2 citations · 6 across the 9 of their papers we have counts for
20 papers
Diffusion Approximations for Queues In A Fast Oscillatory Random Environment
Harsha Honnappa, Yiran Liu, Samy Tindel +1
We study infinite server queues driven by Cox processes in a fast oscillatory random environment. While exact performance analysis is difficult, we establish diffusion approximatio…
A Feynman-Kac Type Theorem for ODEs: Solutions of Second Order ODEs as Modes of Diffusions
Zachary Selk, Harsha Honnappa
In this article, we prove a Feynman-Kac type result for a broad class of second order ordinary differential equations. The classical Feynman-Kac theorem says that the solution to a…
Information Projection on Banach spaces with Applications to State Independent KL-Weighted Optimal Control
Zachary Selk, William Haskell, Harsha Honnappa
This paper studies constrained information projections on Banach spaces with respect to a Gaussian reference measure. Specifically our interest lies in characterizing projections o…
Estimating Stochastic Poisson Intensities Using Deep Latent Models
Ruixin Wang, Prateek Jaiwal, Harsha Honnappa
We present methodology for estimating the stochastic intensity of a doubly stochastic Poisson process. Statistical and theoretical analyses of traffic traces show that these proces…
Infinite server queues in a random fast oscillatory environment
Harsha Honnappa, Yiran Liu, Samy Tindel +1
In this paper, we consider a infinite server queueing model in a random environment. More specifically, the arrival rate in our server is modeled as a highly fluct…
Variational Bayesian Methods for Stochastically Constrained System Design Problems
Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao
We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior…