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by Edoardo M. Airoldi, Christos N. Faloutsos
http://www.cald.cs.cmu.edu/Education/masters/Airoldi.KDD.final.correct.pdf
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Abstract:

Knowledge about the origin-destination (OD) traffic matrix allows us to solve problems in design, routing, configuration debugging, monitoring and pricing. Direct measurement of these flows is usually not implemented because it is too expensive. A recent work provided a quick method to learn the OD traffic matrix from a set of available standard measurements, which correspond traffic flows observed on the link of a network every 5 minutes. Such a time span allows for more computationally expensive methods that in turn yield a better estimate of the OD traffic matrix. In this work we are the first to explicitly introduce time in learning the OD traffic matrix. The second contribution is that we are the first to use realistic non-Gaussian marginals, specifically the Gamma and the successful log-Normal ones. We combine both these ideas in a novel, doubly stochastic and time-varying Bayesian dynamical system, and provide a simple and elegant solution to obtain informative prior distributions for the stochastic dynamical behavior. Our method out-performs existing solutions in a realistic setting. 2

Citations

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309 Monte Carlo Statistical Methods – Robert, Casella - 1999
133 Bayesian forecasting and dynamic models – West, Harrison - 1997
128 Network tomography : Estimating sourcedestination traffic intensities from link data – Vardi - 1996
60 Following a moving target—Monte Carlo inference for dynamic Bayesian models – Gilks, Berzuini - 2001
56 Time-varying Network Tomography: Router Link Data – Cao, Davis, et al. - 2000
55 Bayesian inference on network traffic using link count data – Tebaldi, West - 1998
33 A gradient algorithm locally equivalent to the EM Algorithm – Lange - 1995
24 The ”dgx” distribution for mining massive, skewed data – Bi, Faloutsos, et al. - 2001
14 An EM approach to OD matrix estimation – Vanderbai, Iannone - 1994
5 An iterative procedure for estimation in contingency tables – Fienberg - 1970
2 Self-organizing time series model – Higuchi - 2001