Related papers: A Virtual Queue Approach for Online Estimation of …
We use simulation to estimate the steady-state performance of a stable multiclass queueing network. Standard estimators have been seen to perform poorly when the network is heavily loaded. We introduce two new simulation estimators. The…
We develop rare-event simulation methodology for the analysis of loss events in a many-server loss system under quality-driven regime, focusing on the steady-state loss probability (i.e. fraction of lost customers over arrivals) and the…
Considering a Manhattan mobility model in vehicle-to-vehicle networks, this work studies a power minimization problem subject to second-order statistical constraints on latency and reliability, captured by a network-wide maximal data queue…
Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…
This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…
The rapid development of connected vehicle technology and the emergence of ride-hailing services have enabled the collection of a tremendous amount of probe vehicle trajectory data. Due to the large scale, the trajectory data have become a…
To investigate a dilemma of statistical and computational efficiency faced by long-run variance estimators, we propose a decomposition of kernel weights in a quadratic form and some online inference principles. These proposals allow us to…
We consider the problem of providing service guarantees in a high-speed packet switch. As basic requirements, the switch should be scalable to high speeds per port, a large number of ports and a large number of traffic flows with…
In this work, we consider the problem of online (real-time, single-shot) estimation of static or slow-varying parameters along quantum trajectories in quantum dynamical systems. Based on the measurement signal of a continuously-monitored…
A cross-benchmark has been done on three critical aspects, data imputing, feature selection and regression algorithms, for machine learning based chemical vapor deposition (CVD) virtual metrology (VM). The result reveals that linear feature…
Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…
Network Virtualization is one of the key technologies for developing the future mobile networks. However, the performance of virtual mobile entities may not be sufficient for delivering the service required for future networks in terms of…
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…
This paper focuses on helping network providers to carry out network capacity planning and sales projection by answering the question: For a given topology and capacity, whether the network can serve current flow demands with high…
Packet-dispersion based measurement tools insert pairs of probe packets with a known separation into the network for transmission over a unicast path or a multicast tree. Samples of the separation between the probe pairs at the…
We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms…
For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…
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…
The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…
Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…