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Hiroyuki Masuyama

Publications and source records attributed to Hiroyuki Masuyama.

At least 19 recordsLinked to original sources

PureRank: A parameter-free recursive importance measure for network nodes

This study develops PureRank, a parameter-free importance measure for network nodes based on the recursive definition of importance (RDI). For any directed network, PureRank uniquely determines an importance score vector without user-specified parameters. PureRank can thus provide a neutral reference for parameter-dependent importance measures. PureRank is constructed in three steps: (i) nodes are classified into {\it recurrent}, {\it transient}, and {\it dangling} classes via strongly connected component decomposition; (ii) for each class, the local importance vector is obtained by choosing the parameters of the Katz equation on the class-restricted subnetwork according to the RDI principle; and (iii) the local importance vectors are aggregated into the PureRank vector. This modular design supports parallel and incremental computation while retaining a unified random-surfer interpretation. Numerical experiments on three SNAP networks show that PageRank has a computational advantage over PureRank except when the damping factor $d$ is close to one, and that the similarity of PageRank to PureRank depends on $d$ and the node classification. In the fully recurrent network, similarity increases monotonically with $d$ and reaches Kendall's $τ_b=0.966$ and Pearson correlation coefficient $=1.000$ at $d=0.999$, whereas in the two transient-dominated networks, similarity varies nonmonotonically with $d$. PureRank is extended to multi-attribute networks.

cs.SI

Curse of scale-freeness: Intractability of large-scale optimization with multi-start methods

This paper investigates the intractability of large-scale optimization with multi-start methods. For the theoretical performance analysis, we focus on random multi-start (RMS), which is one of the representative multi-start methods, including RMS local search and greedy randomized adaptive search procedure (GRASP). Our primary theoretical contribution is to derive, by using extreme value theory, power-law formulas for the two quantities: (i) the expected improvement rate of the best empirical objective value (EOV); (ii) the expected relative gap between the best EOV and the supremum of the EOVs. Notably, the expected relative gap exhibits scale-freeness as a function of the number of iterations. Consequently, the half-life of the expected relative gap is asymptotically proportional to the number of iterations executed by the RMS method. This result can be interpreted as the curse of scale-freeness -- a Zeno's paradox-like phenomenon -- expressed by the metaphor "Reaching for the goal makes it slip away." Through numerical experiments, we observe that several RMS algorithms applied to traveling salesman problems suffer from the curse of scale-freeness. Furthermore, we show that overcoming this curse requires a powerful local search algorithm with effective restart and diversification strategies that exponentially accelerate solution improvement relative to the RMS method.

math.OC

Error bounds for last-column-block-augmented truncations of block-structured Markov chains

This paper discusses the error estimation of the last-column-block-augmented northwest-corner truncation (LC-block-augmented truncation, for short) of block-structured Markov chains (BSMCs) in continuous time. We first derive upper bounds for the absolute difference between the time-averaged functionals of a BSMC and its LC-block-augmented truncation, under the assumption that the BSMC satisfies the general $f$-modulated drift condition. We then establish computable bounds for a special case where the BSMC is exponentially ergodic. To derive such computable bounds for the general case, we propose a method that reduces BSMCs to be exponentially ergodic. We also apply the obtained bounds to level-dependent quasi-birth-and-death processes (LD-QBDs), and discuss the properties of the bounds through the numerical results on an M/M/$s$ retrial queue, which is a representative example of LD-QBDs. Finally, we present computable perturbation bounds for the stationary distribution vectors of BSMCs.

math.PR

A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains

This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is usually used to implement Ramaswami's recursion for the stationary distribution in M/G/1-type Markov chains. The main result of this paper is a subgeometric convergence formula for the total-variation distance between the stationary distribution and its LI truncation approximation.

math.PR

A subgeometric convergence formula for finite-level M/G/1-type Markov chains: via a block-decomposition-friendly solution for the Poisson equation of deviation matrix

This paper studies the subgeometric convergence of the stationary distribution in taking the infinite-level limit of a finite-level M/G/1-type Markov chain, that is, in letting the upper boundary level go to infinity. This study is performed through the fundamental deviation matrix, which is a block-decomposition-friendly solution for the Poisson equation of the deviation matrix. The fundamental deviation matrix yields a difference formula for the respective stationary distributions of the finite-level chain and the corresponding infinite-level chain. The difference formula plays a crucial role in deriving the main result of this paper: a subgeometric convergence formula for the infinite-level limit of the stationary distribution of the finite-level chain.

math.PR

A geometric convergence formula for the level-increment-truncation approximation of M/G/1-type Markov chains

This paper considers an approximation usually used when implementing Ramaswami's recursion for the stationary distribution of the M/G/1-type Markov chain. The approximation is called the level-increment-truncation approximation because it truncates level increment at a given threshold. The main contribution of this paper is to present a geometric convergence formula of the level-wise difference between the respective stationary distributions of the original M/G/1-type Markov chain and its LI truncation approximation under the assumption that the level-increment distribution is light-tailed.

