Related papers: Query-Based Sampling of Heterogeneous CTMCs: Model…
Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose…
Having timely and fresh knowledge about the current state of information sources is critical in a variety of applications. In particular, a status update may arrive at the destination later than its generation time due to processing and…
Perfect sampling is a technique that uses coupling arguments to provide a sample from the stationary distribution of a Markov chain in a finite time without ever computing the distribution. This technique is very efficient if all the events…
We employ uncertain parametric CTMCs with parametric transition rates and a prior on the parameter values. The prior encodes uncertainty about the actual transition rates, while the parameters allow dependencies between transition rates.…
We consider a finite-state Discrete-Time Markov Chain (DTMC) source that can be sampled for detecting the events when the DTMC transits to a new state. Our goal is to study the trade-off between sampling frequency and staleness in detecting…
The effective operation of time-critical Internet of things (IoT) applications requires real-time reporting of fresh status information of underlying physical processes. In this paper, a real-time IoT monitoring system is considered, in…
Information-theoretic quantities play a crucial role in understanding non-linear relationships between random variables and are widely used across scientific disciplines. However, estimating these quantities remains an open problem,…
Motivated by an example from remote sensing of gas emission sources, we derive two novel change point procedures for multivariate time series where, in contrast to classical change point literature, the changes are not required to be…
This paper studies efficient data management and timely information dissemination for real-time monitoring of an $N$-state Markov process, enabling accurate state estimation and reliable actuation decisions. First, we analyze the Age of…
We consider a system of multiple sources, a single communication channel, and a single monitoring station. Each source measures a time-varying quantity with varying levels of accuracy and one of them sends its update to the monitoring…
Age of Information is a newly introduced metric, getting vivid attention for measuring the freshness of information in real-time networks. This parameter has evolved to guarantee the reception of timely information from the latest status…
We study a class of systems termed Markov Machines (MM) which process job requests with exponential service times. Assuming a Poison job arrival process, these MMs oscillate between two states, free and busy. We consider the problem of…
We consider a remote estimation problem with an energy harvesting sensor and a remote estimator. The sensor observes the state of a discrete-time source which may be a finite state Markov chain or a multi-dimensional linear Gaussian system.…
Monitoring a process/phenomenon of specific interest is prevalent in Cyber-Physical Systems (CPS), remote healthcare, smart buildings, intelligent transport, industry 4.0, etc. A key building block of the monitoring system is a sensor…
In this article, we establish a comprehensive theoretical framework for remote estimation in a networked system composed of a source that is observed by a sensor, a remote monitor that needs to estimate the state of the source in real time,…
Efficient sampling and remote estimation are critical for a plethora of wireless-empowered applications in the Internet of Things and cyber-physical systems. Motivated by such applications, this work proposes decentralized policies for the…
Every probability distribution can be approximated up to a given precision by a phase-type distribution, i.e. a distribution encoded by a continuous time Markov chain (CTMC). However, an excessive number of states in the corresponding CTMC…
We consider a strategic network monitoring problem involving the operator of a networked system and an attacker. The operator aims to randomize the placement of multiple protected sensors to monitor and protect components that are…
We study a system in which two-state Markov sources send status updates to a common receiver over a slotted ALOHA random access channel. We characterize the performance of the system in terms of state estimation entropy (SEE), which…
We present a new method for the accurate analysis of the quality-of-service (QoS) properties of component-based systems. Our method takes as input a QoS property of interest and a high-level continuous-time Markov chain (CTMC) model of the…