The examined paper introduces a parallel version of SeQUeNCe, a Discrete Event Simulator for quantum networks. The authors have deposited their artifact on Zenodo, meeting the criteria for long-term preservation required by the Artifacts Available badge. The software within the artifact functions correctly with minor adjustments, aligning with the paper’s relevance and earning the Artifacts Evaluated—Functional badge. Additionally, due to the reasonable quality and customizability of the artifact, the Artifacts Evaluated—Reusable badge has also been awarded. The authors didn’t request the Artifacts Evaluated—Reproduced badge and they did not include the scripts used to generate and display their experimental results. As a result, it has not been possible to replicate the results published in their paper.
{"title":"Reproducibility Report for the Paper: Parallel Simulation of Quantum Networks with Distributed Quantum State Management","authors":"Andrea Piccione","doi":"10.1145/3639704","DOIUrl":"https://doi.org/10.1145/3639704","url":null,"abstract":"<p>The examined paper introduces a parallel version of SeQUeNCe, a Discrete Event Simulator for quantum networks. The authors have deposited their artifact on Zenodo, meeting the criteria for long-term preservation required by the <i>Artifacts Available</i> badge. The software within the artifact functions correctly with minor adjustments, aligning with the paper’s relevance and earning the <i>Artifacts Evaluated—Functional</i> badge. Additionally, due to the reasonable quality and customizability of the artifact, the <i>Artifacts Evaluated—Reusable</i> badge has also been awarded. The authors didn’t request the <i>Artifacts Evaluated—Reproduced</i> badge and they did not include the scripts used to generate and display their experimental results. As a result, it has not been possible to replicate the results published in their paper.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"10 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139421322","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Federica Montesano, Romolo Marotta, Francesco Quaglia
Shared-memory multi-processor/multi-core machines have become a reference for many application contexts. In particular, the recent literature on speculative parallel discrete event simulation has reshuffled the architectural organization of simulation systems in order to deeply exploit the main features of this type of machines. A core aspect dealt with has been the full sharing of the workload at the level of individual simulation events, which enables keeping the rollback incidence minimal. However, making each worker thread continuously switch its execution between events destined to different simulation objects does not favor locality. This problem appears even more evident in the case of Non-Uniform-Memory-Access (NUMA) machines, where memory accesses generating a cache miss to be served by a far NUMA node give rise to both higher latency and higher traffic at the level of the NUMA interconnection. In this article, we propose a workload-sharing algorithm where the worker threads can have short-term binding with specific simulation objects to favor spatial locality. The new bindings—carried out when a thread decides to switch its execution to other simulation objects—are based on both (a) the timeline according to which the object states have passed through the caching hierarchy and (b) the (dynamic) placement of objects within the NUMA architecture. At the same time, our solution still enables the worker threads to focus their activities on the events to be processed whose timestamps are closer to the simulation commit horizon—hence we exploit temporal locality along virtual time and keep the rollback incidence minimal. In our design we exploit lock-free constructs to support scalable thread synchronization while accessing the shared event pool. Furthermore, we exploit a multi-view approach of the event pool content, which additionally favors local accesses to the parts of the event pool that are currently relevant for the thread activity. Our solution has been released as an integration within the USE (Ultimate-Share-Everything) open source speculative simulation platform available to the community. Furthermore, in this article we report the results of an experimental study that shows the effectiveness of our proposal.
