Related papers: Auxiliary Variables for Bayesian Inference in Mult…
We introduce weighted Markovian graphs, a random walk model that decouples the transition dynamics of a Markov chain from (random) edge weights representing the cost of traversing each edge. This decoupling allows us to study the…
A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…
In this paper, we equip the conventional discrete-time queueing network with a Markovian input process, that, in addition to the usual short-term stochastics, governs the mid- to long-term behavior of the links between the network nodes.…
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…
Stochastic network calculus is a tool for computing error bounds on the performance of queueing systems. However, deriving accurate bounds for networks consisting of several queues or subject to non-independent traffic inputs is…
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…
Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…
We present here a general framework and a specific algorithm for predicting the destination, route, or more generally a pattern, of an ongoing journey, building on the recent work of [Y. Lassoued, J. Monteil, Y. Gu, G. Russo, R. Shorten,…
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…
We propose a generalization of the classical M/M/1 queue process. The resulting model is derived by applying fractional derivative operators to a system of difference-differential equations. This generalization includes both non-Markovian…
The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…
We propose a fast inference method for Bayesian nonlinear support vector machines that leverages stochastic variational inference and inducing points. Our experiments show that the proposed method is faster than competing Bayesian…
Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…
We propose a technique for increasing the efficiency of gradient-based inference and learning in Bayesian networks with multiple layers of continuous latent vari- ables. We show that, in many cases, it is possible to express such models in…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Bayesian networks are a class of graphical models that allow to represent a collection of random variables and their condititional…
In this paper, we use augmented the hierarchical latent variable model to model multi-period time series, where the dynamics of time series are governed by factors or trends in multiple periods. Previous methods based on stacked recurrent…
We introduce a queueing-based sampling framework for continuous-time temporal networks. We focus on a Markovian parametrization in which link start times follow a homogeneous Poisson process and link durations are exponentially distributed.…
We consider the problem of efficiently performing simulation and inference for stochastic kinetic models. Whilst it is possible to work directly with the resulting Markov jump process, computational cost can be prohibitive for networks of…
Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…