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A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…

Risk Management · Quantitative Finance 2010-10-26 Georg Mainik , Ludger Rüschendorf

Stochastic networks are a plausible representation of the relational information among entities in dynamic systems such as living cells or social communities. While there is a rich literature in estimating a static or temporally invariant…

Machine Learning · Statistics 2010-10-21 Mladen Kolar , Le Song , Amr Ahmed , Eric P. Xing

This article presents tractable and recursively feasible optimization-based controllers for stochastic linear systems with bounded controls. The stochastic noise in the plant is assumed to be additive, zero mean and fourth moment bounded,…

Optimization and Control · Mathematics 2017-03-24 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

Statistical Mechanics · Physics 2022-09-14 Stephen Teitsworth , John Neu

In the advent of large-scale multi-hop wireless technologies, such as MANET, VANET, iThings, it is of utmost importance to devise efficient distributed protocols to maintain network architecture and provide basic communication tools. One of…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-02-19 Tomasz Jurdzinski , Dariusz R. Kowalski , Tomasz Maciejewski , Grzegorz Stachowiak

Establishing appropriate mathematical models for complex systems in natural phenomena not only helps deepen our understanding of nature but can also be used for state estimation and prediction. However, the extreme complexity of natural…

Machine Learning · Computer Science 2024-03-27 Cheng Fang , Jinqiao Duan

We present a new stochastic service model with capacity sharing and interruptions, appropriate for the evaluation of the quality of real-time streaming (RTS), like e.g. mobile TV, in wireless cellular networks. The general model takes into…

Networking and Internet Architecture · Computer Science 2014-03-05 Bartlomiej Blaszczyszyn , Miodrag Jovanovic , Mohamed Kadhem Karray

Under a smart grid paradigm, there has been an increase in sensor installations to enhance situational awareness. The measurements from these sensors can be leveraged for real-time monitoring, control, and protection. However, these…

Systems and Control · Electrical Eng. & Systems 2022-11-09 Shweta Dahale , Sai Munikoti , Balasubramaniam Natarajan , Rui Yang

In many real-world prediction tasks, class labels contain information about the relative order between labels that are not captured by commonly used loss functions such as multicategory cross-entropy. Recently, the preference for unimodal…

Machine Learning · Computer Science 2025-03-21 Jaime S. Cardoso , Ricardo Cruz , Tomé Albuquerque

We study a multiple-input multiple-output (MIMO) multiple access channel (MAC) from several multi-antenna transmitters to a multi-antenna receiver. The fading channels between the transmitters and the receiver are modeled by random…

Information Theory · Computer Science 2011-05-04 Jakob Hoydis , Romain Couillet , Merouane Debbah

We consider the problem of estimating sparse communication channels in the MIMO context. In small to medium bandwidth communications, as in the current standards for OFDM and CDMA communication systems (with bandwidth up to 20 MHz), such…

Networking and Internet Architecture · Computer Science 2016-11-17 Yann Barbotin , Ali Hormati , Sundeep Rangan , Martin Vetterli

We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…

Statistical Mechanics · Physics 2015-05-27 Valerio Lucarini

Distributed opportunistic scheduling (DOS) is studied for wireless ad-hoc networks in which many links contend for the channel using random access before data transmissions. Simply put, DOS involves a process of joint channel probing and…

Information Theory · Computer Science 2009-07-14 Chandrashekhar Thejaswi P. S. , Junshan Zhang , Man-On Pun , H. Vincent Poor , Dong Zheng

We investigate stochastic resonance (SR) in an ensemble of coupled overdamped bistable oscillators driven by colored noise. The networks incorporate the weighted contributions of both pairwise coupling and 2-simplex coupling. Our findings…

Statistical Mechanics · Physics 2026-03-09 Zhongwen Bi , Dan Zhao , Qi Liu , Jürgen Kurths , Yong Xu

We introduce the Statistical Asynchronous Regression (SAR) method: a technique for determining a relationship between two time varying quantities without simultaneous measurements of both quantities. We require that there is a time…

Statistical Mechanics · Physics 2015-06-24 T. P. O'Brien , D. Sornette , R. L. McPherron

This paper is devoted to the study of the performance of the Linear Minimum Mean-Square Error receiver for (receive) correlated Multiple-Input Multiple-Output systems. By the random matrix theory, it is well-known that the Signal-to-Noise…

Information Theory · Computer Science 2008-10-17 Abla Kammoun , Malika Kharouf , Walid Hachem , Jamal Najim

This paper investigates the optimum source transmission strategy to maximize the capacity of a multiple-input single-output (MISO) amplify-and-forward relay channel, assuming source-relay channel mean feedback at the source. The challenge…

Information Theory · Computer Science 2015-03-18 Minhua Ding , Q. T. Zhang

Stochastic network calculus is a newly developed theory for stochastic service guarantee analysis of computer networks. In the current stochastic network calculus literature, its fundamental models are based on the cumulative amount of…

Performance · Computer Science 2011-12-14 Jing Xie , Yuming Jiang , Min Xie

Optimal resource allocation in wireless systems still stands as a rather challenging task due to the inherent statistical characteristics of channel fading. On the one hand, minimax/outage-optimal policies are often overconservative and…

Signal Processing · Electrical Eng. & Systems 2024-01-31 Gokberk Yaylali , Dionysios S. Kalogerias

The challenge of communication-efficient distributed optimization has attracted attention in recent years. In this paper, a communication efficient algorithm, called ordering-based alternating direction method of multipliers (OADMM) is…

Machine Learning · Computer Science 2022-02-08 Yicheng Chen , Rick S. Blum , Brian M. Sadler