共享内存多处理器/多核机器已成为许多应用环境的参考。特别是最近关于投机并行离散事件仿真的文献,重新调整了仿真系统的架构组织,以便深入利用这类机器的主要特点。其中涉及的一个核心问题是在单个仿真事件的层面上完全分担工作量,从而将回滚发生率降至最低。然而,让每个工作线程在不同仿真对象的事件之间不断切换执行并不利于本地化。在非统一内存访问(NUMA)机器上,这个问题显得更加明显,因为内存访问会产生缓存缺失,需要由较远的 NUMA 节点提供服务,从而导致 NUMA 互联层面的延迟和流量增加。在本文中,我们提出了一种工作负载分担算法,在这种算法中,工作线程可以与特定的仿真对象进行短期绑定,以提高空间位置性。新的绑定--当线程决定将其执行切换到其他仿真对象时进行--基于(a)对象状态通过缓存层级的时间轴和(b)对象在 NUMA 架构中的(动态)位置。同时,我们的解决方案还能让工作线程将其活动集中在时间戳更接近仿真提交范围的待处理事件上,因此我们利用了虚拟时间的时间定位性,并将回滚发生率保持在最低水平。在我们的设计中,我们利用无锁结构来支持可扩展的线程同步,同时访问共享事件池。此外,我们还采用了多视角的事件池内容方法,这更有利于本地访问当前与线程活动相关的事件池部分。我们的解决方案已作为 USE(Ultimate-Share-Everything)开源投机模拟平台的集成发布,供社区使用。此外,我们还在本文中报告了一项实验研究的结果,显示了我们建议的有效性。
{"title":"Spatial/Temporal Locality-based Load-sharing in Speculative Discrete Event Simulation on Multi-core Machines","authors":"Federica Montesano, Romolo Marotta, Francesco Quaglia","doi":"10.1145/3639703","DOIUrl":"https://doi.org/10.1145/3639703","url":null,"abstract":"<p>Shared-memory multi-processor/multi-core machines have become a reference for many application contexts. In particular, the recent literature on speculative parallel discrete event simulation has reshuffled the architectural organization of simulation systems in order to deeply exploit the main features of this type of machines. A core aspect dealt with has been the full sharing of the workload at the level of individual simulation events, which enables keeping the rollback incidence minimal. However, making each worker thread continuously switch its execution between events destined to different simulation objects does not favor locality. This problem appears even more evident in the case of Non-Uniform-Memory-Access (NUMA) machines, where memory accesses generating a cache miss to be served by a far NUMA node give rise to both higher latency and higher traffic at the level of the NUMA interconnection. In this article, we propose a workload-sharing algorithm where the worker threads can have short-term binding with specific simulation objects to favor spatial locality. The new bindings—carried out when a thread decides to switch its execution to other simulation objects—are based on both (a) the timeline according to which the object states have passed through the caching hierarchy and (b) the (dynamic) placement of objects within the NUMA architecture. At the same time, our solution still enables the worker threads to focus their activities on the events to be processed whose timestamps are closer to the simulation commit horizon—hence we exploit temporal locality along virtual time and keep the rollback incidence minimal. In our design we exploit lock-free constructs to support scalable thread synchronization while accessing the shared event pool. Furthermore, we exploit a multi-view approach of the event pool content, which additionally favors local accesses to the parts of the event pool that are currently relevant for the thread activity. Our solution has been released as an integration within the USE (Ultimate-Share-Everything) open source speculative simulation platform available to the community. Furthermore, in this article we report the results of an experimental study that shows the effectiveness of our proposal.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"4 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139409234","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Nan Zhang, Rami Bahsoon, Nikos Tziritas, Georgios Theodoropoulos
A digital twin contains up-to-date data-driven models of the physical world being studied and can use simulation to optimise the physical world. However, the analysis made by the digital twin is valid and reliable only when the model is equivalent to the physical world. Maintaining such an equivalent model is challenging, especially when the physical systems being modelled are intelligent and autonomous. The paper focuses in particular on digital twin models of intelligent systems where the systems are knowledge-aware but with limited capability. The digital twin improves the acting of the physical system at a meta-level by accumulating more knowledge in the simulated environment. The modelling of such an intelligent physical system requires replicating the knowledge-awareness capability in the virtual space. Novel equivalence maintaining techniques are needed, especially in synchronising the knowledge between the model and the physical system. This paper proposes the notion of knowledge equivalence and an equivalence maintaining approach by knowledge comparison and updates. A quantitative analysis of the proposed approach confirms that compared to state equivalence, knowledge equivalence maintenance can tolerate deviation thus reducing unnecessary updates and achieve more Pareto efficient solutions for the trade-off between update overhead and simulation reliability.
