Delay tomography for large scale networks

Size: px
Start display at page:

Download "Delay tomography for large scale networks"

Transcription

1 Deay tomography for arge scae networks MENG-FU SHIH ALFRED O. HERO III Communcatons and Sgna Processng Laboratory Eectrca Engneerng and Computer Scence Department Unversty of Mchgan, 30 Bea. Ave., Ann Arbor, MI URSI Genera Assemby 00

2 Network Mongorng and Dagnoss Deay, Packet Loss Rate, Traffc Type,... Probems wth drect measurement (rmon): Dagnoss unavaabe or dsabed at nterna nodes. Non-cooperatve nterna nodes. A nterna nodes must be synchronzed

3 Network Tomography Probem End-to-End Measurements Actve vs. Passve Method Actve Method: Send probe packets Passve Method: Montor exstng fows 3

4 Importance of Lnk Deay Statstcs Assessment and updatng of routng/fow contro QoS assurance, especay for vdeo/audo streamng Network upgrade/mantenance pannng Securty, e.g., dstrbuted Dena-of-Servce (DoS) attacks 4

5 Probem Formuaton: Genera Notatons Logca Tree T=(V,E) V : Nodes, E : Lnks L nks, R eaf nodes/probe paths root N M : # of packets sent from root to eaf : The set of nks n probe path. (, n) X : nth probe packet deay at nk aong path, ncudng queueng deay, retransmsson deay, R Y (, n) and possby propagaton deay. = M X (, n) : nth End-to-end probe deay aong path. 5

6 Probem Formuaton: Genera Assumptons Network Assumptons N) Network topoogy known. N) Probe paths (routng tabe) known. N3) Cooperatng edge nodes are synchronzed Statstca Assumptons S) Spata Independence { (, n) X } For a gven packet aong path, mutuay ndependent. S) Tempora Independence and Statonarty M (, n) ( k X X If path and both contan nk, and jn, )..d. 6

7 Dscrete Deay Mode Lnk deays are dscretzed wth bn sze q (, n) Lnk deay vaues X { 0, q, q, L, qd} Lnk Deay P.M.F., d Lemma. ( (, n) ) p = P X = d The deay p.m.f. wth two bns at each nk s unquey dentfabe from end-to-end packet deays, except when the deay p.m.f. s at a nks are dentca. A = n p p p p p ( ) ( p ) p p Q Q Q Q p p ( p ) Q p p Q + + p p ( p ) Q p p Q 3 3 Q = p ( p ) + p ( p ) Q = p ( p ) + p ( p )

8 Contnuous Deay Mode: Gaussan Mxture Arbtrary shapes of nk deay dstrbutons Let f ( x) be the nk deay p.d.f at nk. k = k m= α φ( x; θ ) m, m, : the number of mxture components. α, m : mxng probabty for the mth component. 0 α, α =, m m =, m φ( x; θ ) : Gaussan densty functon wth mean and, m k { } varance θ = µ, σ, m, m, m 0.5 φ (0, ) φ(, ) + 0. φ(5, 4) 8

9 Contnuous Deay Mode: Identfabty Probem t k, k, k = Exampe: Two eaf tree. Le 3 { } f( y,y )= φ ( y ; µ + µ, σ + σ ) { + + } φ ( y ; µ µ, σ σ ) 3 3 µ = µ + µ Y Y Y Y µ = µ + µ 3 σ = σ + σ σ = σ + σ 3 source 3 4 equatons wth 6 unknowns! recever : y recever : y 9

10 Mxed Fnte Mxture Mode ρ Utzaton factor of a queueng system 0 < for stabe system. P(Queue s empty) = = ρ ρ α Introduce a deta component at (or near) 0 wth probabty mass α 0 k Lnk deay p.d.f. becomes f ( x) α δ( x) + α φ( x; θ ),0 m= m, m, Suffcent condton for dentfabty (asymptotc) The deay dstrbuton defned above s dentfabe from end-to-end measurements f () α > 0 for a () A the,0 Gaussan components n nk deay dstrbutons have dstnct means and varances. k m= 0 = α m, = 0 0

11 Mxed Fnte Mxture Mode: Exampe f ( x ) = 0. δ( x ) φ( x ; 0, ) x f ( x ) = 0.3 δ( x ) φ( x ; 4, ) x f ( x ) = 0.03 δ( x ) φ( x ; 0, ) φ( x ; 4, ) φ( x ; 4, 3) x + x

12 EM Estmaton Agorthm: Notatons Assume pror knowedge of Component ndcator vector { } ( n, ) ( n, ) z = x m m, k (, n ) (, n ) (, n ) (, n =,, L, ),0,, k { } z z z z f s generated by the th component, z ( n, ) m, = 0 otherwse { } { ( n, )} { ( n, ) Unobserved data,,, } xz x= x z= z { ( n, )} Observed data y = y { xyz} Compete data,, Parameter vector Θ= αm,, θm, { }

13 EM Estmaton Agorthm Compete data kehood og L( xz, Θ) og L( xz, Θ ) = L { = : M n= k m= z N z ogα (, n),0,0 + ( n ogα + og φ( x ; θ )) (, n) (, ) m, m, m, Let ω = E z y ; Θ ( n, ) ( n, ) ( n, ) m, m,, Θ t ( n, ) ( n, ) ( n, ) ( n, ) Q ( θ ) = E z og φ( x ; θ ) y ; Θ m, m, m, m, t t 3

14 E-Step E EM Estmaton Agorthm og L( xz, Θ ) y; Θ = t L = : M n= N { } ω og α + Q ( θ, Θ ) k k ( n, ) ( n, ) m, m, m, m, m= 0 m= t M-step α θ t+ m, = : M : M n= ( n, ) m, arg max Q ( θ, ) t+ N (, n) m, θ : M n= m, N N ω = Θ t 4

