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Sufficient Conditions for Central Limit Theorems and Confidence Intervals for Randomized Quasi-Monte Carlo Methods
Randomized quasi-Monte Carlo methods have been introduced with the main purpose of yielding a computable measure of error for quasi-Monte Carlo approximations through the implicit application of a central limit theorem over independent randomizations. But ...
Projected Gaussian Markov Improvement Algorithm for High-Dimensional Discrete Optimization via Simulation
This article considers a discrete optimization via simulation (DOvS) problem defined on a graph embedded in the high-dimensional integer grid. Several DOvS algorithms that model the responses at the solutions as a realization of a Gaussian Markov random ...
RayNet: A Simulation Platform for Developing Reinforcement Learning-Driven Network Protocols
Reinforcement Learning (RL) has gained significant momentum in the development of network protocols. However, RL-based protocols are still in their infancy, and substantial research is required to build deployable solutions. Developing a protocol based on ...
LN: A Flexible Algorithmic Framework for Layered Queueing Network Analysis
Layered queueing networks (LQNs) are an extension of ordinary queueing networks useful to model simultaneous resource possession and stochastic call graphs in distributed systems. Existing computational algorithms for LQNs have primarily focused on mean-...
Exact and Approximate Moment Derivation for Probabilistic Loops With Non-Polynomial Assignments
Many stochastic continuous-state dynamical systems can be modeled as probabilistic programs with nonlinear non-polynomial updates in non-nested loops. We present two methods, one approximate and one exact, to automatically compute, without sampling, ...
End-to-End Statistical Model Checking for Parameterization and Stability Analysis of ODE Models
We propose a simulation-based technique for the parameterization and the stability analysis of parametric Ordinary Differential Equations. This technique is an adaptation of Statistical Model Checking, often used to verify the validity of biological ...
Rate Lifting for Stochastic Process Algebra by Transition Context Augmentation
This article presents an algorithm for determining the unknown rates in the sequential processes of a Stochastic Process Algebra (SPA) model, provided that the rates in the combined flat model are given. Such a rate lifting is useful for model reverse ...