Related papers: Tail Quantile Estimation for Non-preemptive Priori…
It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…
A critical question for the field of quantum computing in the near future is whether quantum devices without error correction can perform a well-defined computational task beyond the capabilities of state-of-the-art classical computers,…
Due to the scarcity of quantum computing resources, researchers and developers have very limited access to real quantum computers. Therefore, judicious planning and utilization of quantum computer runtime are essential to ensure smooth…
Continuous-time event sequences, i.e., sequences consisting of continuous time stamps and associated event types ("marks"), are an important type of sequential data with many applications, e.g., in clinical medicine or user behavior…
Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…
High Performance Computing (HPC) systems rely on fixed user-provided estimates of job time limits. These estimates are often inaccurate, resulting in inefficient resource use and the loss of unsaved work if a job times out shortly before…
For probabilistic programs, it is usually not possible to automatically derive exact information about their properties, such as the distribution of states at a given program point. Instead, one can attempt to derive approximations, such as…
Top-k threshold estimation is the problem of estimating the score of the k-th highest ranking result of a search query. A good estimate can be used to speed up many common top-k query processing algorithms, and thus a number of researchers…
We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…
Denied boarding in congested transit systems induces queuing delays and departure-time shifts that can reshape passenger flows. Correctly modeling these responses in transit assignment hinges on the enforcement of two priority rules:…
In clinical studies, persistence, which measures the duration of time a patient continues to take a prescribed medication without discontinuation, is increasingly recognized as a critical indicator of adherence to medication. Adherence…
We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…
In this paper we propose a problem-driven scenario generation approach to the single-period portfolio selection problem which use tail risk measures such as conditional value-at-risk. Tail risk measures are useful for quantifying potential…
Consider a system of $N$ parallel single-server queues with unit-exponential service time distribution and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. When a task arrives, the dispatcher assigns it to…
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…
We consider the problem of scheduling in multi-class, parallel-server queuing systems with uncertain rewards from job-server assignments. In this scenario, jobs incur holding costs while awaiting completion, and job-server assignments yield…
Networks-on-chip (NoCs) have become the standard for interconnect solutions in industrial designs ranging from client CPUs to many-core chip-multiprocessors. Since NoCs play a vital role in system performance and power consumption,…
We consider regularly varying random vectors. Our goal is to estimate in a non-parametric way some characteristics related to conditioning on an extreme event, like the tail dependence coefficient. We introduce a quasi-spectral…
We introduce a new type of estimator for the spectral tail process of a regularly varying time series. The approach is based on a characterizing invariance property of the spectral tail process, which is incorporated into the new estimator…
We are given a set of jobs, each one specified by its release date, its deadline and its processing volume (work), and a single (or a set of) speed-scalable processor(s). We adopt the standard model in speed-scaling in which if a processor…