36 citations · 111 across the 23 of their papers we have counts for
29 papers
A Rate Transfer Method: Convergence Rates in Stochastic Gradient Descent via Stochastic Calculus
Neil Walton
We develop a rate-transfer method that converts finite-time Lyapunov estimates for an associated stochastic differential equation (SDE) into finite-time convergence bounds for stoc…
Exponential Concentration in Stochastic Approximation
Kody Law, Neil Walton, Shangda Yang
We analyze the behavior of stochastic approximation algorithms where iterates, in expectation, progress towards an objective at each step. When progress is proportional to the step…
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems
Kody J. H. Law, Neil Walton, Shangda Yang +1
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be ap…
Learning and Information in Stochastic Networks and Queues
Neil Walton, Kuang Xu
We review the role of information and learning in the stability and optimization of queueing systems. In recent years, techniques from supervised learning, bandit learning and rein…
Reinforcement Learning for Traffic Signal Control: Comparison with Commercial Systems
Alvaro Cabrejas-Egea, Raymond Zhang, Neil Walton
Recently, Intelligent Transportation Systems are leveraging the power of increased sensory coverage and computing power to deliver data-intensive solutions achieving higher levels…
Stability and Optimization of Speculative Queueing Networks
Jonatha Anselmi, Neil Walton
We provide a queueing-theoretic framework for job replication schemes based on the principle "\emph{replicate a job as soon as the system detects it as a \emph{straggler}}". This i…
An Adiabatic Theorem for Policy Tracking with TD-learning
Neil Walton
We evaluate the ability of temporal difference learning to track the reward function of a policy as it changes over time. Our results apply a new adiabatic theorem that bounds the…
Perturbed Pricing
Neil Walton, Yuqing Zhang
We propose a simple randomized rule for the optimization of prices in revenue management with contextual information. It is known that the certainty equivalent pricing rule, albeit…
Fast Approximate Bayesian Contextual Cold Start Learning (FAB-COST)
Jack R. McKenzie, Peter A. Appleby, Thomas House +1
Cold-start is a notoriously difficult problem which can occur in recommendation systems, and arises when there is insufficient information to draw inferences for users or items. To…
A Short Note on Soft-max and Policy Gradients in Bandits Problems
Neil Walton
This is a short communication on a Lyapunov function argument for softmax in bandit problems. There are a number of excellent papers coming out using differential equations for pol…
Regret Analysis of a Markov Policy Gradient Algorithm for Multi-arm Bandits
Denis Denisov, Neil Walton
We consider a policy gradient algorithm applied to a finite-arm bandit problem with Bernoulli rewards. We allow learning rates to depend on the current state of the algorithm, rath…
Stability and Instability of the MaxWeight Policy
Maury Bramson, Bernardo D'Auria, Neil Walton
Consider a switched queueing network with general routing among its queues. The MaxWeight policy assigns available service by maximizing the objective function amo…
Adaptive Pricing in Insurance: Generalized Linear Models and Gaussian Process Regression Approaches
Yuqing Zhang, Neil Walton
We study the application of dynamic pricing to insurance. We view this as an online revenue management problem where the insurance company looks to set prices to optimize the long-…
Stein's Method for the Single Server Queue in Heavy Traffic
Robert E. Gaunt, Neil Walton
Following recent developments in the application of Stein's method in queueing theory, this paper is intended to be a short treatment showing how Stein's method can be developed an…
Designing Coalition-Proof Reverse Auctions over Continuous Goods
Orcun Karaca, Pier Giuseppe Sessa, Neil Walton +1
This paper investigates reverse auctions that involve continuous values of different types of goods, general nonconvex constraints, and second stage costs. We seek to design the pa…
Load Balancing in the Non-Degenerate Slowdown Regime
Varun Gupta, Neil Walton
We analyse Join-the-Shortest-Queue in a contemporary scaling regime known as the Non-Degenerate Slowdown regime. Join-the-Shortest-Queue (JSQ) is a classical load balancing policy…
Exploring Vickrey-Clarke-Groves Mechanism for Electricity Markets
Pier Giuseppe Sessa, Neil Walton, Maryam Kamgarpour
Control reserves are power generation or consumption entities that ensure balance of supply and demand of electricity in real-time. In many countries, they are operated through a m…
Proportional switching in FIFO networks
Maury Bramson, Bernardo D'Auria, Neil Walton
We consider a family of discrete time multihop switched queueing networks where each packet moves along a fixed route. In this setting, BackPressure is the canonical choice of sche…
Store-Forward and its implications for Proportional Scheduling
N. S. Walton
The Proportional Scheduler was recently proposed as a scheduling algorithm for multi-hop switch networks. For these networks, the BackPressure scheduler is the classical benchmark.…
Concave Switching in Single and Multihop Networks
Neil Walton
Switched queueing networks model wireless networks, input queued switches and numerous other networked communications systems. For single-hop networks, we consider a {()-switc…
Efficient Advert Assignment
Frank Kelly, Peter Key, Neil Walton
We develop a framework for the analysis of large-scale Ad-auctions where adverts are assigned over a continuum of search types. For this pay-per-click market, we provide an efficie…
Decentralized Signal Control for Urban Road Networks
Tung Le, Peter Kovacs, Neil Walton +3
We propose in this paper a decentralized traffic signal control policy for urban road networks. Our policy is an adaptation of a so-called BackPressure scheme which has been widely…
Stability of MaxWeight-(α,g)
N. S. Walton
We consider a single-hop switched queueing network. Amongst a plethora of applications, these networks have been used to model wireless networks and input queued switches. The MaxW…
Closed queueing networks under congestion: non-bottleneck independence and bottleneck convergence
Jonatha Anselmi, Bernardo D'Auria, Neil Walton
We analyze the behavior of closed product-form queueing networks when the number of customers grows to infinity and remains proportionate on each route (or class). First, we focus…