相关论文: Diffusion approximation for a processor sharing qu…
We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…
We consider communication-efficient weighted and unweighted (uniform) random sampling from distributed data streams presented as a sequence of mini-batches of items. This is a natural model for distributed streaming computation, and our…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…
Data intensive applications often involve the analysis of large datasets that require large amounts of compute and storage resources. While dedicated compute and/or storage farms offer good task/data throughput, they suffer low resource…
Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…
In this paper, motivated by considerations of server utilization and energy consumptions in cloud computing, we investigate a homogeneous queueing system with a threshold-based workload control scheme. In this system, a virtual machine will…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
We consider a stochastic model of Internet congestion control, introduced by Massouli\'{e} and Roberts [Telecommunication Systems 15 (2000) 185--201], that represents the randomly varying number of flows in a network where bandwidth is…
This paper deals with a single-server queue with modulated arrivals, service requirements and service capacity. In our first result, we derive the mean of the total workload assuming generally distributed service requirements and any…
Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length distribution, which is not addressed in [1]. In this paper,…
In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive according to a Poisson process and packet sizes (hence service…
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 designing a packet-level congestion control and scheduling policy for datacenter networks. Current datacenter networks primarily inherit the principles that went into the design of Internet, where congestion…
The recommendation methods based on network diffusion have been shown to perform well in both recommendation accuracy and diversity. Nowdays, numerous extensions have been made to further improve the performance of such methods. However, to…
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…