15 Computer Experment Matab Smuaton wth d. end-to-end deays for each probe path. source Numbers of Gaussan mxture components and true/estmated deta factor α,0 3 Lnk k α, αˆ,

16 True (sod) and estmated (dotted) Gaussan mxture components. 6

17 Concuson and Extensons Concusons Dscusson of dscrete and contnuous deay modes. Proposed mxed fnte Gaussan mxture mode for nk deay. EM agorthm mpementaton wth known mode orders. Extensons Unsupervsed mode order estmaton. Adaptve agorthm for parameter and mode order update. 7

18 References F. L. Prest, N. G. Duffed, J. Horowtz, D. Towsey, Mutcast-based nference of network-nterna deay dstrbutons, Umass CMPSCI 99-55, 999. Logca mutcast tree. Dscrete nk deays wth fnte eves. Canonca deay tree,.e., there s a nonzero probabty that a probe experences no deay n traversng each nk. Sampe-average approach. Identfbty s proved by showng bjecton mappng exsts from the nk deay dstrbutons to the probabtes of the events n whch the end-to-end deay s no greater than q for at east one recever. Contnuous mode s dscussed, but dentfabty probem s eft open. M. Coates and R. Nowak, Network tomography for nterna deay estmaton, ICASSP 00, Sat Lake Cty, May 00. Logca uncast tree. Dscrete nk deays wth fnte eves. Back-to-back packet par measurements. MLE usng EM-based agorthm. Sequenta Monte Caro trackng of tme varaton. 8

MARKOV CHAIN AND HIDDEN MARKOV MODEL

MARKOV CHAIN AND HIDDEN MARKOV MODEL MARKOV CHAIN AND HIDDEN MARKOV MODEL JIAN ZHANG JIANZHAN@STAT.PURDUE.EDU Markov chan and hdden Markov mode are probaby the smpest modes whch can be used to mode sequenta data,.e. data sampes whch are not

More information

EM and Structure Learning

EM and Structure Learning EM and Structure Learnng Le Song Machne Learnng II: Advanced Topcs CSE 8803ML, Sprng 2012 Partally observed graphcal models Mxture Models N(μ 1, Σ 1 ) Z X N N(μ 2, Σ 2 ) 2 Gaussan mxture model Consder

More information

A DIMENSION-REDUCTION METHOD FOR STOCHASTIC ANALYSIS SECOND-MOMENT ANALYSIS

A DIMENSION-REDUCTION METHOD FOR STOCHASTIC ANALYSIS SECOND-MOMENT ANALYSIS A DIMESIO-REDUCTIO METHOD FOR STOCHASTIC AALYSIS SECOD-MOMET AALYSIS S. Rahman Department of Mechanca Engneerng and Center for Computer-Aded Desgn The Unversty of Iowa Iowa Cty, IA 52245 June 2003 OUTLIE

More information

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family IOSR Journal of Mathematcs IOSR-JM) ISSN: 2278-5728. Volume 3, Issue 3 Sep-Oct. 202), PP 44-48 www.osrjournals.org Usng T.O.M to Estmate Parameter of dstrbutons that have not Sngle Exponental Famly Jubran

More information

Supplementary Material: Learning Structured Weight Uncertainty in Bayesian Neural Networks

Supplementary Material: Learning Structured Weight Uncertainty in Bayesian Neural Networks Shengyang Sun, Changyou Chen, Lawrence Carn Suppementary Matera: Learnng Structured Weght Uncertanty n Bayesan Neura Networks Shengyang Sun Changyou Chen Lawrence Carn Tsnghua Unversty Duke Unversty Duke

More information

Maximum Likelihood Estimation

Maximum Likelihood Estimation Maxmum Lkelhood Estmaton INFO-2301: Quanttatve Reasonng 2 Mchael Paul and Jordan Boyd-Graber MARCH 7, 2017 INFO-2301: Quanttatve Reasonng 2 Paul and Boyd-Graber Maxmum Lkelhood Estmaton 1 of 9 Why MLE?

More information

Nested case-control and case-cohort studies

Nested case-control and case-cohort studies Outne: Nested case-contro and case-cohort studes Ørnuf Borgan Department of Mathematcs Unversty of Oso NORBIS course Unversty of Oso 4-8 December 217 1 Radaton and breast cancer data Nested case contro

More information

Queueing Networks II Network Performance

Queueing Networks II Network Performance Queueng Networks II Network Performance Davd Tpper Assocate Professor Graduate Telecommuncatons and Networkng Program Unversty of Pttsburgh Sldes 6 Networks of Queues Many communcaton systems must be modeled

More information

Concepts for Wireless Ad Hoc

Concepts for Wireless Ad Hoc Bandwdth and Avalable Bandwdth oncepts for Wreless Ad Hoc Networks Marco A. Alzate Unversdad Dstrtal, Bogotá Néstor M. Peña Unversdad de los Andes, Bogotá Mguel A. abrador Unversty of South Florda, Tampa

More information

MATH 829: Introduction to Data Mining and Analysis The EM algorithm (part 2)

MATH 829: Introduction to Data Mining and Analysis The EM algorithm (part 2) 1/16 MATH 829: Introducton to Data Mnng and Analyss The EM algorthm (part 2) Domnque Gullot Departments of Mathematcal Scences Unversty of Delaware Aprl 20, 2016 Recall 2/16 We are gven ndependent observatons

More information

Finite Mixture Models and Expectation Maximization. Most slides are from: Dr. Mario Figueiredo, Dr. Anil Jain and Dr. Rong Jin

