10 citations · 17 across the 7 of their papers we have counts for
4 papers · 1 filter
On a general class of inhomogeneous random digraphs
Junyu Cao, Mariana Olvera-Cravioto
We study a family of directed random graphs whose arcs are sampled independently of each other, and are present in the graph with a probability that depends on the attributes of th…
Likelihood Ratio Gradient Estimation for Steady-State Parameters
Peter W. Glynn, Mariana Olvera-Cravioto
We consider a discrete-time Markov chain on a general state-space , whose transition probabilities are parameterized by a real-valued vector .…
PageRank on inhomogeneous random digraphs
Jiung Lee, Mariana Olvera-Cravioto
We study the typical behavior of a generalized version of Google's PageRank algorithm on a large family of inhomogeneous random digraphs. This family includes as special cases dire…
Convergence of the Population Dynamics algorithm in the Wasserstein metric
Mariana Olvera-Cravioto
We study the convergence of the population dynamics algorithm, which produces sample pools of random variables having a distribution that closely approximates that of the {\em spec…