Werner Sandmann

Dr. rer. nat., Dipl.-Inform.

Saarland University
Campus E1 3, Room 315
66123 Saarbrücken

E-Mail: werner.sandmann(–ätt–)uni-saarland.de

 

Publications

Hendrik Baumann, Werner Sandmann.
Multi-Server Tandem Queue with Markovian Arrival Process, Phase-Type Service Times, and Finite Buffers.
European Journal of Operational Research 256(1): 187-195, 2017.

Hendrik Baumann, Werner Sandmann.
Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.
PLoS ONE 11(3): e0152144, 2016.

Hendrik Baumann, Werner Sandmann.
Bounded Truncation Error for Long Run Averages in Infinite Markov Chains.
Journal of Applied Probability 52(3): 609-621, 2015.

Adam W. Grace, Dirk P. Kroese, Werner Sandmann.
Automated State-dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution.
Journal of Applied Probability 51(3): 741-755, 2014.

Hendrik Baumann, Werner Sandmann.
On Finite Long Run Costs and Rewards in Infinite Markov Chains.
Statistics & Probability Letters 91: 41-46, 2014.

Hendrik Baumann, Tugrul Dayar, M. Can Orhan, Werner Sandmann.
On the Numerical Solution of Kronecker-based Infinite Level-Dependent QBD Processes.
Performance Evaluation 70(9): 663-681, 2013.

Hendrik Baumann, Werner Sandmann.
Computing Stationary Expectations in Level-Dependent QBD Processes.
Journal of Applied Probability 50(1): 151-165, 2013.

Werner Sandmann.
Quantitative Fairness for Assessing Perceived Service Quality in Queues.
Operational Research 13(2): 153-186, 2013.

Linar Mikeev, Werner Sandmann, Verena Wolf.
Numerical Approximation of Rare Event Probabilities in Biochemically Reacting Systems.
Computational Methods in Systems Biology. Lecture Notes in Computer Science, Volume 8130, pp. 5-18, Springer, 2013.

Hendrik Baumann, Tugrul Dayar, M. Can Orhan, Werner Sandmann.
On the Numerical Solution of Kronecker-based Infinite Level-Dependent QBD Processes.
Technical Report BU-CE-1206, Bilkent University, Department of Computer Engineering, 2012.

Werner Sandmann.
Delays in a Series of Queues with Correlated Service Times.
Journal of Network and Computer Applications 35(5): 1415-1423, 2012.

Hendrik Baumann, Werner Sandmann.
Steady State Analysis of Level Dependent Quasi-Birth-and-Death Processes with Catastrophes.
Computers & Operations Research 39(2): 413-423, 2012.

Hendrik Baumann, Werner Sandmann.
Markovian Modeling and Security Measure Analysis for Networks under Flooding DoS Attacks.
Proceedings of the 20th Euromicro International Conference on Parallel, Distributed, and Network-Based Processing, PDP, pp. 298-302, 2012.

Werner Sandmann.
Buffer Occupancies in Tandem Networks with Size-Retaining Data Packets.
Proceedings of the 21st International Conference on Computer Communication Networks. ICCCN, 2012.

Tugrul Dayar, Werner Sandmann, David Spieler, Verena Wolf.
Infinite Level-Dependent QBD Processes and Matrix-Analytic Solutions for Stochastic Chemical Kinetics.
Advances in Applied Probability 43(4): 1005-1026, 2011.

Linar Mikeev, Werner Sandmann, Verena Wolf.
Efficient Calculation of Rare Event Probabilities in Markovian Queueing Networks.
Proceedings of the 5th International Conference on Performance Evaluation Methodologies and Tools, VALUETOOLS, pp. 186-196, 2011.

Hendrik Baumann, Werner Sandmann.
Numerical Solution of Level Dependent Quasi-Birth-and-Death Processes.
Procedia Computer Science 1(1): 1561-1569, 2010.

Werner Sandmann.
Delays in a Series of Queues: Independent versus Identical Service Times. (Best Paper Award)
Proceedings of the 15th IEEE Symposium on Computers and Communications, ISCC, pp. 32-37, 2010.

Werner Sandmann.
Sequential Estimation for Prescribed Statistical Accuracy in Stochastic Simulation of Biological Systems.
Mathematical Biosciences 221(1). 43-53, 2009.

Werner Sandmann.
Rare Event Simulation Methodologies in Systems Biology.
In G. Rubino, B. Tuffin (eds.): Rare Event Simulation Using Monte Carlo Methods.
John Wiley & Sons, 2009.

