1297 search results - page 2 / 260 » Refractor Importance Sampling |
QUESTA
2007
13 years 6 months ago
2007
We consider a variant of the two node tandem Jackson network where the upstream server reduces its service rate when the downstream queue exceeds some prespecified threshold. The...
JMLR
2010
13 years 2 months ago
2010
A continuous time Bayesian network (CTBN) uses a structured representation to describe a dynamic system with a finite number of states which evolves in continuous time. Exact infe...
QUESTA
2007
13 years 6 months ago
2007
Recently, a state-dependent change of measure for simulating overflows in the two-node tandem queue was proposed by Dupuis et al. (Ann. Appl. Probab. 17(4):1306– 1346, 2007), to...
QUESTA
2010
13 years 5 months ago
2010
Consider a stable open Jackson Network with a tree topology. Customers arrive at the single root of the tree. The system is stable in the sense that the average service rate at ea...
TOMACS
2010
13 years 5 months ago
2010
This paper considers importance sampling as a tool for rare-event simulation. The focus is on estimating the probability of overflow in the downstream queue of a Jacksonian two-n...