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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Statistical inference for a service system with non-stati...
Shreehari Anand Bodas, Michel Mandjes, Liron Ravner · 2023-11-28 · via math.ST updates on arXiv.org

We study a multi-server queueing system with a periodic arrival rate and customers whose joining decision is based on their patience and a delay proxy. Specifically, each customer has a patience level sampled from a common distribution. Upon arrival, they receive an estimate of their delay before joining service and then join the system only if this delay is not more than their patience, otherwise they balk. The main objective is to estimate the parameters pertaining to the arrival rate and patience distribution. Here the complication factor is that this inference should be performed based on the observed process only, i.e., balking customers remain unobserved. We set up a likelihood function of the state dependent effective arrival process (i.e., corresponding to the customers who join), establish strong consistency of the MLE, and derive the asymptotic distribution of the estimation error. Due to the intrinsic non-stationarity of the Poisson arrival process, the proof techniques used in previous work become inapplicable. The novelty of the proving mechanism in this paper lies in the procedure of constructing i.i.d. objects from dependent samples by decomposing the sample path into i.i.d. regeneration cycles. The feasibility of the MLE-approach is discussed via a sequence of numerical experiments, for multiple choices of functions which provide delay estimates. In particular, it is observed that the arrival rate is best estimated at high service capacities, and the patience distribution is best estimated at lower service capacities.