{"title":"Knowledge Equivalence in Digital Twins of Intelligent Systems","authors":"Nan Zhang, Rami Bahsoon, Nikos Tziritas, Georgios Theodoropoulos","doi":"10.1145/3635306","DOIUrl":"https://doi.org/10.1145/3635306","url":null,"abstract":"<p>A digital twin contains up-to-date data-driven models of the physical world being studied and can use simulation to optimise the physical world. However, the analysis made by the digital twin is valid and reliable only when the model is equivalent to the physical world. Maintaining such an equivalent model is challenging, especially when the physical systems being modelled are intelligent and autonomous. The paper focuses in particular on digital twin models of intelligent systems where the systems are knowledge-aware but with limited capability. The digital twin improves the acting of the physical system at a meta-level by accumulating more knowledge in the simulated environment. The modelling of such an intelligent physical system requires replicating the knowledge-awareness capability in the virtual space. Novel equivalence maintaining techniques are needed, especially in synchronising the knowledge between the model and the physical system. This paper proposes the notion of knowledge equivalence and an equivalence maintaining approach by knowledge comparison and updates. A quantitative analysis of the proposed approach confirms that compared to state equivalence, knowledge equivalence maintenance can tolerate deviation thus reducing unnecessary updates and achieve more Pareto efficient solutions for the trade-off between update overhead and simulation reliability.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"124 3-4","pages":""},"PeriodicalIF":0.9,"publicationDate":"2023-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138523759","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Network emulation allows unmodified code execution on lightweight containers to enable accurate and scalable networked application testing. However, such testbeds cannot guarantee fidelity under high workloads, especially when many processes concurrently request resources (e.g., CPU, disk I/O, GPU, and network bandwidth) that are more than the underlying physical machine can offer. A virtual time system enables the emulated hosts to maintain their own notion of virtual time. A container can stop advancing its time when not running (e.g., in an idle or suspended state). The existing virtual time systems focus on precise time management for CPU-intensive applications but are not designed to handle other operations, such as disk I/O, network I/O, and GPU computation. In this paper, we develop a lightweight virtual time system that integrates precise I/O time for container-based network emulation. We model and analyze the temporal error during I/O operations and develop a barrier-based time compensation mechanism in the Linux kernel. We also design and implement Dynamic Load Monitor (DLM) to mitigate the temporal error during I/O resource contention. VT-IO enables accurate virtual time advancement with precise I/O time measurement and compensation. The experimental results demonstrate a significant improvement in temporal error with the introduction of DLM. The temporal error is reduced from 7.889 seconds to 0.074 seconds when utilizing the DLM in the virtual time system. Remarkably, this improvement is achieved with an overall overhead of only 1.36% of the total execution time.
{"title":"VT-IO: A Virtual Time System Enabling High-fidelity Container-based Network Emulation for I/O Intensive Applications","authors":"Gong Chen, Zheng Hu, Yanfeng Qu, Dong Jin","doi":"10.1145/3635307","DOIUrl":"https://doi.org/10.1145/3635307","url":null,"abstract":"<p>Network emulation allows unmodified code execution on lightweight containers to enable accurate and scalable networked application testing. However, such testbeds cannot guarantee fidelity under high workloads, especially when many processes concurrently request resources (e.g., CPU, disk I/O, GPU, and network bandwidth) that are more than the underlying physical machine can offer. A virtual time system enables the emulated hosts to maintain their own notion of virtual time. A container can stop advancing its time when not running (e.g., in an idle or suspended state). The existing virtual time systems focus on precise time management for CPU-intensive applications but are not designed to handle other operations, such as disk I/O, network I/O, and GPU computation. In this paper, we develop a lightweight virtual time system that integrates precise I/O time for container-based network emulation. We model and analyze the temporal error during I/O operations and develop a barrier-based time compensation mechanism in the Linux kernel. We also design and implement Dynamic Load Monitor (DLM) to mitigate the temporal error during I/O resource contention. VT-IO enables accurate virtual time advancement with precise I/O time measurement and compensation. The experimental results demonstrate a significant improvement in temporal error with the introduction of DLM. The temporal error is reduced from 7.889 seconds to 0.074 seconds when utilizing the DLM in the virtual time system. Remarkably, this improvement is achieved with an overall overhead of only 1.36% of the total execution time.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"74 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2023-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138523753","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Layered queueing networks (LQNs) are an extension of ordinary queueing networks useful to model simultaneous resource possession and stochastic call graphs in distributed systems. Existing computational algorithms for LQNs have primarily focused on mean-value analysis. However, other solution paradigms, such as normalizing constant analysis and mean-field approximation, can improve the computation of LQN mean and transient performance metrics, state probabilities, and response time distributions. Motivated by this observation, we propose the first LQN meta-solver, called LN, that allows for the dynamic selection of the performance analysis paradigm to be iteratively applied to the submodels arising from layer decomposition. We report experiments where this added flexibility helps us to reduce the LQN solution errors. We also demonstrate that the meta-solver approach eases the integration of LQNs with other formalisms, such as caching models, enabling the analysis of more general classes of layered stochastic networks. Additionally, to support the accurate evaluation of the LQN submodels, we develop novel algorithms for homogeneous queueing networks consisting of an infinite server node and a set of identical queueing stations. In particular, we propose an exact method of moment algorithms, integration techniques for normalizing constants, and a fast non-iterative mean-value analysis technique.
