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Related papers: Query-Based Sampling of Heterogeneous CTMCs: Model…

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This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…

Logic in Computer Science · Computer Science 2015-07-24 Ernst Moritz Hahn , Holger Hermanns , Ralf Wimmer , Bernd Becker

This paper investigates a multiuser scheduling problem within an uplink multiple-input multi-output (MIMO) status update network, consisting of a multi-antenna base station (BS) and multiple single-antenna devices. The presence of multiple…

Information Theory · Computer Science 2024-01-05 Jingwei Liu , Qian Wang , He Chen

The demand for real-time cloud applications has seen an unprecedented growth over the past decade. These applications require rapidly data transfer and fast computations. This paper considers a scenario where multiple IoT devices update…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-03 Abubakr Alabbasi , Vaneet Aggarwal

Monitoring software systems at runtime is key for understanding workloads, debugging, and self-adaptation. It typically involves collecting and storing observable software data, which can be analyzed online or offline. Despite the…

Software Engineering · Computer Science 2023-05-03 Jhonny Mertz , Ingrid Nunes

We consider a Hidden Markov Model (HMM) where the integrated continuous-time Markov chain can be observed at discrete time points perturbed by a Brownian motion. The aim is to derive a filter for the underlying continuous-time Markov chain.…

Probability · Mathematics 2021-07-21 Nicole Bäuerle , Igor Gilitschenski , Uwe D. Hanebeck

This paper investigates goal-oriented communication for remote estimation of multiple Markov sources in resource-constrained networks. An agent decides the updating times of the sources and transmits the packet to a remote destination over…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Jiping Luo , Nikolaos Pappas

In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…

Statistics Theory · Mathematics 2021-04-06 Alec Koppel , Amrit Singh Bedi , Brian M. Sadler , Victor Elvira

Herein, minimization of time-averaged age-of-information (AoI) in an energy harvesting (EH) source setting is considered. The EH source opportunistically samples one or multiple processes over discrete time instants and sends the status…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Akanksha Jaiswal , Arpan Chattopadhyay , Amokh Varma

This paper considers a wireless network where multiple flows are delivering status updates about their respective information sources. An end user aims to make accurate real-time estimations about the status of each information source using…

Networking and Internet Architecture · Computer Science 2019-01-31 Daojing Guo , I-Hong Hou

Remote sensing data products often include quality flags that inform users whether the associated observations are of good, acceptable or unreliable qualities. However, such information on data fidelity is not considered in remote sensing…

Applications · Statistics 2022-08-19 Bledar A. Konomi , Emily L. Kang , Ayat Almomani , Jonathan Hobbs

We study the real-time remote tracking of a two-state Markov process by an energy harvesting source. The source decides whether to transmit over an unreliable channel based on the state. We formulate this scenario as a Markov decision…

Information Theory · Computer Science 2024-10-16 Mehrdad Salimnejad , Anthony Ephremides , Marios Kountouris , Nikolaos Pappas

We consider the optimal decision-making problem in a primary sample of interest with multiple auxiliary sources available. The outcome of interest is limited in the sense that it is only observed in the primary sample. In reality, such…

Methodology · Statistics 2022-09-23 Hengrui Cai , Wenbin Lu , Rui Song

In this work, we study how to optimally manage the freshness of information updates sent from a source node to a destination via a channel. A proper metric for data freshness at the destination is the age-of-information, or simply age,…

Information Theory · Computer Science 2017-04-24 Yin Sun , Elif Uysal-Biyikoglu , Roy D. Yates , C. Emre Koksal , Ness B. Shroff

Continuous Time Markov Chain (CMTC) is widely used to describe and analyze systems in several knowledge areas. Steady state availability is one important analysis that can be made through Markov chain formalism that allows researchers…

Performance · Computer Science 2017-01-24 Eduardo M. Vasconcelos

Bayesian methods are critical for quantifying the behaviors of systems. They capture our uncertainty about a system's behavior using probability distributions and update this understanding as new information becomes available. Probabilistic…

Computation · Statistics 2018-04-25 Thomas A. Catanach , James L. Beck

Inference for continuous-time Markov chains (CTMCs) becomes challenging when the process is only observed at discrete time points. The exact likelihood is intractable, and existing methods often struggle even in medium-dimensional…

Methodology · Statistics 2025-07-23 Tao Tang , Lachlan Astfalck , David Dunson

In this contribution, we consider the problem of the blind separation of noisy instantaneously mixed images. The images are modelized by hidden Markov fields with unknown parameters. Given the observed images, we give a Bayesian formulation…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Hichem Snoussi , Ali Mohammad-Djafari

A system to update estimates from a sequence of probability distributions is presented. The aim of the system is to quickly produce estimates with a user-specified bound on the Monte Carlo error. The estimates are based upon weighted…

Methodology · Statistics 2014-06-04 F. Din-Houn Lau , Axel Gandy

Reachability analysis plays a central role in system design and verification. The reachability problem, denoted $\Diamond^J\,\Phi$, asks whether the system will meet the property $\Phi$ after some time in a given time interval $J$.…

Logic in Computer Science · Computer Science 2023-10-19 Hui Jiang , Jianling Fu , Ming Xu , Yuxin Deng , Zhi-Bin Li