Related papers: Perfect Sampling and Gradient Simulation for Fork-…
In this article we describe a new coupling technique which is useful in a variety of perfect sampling algorithms. A multishift coupler generates a random function f() so that for each real x, f(x)-x is governed by the same fixed probability…
In a study related to this one I set up a temporal network simulation environment for evaluating network intervention strategies. A network intervention strategy consists of a sampling design to select nodes in the network. An intervention…
The ongoing connection and automation of vehicles leads to a closer interaction of the individual vehicle components, which demands for consideration throughout the entire development process. In the design phase, this is achieved through…
The join operation is a fundamental building block of parallel data processing. Unfortunately, it is very resource-intensive to compute an equi-join across massive datasets. The approximate computing paradigm allows users to trade accuracy…
In this paper, we apply a supervised machine-learning approach to solve a fundamental problem in queueing theory: estimating the transient distribution of the number in the system for a G(t)/GI/1. We develop a neural network mechanism that…
To mimic the complex transport-like collective phenomena in a man-made or natural system, we study an open network junction model of totally asymmetric simple exclusion process with bulk particle attachment and detachment. The stationary…
In many applications we are interested in making inference on latent time series from indirect measurements, which are often low-dimensional projections resulting from mixing or aggregation. Positron emission tomography, super-resolution,…
This paper presents a method for calculating steady state probabilities of $M|E_r|c|K$ queueing systems. The infinitesimal generator matrix is used to define all possible states in the system and their transition probabilities. While this…
We consider chemical reaction networks modeled by a discrete state and continuous in time Markov process for the vector copy number of the species and provide a novel particle filter method for state and parameter estimation based on exact…
Learning from a continuous stream of non-stationary data in an unsupervised manner is arguably one of the most common and most challenging settings facing intelligent agents. Here, we attack learning under all three conditions…
This paper proposes a new optimal control synthesis algorithm for multi-robot systems under global temporal logic tasks. Existing planning approaches under global temporal goals rely on graph search techniques applied to a product automaton…
In this paper, we analyze the sojourn of an entire batch in a processor sharing $M^{[X]}/M/1$ processor queue, where geometrically distributed batches arrive according to a Poisson process and jobs require exponential service times. By…
This paper analyzes a service system modeled as a single-server queue, in which the service provider aims to dynamically maximize the expected revenue per unit of time. This is achieved by constructing a stochastic gradient descent…
In online interval scheduling, the input is an online sequence of intervals, and the goal is to accept a maximum number of non-overlapping intervals. In the more general disjoint path allocation problem, the input is a sequence of requests,…
Evaluation of Internet protocols usually uses random scenarios or scenarios based on designers' intuition. Such approach may be useful for average-case analysis but does not cover boundary-point (worst or best-case) scenarios. To synthesize…
In this paper, a stochastic algorithm for the efficient simulation and optimal control of networked wave equations based on the random batch method is proposed and analyzed. The random approximation is constructed by dividing the time…
In this paper, we design the first streaming algorithms for the problem of multitasking scheduling on parallel machines with shared processing. In one pass, our streaming approximation schemes can provide an approximate value of the optimal…
We consider perfect simulation algorithms for locally stable point processes based on dominated coupling from the past, and apply these methods in two different contexts. A new version of the algorithm is developed which is feasible for…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
This paper studies load balancing for many-server ($N$ servers) systems. Each server has a buffer of size $b-1,$ and can have at most one job in service and $b-1$ jobs in the buffer. The service time of a job follows the Coxian-2…