Extending Causal Metamodeling to a non-Markovian Queue 文章

arXiv:2606.00795v1 Announce Type: cross Abstract: Metamodels for discrete-event simulations approximate the behavior of simulation models without running expensive simulations. Prior work introduced modular dynamic Bayesian networks (MDBNs) -- a class of metamodels that can estimate a range of probabilistic and causal queries (PCQs) using a single, trained model -- but the method was limited to Markovian systems. In this paper, we initiate an extension of MDBNs to non-Markovian queues by approximating non-exponential distributions using phase-type distributions. This approach raises novel challenges, including balancing metamodeling accuracy and tractability when choosing the number of phases, efficiently learning metamodel parameters, and choosing the sampling interval that is used to approximate a continuous-time simulation by a discrete-time MDBN. We provide preliminary solutions to these challenges, yielding the first causal metamodeling technique for non-Markovian systems.