{"title":"LN: A Flexible Algorithmic Framework for Layered Queueing Network Analysis","authors":"Giuliano Casale, Yicheng Gao, Zifeng Niu, Lulai Zhu","doi":"10.1145/3633457","DOIUrl":"https://doi.org/10.1145/3633457","url":null,"abstract":"<p>Layered queueing networks (LQNs) are an extension of ordinary queueing networks useful to model simultaneous resource possession and stochastic call graphs in distributed systems. Existing computational algorithms for LQNs have primarily focused on mean-value analysis. However, other solution paradigms, such as normalizing constant analysis and mean-field approximation, can improve the computation of LQN mean and transient performance metrics, state probabilities, and response time distributions. Motivated by this observation, we propose the first LQN meta-solver, called LN, that allows for the dynamic selection of the performance analysis paradigm to be iteratively applied to the submodels arising from layer decomposition. We report experiments where this added flexibility helps us to reduce the LQN solution errors. We also demonstrate that the meta-solver approach eases the integration of LQNs with other formalisms, such as caching models, enabling the analysis of more general classes of layered stochastic networks. Additionally, to support the accurate evaluation of the LQN submodels, we develop novel algorithms for homogeneous queueing networks consisting of an infinite server node and a set of identical queueing stations. In particular, we propose an exact method of moment algorithms, integration techniques for normalizing constants, and a fast non-iterative mean-value analysis technique.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"40 06","pages":""},"PeriodicalIF":0.9,"publicationDate":"2023-11-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138523755","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In many real world problems, we are faced with the problem of selecting the best among a finite number of alternatives, where the best alternative is determined based on context specific information. In this work, we study the contextual Ranking and Selection problem under a finite-alternative-finite-context setting, where we aim to find the best alternative for each context. We use a separate Gaussian process to model the reward for each alternative, and derive the large deviations rate function for both the expected and worst-case contextual probability of correct selection. We propose the GP-C-OCBA sampling policy, which uses the Gaussian process posterior to iteratively allocate observations to maximize the rate function. We prove its consistency and show that it achieves the optimal convergence rate under the assumption of a non-informative prior. Numerical experiments show that our algorithm is highly competitive in terms of sampling efficiency, while having significantly smaller computational overhead.