Finite Mixture Models and Expectation Maximization. Most slides are from: Dr. Mario Figueiredo, Dr. Anil Jain and Dr. Rong Jin Fnte Mxture Models and Expectaton Maxmzaton Most sldes are from: Dr. Maro Fgueredo, Dr. Anl Jan and Dr. Rong Jn Recall: The Supervsed Learnng Problem Gven a set of n samples X {(x, y )},,,n Chapter 3 of

More information

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010 Parametrc fractonal mputaton for mssng data analyss Jae Kwang Km Survey Workng Group Semnar March 29, 2010 1 Outlne Introducton Proposed method Fractonal mputaton Approxmaton Varance estmaton Multple mputaton

More information

Research on Complex Networks Control Based on Fuzzy Integral Sliding Theory

Research on Complex Networks Control Based on Fuzzy Integral Sliding Theory Advanced Scence and Technoogy Letters Vo.83 (ISA 205), pp.60-65 http://dx.do.org/0.4257/ast.205.83.2 Research on Compex etworks Contro Based on Fuzzy Integra Sdng Theory Dongsheng Yang, Bngqng L, 2, He

More information

A finite difference method for heat equation in the unbounded domain

A finite difference method for heat equation in the unbounded domain Internatona Conerence on Advanced ectronc Scence and Technoogy (AST 6) A nte derence method or heat equaton n the unbounded doman a Quan Zheng and Xn Zhao Coege o Scence North Chna nversty o Technoogy

More information

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction ECONOMICS 5* -- NOTE (Summary) ECON 5* -- NOTE The Multple Classcal Lnear Regresson Model (CLRM): Specfcaton and Assumptons. Introducton CLRM stands for the Classcal Lnear Regresson Model. The CLRM s also

More information

Stat 543 Exam 2 Spring 2016

Stat 543 Exam 2 Spring 2016 Stat 543 Exam 2 Sprng 206 I have nether gven nor receved unauthorzed assstance on ths exam. Name Sgned Date Name Prnted Ths Exam conssts of questons. Do at least 0 of the parts of the man exam. I wll score

More information

Statistical analysis using matlab. HY 439 Presented by: George Fortetsanakis

Statistical analysis using matlab. HY 439 Presented by: George Fortetsanakis Statstcal analyss usng matlab HY 439 Presented by: George Fortetsanaks Roadmap Probablty dstrbutons Statstcal estmaton Fttng data to probablty dstrbutons Contnuous dstrbutons Contnuous random varable X

More information

Composite Hypotheses testing

Composite Hypotheses testing Composte ypotheses testng In many hypothess testng problems there are many possble dstrbutons that can occur under each of the hypotheses. The output of the source s a set of parameters (ponts n a parameter

More information

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models Computaton of Hgher Order Moments from Two Multnomal Overdsperson Lkelhood Models BY J. T. NEWCOMER, N. K. NEERCHAL Department of Mathematcs and Statstcs, Unversty of Maryland, Baltmore County, Baltmore,

More information

Lecture 3: Shannon s Theorem

Lecture 3: Shannon s Theorem CSE 533: Error-Correctng Codes (Autumn 006 Lecture 3: Shannon s Theorem October 9, 006 Lecturer: Venkatesan Guruswam Scrbe: Wdad Machmouch 1 Communcaton Model The communcaton model we are usng conssts

More information

6. Stochastic processes (2)

6. Stochastic processes (2) Contents Markov processes Brth-death processes Lect6.ppt S-38.45 - Introducton to Teletraffc Theory Sprng 5 Markov process Consder a contnuous-tme and dscrete-state stochastc process X(t) wth state space

More information

6. Stochastic processes (2)

6. Stochastic processes (2) 6. Stochastc processes () Lect6.ppt S-38.45 - Introducton to Teletraffc Theory Sprng 5 6. Stochastc processes () Contents Markov processes Brth-death processes 6. Stochastc processes () Markov process

More information

Strong Markov property: Same assertion holds for stopping times τ.

Strong Markov property: Same assertion holds for stopping times τ. Brownan moton Let X ={X t : t R + } be a real-valued stochastc process: a famlty of real random varables all defned on the same probablty space. Defne F t = nformaton avalable by observng the process up

More information

Stat 543 Exam 2 Spring 2016

Stat 543 Exam 2 Spring 2016 Stat 543 Exam 2 Sprng 2016 I have nether gven nor receved unauthorzed assstance on ths exam. Name Sgned Date Name Prnted Ths Exam conssts of 11 questons. Do at least 10 of the 11 parts of the man exam.

More information

Chapter 20 Duration Analysis

Chapter 20 Duration Analysis Chapter 20 Duraton Analyss Duraton: tme elapsed untl a certan event occurs (weeks unemployed, months spent on welfare). Survval analyss: duraton of nterest s survval tme of a subject, begn n an ntal state

More information

Conjugacy and the Exponential Family

Conjugacy and the Exponential Family CS281B/Stat241B: Advanced Topcs n Learnng & Decson Makng Conjugacy and the Exponental Famly Lecturer: Mchael I. Jordan Scrbes: Bran Mlch 1 Conjugacy In the prevous lecture, we saw conjugate prors for the

More information

Associative Memories

Associative Memories Assocatve Memores We consder now modes for unsupervsed earnng probems, caed auto-assocaton probems. Assocaton s the task of mappng patterns to patterns. In an assocatve memory the stmuus of an ncompete

More information

Maximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit. 1. General Formulation of Binary Dependent Variables Models

Maximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit. 1. General Formulation of Binary Dependent Variables Models ECO 452 -- OE 4: Probt and Logt Models ECO 452 -- OE 4 Maxmum Lkelhood Estmaton of Bnary Dependent Varables Models: Probt and Logt hs note demonstrates how to formulate bnary dependent varables models

More information

Maximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit. 1. General Formulation of Binary Dependent Variables Models

Maximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit. 1. General Formulation of Binary Dependent Variables Models ECO 452 -- OE 4: Probt and Logt Models ECO 452 -- OE 4 Mamum Lkelhood Estmaton of Bnary Dependent Varables Models: Probt and Logt hs note demonstrates how to formulate bnary dependent varables models for

More information

COXREG. Estimation (1)

COXREG. Estimation (1) COXREG Cox (972) frst suggested the modes n whch factors reated to fetme have a mutpcatve effect on the hazard functon. These modes are caed proportona hazards (PH) modes. Under the proportona hazards

More information

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method Appled Mathematcal Scences, Vol. 7, 0, no. 47, 07-0 HIARI Ltd, www.m-hkar.com Comparson of the Populaton Varance Estmators of -Parameter Exponental Dstrbuton Based on Multple Crtera Decson Makng Method

More information

Analysis of Discrete Time Queues (Section 4.6)

Analysis of Discrete Time Queues (Section 4.6) Analyss of Dscrete Tme Queues (Secton 4.6) Copyrght 2002, Sanjay K. Bose Tme axs dvded nto slots slot slot boundares Arrvals can only occur at slot boundares Servce to a job can only start at a slot boundary

More information

MIMA Group. Chapter 2 Bayesian Decision Theory. School of Computer Science and Technology, Shandong University. Xin-Shun SDU

MIMA Group. Chapter 2 Bayesian Decision Theory. School of Computer Science and Technology, Shandong University. Xin-Shun SDU Group M D L M Chapter Bayesan Decson heory Xn-Shun Xu @ SDU School of Computer Scence and echnology, Shandong Unversty Bayesan Decson heory Bayesan decson theory s a statstcal approach to data mnng/pattern

More information

PhysicsAndMathsTutor.com

PhysicsAndMathsTutor.com PhscsAndMathsTutor.com phscsandmathstutor.com June 005 5. The random varable X has probablt functon k, = 1,, 3, P( X = ) = k ( + 1), = 4, 5, where k s a constant. (a) Fnd the value of k. (b) Fnd the eact

More information

Hidden Markov Models

Hidden Markov Models Hdden Markov Models Namrata Vaswan, Iowa State Unversty Aprl 24, 204 Hdden Markov Model Defntons and Examples Defntons:. A hdden Markov model (HMM) refers to a set of hdden states X 0, X,..., X t,...,

More information

Estimation: Part 2. Chapter GREG estimation

Estimation: Part 2. Chapter GREG estimation Chapter 9 Estmaton: Part 2 9. GREG estmaton In Chapter 8, we have seen that the regresson estmator s an effcent estmator when there s a lnear relatonshp between y and x. In ths chapter, we generalzed the

More information

Engineering Risk Benefit Analysis

Engineering Risk Benefit Analysis Engneerng Rsk Beneft Analyss.55, 2.943, 3.577, 6.938, 0.86, 3.62, 6.862, 22.82, ESD.72, ESD.72 RPRA 2. Elements of Probablty Theory George E. Apostolaks Massachusetts Insttute of Technology Sprng 2007

More information

FACTORIZATION IN KRULL MONOIDS WITH INFINITE CLASS GROUP

FACTORIZATION IN KRULL MONOIDS WITH INFINITE CLASS GROUP C O L L O Q U I U M M A T H E M A T I C U M VOL. 80 1999 NO. 1 FACTORIZATION IN KRULL MONOIDS WITH INFINITE CLASS GROUP BY FLORIAN K A I N R A T H (GRAZ) Abstract. Let H be a Krull monod wth nfnte class

More information

STATS 306B: Unsupervised Learning Spring Lecture 10 April 30

STATS 306B: Unsupervised Learning Spring Lecture 10 April 30 STATS 306B: Unsupervsed Learnng Sprng 2014 Lecture 10 Aprl 30 Lecturer: Lester Mackey Scrbe: Joey Arthur, Rakesh Achanta 10.1 Factor Analyss 10.1.1 Recap Recall the factor analyss (FA) model for lnear

More information

Convergence of random processes

Convergence of random processes DS-GA 12 Lecture notes 6 Fall 216 Convergence of random processes 1 Introducton In these notes we study convergence of dscrete random processes. Ths allows to characterze phenomena such as the law of large

More information

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur Module 3 LOSSY IMAGE COMPRESSION SYSTEMS Verson ECE IIT, Kharagpur Lesson 6 Theory of Quantzaton Verson ECE IIT, Kharagpur Instructonal Objectves At the end of ths lesson, the students should be able to:

More information

CIS526: Machine Learning Lecture 3 (Sept 16, 2003) Linear Regression. Preparation help: Xiaoying Huang. x 1 θ 1 output... θ M x M

CIS526: Machine Learning Lecture 3 (Sept 16, 2003) Linear Regression. Preparation help: Xiaoying Huang. x 1 θ 1 output... θ M x M CIS56: achne Learnng Lecture 3 (Sept 6, 003) Preparaton help: Xaoyng Huang Lnear Regresson Lnear regresson can be represented by a functonal form: f(; θ) = θ 0 0 +θ + + θ = θ = 0 ote: 0 s a dummy attrbute

