10 citations · 72 across the 46 of their papers we have counts for
46 papers
Scale Analysis and Shape Selection for the Generalized Gaussian Mechanism under Approximate Differential Privacy
Xiang Zhang, Mohamedou Ould Haye, Yiqiang Q. Zhao
Differential privacy provides a rigorous framework for protecting private information, typically achieved by adding random noise to query results. The generalized Gaussian family i…
Matrix-analytic methods for queues with Marshall--Olkin dependent servers
Qihui Bu, Suman Thapa, Yiqiang Q. Zhao
We study multiserver queues with Marshall--Olkin dependent service mechanisms, heterogeneous servers, and fixed idle-set assignment. An explicit matrix-analytic solution links the…
GTH Algorithm, Censored Markov Chains, and -Factorization in Block-Form
Qihui Bu, Yiqiang Q. Zhao
In 1985, Grassmann, Taksar, and Heyman published their celebrated paper, in which they introduced a numerically stable algorithm for computing the stationary probabilities of a fin…
Markov Modelling Approach for Queues with Correlated Service Times -- the Model
Suman Thapa, Yiqiang Q. Zhao
Demand for studying queueing systems with multiple servers providing correlated services was created about 60 years ago, motivated by various applications. In recent years, the imp…
Statistical inference for mean-field queueing systems
Ioannis Lambadaris, Ahmed Sid-Ali, Wei Sun +1
Mean-field limits have been used now as a standard tool in approximations, including for networks with a large number of nodes. Statistical inference on mean-filed models has attra…
Exponentially Weighted Algorithm for Online Network Resource Allocation with Long-Term Constraints
Ahmed Sid-Ali, Ioannis Lambadaris, Yiqiang Q. Zhao +2
This paper studies an online optimal resource reservation problem in communication networks with job transfers where the goal is to minimize the reservation cost while maintaining…
Online Optimization for Network Resource Allocation and Comparison with Reinforcement Learning Techniques
Ahmed Sid-Ali, Ioannis Lambadaris, Yiqiang Q. Zhao +2
We tackle in this paper an online network resource allocation problem with job transfers. The network is composed of many servers connected by communication links. The system opera…
Robbed withdrawal
Ze Chen, Ruichao Jiang, Javad Tavakoli +1
In this article we show that Theorem 2 in Lie et al. (2023) is incorrect. Since Wombat Exchange, a decentralized exchange, is built upon Lie et al. (2023) and Theorem 2 is fundamen…
Online Optimization for Randomized Network Resource Allocation with Long-Term Constraints
Ahmed Sid-Ali, Ioannis Lambadaris, Yiqiang Q. Zhao +2
In this paper, we study an optimal online resource reservation problem in a simple communication network. The network is composed of two compute nodes linked by a local communicati…
Hitting time for Markov decision process
Ruichao Jiang, Javad Tavakoli, Yiqinag Zhao
We define the hitting time for a Markov decision process (MDP). We do not use the hitting time of the Markov process induced by the MDP because the induced chain may not have a sta…
Matrix-analytic methods for solving Poisson's equation with applications to Markov chains of GI/G/1-type
Jinpeng Liu, Yuanyuan Liu, Yiqiang Q. Zhao
In this paper, we are devoted to developing matrix-analytic methods for solving Poisson's equation for irreducible and positive recurrent discrete-time Markov chains (DTMCs). Two s…
Laplacian operator on statistical manifold
Ruichao Jiang, Javad Tavakoli, Yiqiang Zhao
In this paper, we define a Laplacian operator on a statistical manifold, called the vector Laplacian. This vector Laplacian incorporates information from the Amari-Chentsov tensor.…
Local stability of McKean-Vlasov equations arising from heterogeneous Gibbs systems using limit of relative entropies
D. A. Dawson, A. Sid-Ali, Y. Q. Zhao
A family of heterogeneous mean-field systems with jumps is analyzed. These systems are constructed as a Gibbs measure on block graphs. When the total number of particles goes to in…
Large-time behavior of finite-state mean-field systems with multi-classes
Donald A. Dawson, Ahmed Sid-Ali, Yiqiang Q. Zhao
We study in this paper the large-time asymptotics of the empirical vector associated with a family of finite-state mean-field systems with multi-classes. The empirical vector is co…
GTH Algorithm, Censored Markov Chains, and -Factorization
Yiqiang Q. Zhao
In this paper, we provide a review on the GTH algorithm, which is a numerically stable algorithm for computing stationary probabilities of a Markov chain. Mathematically the GTH al…
Estimating value at risk and conditional tail expectation for extreme and aggregate risks
Suman Thapa, Yiqiang Q. Zhao
In this paper, we investigate risk measures such as value at risk (VaR) and the conditional tail expectation (CTE) of the extreme (maximum and minimum) and the aggregate (total) of…
Construction of New Copulas with Queueing Application
Suman Thapa, Yiqiang Q. Zhao
In this paper, we construct a bound copula, which can reach both Frechet's lower and upper bounds for perfect positive and negative dependence cases. Since it covers a wide range o…
Equilibrium and Socially optimal of a double-sided queueing system with two-mass point matching time
Zhen Wang, Cheryl Yang, Liwei Liu +1
We study a passenger-taxi double-ended queue with impatient passengers and two-point matching time in this paper. The system considered in this paper is different from those consid…
Kernel Method -- An Analytic Approach for Tail Asymptotics in Stationary Probabilities of 2-Dimensional Queueing Systems
Yiqiang Q. Zhao
In this paper, we provide a review on the kernel method, which is one of the options for characterizing so-called exact tail asymptotic properties in stationary probabilities of tw…
Augmented truncation approximations to the solution of Poisson's equation for Markov chains
Jinpeng Liu, Yuanyuan Liu, Yiqiang Q. Zhao
Poisson's equation has a lot of applications in various areas. Usually it is hard to derive the explicit expression of the solution of Poisson's equation for a Markov chain on an i…
Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks
Donald A. Dawson, Ahmed Sid-Ali, Yiqiang Q. Zhao
A system of interacting multiclass finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-col…
Information geometry and Frobenius algebra
Ruichao Jiang, Javad Tavakoli, Yiqiang Zhao
We show that a Frobenius sturcture is equivalent to a dually flat sturcture in information geometry. We define a multiplication structure on the tangent spaces of statistical manif…
Electric Polarization in Inhomogeneous Crystals
Yiqiang Zhao, Yang Gao, Di Xiao
We derive the charge density up to second order in spatial gradient in inhomogeneous crystals using the semiclassical coarse graining procedure based on the wave packet method. It…
An upper bound and criteria for the Galois group of weighted walks with rational coefficients in the quarter plane
Ruichao Jiang, Javad Tavakoli, Yiqiang Zhao
Using Mazur's theorem on torsions of elliptic curves, an upper bound 24 for the order of the finite Galois group associated with weighted walks in the quarter plane $…