{"title":"Contextual Ranking and Selection with Gaussian Processes and OCBA","authors":"Sait Cakmak, Yuhao Wang, Siyang Gao, Enlu Zhou","doi":"10.1145/3633456","DOIUrl":"https://doi.org/10.1145/3633456","url":null,"abstract":"<p>In many real world problems, we are faced with the problem of selecting the best among a finite number of alternatives, where the best alternative is determined based on context specific information. In this work, we study the contextual Ranking and Selection problem under a finite-alternative-finite-context setting, where we aim to find the best alternative for each context. We use a separate Gaussian process to model the reward for each alternative, and derive the large deviations rate function for both the expected and worst-case contextual probability of correct selection. We propose the GP-C-OCBA sampling policy, which uses the Gaussian process posterior to iteratively allocate observations to maximize the rate function. We prove its consistency and show that it achieves the optimal convergence rate under the assumption of a non-informative prior. Numerical experiments show that our algorithm is highly competitive in terms of sampling efficiency, while having significantly smaller computational overhead.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"33 12","pages":""},"PeriodicalIF":0.9,"publicationDate":"2023-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138523785","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Emergency and crisis simulations play a pivotal role in equipping authorities worldwide with the necessary tools to minimize the impact of catastrophic events. Various studies have explored the integration of intelligence into Multi-Agent Systems (MAS) for crisis simulation. This involves incorporating psychological behaviours from the social sciences and utilizing data-driven machine learning models with predictive capabilities. A recent advancement in behavioural modelling is the Conscious Movement Model (CMM), designed to modulate an agent’s movement patterns dynamically as the situation unfolds. Complementing this, the model incorporates a Conscious Movement Memory-Attention (CMMA) mechanism, enabling learnability through training on pedestrian trajectories extracted from video data. The CMMA facilitates mapping a pedestrian’s attention to their surroundings and understanding how their past decisions influence their subsequent actions. This study proposes an efficient framework that integrates the trained CMM into a simulation model specifically tailored for emergency evacuations, ensuring realistic outcomes. The resulting simulation framework automates strategy management and planning for diverse emergency evacuation scenarios. A single-objective method is presented for generating prescriptive analytics, offering effective strategy options based on predefined operational rules. To validate the framework’s efficacy, a case study of a theatre evacuation is conducted. In essence, this research establishes a robust simulation framework for crisis management, with a particular emphasis on modelling pedestrians during emergency evacuations. The framework generates prescriptive analytics to aid authorities in executing rescue and evacuation operations effectively.
{"title":"A Prescriptive Simulation Framework with Realistic Behavioural Modelling for Emergency Evacuations","authors":"Md. Shalihin Othman, Gary Tan","doi":"10.1145/3633330","DOIUrl":"https://doi.org/10.1145/3633330","url":null,"abstract":"<p>Emergency and crisis simulations play a pivotal role in equipping authorities worldwide with the necessary tools to minimize the impact of catastrophic events. Various studies have explored the integration of intelligence into Multi-Agent Systems (MAS) for crisis simulation. This involves incorporating psychological behaviours from the social sciences and utilizing data-driven machine learning models with predictive capabilities. A recent advancement in behavioural modelling is the Conscious Movement Model (CMM), designed to modulate an agent’s movement patterns dynamically as the situation unfolds. Complementing this, the model incorporates a Conscious Movement Memory-Attention (CMMA) mechanism, enabling learnability through training on pedestrian trajectories extracted from video data. The CMMA facilitates mapping a pedestrian’s attention to their surroundings and understanding how their past decisions influence their subsequent actions. This study proposes an efficient framework that integrates the trained CMM into a simulation model specifically tailored for emergency evacuations, ensuring realistic outcomes. The resulting simulation framework automates strategy management and planning for diverse emergency evacuation scenarios. A single-objective method is presented for generating prescriptive analytics, offering effective strategy options based on predefined operational rules. To validate the framework’s efficacy, a case study of a theatre evacuation is conducted. In essence, this research establishes a robust simulation framework for crisis management, with a particular emphasis on modelling pedestrians during emergency evacuations. The framework generates prescriptive analytics to aid authorities in executing rescue and evacuation operations effectively.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"121 8","pages":""},"PeriodicalIF":0.9,"publicationDate":"2023-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138523752","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The goal in this paper is to approximate the Price of Stability (PoS) in stochastic Nash games using stochastic approximation (SA) schemes. PoS is amongst the most popular metrics in game theory and provides an avenue for estimating the efficiency of Nash games. In particular, knowing the value of PoS can help with designing efficient networked systems, including transportation networks and power market mechanisms. Motivated by the absence of efficient methods for computing the PoS, first we consider stochastic optimization problems with a nonsmooth and merely convex objective function and a merely monotone stochastic variational inequality (SVI) constraint. This problem appears in the numerator of the PoS ratio. We develop a randomized block-coordinate stochastic extra-(sub)gradient method where we employ a novel iterative penalization scheme to account for the mapping of the SVI in each of the two gradient updates of the algorithm. We obtain an iteration complexity of the order ϵ − 4 that appears to be best known result for this class of constrained stochastic optimization problems, where ϵ denotes an arbitrary bound on suitably defined infeasibility and suboptimality metrics. Second, we develop an SA-based scheme for approximating the PoS and derive lower and upper bounds on the approximation error. To validate the theoretical findings, we provide preliminary simulation results on a networked stochastic Nash Cournot competition.