math.PR

Level-wise Subgeometric Convergence of the Level-increment Truncation Approximation of M/G/1-type Markov Chains

This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is useful for implementing the M/G/1 paradigm, which is the framework for computing the stationary distribution of M/G/1-type Markov chains. The main result of this paper is a subgeometric convergence formula for the total variation distance between the original stationary distribution and its LI truncation approximation. Suppose that the equilibrium level-increment distribution is subexponential, and that the downward transition matrix is rank one. We then show that the convergence rate of the total variation error of the LI truncation approximation is equal to that of the tail of the equilibrium level-increment distribution and that of the tail of the original stationary distribution.

math.PR

A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility

This paper presents a new matrix-infinite-product-form (MIP-form) solution for the stationary distribution in upper block-Hessenberg Markov chains (UBH-MCs). The existing MIP-form solution (Masuyama, Queueing Syst., Vol. 92, 2019, pp. 173--200) requires a certain parameter set that satisfies both a Foster-Lyapunov drift condition and a convergence condition. In contrast, the new MIP-form solution requires no such parameter sets and no other conditions. The new MIP-form solution also has "quasi-algorithmic constructibility", which is a newly introduced feature of being constructed by iterating infinitely many times a recursive procedure of finite complexity per iteration. This feature is not found in the other solutions for the stationary distribution in UBH-MCs.

math.PR

Specific bounds for a probabilistically interpretable solution of the Poisson equation for general state-space Markov chains with queueing applications

This paper considers the Poisson equation for general state-space Markov chains in continuous time. The main purpose of this paper is to present specific bounds for the solutions of the Poisson equation for general state-space Markov chains. The solutions of the Poisson equation are unique in the sense that they are expressed in terms of a certain probabilistically interpretable solution (called the {\it standard solution}). Thus, we establish some specific bounds for the standard solution under the $f$-modulated drift condition (which is a kind of Foster-Lyapunov-type condition) and some moderate conditions. To demonstrate the applicability of our results, we consider the workload processes in two queues: MAP/GI/1 queue, and M/GI/1 queue with workload capacity limit.

math.PR

A General Formula for the Stationary Distribution of the Age of Information and Its Application to Single-Server Queues

This paper considers the stationary distribution of the age of information (AoI) in information update systems. We first derive a general formula for the stationary distribution of the AoI, which holds for a wide class of information update systems. The formula indicates that the stationary distribution of the AoI is given in terms of the stationary distributions of the system delay and the peak AoI. To demonstrate its applicability and usefulness, we analyze the AoI in single-server queues with four different service disciplines: first-come first-served (FCFS), preemptive last-come first-served (LCFS), and two variants of non-preemptive LCFS service disciplines. For the FCFS and the preemptive LCFS service disciplines, the GI/GI/1, M/GI/1, and GI/M/1 queues are considered, and for the non-preemptive LCFS service disciplines, the M/GI/1 and GI/M/1 queues are considered. With these results, we further show comparison results for the mean AoI's in the M/GI/1 and GI/M/1 queues under those service disciplines.

cs.PF

A discrete-time single-server Poisson queueing game: Equilibria simulated by an agent-based model

This paper considers a discrete-time single-server queue with a single acceptance period for a Poissonian population of homogeneous customers. Customers are served on a first-come first-served (FCFS) basis, and their service times are independent and identically distributed with a general distribution. We assume that each customer chooses her/his arrival-time slot with the goal of minimizing her/his expected waiting time in competition with other customers. For this queueing game, we derive a symmetric (mixed-strategy) Nash equilibrium; that is, an equilibrium arrival-time distribution of homogeneous customers, where their expected waiting times are identical. We also propose an agent-based model, which simulates the dynamics of customers who try to minimize their waiting times for service. Through numerical experiments, we confirm that this agent-based model achieves, in steady state, an arrival-time distribution similar to the equilibrium arrival-time distribution analytically obtained.

math.PR

A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains

This paper proposes a new algorithm for computing the stationary distribution vector in continuous-time upper block-Hessenberg Markov chains. To this end, we consider the last-block-column-linearly-augmented (LBCL-augmented) truncation of the (infinitesimal) generator of the upper block-Hessenberg Markov chain. The LBCL-augmented truncation is a linearly-augmented truncation such that the augmentation distribution has its probability mass only on the last block column. We first derive an upper bound for the total variation distance between the respective stationary distribution vectors of the original generator and its LBCL-augmented truncation. Based on the upper bound, we then establish a series of linear fractional programming (LFP) problems to obtain augmentation distribution vectors such that the bound converges to zero. Using the optimal solutions of the LFP problems, we construct a matrix-infinite-product (MIP) form of the original (i.e., not approximate) stationary distribution vector and develop a sequential update algorithm for computing the MIP form. Finally, we demonstrate the applicability of our algorithm to BMAP/M/$\infty$ queues and M/M/$s$ retrial queues.

