Tree models for difference and change detection in a complex environment

A new family of tree models is proposed, which we call "differential trees." A differential tree model is constructed from multiple data sets and aims to detect distributional differences between them. The new methodology differs from the existing difference and change detection techniques in its nonparametric nature, model construction from multiple data sets, and applicability to high-dimensional data. Through a detailed study of an arson case in New Zealand, where an individual is known to have been laying vegetation fires within a certain time period, we illustrate how these models can help detect changes in the frequencies of event occurrences and uncover unusual clusters of events in a complex environment.Comment: Published in at http://dx.doi.org/10.1214/12-AOAS548 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

A Fluid Model of a Traffic Network with Information Feedback and Onramp Controls

Funder: Charles Lee Powell Foundation; doi: http://dx.doi.org/10.13039/100008872AbstractUnlimited access to a motorway network can, in overloaded conditions, cause a loss of throughput. Ramp metering, by controlling access to the motorway at onramps, can help avoid this loss of throughput. The queues that form at onramps are dependent on the metering rates chosen at the onramps, and these choices affect how the capacities of different motorway sections are shared amongst competing flows. In this paper we perform an analytical study of a fluid, or differential equation, model of a linear network topology with onramp queues. The model allows for adaptive arrivals, in the sense that the rate at which external traffic enters the queue at an onramp can depend on the current perceived delay in that queue. The model also includes a ramp metering policy which uses global onramp queue length information to determine the rate at which traffic enters the motorway from each onramp. This ramp metering policy minimizes the maximum delay over all onramps and produces equal delay times over many onramps. The paper characterizes both the dynamics and the equilibrium behavior of the system under this policy. While we consider an idealized model that leaves out many practical details, an aim of the paper is to develop analytical methods that yield interesting qualitative insights and might be adapted to more general contexts. The paper can be considered as a step in developing an analytical approach towards studying more complex network topologies and incorporating other model features.</jats:p

A Paradox in a Queueing Network with State-Dependent Routing and Loss

Consider a network of parallel finite tandem queues with two stages, where each arrival attempts to minimize its own cost due to loss. It is known that the user optimal and asymptotic system optimal policies may differ—we give examples showing that they may differ for finite systems and that as the service rate is increased at the second stage the user optimal policy may change in such a way that the total expected cost due to loss increases

Admission controls for Erlang's loss system with service times distributed as a finite sum of exponential random variables

It is known that a threshold policy (or trunk reservation policy) is optimal for Erlang’s loss system under certain assumptions. In this paper we examine the robustness of this policy under departures from the standard assumption of exponential service times (call holding times) and give examples where the optimal policy has a generalized trunk reservation form