{"title":"Stochastic Approximation for Estimating the Price of Stability in Stochastic Nash Games","authors":"Afrooz Jalilzadeh, Farzad Yousefian, Mohammadjavad Ebrahimi","doi":"10.1145/3632525","DOIUrl":"https://doi.org/10.1145/3632525","url":null,"abstract":"The goal in this paper is to approximate the Price of Stability (PoS) in stochastic Nash games using stochastic approximation (SA) schemes. PoS is amongst the most popular metrics in game theory and provides an avenue for estimating the efficiency of Nash games. In particular, knowing the value of PoS can help with designing efficient networked systems, including transportation networks and power market mechanisms. Motivated by the absence of efficient methods for computing the PoS, first we consider stochastic optimization problems with a nonsmooth and merely convex objective function and a merely monotone stochastic variational inequality (SVI) constraint. This problem appears in the numerator of the PoS ratio. We develop a randomized block-coordinate stochastic extra-(sub)gradient method where we employ a novel iterative penalization scheme to account for the mapping of the SVI in each of the two gradient updates of the algorithm. We obtain an iteration complexity of the order ϵ − 4 that appears to be best known result for this class of constrained stochastic optimization problems, where ϵ denotes an arbitrary bound on suitably defined infeasibility and suboptimality metrics. Second, we develop an SA-based scheme for approximating the PoS and derive lower and upper bounds on the approximation error. To validate the theoretical findings, we provide preliminary simulation results on a networked stochastic Nash Cournot competition.","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"16 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135042729","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Garry Jacyna, Damon Frezza, David M. Slater, James R. Thompson
Complex systems often produce multifractal signals defined by stationary increments that exhibit power law scaling properties. The Legendre transform of the domain-dependent scaling function that defines the power law is known as the multifractal spectrum. The multifractal spectrum can also be defined by a power-series expansion of the scaling function and in practice the first two leading coefficients of that series are estimated from the discrete wavelet transform of the signal. To quantify, validate, and compare simulations of complex systems with data collected empirically from the actual system, practitioners require methods for approximating the variance associated with estimates of these coefficients. In this work, we generalize a previously developed semi-parametric statistical model for the values extracted from a discrete multi-scale wavelet transform to include both within scale and between scale covariance dependencies. We employ multiplicative cascades to simulate multifractals with known parameters to illustrate the necessity for this generalization and to test the precision of our improved model. The combined within and between scale model of covariance results in a more accurate estimate of the expected variance of the coefficients extracted from an empirical data set.