More information

DISTRIBUTED PROCESSING OVER ADAPTIVE NETWORKS. Cassio G. Lopes and Ali H. Sayed

DISTRIBUTED PROCESSING OVER ADAPTIVE NETWORKS. Cassio G. Lopes and Ali H. Sayed DISTRIBUTED PROCESSIG OVER ADAPTIVE ETWORKS Casso G Lopes and A H Sayed Department of Eectrca Engneerng Unversty of Caforna Los Angees, CA, 995 Ema: {casso, sayed@eeucaedu ABSTRACT Dstrbuted adaptve agorthms

More information

First Year Examination Department of Statistics, University of Florida

First Year Examination Department of Statistics, University of Florida Frst Year Examnaton Department of Statstcs, Unversty of Florda May 7, 010, 8:00 am - 1:00 noon Instructons: 1. You have four hours to answer questons n ths examnaton.. You must show your work to receve

More information

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X Statstcs 1: Probablty Theory II 37 3 EPECTATION OF SEVERAL RANDOM VARIABLES As n Probablty Theory I, the nterest n most stuatons les not on the actual dstrbuton of a random vector, but rather on a number

More information

Outline. Communication. Bellman Ford Algorithm. Bellman Ford Example. Bellman Ford Shortest Path [1]

Outline. Communication. Bellman Ford Algorithm. Bellman Ford Example. Bellman Ford Shortest Path [1] DYNAMIC SHORTEST PATH SEARCH AND SYNCHRONIZED TASK SWITCHING Jay Wagenpfel, Adran Trachte 2 Outlne Shortest Communcaton Path Searchng Bellmann Ford algorthm Algorthm for dynamc case Modfcatons to our algorthm

More information

Continuous Time Markov Chain

Continuous Time Markov Chain Contnuous Tme Markov Chan Hu Jn Department of Electroncs and Communcaton Engneerng Hanyang Unversty ERICA Campus Contents Contnuous tme Markov Chan (CTMC) Propertes of sojourn tme Relatons Transton probablty

More information

Random Partitions of Samples

Random Partitions of Samples Random Parttons of Samples Klaus Th. Hess Insttut für Mathematsche Stochastk Technsche Unverstät Dresden Abstract In the present paper we construct a decomposton of a sample nto a fnte number of subsamples

More information

ON AUTOMATIC CONTINUITY OF DERIVATIONS FOR BANACH ALGEBRAS WITH INVOLUTION

ON AUTOMATIC CONTINUITY OF DERIVATIONS FOR BANACH ALGEBRAS WITH INVOLUTION European Journa of Mathematcs and Computer Scence Vo. No. 1, 2017 ON AUTOMATC CONTNUTY OF DERVATONS FOR BANACH ALGEBRAS WTH NVOLUTON Mohamed BELAM & Youssef T DL MATC Laboratory Hassan Unversty MORO CCO

More information

Xin Li Department of Information Systems, College of Business, City University of Hong Kong, Hong Kong, CHINA

Xin Li Department of Information Systems, College of Business, City University of Hong Kong, Hong Kong, CHINA RESEARCH ARTICLE MOELING FIXE OS BETTING FOR FUTURE EVENT PREICTION Weyun Chen eartment of Educatona Informaton Technoogy, Facuty of Educaton, East Chna Norma Unversty, Shangha, CHINA {weyun.chen@qq.com}

More information

Research Article Green s Theorem for Sign Data

Research Article Green s Theorem for Sign Data Internatonal Scholarly Research Network ISRN Appled Mathematcs Volume 2012, Artcle ID 539359, 10 pages do:10.5402/2012/539359 Research Artcle Green s Theorem for Sgn Data Lous M. Houston The Unversty of

More information

See Book Chapter 11 2 nd Edition (Chapter 10 1 st Edition)

See Book Chapter 11 2 nd Edition (Chapter 10 1 st Edition) Count Data Models See Book Chapter 11 2 nd Edton (Chapter 10 1 st Edton) Count data consst of non-negatve nteger values Examples: number of drver route changes per week, the number of trp departure changes

More information

8/25/17. Data Modeling. Data Modeling. Data Modeling. Patrice Koehl Department of Biological Sciences National University of Singapore

8/25/17. Data Modeling. Data Modeling. Data Modeling. Patrice Koehl Department of Biological Sciences National University of Singapore 8/5/17 Data Modelng Patrce Koehl Department of Bologcal Scences atonal Unversty of Sngapore http://www.cs.ucdavs.edu/~koehl/teachng/bl59 koehl@cs.ucdavs.edu Data Modelng Ø Data Modelng: least squares Ø

More information

On an Extension of Stochastic Approximation EM Algorithm for Incomplete Data Problems. Vahid Tadayon 1

On an Extension of Stochastic Approximation EM Algorithm for Incomplete Data Problems. Vahid Tadayon 1 On an Extenson of Stochastc Approxmaton EM Algorthm for Incomplete Data Problems Vahd Tadayon Abstract: The Stochastc Approxmaton EM (SAEM algorthm, a varant stochastc approxmaton of EM, s a versatle tool

More information

Dynamic Systems on Graphs

Dynamic Systems on Graphs Prepared by F.L. Lews Updated: Saturday, February 06, 200 Dynamc Systems on Graphs Control Graphs and Consensus A network s a set of nodes that collaborates to acheve what each cannot acheve alone. A network,

More information

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA 4 Analyss of Varance (ANOVA) 5 ANOVA 51 Introducton ANOVA ANOVA s a way to estmate and test the means of multple populatons We wll start wth one-way ANOVA If the populatons ncluded n the study are selected

More information

Hidden Markov Models & The Multivariate Gaussian (10/26/04)

Hidden Markov Models & The Multivariate Gaussian (10/26/04) CS281A/Stat241A: Statstcal Learnng Theory Hdden Markov Models & The Multvarate Gaussan (10/26/04) Lecturer: Mchael I. Jordan Scrbes: Jonathan W. Hu 1 Hdden Markov Models As a bref revew, hdden Markov models

