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Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…
Stochastic models such as Continuous-Time Markov Chains (CTMC) and Stochastic Hybrid Automata (SHA) are powerful formalisms to model and to reason about the dynamics of biological systems, due to their ability to capture the stochasticity…
We propose stochastic control policies to cope with uncertain and variable gas extractions in natural gas networks. Given historical gas extraction data, these policies are optimized to produce the real-time control inputs for nodal gas…
Simple lower and upper bounds on mean cycle time in stochastic acyclic fork-join queueing networks are derived using a (max,+)-algebra based representation of network dynamics. The behaviour of the bounds under various assumptions…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
A stochastic model for a mobile network is studied. Users enter the network, and then perform independent Markovian routes between nodes where they receive service according to the Processor-Sharing policy. Once their service requirement is…
Since its inception, control of data congestion on the Internet has been based on stochastic models. One of the first such models was Random Early Detection. Later, this model was reformulated as a dynamical system, with the average queue…
This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…
Foundation models have shown great promise in various fields of study. A potential application of such models is in computer network traffic analysis, where these models can grasp the complexities of network traffic dynamics and adapt to…
Sociotechnological and geospatial processes exhibit time varying structure that make insight discovery challenging. To detect abnormal moments in these processes, a definition of `normal' must be established. This paper proposes a new…
Representations of sequential data are commonly based on the assumption that observed sequences are realizations of an unknown underlying stochastic process, where the learning problem includes determination of the model parameters. In this…
Stochastic network calculus is a tool for computing error bounds on the performance of queueing systems. However, deriving accurate bounds for networks consisting of several queues or subject to non-independent traffic inputs is…
Pedestrian trajectory prediction is a challenging task because of the complexity of real-world human social behaviors and uncertainty of the future motion. For the first issue, existing methods adopt fully connected topology for modeling…
Accurate forecasting of citywide traffic flow has been playing critical role in a variety of spatial-temporal mining applications, such as intelligent traffic control and public risk assessment. While previous work has made significant…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
A stochastic queueing network model with parameter-dependent service times and routing mechanism, and its related performance measures are considered. An estimate of performance measure gradient is proposed, and rather general sufficient…
Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…
Time-Sensitive Networking (TSN) and Deterministic Networking (DetNet) are emerging standards to enable deterministic, delay-critical communication in such networks. This naturally (re-)calls attention to the network calculus theory (NC),…
Instead of assuming fully loaded cells in the analysis on cache-enabled networks with tools of stochastic geometry, we focus on the dynamic traffic in this letter. With modeling traffic dynamics of request arrivals and departures,…