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We develop a probabilistic machine learning method, which formulates a class of stochastic neural networks by a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced under the stochastic…

Machine Learning · Computer Science 2021-04-06 Richard Archibald , Feng Bao , Yanzhao Cao , He Zhang

Time-Sensitive Networking (TSN) is a set of standards that enables the industry to provide real-time guarantees for time-critical communications with Ethernet hardware. TSN supports various queuing and scheduling mechanisms and allows the…

Networking and Internet Architecture · Computer Science 2025-08-27 Lisa Maile , Kai-Steffen Hielscher , Reinhard German

We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…

Optimization and Control · Mathematics 2007-05-23 Heng-Qing Ye , David D. Yao

Stochastic computing is a paradigm in which logical operations are performed on randomly generated bit streams. Complex arithmetic operations can be executed by simple logic circuits, resulting in a much smaller area footprint compared to…

Emerging Technologies · Computer Science 2023-07-10 Yadu Kiran , Marc Riedel

In this work, multiplicative stochasticity is applied to the learning rate of stochastic optimization algorithms, giving rise to stochastic learning-rate schemes. In-expectation theoretical convergence results of Stochastic Gradient Descent…

Optimization and Control · Mathematics 2022-03-22 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

This paper presents a set of new results directly exploring the special characteristics of the wireless channel capacity process. An appealing finding is that, for typical fading channels, their instantaneous capacity and cumulative…

Information Theory · Computer Science 2017-05-11 Fengyou Sun , Yuming Jiang

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

Uncertainty often plays an important role in dynamic flow problems. In this paper, we consider both, a stationary and a dynamic flow model with uncertain boundary data on networks. We introduce two different ways how to compute the…

Numerical Analysis · Mathematics 2021-04-28 Michael Schuster , Elisa Strauch , Martin Gugat , Jens Lang

A Neural Process (NP) estimates a stochastic process implicitly defined with neural networks given a stream of data, rather than pre-specifying priors already known, such as Gaussian processes. An ideal NP would learn everything from data…

Machine Learning · Computer Science 2023-04-20 Hyungi Lee , Eunggu Yun , Giung Nam , Edwin Fong , Juho Lee

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…

Optimization and Control · Mathematics 2010-09-22 Dimitris Bertsimas , David Gamarnik , Alexander Rikun

Network calculus is often used to prove delay bounds in deterministic networks, using arrival and service curves. We consider a FIFO system that offers a rate-latency service curve and where packet transmission occurs at line rate without…

Networking and Internet Architecture · Computer Science 2020-08-10 Ehsan Mohammadpour , Elena Stai , Jean-Yves Le Boudec

Stochastic Processing Networks (SPNs) can be used to model communication networks, manufacturing systems, service systems, etc. We consider a real-time SPN where tasks generate jobs with strict deadlines according to their traffic patterns.…

Networking and Internet Architecture · Computer Science 2012-04-23 I-Hong Hou , Rahul Singh

This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…

Optimization and Control · Mathematics 2025-07-17 Yasong Feng , Yifan Jiang , Tianyu Wang , Zhiliang Ying

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…

Probability · Mathematics 2016-07-26 Eric Foxall

Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…

Machine Learning · Computer Science 2021-06-23 Abhinav Sagar

The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…

Artificial Intelligence · Computer Science 2013-03-26 Gerhard Paass

We investigate the problem of stochastic network optimization in the presence of imperfect state prediction and non-stationarity. Based on a novel distribution-accuracy curve prediction model, we develop the predictive learning-aided…

Optimization and Control · Mathematics 2018-07-09 Longbo Huang , Minghua Chen , Yunxin Liu

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

In this paper, we explore statistical versus computational trade-off to address a basic question in the application of a distributed algorithm: what is the minimal computational cost in obtaining statistical optimality? In smoothing spline…

Statistics Theory · Mathematics 2017-07-25 Zuofeng Shang , Guang Cheng