Related papers: A simulation Method for Network Performability Est…
Motivated by the problem of estimating bottleneck capacities on the Internet, we formulate and study the problem of vantage point selection. We are given a graph $G=(V, E)$ whose edges $E$ have unknown capacity values that are to be…
We introduce a new heuristic algorithm for the problem of finding minimum size loop cutsets in multiply connected belief networks. We compare this algorithm to that proposed in [Suemmondt and Cooper, 1988]. We provide lower bounds on the…
A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bridges are obtained by superimposing an additional guiding…
In recent years, network embedding methods have garnered increasing attention because of their effectiveness in various information retrieval tasks. The goal is to learn low-dimensional representations of vertexes in an information network…
We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by exploiting the target's independence structure. We identify the most basic…
Estimating the probabilities of rare failure events is a key challenge in the reliability analysis of physical systems. Subset simulation (SS) is a very popular adaptive Monte Carlo method for this problem. In SS, the small failure…
We consider the fundamental problems of determining the rooted and global edge and vertex connectivities (and computing the corresponding cuts) in directed graphs. For rooted (and hence also global) edge connectivity with small integer…
System reliability is the probability of the maximum flow in a stochastic-flow network from the source node to the sink node being more than a demand level d. There are several approaches to compute system reliability using upper boundary…
This paper discusses the reliability of a graph in which the links are perfectly reliable but the nodes may fail with certain probability p. Calculating graph node reliability is an NP-Hard problem. We introduce an efficient and accurate…
Consider a collection of weighted subsets of a ground set N. Given a query subset Q of N, how fast can one (1) find the weighted sum over all subsets of Q, and (2) sample a subset of Q proportionally to the weights? We present a tree-based…
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…
Statistical models for networks with complex dependencies pose particular challenges for model selection and evaluation. In particular, many well-established statistical tools for selecting between models assume conditional independence of…
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…
Accurate estimates of long-term risk probabilities and their gradients are critical for many stochastic safe control methods. However, computing such risk probabilities in real-time and in unseen or changing environments is challenging.…
Extending the quickest path problem to the network reliability, a new problem emerged which aims to assess the network reliability for transmitting at least d units of data from a source node to a sink node through one minimal path (MP)…
In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…
Sequential decision problems are often approximately solvable by simulating possible future action sequences. {\em Metalevel} decision procedures have been developed for selecting {\em which} action sequences to simulate, based on…
An important problem that commonly arises in areas such as internet traffic-flow analysis, phylogenetics and electrical circuit design, is to find a representation of any given metric $D$ on a finite set by an edge-weighted graph, such that…
A probabilistic approach for estimating sample qualities for stochastic differential equations is introduced in this paper. The aim is to provide a quantitative upper bound of the distance between the invariant probability measure of a…
In networks, there are often more than one source of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity and…