Professor Michel Mandjes
Faculty of Science Professor
University of Amsterdam
Publications
Invited talks, refereed proceedings and other conference outputs
Juneja, S., & Mandjes M.
(2017). Combined Acceptance-rejection and Importance Sampling Methodologies for Perfect Sampling from Gibbs Point Processes.
Informs Annual Meet.
Kuhn, J., Mandjes M., Taimre T., & Kuhn J.
(2016). Anomaly identification with limited sampling budget.
2016 IEEE Information Theory Workshop (ITW). doi: 10.1109/ITW.2016.7606827
Mandjes, M., Taylor P., & Taylor P.
(2016). Markov-Modulated Erlang Loss Queues.
The 25th International Workshop on Matrices and Statistics (IWMS 2016).
Kuhn, J., Mandjes M., & Taimre T.
(2015). Mean Shift Detection for State Space Models.
21st International Congress on Modelling and Simulation. 1703-1709. doi: 10.36334/MODSIM.2015.J2.kuhn
Kuhn, J., Mandjes M., Nazarathy Y., & Kuhn J.
(2015). Exploration vs Exploitation with Partially Observable Gaussian Autoregressive Arms.
8th International Conference on Performance Evaluation Methodologies and Tools. doi: 10.4108/icst.valuetools.2014.258207
Journal Articles
Kuhn, J., Mandjes M., & Taimre T.
(2019). Practical Aspects of False Alarm Control for Change Point Detection: Beyond Average Run Length.
Methodology and Computing in Applied Probability. 21(1), 25-42. doi: 10.1007/s11009-018-9636-1
Moka, S.. B., Juneja S.., & Mandjes M.
(2018). Analysis of Perfect Sampling Methods for Hard-sphere Models.
ACM SIGMETRICS Performance Evaluation Review. 45(2), 69 - 75. doi: 10.1145/3199524.3199536
Fiems, D., Mandjes M., & Patch B.
(2018). Networks of infinite-server queues with multiplicative transitions.
Performance Evaluation. 123-124, 35-49. doi: 10.1016/j.peva.2018.03.003
Kuhn, J., Mandjes M., & Taimre T.
(2018). Exact asymptotics of sample-mean-related rare-event probabilities.
Probability in the Engineering and Informational Sciences. 32(2), 207-228. doi: 10.1017/S0269964816000541
Mandjes, M., Patch B., & Walton N.
(2017). Detecting Markov Chain Instability: A Monte Carlo Approach.
Stochastic Systems. 7(2), doi: 10.1287/stsy.2017.0003
Mandjes, M., Taylor P., & De Turck K..
(2017). The Markov-modulated Erlang loss system.
Performance Evaluation. 116, 53 - 69. doi: 10.1016/j.peva.2017.08.005
Fiems, D., Mandjes M., & Patch B.
(2017). Networks of Infinite-Server Queues with Multiplicative Transitions.
Mandjes, M., & Taylor P.
(2016). The running maximum of a level-dependent quasi-birth-and-death process.
Probability in the Engineering and Informational Sciences. 30(02), 212-223. doi: 10.1017/S026996481500039X
Technical reports and unrefereed outputs
Mandjes, M., Patch B., & Walton N. S.
(2016). Detecting Markov chain instability: A Monte Carlo approach.