math.PR

Limit formulas for the normalized fundamental matrix of the northwest-corner truncation of Markov chains: Matrix-infinite-product-form solutions of block-Hessenberg Markov chains

This paper considers the normalized fundamental matrix for the northwest-corner (NW-corner) truncation of ergodic continuous-time Markov chains, technically, of their infinitesimal generators. We first present a limit formula for the normalized fundamental matrix of the NW-corner truncation of the ergodic (infinitesimal) generator. The limit formula shows that, as the order (size) of the NW-corner truncation diverges to infinity, the corresponding normalized fundamental matrix converges to a stochastic matrix whose rows are all equal to the stationary distribution vector of the ergodic generator. Using the limit formula, we also derive the matrix-infinite-product form (MIP-form) solutions of the stationary distribution vectors of upper and lower block-Hessenberg Markov chains. In addition, from the MIP-form solutions, we develop numerically stable and easily implementable algorithms that generate the sequences of probability vectors convergent to the corresponding stationary distribution vectors of block-Hessenberg Markov chains.

math.PR

Binary sampling from discrete distributions

This paper considers direct sampling methods from discrete target distributions. The inverse transform sampling (ITS) method is one of the most popular direct sampling methods. The main purpose of this paper is to propose a direct sampling algorithm that supersedes the binary-search ITS method (which is an improvement of the ITS method with binary search). The proposed algorithm is based on binarizing the support set of the target distribution. Thus, the proposed algorithm is referred to as binary sampling (BS). The BS algorithm consists of two procedures: backward binary sampling (BBS) and forward binary sampling (FBS). The BBS procedure draws a single sample (the first sample) from the target distribution while constructing a one-way random walk on a binary tree for the FBS procedure. By running the random walk, the FBS procedure generates the second and subsequent samples. The BBS and FBS procedures have $O(N)$ and $O(\ln N)$ time complexities, respectively, and they also have $O(N)$ space complexity, where $N+1$ is the cardinality of the support set of the target distribution. Therefore, the time and space complexities of the BS algorithm are equivalent to those of the standard (possibly best) binary-search ITS algorithm. However, the BS algorithm has two advantages over the standard binary-search ITS algorithm. First, the BBS procedure is parallelizable and thus the total running time of the BS algorithm can be reduced. Second, the BS algorithm is more accurate in terms of relative rounding error that influences generated samples.

math.ST

Simple perfect samplers using monotone birth-and-death processes

This paper proposes simple perfect samplers using monotone birth-and-death processes (BD-processes), which draw samples from an arbitrary finite discrete target distribution. We first construct a monotone BD-process whose stationary distribution is equal to the target distribution. We then derive upper bounds for the expected coalescence time of the copies of the monotone BD-process. We also establish upper bounds for the expected values and tail probabilities of the running times of two perfect samplers, which are Doubling CFTP and Read-once CFTP using our monotone BD-process. The latter sampler can draw samples exactly from unnormalized target distributions with little memory consumption.

math.PR

The stability condition of BMAP/M/$\infty$ queues

This paper considers a BMAP/M/$\infty$ queue with a batch Markovian arrival process (BMAP) and an exponential service time distribution. We first prove that the BMAP/M/$\infty$ queue is stable if and only if the expectation of the logarithm of the batch-size distribution is finite. Using this result, we also present the stability condition for an infinite-server queue with a multiclass batch Markovian arrival process and class-dependent exponential service times.

math.PR

Error bounds for augmented truncations of discrete-time block-monotone Markov chains under subgeometric drift conditions

This paper studies the last-column-block-augmented northwest-corner truncation (LC-block-augmented truncation, for short) of discrete-time block-monotone Markov chains under subgeometric drift conditions. The main result of this paper is to present an upper bound for the total variation distance between the stationary probability vectors of a block-monotone Markov chain and its LC-block-augmented truncation. The main result is extended to Markov chains that themselves may not be block monotone but are block-wise dominated by block-monotone Markov chains satisfying modified drift conditions. Finally, as an application of the obtained results, the GI/G/1-type Markov chain is considered.

math.PR

Continuous-time block-monotone Markov chains and their block-augmented truncations

This paper considers continuous-time block-monotone Markov chains (BMMCs) and their block-augmented truncations. We first introduce the block monotonicity and block-wise dominance relation for continuous-time Markov chains, and then provide some fundamental results on the two notions. Using these results, we show that the stationary distribution vectors obtained by the block-augmented truncation converge to the stationary distribution vector of the original BMMC. We also show that the last-column-block-augmented truncation (LC-block-augmented truncation) provides the best (in a certain sense) approximation to the stationary distribution vector of a BMMC among all the block-augmented truncations. Furthermore, we present computable upper bounds for the total variation distance between the stationary distribution vectors of a Markov chain and its LC-block-augmented truncation, under the assumption that the original Markov chain itself may not be block-monotone but is block-wise dominated by a BMMC with exponential ergodicity. Finally, we apply the obtained bounds to a queue with a batch Markovian arrival process and state-dependent departure rates.

math.PR