More information

ÉCOLE POLYTECHNIQUE FÉDÉRALE DE LAUSANNE

ÉCOLE POLYTECHNIQUE FÉDÉRALE DE LAUSANNE ÉCOLE POLYTECHNIQUE FÉDÉRALE DE LAUSANNE School of Computer and Communcaton Scences Handout 0 Prncples of Dgtal Communcatons Solutons to Problem Set 4 Mar. 6, 08 Soluton. If H = 0, we have Y = Z Z = Y

More information

Artificial Intelligence Bayesian Networks

Artificial Intelligence Bayesian Networks Artfcal Intellgence Bayesan Networks Adapted from sldes by Tm Fnn and Mare desjardns. Some materal borrowed from Lse Getoor. 1 Outlne Bayesan networks Network structure Condtonal probablty tables Condtonal

More information

Lecture 3: Probability Distributions

Lecture 3: Probability Distributions Lecture 3: Probablty Dstrbutons Random Varables Let us begn by defnng a sample space as a set of outcomes from an experment. We denote ths by S. A random varable s a functon whch maps outcomes nto the

More information

Outline. Bayesian Networks: Maximum Likelihood Estimation and Tree Structure Learning. Our Model and Data. Outline

Outline. Bayesian Networks: Maximum Likelihood Estimation and Tree Structure Learning. Our Model and Data. Outline Outlne Bayesan Networks: Maxmum Lkelhood Estmaton and Tree Structure Learnng Huzhen Yu janey.yu@cs.helsnk.f Dept. Computer Scence, Unv. of Helsnk Probablstc Models, Sprng, 200 Notces: I corrected a number

More information

Image Classification Using EM And JE algorithms

Image Classification Using EM And JE algorithms Machne earnng project report Fa, 2 Xaojn Sh, jennfer@soe Image Cassfcaton Usng EM And JE agorthms Xaojn Sh Department of Computer Engneerng, Unversty of Caforna, Santa Cruz, CA, 9564 jennfer@soe.ucsc.edu

More information

Clock Synchronization in WSN: from Traditional Estimation Theory to Distributed Signal Processing

Clock Synchronization in WSN: from Traditional Estimation Theory to Distributed Signal Processing Clock Synchronzaton n WS: from Tradtonal Estmaton Theory to Dstrbuted Sgnal Processng Yk-Chung WU The Unversty of Hong Kong Emal: ycwu@eee.hku.hk, Webpage: www.eee.hku.hk/~ycwu Applcatons requre clock

More information

APPENDIX A Some Linear Algebra

APPENDIX A Some Linear Algebra APPENDIX A Some Lnear Algebra The collecton of m, n matrces A.1 Matrces a 1,1,..., a 1,n A = a m,1,..., a m,n wth real elements a,j s denoted by R m,n. If n = 1 then A s called a column vector. Smlarly,

More information

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4)

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4) I. Classcal Assumptons Econ7 Appled Econometrcs Topc 3: Classcal Model (Studenmund, Chapter 4) We have defned OLS and studed some algebrac propertes of OLS. In ths topc we wll study statstcal propertes

More information

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1 Random varables Measure of central tendences and varablty (means and varances) Jont densty functons and ndependence Measures of assocaton (covarance and correlaton) Interestng result Condtonal dstrbutons

More information

CS 798: Homework Assignment 2 (Probability)

CS 798: Homework Assignment 2 (Probability) 0 Sample space Assgned: September 30, 2009 In the IEEE 802 protocol, the congeston wndow (CW) parameter s used as follows: ntally, a termnal wats for a random tme perod (called backoff) chosen n the range

More information

Department of Computer Science Artificial Intelligence Research Laboratory. Iowa State University MACHINE LEARNING

Department of Computer Science Artificial Intelligence Research Laboratory. Iowa State University MACHINE LEARNING MACHINE LEANING Vasant Honavar Bonformatcs and Computatonal Bology rogram Center for Computatonal Intellgence, Learnng, & Dscovery Iowa State Unversty honavar@cs.astate.edu www.cs.astate.edu/~honavar/

More information

On mutual information estimation for mixed-pair random variables

On mutual information estimation for mixed-pair random variables On mutual nformaton estmaton for mxed-par random varables November 3, 218 Aleksandr Beknazaryan, Xn Dang and Haln Sang 1 Department of Mathematcs, The Unversty of Msssspp, Unversty, MS 38677, USA. E-mal:

More information

Optimization of JK Flip Flop Layout with Minimal Average Power of Consumption based on ACOR, Fuzzy-ACOR, GA, and Fuzzy-GA

Optimization of JK Flip Flop Layout with Minimal Average Power of Consumption based on ACOR, Fuzzy-ACOR, GA, and Fuzzy-GA Journa of mathematcs and computer Scence 4 (05) - 5 Optmzaton of JK Fp Fop Layout wth Mnma Average Power of Consumpton based on ACOR, Fuzzy-ACOR, GA, and Fuzzy-GA Farshd Kevanan *,, A Yekta *,, Nasser

More information

Lecture 14 (03/27/18). Channels. Decoding. Preview of the Capacity Theorem.

