Related papers: Sampling Point Processes on Stable Unbounded Regio…
In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…
The intrinsic non-locality of correlations in Quantum Mechanics allow us to certify the behaviour of a quantum mechanism in a device independent way. In particular, we present a new protocol that allows an unbounded amount of randomness to…
Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…
This paper considers the change-point problem for finite sequences of networks. To avoid the difficulty of computing the normalization coefficient, such as in Exponential random graphical models (ERGMs) and Markov networks, we construct a…
We investigate the stability of quantum Markov processes with respect to perturbations of their transition maps. In the first part, we introduce a condition number that measures the sensitivity of fixed points of a quantum channel to…
We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…
The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle…
Qubit-resolved operations and measurements are required for most current quantum information processing schemes. However, these operations can be experimentally costly due to the need for local addressing, demanding significant classical…
Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes simulation highly nontrivial. Algorithms based on finite…
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…
We provide a partially affirmative answer to the following question on robustness of polynomial stability with respect to sampling: ``Suppose that a continuous-time state-feedback controller achieves the polynomial stability of the…
Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…
Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…
Steady state is an essential concept in reaction networks. Its stability reflects fundamental characteristics of several biological phenomena such as cellular signal transduction and gene expression. Because biochemical reactions occur at…
A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning…
We present an example of a single-server polling system with two queues and an adaptive service policy where the stability region depends on the expected values of all the primitives and also on a certain exponential moment of the…
We consider a particle system on $Z^d$ with finite state space and interactions of infinite range. Assuming that the rate of change is continuous and decays sufficiently fast, we introduce a perfect simulation algorithm for the stationary…
Supermarket models with different servers become a key in modeling resource management of stochastic networks, such as, computer networks, manufacturing systems and transportation networks. While these different servers always make analysis…
This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…