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In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Probability · Mathematics 2013-01-29 Konstantinos Spiliopoulos

We often rely on probabilistic measures -- e.g. event probability or expected time -- to characterize systems' safety. However, determining these quantities for extremely low-probability events is generally challenging, as standard safety…

Optimization and Control · Mathematics 2026-02-04 Aitor R. Gomez , Manuela L. Bujorianu , Rafal Wisniewski

Consider the communication of a single-user aided by a nearby relay involved in a large wireless network where the nodes form an homogeneous Poisson point process. Since this network is interference-limited the asymptotic error probability…

Information Theory · Computer Science 2011-03-14 Andres Altieri , Leonardo Rey Vega , Cecilia G. Galarza , Pablo Piantanida

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

Methodology · Statistics 2017-12-29 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…

Probability · Mathematics 2024-05-07 Bixiang Wang

We developed a method to infer the calibration parameters of multichannel measurement systems, such as channel variations of sensitivity and noise amplitude, from experimental data. We regard such uncertainties of the calibration parameters…

Applications · Statistics 2017-03-08 Keisuke Fujii , Ichihiro Yamada , Masahiro Hasuo

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

Probability · Mathematics 2019-01-18 Son L. Nguyen , George Yin , Tuan A. Hoang

Boolean networks, widely used to model gene regulation, exhibit a phase transition between regimes in which small perturbations either die out or grow exponentially. We show and numerically verify that this phase transition in the dynamics…

Statistical Mechanics · Physics 2013-05-30 Shane Squires , Edward Ott , Michelle Girvan

Massive MIMO is a variant of multiuser MIMO, where the number of antennas $M$ at the base-station is large, and generally much larger than the number of spatially multiplexed data streams to/from the users. It has been observed that in many…

Information Theory · Computer Science 2017-07-25 Saeid Haghighatshoar , Giuseppe Caire

Recent work has questioned the reliability of graph learning benchmarks, citing concerns around task design, methodological rigor, and data suitability. In this extended abstract, we contribute to this discussion by focusing on evaluation…

Machine Learning · Computer Science 2025-06-17 Filip Cornell , Oleg Smirnov , Gabriela Zarzar Gandler , Lele Cao

User experience is a critical factor Large Language Model (LLM) serving systems must consider, where service level objectives (SLOs) considering the experience of individual requests and system level metrics (SLMs) considering the overall…

Machine Learning · Computer Science 2025-10-30 Zhibin Wang , Shipeng Li , Yuhang Zhou , Xue Li , Zhonghui Zhang , Nguyen Cam-Tu , Rong Gu , Chen Tian , Guihai Chen , Sheng Zhong

This paper studies a service system in which arriving customers are provided with information about the delay they will experience. Based on this information they decide to wait for service or to leave the system. Specifically, every…

Probability · Mathematics 2022-08-31 Yoshiaki Inoue , Liron Ravner , Michel Mandjes

The current analysis of wireless networks whose transceivers are confined to streets is largely based on Poissonian models, such as Poisson line processes and Poisson line Cox processes. We demonstrate important scenarios where a model with…

Information Theory · Computer Science 2023-06-14 Mohammad Taha Shah , Gourab Ghatak , Souradip Sanyal , Martin Haenggi

Local Differential Privacy (LDP) protocols allow an aggregator to obtain population statistics about sensitive data of a userbase, while protecting the privacy of the individual users. To understand the tradeoff between aggregator utility…

Cryptography and Security · Computer Science 2019-10-18 Milan Lopuhaä-Zwakenberg , Boris Škorić , Ninghui Li

In various practical situations, we encounter data from stochastic processes which can be efficiently modelled by an appropriate parametric model for subsequent statistical analyses. Unfortunately, the most common estimation and inference…

Methodology · Statistics 2022-04-12 Rohan Hore , Abhik Ghosh

We study large deviations and rare default clustering events in a dynamic large heterogeneous portfolio of interconnected components. Defaults come as Poisson events and the default intensities of the different components in the system…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos , Richard B. Sowers

Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…

Statistics Theory · Mathematics 2025-08-15 Jinming Li , Shihao Wu , Chengyu Cui , Gongjun Xu , Ji Zhu

Low Earth Orbit (LEO) satellite communication is a promising solution for global wireless coverage, especially in underserved and remote areas. However, the high relative velocity of LEO satellites induces significant Doppler shifts that…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Islam M. Tanash , Risto Wichman , Nuria Gonzalez-Prelcic

In this paper we address the problem of systems under an external feedback. This is performed using a large deviation approach and rate distortion from information theory. In particular we define a lower boundary for the maximum entropy…

Statistical Mechanics · Physics 2016-04-18 Alessio Gagliardi , Alessandro Pecchia , Aldo Di Carlo

Practical wireless networks are finite, and hence non-stationary with nodes typically non-homo-geneously deployed over the area. This leads to a location-dependent performance and to boundary effects which are both often neglected in…

Information Theory · Computer Science 2014-01-03 Ralph Tanbourgi , Holger Jäkel , Friedrich K. Jondral
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