue sizes in a single-queue system with a partial-feedback structure. Time is slotted; in slot $t$ the transmitter chooses a rate $V(t)$ from a continuous…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Mevan Wijewardena , Kamiar Asgari , Michael J. Neely

We propose a new paradigm for designing efficient p-adaptive arbitrary high order methods. We consider arbitrary high order iterative schemes that gain one order of accuracy at each iteration and we modify them in order to match the…

Numerical Analysis · Mathematics 2023-11-09 Lorenzo Micalizzi , Davide Torlo , Walter Boscheri

In this paper we propose a distributed algorithm for the estimation and control of the connectivity of ad-hoc networks in the presence of a random topology. First, given a generic random graph, we introduce a novel stochastic power…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-17 Paolo Di Lorenzo , Sergio Barbarossa

This paper presents an iterative detection and decoding scheme along with an adaptive strategy to improve the selection of access points (APs) in a grant-free uplink cell-free scenario. With the requirement for the APs to have…

Information Theory · Computer Science 2023-12-29 R. Di Renna , R. C. de Lamare

We address the problem of detecting an anomalous process among a large number of processes. At each time t, normal processes are in state zero (normal state), while the abnormal process may be in either state zero (normal state) or state…

Signal Processing · Electrical Eng. & Systems 2025-06-23 Levli Citron , Kobi Cohen , Qing Zhao