2018/07/23 by Iker Perez, Perez, Iker, Giuliano Casale +1
Business, Management and Accounting · Decision Sciences · Mathematics · #Advanced Queuing Theory Analysis #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Performance (cs.PF) #Simulation Techniques and Applications
paper · pdf · doi:10.48550/arxiv.1807.08673
openalex publication_date 2018/07/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump) processes induced by queueing networks have distinctive coupling and synchronization properties. This has prevented the derivation of variational approximations for conditional representations of transient dynamics, which rely on simplifying independence assumptions. Here, we present a model augmentation to a multivariate counting process for interactions across service stations, and we enable the variational evaluation of mean-field measures for partially-observed multi-class networks. We also show that our framework offers an efficient and improved alternative for inference tasks, where existing variational or numerically intensive solutions do not work.