A generalized method of moments for closed queueing networks
نویسندگان
چکیده
منابع مشابه
A generalized method of moments for closed queueing networks
We introduce a new solution technique for closed product-form queueing networks that generalizes the Method of Moments (MoM), a recently proposed exact algorithm that is several orders of magnitude faster and memory efficient than the established Mean Value Analysis (MVA) algorithm. Compared to MVA, MoM recursively computes higher-order moments of queue lengths instead of mean values, an approa...
متن کاملGeneralized Method of Moments
This entry describes the basic framework for statistical estimation and inference using Generalized Method of Moments and also illustrates the types of empirical models in finance to which these techniques have been applied. GeneralizedMethod of Moments (GMM) provides a computationally convenientmethod of obtaining consistent and asymptotically normally distributed estimators of the parameters ...
متن کاملPerfect Sampling for Multiclass Closed Queueing Networks
In this paper we present an exact sampling method for multiclass closed queuing networks. We consider networks for which stationary distribution does not necessarily have a product form. The proposed method uses a compact representation of sets of states, that is used to derive a bounding chain with significantly lower complexity of one-step transition in the coupling from the past scheme. The ...
متن کاملPerfect sampling for closed queueing networks
In this paper we investigate coupling from the past (CFTP) algorithms for closed queueing networks. The stationary distribution has a product form only in a very limited number of particular cases when queue capacity is nite, and numerical algorithms are intractable due to the cardinality of the state space. Moreover, closed networks do not exhibit any monotonic property enabling e cient CFTP. ...
متن کاملStochastic Generalized Method of Moments.
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Performance Evaluation
سال: 2011
ISSN: 0166-5316
DOI: 10.1016/j.peva.2010.08.026