Werner Sandmann.
Streamlined Formulation of Adaptive Explicit-Implicit Tau-Leaping with Automatic Tau Selection.
Proceedings of the 2009 Winter Simulation Conference, WSC, pp. 1104-1112, 2009.

Poul E. Heegaard, Werner Sandmann.
Importance Sampling Simulation of Phase-Type Queues.
Proceedings of the 2009 Winter Simulation Conference, WSC, pp. 1136-1145, 2009.

Irina Dyudenko, Evsey Morozov, Michele Pagano, Werner Sandmann.
Comparative Study of Effective Bandwidth Estimators: Batch Means and Regenerative Cycles.
Proceedings of the 6th St. Petersburg Workshop on Simulation, pp. 1003-1008, 2009.

Werner Sandmann.
Multistep Methods for Markovian Event Systems.
Proceedings of the 6th St. Petersburg Workshop on Simulation, pp. 715-720, 2009.

Werner Sandmann, Oleksandr Bober.
Stochastic Models for Intermittent Demands Forecasting and Stock Control.
Proceedings of the 6th Vienna Conference on Mathematical Modelling, MATHMOD, 2009.

Werner Sandmann.
Exposition and Streamlined Formulation of Adaptive Explicit-Implicit Tau-Leaping.
Technical Report, Computer Science Department, University of Bamberg, January 2009.

Werner Sandmann.
Discrete-Time Stochastic Modeling and Simulation of Biochemical Networks.
Computational Biology and Chemistry 32(4): 292-297, 2008.

Poul E. Heegaard, Werner Sandmann.
Ant Colony Optimized Importance Sampling: Principles, Applications and Challenges.
Procedings of the 7th International Workshop on Rare Event Simulation, Ext. Abstract [pdf Slides], RESIM, 2008.

Karsten Loesing, Werner Sandmann, Christian Wilms, Guido Wirtz.
Performance Measurements and Statistics of Tor Hidden Services.
Proceedings of the 2008 International Symposium on Applications and the Internet, SAINT 2008, pp. 1-7,  2008.

Werner Sandmann, Christian Maier.
On the Statistical Accuracy of Stochastic Simulation Algorithms Implemented in Dizzy.
Proceedings of the 5th International Workshop on Computational Systems Biology, WCSB, 2008.

Werner Sandmann, Verena Wolf.
Computational Probability for Systems Biology.
Proceedings of the 2008 Workshop on Formal Methods in Systems Biology, FMSB.
Lecture Notes in Computer Science (LNCS) , Volume 5054, pp. 33-47, Springer, 2008.

Werner Sandmann (ed.).
Special Issue on Rare Event Simulation Methodologies and Applications. Part  I Part II.
SIMULATION 83(11-12), 2007.

Poul E. Heegaard, Werner Sandmann.
Ant-Based Approach for Determining the Change of Measure in Importance Sampling.
Proceedings of the 2007 Winter Simulation Conference, pp. 412-420, IEEE Press, 2007.

Poul E. Heegaard, Werner Sandmann.
Efficient Simulation of Optical Ring Networks with Intermittent Transceiver Faults.
Proceedings of the 15th Annual IEEE Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems,
MASCOTS 2007, pp.437-443, IEEE Computer Society Press, 2007.

Werner Sandmann.
Simultaneous Stochastic Simulation of Multiple Perturbations in Biological Network Models.
Proceedingsof the 2007 International Conference on Computational Methods in Systems Biology, CMSB 2007.
Lecture Notes in Computer Science, Volume 4695, pp. 15-31, Springer, 2007.

Werner Sandmann.
Stochastic Simulation of Biochemical Systems via Discrete-Time Conversion.
Proceedings of the 2nd Conference on Foundations of Systems Biology in Engineering,
FOSBE 2007, pp. 267-272, Stuttgart, Germany, 9-12 September, Fraunhofer IRB Verlag, 2007.

Poul E. Heegaard, Werner Sandmann.
Evaluating Differentiated Quality of Service Parameters in Optical Packet Switching.
Proceedings of the 7th Int. Conf. on Next Generation Teletraffic and Wired/Wireless Advanced Networking, NEW2AN 2007.
Lecture Notes in Computer Science, Volume 4712, pp. 162-174, Springer, 2007.