Lecture 14 (03/27/18). Channels. Decoding. Preview of the Capacity Theorem. Lecture 14 (03/27/18). Channels. Decodng. Prevew of the Capacty Theorem. A. Barg The concept of a communcaton channel n nformaton theory s an abstracton for transmttng dgtal (and analog) nformaton from

More information

GENERATIVE AND DISCRIMINATIVE CLASSIFIERS: NAIVE BAYES AND LOGISTIC REGRESSION. Machine Learning

GENERATIVE AND DISCRIMINATIVE CLASSIFIERS: NAIVE BAYES AND LOGISTIC REGRESSION. Machine Learning CHAPTER 3 GENERATIVE AND DISCRIMINATIVE CLASSIFIERS: NAIVE BAYES AND LOGISTIC REGRESSION Machne Learnng Copyrght c 205. Tom M. Mtche. A rghts reserved. *DRAFT OF September 23, 207* *PLEASE DO NOT DISTRIBUTE

More information

Number of cases Number of factors Number of covariates Number of levels of factor i. Value of the dependent variable for case k

Number of cases Number of factors Number of covariates Number of levels of factor i. Value of the dependent variable for case k ANOVA Model and Matrx Computatons Notaton The followng notaton s used throughout ths chapter unless otherwse stated: N F CN Y Z j w W Number of cases Number of factors Number of covarates Number of levels

More information

Multispectral Remote Sensing Image Classification Algorithm Based on Rough Set Theory

Multispectral Remote Sensing Image Classification Algorithm Based on Rough Set Theory Proceedngs of the 2009 IEEE Internatona Conference on Systems Man and Cybernetcs San Antono TX USA - October 2009 Mutspectra Remote Sensng Image Cassfcaton Agorthm Based on Rough Set Theory Yng Wang Xaoyun

More information

Fast parameter estimation in loss tomography for networks of general topology

Fast parameter estimation in loss tomography for networks of general topology Fast parameter estmaton n loss tomography for networks of general topology The Harvard communty has made ths artcle openly avalable. Please share how ths access benefts you. Your story matters Ctaton Deng,

More information

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics ECOOMICS 35*-A Md-Term Exam -- Fall Term 000 Page of 3 pages QUEE'S UIVERSITY AT KIGSTO Department of Economcs ECOOMICS 35* - Secton A Introductory Econometrcs Fall Term 000 MID-TERM EAM ASWERS MG Abbott

More information

Research Article H Estimates for Discrete-Time Markovian Jump Linear Systems

Research Article H Estimates for Discrete-Time Markovian Jump Linear Systems Mathematca Probems n Engneerng Voume 213 Artce ID 945342 7 pages http://dxdoorg/11155/213/945342 Research Artce H Estmates for Dscrete-Tme Markovan Jump Lnear Systems Marco H Terra 1 Gdson Jesus 2 and

More information

Multilayer Perceptron (MLP)

Multilayer Perceptron (MLP) Multlayer Perceptron (MLP) Seungjn Cho Department of Computer Scence and Engneerng Pohang Unversty of Scence and Technology 77 Cheongam-ro, Nam-gu, Pohang 37673, Korea seungjn@postech.ac.kr 1 / 20 Outlne

More information

Changing Topology and Communication Delays

Changing Topology and Communication Delays Prepared by F.L. Lews Updated: Saturday, February 3, 00 Changng Topology and Communcaton Delays Changng Topology The graph connectvty or topology may change over tme. Let G { G, G,, G M } wth M fnte be

More information

Why Bayesian? 3. Bayes and Normal Models. State of nature: class. Decision rule. Rev. Thomas Bayes ( ) Bayes Theorem (yes, the famous one)

Why Bayesian? 3. Bayes and Normal Models. State of nature: class. Decision rule. Rev. Thomas Bayes ( ) Bayes Theorem (yes, the famous one) Why Bayesan? 3. Bayes and Normal Models Alex M. Martnez alex@ece.osu.edu Handouts Handoutsfor forece ECE874 874Sp Sp007 If all our research (n PR was to dsappear and you could only save one theory, whch

More information

Analysis of Non-binary Hybrid LDPC Codes

Analysis of Non-binary Hybrid LDPC Codes Anayss of Non-bnary Hybrd LDPC Codes Luce Sassate and Davd Decercq ETIS ENSEA/UCP/CNRS UMR-5 954 Cergy, FRANCE {sassate,decercq}@ensea.fr Abstract Ths paper s egbe for the student paper award. In ths paper,

More information

Singularity structures and impacts on parameter estimation in finite mixtures of distributions

Singularity structures and impacts on parameter estimation in finite mixtures of distributions Snguarty structures and mpacts on parameter estmaton n fnte mxtures of dstrbutons Nhat Ho and XuanLong Nguyen Department of Statstcs Unversty of Mchgan Abstract Snguartes of a statstca mode are the eements

More information

NP-Completeness : Proofs

NP-Completeness : Proofs NP-Completeness : Proofs Proof Methods A method to show a decson problem Π NP-complete s as follows. (1) Show Π NP. (2) Choose an NP-complete problem Π. (3) Show Π Π. A method to show an optmzaton problem

More information

Neuro-Adaptive Design - I:

Neuro-Adaptive Design - I: Lecture 36 Neuro-Adaptve Desgn - I: A Robustfyng ool for Dynamc Inverson Desgn Dr. Radhakant Padh Asst. Professor Dept. of Aerospace Engneerng Indan Insttute of Scence - Bangalore Motvaton Perfect system

More information

U-Pb Geochronology Practical: Background

U-Pb Geochronology Practical: Background U-Pb Geochronology Practcal: Background Basc Concepts: accuracy: measure of the dfference between an expermental measurement and the true value precson: measure of the reproducblty of the expermental result

More information

An (almost) unbiased estimator for the S-Gini index

An (almost) unbiased estimator for the S-Gini index An (almost unbased estmator for the S-Gn ndex Thomas Demuynck February 25, 2009 Abstract Ths note provdes an unbased estmator for the absolute S-Gn and an almost unbased estmator for the relatve S-Gn for

