1,139 research outputs found
Probabilistic Inference in Queueing Networks
Although queueing models have long been used to model the performance of computer systems, they are out of favor with practitioners, because they have a reputation for requiring unrealistic distributional assumptions. In fact, these distributional assumptions are used mainly to facilitate analytic approximations such as asymptotics and large-deviations bounds. In this paper, we analyze queueing networks from the probabilistic modeling perspective, applying inference methods from graphical models that afford significantly more modeling flexibility. In particular, we present a Gibbs sampler and stochastic EM algorithm for networks of M/M/1 FIFO queues. As an application of this technique, we localize performance problems in distributed systems from incomplete system trace data. On both synthetic networks and an actual distributed Web application, the model accurately recovers the system’s service time using 1 % of the available trace data.
Bayesian inference for queueing networks and modeling of internet services
Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle
billions of requests per day on clusters of thousands of computers. Because
these services operate under strict performance requirements, a statistical
understanding of their performance is of great practical interest. Such
services are modeled by networks of queues, where each queue models one of the
computers in the system. A key challenge is that the data are incomplete,
because recording detailed information about every request to a heavily used
system can require unacceptable overhead. In this paper we develop a Bayesian
perspective on queueing models in which the arrival and departure times that
are not observed are treated as latent variables. Underlying this viewpoint is
the observation that a queueing model defines a deterministic transformation
between the data and a set of independent variables called the service times.
With this viewpoint in hand, we sample from the posterior distribution over
missing data and model parameters using Markov chain Monte Carlo. We evaluate
our framework on data from a benchmark Web application. We also present a
simple technique for selection among nested queueing models. We are unaware of
any previous work that considers inference in networks of queues in the
presence of missing data.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS392 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Some aspects of queueing and storage processes : a thesis in partial fulfilment of the requirements for the degree of Master of Science in Statistics at Massey University
In this study the nature of systems consisting of a single queue are first considered. Attention is then drawn to an analogy between such systems and storage systems.
A development of the single queue viz queues with feedback is considered after first considering feedback processes in general. The behaviour of queues, some with feedback loops, combined into networks is then considered. Finally, the application of such networks to the analysis of interconnected reservoir systems is considered and the conclusion drawn that such analytic methods complement the more recently developed mathematical programming methods by providing analytic solutions for
sub systems behaviour and thus guiding the development of a system model
Operational Decision Making under Uncertainty: Inferential, Sequential, and Adversarial Approaches
Modern security threats are characterized by a stochastic, dynamic, partially observable, and ambiguous operational environment. This dissertation addresses such complex security threats using operations research techniques for decision making under uncertainty in operations planning, analysis, and assessment. First, this research develops a new method for robust queue inference with partially observable, stochastic arrival and departure times, motivated by cybersecurity and terrorism applications. In the dynamic setting, this work develops a new variant of Markov decision processes and an algorithm for robust information collection in dynamic, partially observable and ambiguous environments, with an application to a cybersecurity detection problem. In the adversarial setting, this work presents a new application of counterfactual regret minimization and robust optimization to a multi-domain cyber and air defense problem in a partially observable environment
Bits Through Bufferless Queues
This paper investigates the capacity of a channel in which information is
conveyed by the timing of consecutive packets passing through a queue with
independent and identically distributed service times. Such timing channels are
commonly studied under the assumption of a work-conserving queue. In contrast,
this paper studies the case of a bufferless queue that drops arriving packets
while a packet is in service. Under this bufferless model, the paper provides
upper bounds on the capacity of timing channels and establishes achievable
rates for the case of bufferless M/M/1 and M/G/1 queues. In particular, it is
shown that a bufferless M/M/1 queue at worst suffers less than 10% reduction in
capacity when compared to an M/M/1 work-conserving queue.Comment: 8 pages, 3 figures, accepted in 51st Annual Allerton Conference on
Communication, Control, and Computing, University of Illinois, Monticello,
Illinois, Oct 2-4, 201
Tractable Pathfinding for the Stochastic On-Time Arrival Problem
We present a new and more efficient technique for computing the route that
maximizes the probability of on-time arrival in stochastic networks, also known
as the path-based stochastic on-time arrival (SOTA) problem. Our primary
contribution is a pathfinding algorithm that uses the solution to the
policy-based SOTA problem---which is of pseudo-polynomial-time complexity in
the time budget of the journey---as a search heuristic for the optimal path. In
particular, we show that this heuristic can be exceptionally efficient in
practice, effectively making it possible to solve the path-based SOTA problem
as quickly as the policy-based SOTA problem. Our secondary contribution is the
extension of policy-based preprocessing to path-based preprocessing for the
SOTA problem. In the process, we also introduce Arc-Potentials, a more
efficient generalization of Stochastic Arc-Flags that can be used for both
policy- and path-based SOTA. After developing the pathfinding and preprocessing
algorithms, we evaluate their performance on two different real-world networks.
To the best of our knowledge, these techniques provide the most efficient
computation strategy for the path-based SOTA problem for general probability
distributions, both with and without preprocessing.Comment: Submission accepted by the International Symposium on Experimental
Algorithms 2016 and published by Springer in the Lecture Notes in Computer
Science series on June 1, 2016. Includes typographical corrections and
modifications to pre-processing made after the initial submission to SODA'15
(July 7, 2014
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