An extension of McDiarmid's inequality

We derive an extension of McDiarmid's inequality for functions $f$ with bounded differences on a high probability set ${\cal Y}$ (instead of almost surely). The behavior of $f$ outside ${\cal Y}$ may be arbitrary. The proof is short and elementary, and relies on an extension argument similar to Kirszbraun's theorem.Comment: Note (4 pages

Mixed Polling with Rerouting and Applications

Queueing systems with a single server in which customers wait to be served at a finite number of distinct locations (buffers/queues) are called discrete polling systems. Polling systems in which arrivals of users occur anywhere in a continuum are called continuous polling systems. Often one encounters a combination of the two systems: the users can either arrive in a continuum or wait in a finite set (i.e. wait at a finite number of queues). We call these systems mixed polling systems. Also, in some applications, customers are rerouted to a new location (for another service) after their service is completed. In this work, we study mixed polling systems with rerouting. We obtain their steady state performance by discretization using the known pseudo conservation laws of discrete polling systems. Their stationary expected workload is obtained as a limit of the stationary expected workload of a discrete system. The main tools for our analysis are: a) the fixed point analysis of infinite dimensional operators and; b) the convergence of Riemann sums to an integral. We analyze two applications using our results on mixed polling systems and discuss the optimal system design. We consider a local area network, in which a moving ferry facilitates communication (data transfer) using a wireless link. We also consider a distributed waste collection system and derive the optimal collection point. In both examples, the service requests can arrive anywhere in a subset of the two dimensional plane. Namely, some users arrive in a continuous set while others wait for their service in a finite set. The only polling systems that can model these applications are mixed systems with rerouting as introduced in this manuscript.Comment: to appear in Performance Evaluatio

Lipschitz Bandits: Regret Lower Bounds and Optimal Algorithms

We consider stochastic multi-armed bandit problems where the expected reward is a Lipschitz function of the arm, and where the set of arms is either discrete or continuous. For discrete Lipschitz bandits, we derive asymptotic problem specific lower bounds for the regret satisfied by any algorithm, and propose OSLB and CKL-UCB, two algorithms that efficiently exploit the Lipschitz structure of the problem. In fact, we prove that OSLB is asymptotically optimal, as its asymptotic regret matches the lower bound. The regret analysis of our algorithms relies on a new concentration inequality for weighted sums of KL divergences between the empirical distributions of rewards and their true distributions. For continuous Lipschitz bandits, we propose to first discretize the action space, and then apply OSLB or CKL-UCB, algorithms that provably exploit the structure efficiently. This approach is shown, through numerical experiments, to significantly outperform existing algorithms that directly deal with the continuous set of arms. Finally the results and algorithms are extended to contextual bandits with similarities.Comment: COLT 201

Hierarchical Beamforming: Resource Allocation, Fairness and Flow Level Performance

We consider hierarchical beamforming in wireless networks. For a given population of flows, we propose computationally efficient algorithms for fair rate allocation including proportional fairness and max-min fairness. We next propose closed-form formulas for flow level performance, for both elastic (with either proportional fairness and max-min fairness) and streaming traffic. We further assess the performance of hierarchical beamforming using numerical experiments. Since the proposed solutions have low complexity compared to conventional beamforming, our work suggests that hierarchical beamforming is a promising candidate for the implementation of beamforming in future cellular networks.Comment: 34 page

Multipath streaming: fundamental limits and efficient algorithms

We investigate streaming over multiple links. A file is split into small units called chunks that may be requested on the various links according to some policy, and received after some random delay. After a start-up time called pre-buffering time, received chunks are played at a fixed speed. There is starvation if the chunk to be played has not yet arrived. We provide lower bounds (fundamental limits) on the starvation probability of any policy. We further propose simple, order-optimal policies that require no feedback. For general delay distributions, we provide tractable upper bounds for the starvation probability of the proposed policies, allowing to select the pre-buffering time appropriately. We specialize our results to: (i) links that employ CSMA or opportunistic scheduling at the packet level, (ii) links shared with a primary user (iii) links that use fair rate sharing at the flow level. We consider a generic model so that our results give insight into the design and performance of media streaming over (a) wired networks with several paths between the source and destination, (b) wireless networks featuring spectrum aggregation and (c) multi-homed wireless networks.Comment: 24 page

Distributed coordination of self-organizing mechanisms in communication networks

The fast development of the Self-Organizing Network (SON) technology in mobile networks renders the problem of coordinating SON functionalities operating simultaneously critical. SON functionalities can be viewed as control loops that may need to be coordinated to guarantee conflict free operation, to enforce stability of the network and to achieve performance gain. This paper proposes a distributed solution for coordinating SON functionalities. It uses Rosen's concave games framework in conjunction with convex optimization. The SON functionalities are modeled as linear Ordinary Differential Equation (ODE)s. The stability of the system is first evaluated using a basic control theory approach. The coordination solution consists in finding a linear map (called coordination matrix) that stabilizes the system of SON functionalities. It is proven that the solution remains valid in a noisy environment using Stochastic Approximation. A practical example involving three different SON functionalities deployed in Base Stations (BSs) of a Long Term Evolution (LTE) network demonstrates the usefulness of the proposed method.Comment: submitted to IEEE TCNS. arXiv admin note: substantial text overlap with arXiv:1209.123