More information

Limited Dependent Variables and Panel Data. Tibor Hanappi

Limited Dependent Variables and Panel Data. Tibor Hanappi Lmted Dependent Varables and Panel Data Tbor Hanapp 30.06.2010 Lmted Dependent Varables Dscrete: Varables that can take onl a countable number of values Censored/Truncated: Data ponts n some specfc range

More information

Dirichlet s Theorem In Arithmetic Progressions

Dirichlet s Theorem In Arithmetic Progressions Drchlet s Theorem In Arthmetc Progressons Parsa Kavkan Hang Wang The Unversty of Adelade February 26, 205 Abstract The am of ths paper s to ntroduce and prove Drchlet s theorem n arthmetc progressons,

More information

A be a probability space. A random vector

A be a probability space. A random vector Statstcs 1: Probablty Theory II 8 1 JOINT AND MARGINAL DISTRIBUTIONS In Probablty Theory I we formulate the concept of a (real) random varable and descrbe the probablstc behavor of ths random varable by

More information

Genericity of Critical Types

Genericity of Critical Types Genercty of Crtcal Types Y-Chun Chen Alfredo D Tllo Eduardo Fangold Syang Xong September 2008 Abstract Ely and Pesk 2008 offers an nsghtful characterzaton of crtcal types: a type s crtcal f and only f

More information

Multigradient for Neural Networks for Equalizers 1

Multigradient for Neural Networks for Equalizers 1 Multgradent for Neural Netorks for Equalzers 1 Chulhee ee, Jnook Go and Heeyoung Km Department of Electrcal and Electronc Engneerng Yonse Unversty 134 Shnchon-Dong, Seodaemun-Ku, Seoul 1-749, Korea ABSTRACT

More information

Markov Chain Monte Carlo (MCMC), Gibbs Sampling, Metropolis Algorithms, and Simulated Annealing Bioinformatics Course Supplement

Markov Chain Monte Carlo (MCMC), Gibbs Sampling, Metropolis Algorithms, and Simulated Annealing Bioinformatics Course Supplement Markov Chan Monte Carlo MCMC, Gbbs Samplng, Metropols Algorthms, and Smulated Annealng 2001 Bonformatcs Course Supplement SNU Bontellgence Lab http://bsnuackr/ Outlne! Markov Chan Monte Carlo MCMC! Metropols-Hastngs

More information

3. Stress-strain relationships of a composite layer

3. Stress-strain relationships of a composite layer OM PO I O U P U N I V I Y O F W N ompostes ourse 8-9 Unversty of wente ng. &ech... tress-stran reatonshps of a composte ayer - Laurent Warnet & emo Aerman.. tress-stran reatonshps of a composte ayer Introducton

More information

6 Supplementary Materials

6 Supplementary Materials 6 Supplementar Materals 61 Proof of Theorem 31 Proof Let m Xt z 1:T : l m Xt X,z 1:t Wethenhave mxt z1:t ˆm HX Xt z 1:T mxt z1:t m HX Xt z 1:T + mxt z 1:T HX We consder each of the two terms n equaton

More information

Probability Theory (revisited)

Probability Theory (revisited) Probablty Theory (revsted) Summary Probablty v.s. plausblty Random varables Smulaton of Random Experments Challenge The alarm of a shop rang. Soon afterwards, a man was seen runnng n the street, persecuted

More information

A quantum-statistical-mechanical extension of Gaussian mixture model

A quantum-statistical-mechanical extension of Gaussian mixture model A quantum-statstcal-mechancal extenson of Gaussan mxture model Kazuyuk Tanaka, and Koj Tsuda 2 Graduate School of Informaton Scences, Tohoku Unversty, 6-3-09 Aramak-aza-aoba, Aoba-ku, Senda 980-8579, Japan

More information

Achieving Optimal Throughput Utility and Low Delay with CSMA-like Algorithms: A Virtual Multi-Channel Approach

Achieving Optimal Throughput Utility and Low Delay with CSMA-like Algorithms: A Virtual Multi-Channel Approach Achevng Optma Throughput Utty and Low Deay wth SMA-ke Agorthms: A Vrtua Mut-hanne Approach Po-Ka Huang, Student Member, IEEE, and Xaojun Ln, Senor Member, IEEE Abstract SMA agorthms have recenty receved

More information

LINEAR REGRESSION ANALYSIS. MODULE VIII Lecture Indicator Variables

LINEAR REGRESSION ANALYSIS. MODULE VIII Lecture Indicator Variables LINEAR REGRESSION ANALYSIS MODULE VIII Lecture - 7 Indcator Varables Dr. Shalabh Department of Maematcs and Statstcs Indan Insttute of Technology Kanpur Indcator varables versus quanttatve explanatory

More information

Markov chains. Definition of a CTMC: [2, page 381] is a continuous time, discrete value random process such that for an infinitesimal

Markov chains. Definition of a CTMC: [2, page 381] is a continuous time, discrete value random process such that for an infinitesimal Markov chans M. Veeraraghavan; March 17, 2004 [Tp: Study the MC, QT, and Lttle s law lectures together: CTMC (MC lecture), M/M/1 queue (QT lecture), Lttle s law lecture (when dervng the mean response tme

More information

General viscosity iterative method for a sequence of quasi-nonexpansive mappings

General viscosity iterative method for a sequence of quasi-nonexpansive mappings Avalable onlne at www.tjnsa.com J. Nonlnear Sc. Appl. 9 (2016), 5672 5682 Research Artcle General vscosty teratve method for a sequence of quas-nonexpansve mappngs Cuje Zhang, Ynan Wang College of Scence,

More information