Poul E. Heegaard, Werner Sandmann.
Efficient Estimation of Loss Rates in Optical Packet Switched Networks with Wavelength Conversion.
Proceedings of the 2nd International Conference on Systems and Networks Communications, ICSNC 2007,
Article 59, 6 pages, IEEE Computer Society Press, 2007.

Jose H. Blanchet, Peter W. Glynn, Pierre L’Ecuyer, Werner Sandmann, Bruno Tuffin.
Asymptotic Robustness of Estimators in Rare-Event Simulation.
Proceedings of the 2007 INFORMS Simulation Society Research Workshop, 2007.

Werner Sandmann.
Performance Evaluation of Dependent Two-Stage Services.
Proceedings of the 21st European Conference on Modelling and Simulation, ECMS 2007, pp. 74-79,  SCS Press, 2007.

Werner Sandmann.
Applicability of Importance Sampling to Coupled Molecular Reactions.
Proceedings of the 12th International Conference on Applied Stochastic Models and Data Analysis, ASMDA 2007, CD Edition, 8 pages.

Werner Sandmann.
Efficiency of Importance Sampling Estimators.
Journal of Simulation 1(2): 137-145. Palgrave Macmillan, 2007.

Hauke Busch, Werner Sandmann, Verena Wolf.
A Numerical Aggregation Algorithm for the Enzyme-Catalyzed Substrate Conversion.
Proceedings of the International Conference on Computational Methods in Systems Biology, CMSB’06.
Lecture Notes in Computer Science, Volume 4210, pp. 298-311, Springer, 2006.

Bruno Tuffin, Pierre L’Ecuyer, Werner Sandmann.
Robustness Properties for Simulations of Highly Reliable Systems.
Proceedings of the 6th International Workshop on Rare Event Simulation, RESIM 2006, pp. 107-118.

Werner Sandmann (editor).
Proceedings of the 6th International Workshop on Rare Event Simulation
RESIM 2006, Bamberg, Germany, 8-10 October 2006, 296 pages.

Werner Sandmann, Verena Wolf.
A Computational Stochastic Modeling Formalism for Biological Networks.
Proceedings of the 3rd International Conference on Bioinformatics, Computational and Systems Biology, BCSB 2006.

Werner Sandmann.
Scheduling to Improve Queue Justice.
Proceedings of the 20th European Conference on Modelling and Simulation, ECMS 2006, pp. 372-377.

Werner Sandmann.
Analysis of a Queueing Fairness Measure.
Proceedings of the 13th GI/ITG Conf. on Measurement, Modelling and Evaluation of Computer and Communication Systems, MMB2006, VDE Verlag, 2006, pp. 219-231.

Werner Sandmann.
Importance Sampling in Markovian Settings.
Proceedings of the 2005 Winter Simulation Conference, WSC’05, Omnipress, 2005, pp. 499-508.

Werner Sandmann.
On Optimal Importance Sampling for Discrete-Time Markov Chains.
Proceedings of the 2nd International Conference on Quantitative Evaluation of Systems, QEST’05, IEEE Computer Society Press, 2005, pp. 230-239.

Michele Pagano, Werner Sandmann
Efficient Rare Event Simulation – A Tutorial on Importance  Sampling.
Proceedings of the 3rd International Conference on Performance Modelling and Evaluation of Heterogeneous Networks, HET-NETs ’05,  T03/1-38.

Werner Sandmann.
A Discrimination Frequency Based Queueing Fairness Measure with Regard to Job Seniority and Service Requirement.
Proceedings of the 1st Euro NGI Conference on Next Generation Internet Networks – Traffic Engineering, NGI2005, IEEE Computer Society Press, 2005, pp. 106-113.

Werner Sandmann.
Fast Simulation of Excessive Population Size in Tandem Jackson Networks.
Proceedings of the 12th Annual IEEE Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems,
MASCOTS 2004, IEEE Computer Society Press, 2004, pp. 347-354.

Werner Sandmann.
State-Independent Importance Sampling for Markovian Tandem Queues
.
Proc. 5th International Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems, RESIM/COP, 2004.

Werner Sandmann.
Structured Description of Markovian Network Models and its Potentials for Efficient Rare Event Simulation.
Proceedings of the 2nd International Conference on Performance Modelling and Evaluation of Heterogeneous Networks, HET-NETs ’04, P39/1-10.

Werner Sandmann.
Relative Error and Asymptotic Optimality in Estimating Rare Event Probabilities by Importance Sampling.
Proceedings of the 2004 OR Society Simulation Workshop in Cooperation with ACM SIGSIM, SW’04, pp. 49-57.