{"title":"An Improved Model of Wavelet Leader Covariance for Estimating Multifractal Properties","authors":"Garry Jacyna, Damon Frezza, David M. Slater, James R. Thompson","doi":"10.1145/3631522","DOIUrl":"https://doi.org/10.1145/3631522","url":null,"abstract":"Complex systems often produce multifractal signals defined by stationary increments that exhibit power law scaling properties. The Legendre transform of the domain-dependent scaling function that defines the power law is known as the multifractal spectrum. The multifractal spectrum can also be defined by a power-series expansion of the scaling function and in practice the first two leading coefficients of that series are estimated from the discrete wavelet transform of the signal. To quantify, validate, and compare simulations of complex systems with data collected empirically from the actual system, practitioners require methods for approximating the variance associated with estimates of these coefficients. In this work, we generalize a previously developed semi-parametric statistical model for the values extracted from a discrete multi-scale wavelet transform to include both within scale and between scale covariance dependencies. We employ multiplicative cascades to simulate multifractals with known parameters to illustrate the necessity for this generalization and to test the precision of our improved model. The combined within and between scale model of covariance results in a more accurate estimate of the expected variance of the coefficients extracted from an empirical data set.","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"42 2","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135818868","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The International Conference on Quantitative Evaluation of SysTems (QEST) is the leading forum on evaluation and verification of computer systems and networks, through stochastic models and measurements. QEST covers topics including classic measures involving performance and reliability, as well as quantification of properties that are classically qualitative, such as safety, correctness, and security. QEST welcomes measurement-based studies as well as analytic studies, diversity in the model formalisms and methodologies employed, as well as development of new formalisms and methodologies. In short, QEST aims to encourage all aspects of work centered around creating a sound methodological basis for assessing and designing systems using quantitative means. This special issue consists of five articles extending earlier versions presented at QEST 2021, the 18th edition of the conference, which was hosted in Paris but virtually held August 23 through 27, 2021. A selection of the top-ranked conference papers was chosen by the chairs, and the authors were invited to submit an extended version to this special issue. The journal review process included both members of the QEST program committee and additional reviewers who were not involved in the conference refereeing process. The resulting collection of articles comprises exciting developments in the areas of system verification and performance or reliability analysis. In the contribution titled “Optimizing Reachability Probabilities for a Restricted Class of SHA via Flowpipe Construction,” da Silva, Schupp, and Remke
系统定量评估(QEST)国际会议是通过随机模型和测量对计算机系统和网络进行评估和验证的主要论坛。QEST 涵盖的主题包括涉及性能和可靠性的经典测量方法,以及对安全性、正确性和安全性等经典定性属性的量化。QEST 既欢迎基于测量的研究,也欢迎基于分析的研究,欢迎所采用的模型形式和方法的多样性,也欢迎新形式和新方法的开发。总之,QEST 的目的是鼓励围绕建立健全的方法论基础开展各方面的工作,以便利用定量手段评估和设计系统。本特刊由五篇文章组成,这些文章扩展了在第 18 届 QEST 2021 会议上发表的早期版本,该会议于 2021 年 8 月 23 日至 27 日在巴黎举行。会议主席挑选了一些排名靠前的论文,并邀请作者向本期特刊提交扩展版本。期刊评审过程包括 QEST 项目委员会成员和未参与会议评审过程的其他评审人员。最终收集的文章包括系统验证和性能或可靠性分析领域令人振奋的进展。da Silva、Schupp 和 Remke 在题为 "Optimizing Reachability Probabilities for a Restricted Class of SHA via Flowpipe Construction"(通过流管结构优化受限类 SHA 的可达性概率)的文章中写道
{"title":"Introduction to the Special Issue on QEST 2021","authors":"Alessandro Abate, Andrea Marin","doi":"10.1145/3631707","DOIUrl":"https://doi.org/10.1145/3631707","url":null,"abstract":"The International Conference on Quantitative Evaluation of SysTems (QEST) is the leading forum on evaluation and verification of computer systems and networks, through stochastic models and measurements. QEST covers topics including classic measures involving performance and reliability, as well as quantification of properties that are classically qualitative, such as safety, correctness, and security. QEST welcomes measurement-based studies as well as analytic studies, diversity in the model formalisms and methodologies employed, as well as development of new formalisms and methodologies. In short, QEST aims to encourage all aspects of work centered around creating a sound methodological basis for assessing and designing systems using quantitative means. This special issue consists of five articles extending earlier versions presented at QEST 2021, the 18th edition of the conference, which was hosted in Paris but virtually held August 23 through 27, 2021. A selection of the top-ranked conference papers was chosen by the chairs, and the authors were invited to submit an extended version to this special issue. The journal review process included both members of the QEST program committee and additional reviewers who were not involved in the conference refereeing process. The resulting collection of articles comprises exciting developments in the areas of system verification and performance or reliability analysis. In the contribution titled “Optimizing Reachability Probabilities for a Restricted Class of SHA via Flowpipe Construction,” da Silva, Schupp, and Remke","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"146 1","pages":"1 - 2"},"PeriodicalIF":0.9,"publicationDate":"2023-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139307560","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}