Information Theoretic Study of Gaussian Graphical Models and Their Applications

In many problems we are dealing with characterizing a behavior of a complex stochastic system or its response to a set of particular inputs. Such problems span over several topics such as machine learning, complex networks, e.g., social or communication networks; biology, etc. Probabilistic graphical models (PGMs) are powerful tools that offer a compact modeling of complex systems. They are designed to capture the random behavior, i.e., the joint distribution of the system to the best possible accuracy. Our goal is to study certain algebraic and topological properties of a special class of graphical models, known as Gaussian graphs. First, we show that how Gaussian trees can be used to determine a particular complex system\u27s random behavior, i.e., determining a security robustness of a public communication channel characterized by a Gaussian tree. We show that in such public channels the secrecy capacity of the legitimate users Alice and Bob, in the presence of a passive adversary Eve, is strongly dependent on the underlying structure of the channel. This is done by defining a relevant privacy metric to capture the secrecy capacity of a communication and studying topological and algebraic features of a given Gaussian tree to quantify its security robustness. Next, we examine on how one can effectively produce random samples from such Gaussian tree. The primary concern in synthesis problems is about efficiency in terms of the amount of random bits required for synthesis, as well as the modeling complexity of the given stochastic system through which the Gaussian vector is synthesized. This is done through an optimization problem to propose an efficient algorithm by which we can effectively generate such random vectors. We further generalize the optimization formulation from Gaussian trees to Gaussian vectors with arbitrary structures. This is done by introducing a new latent factor model obtained by solving a constrained minimum determinant factor analysis (CMDFA) problem. We discuss the benefits of factor models in machine learning applications and in particular 3D image reconstruction problems, where our newly proposed CMDFA problem may be beneficial

Synthesis of Gaussian Trees with Correlation Sign Ambiguity: An Information Theoretic Approach

In latent Gaussian trees the pairwise correlation signs between the variables are intrinsically unrecoverable. Such information is vital since it completely determines the direction in which two variables are associated. In this work, we resort to information theoretical approaches to achieve two fundamental goals: First, we quantify the amount of information loss due to unrecoverable sign information. Second, we show the importance of such information in determining the maximum achievable rate region, in which the observed output vector can be synthesized, given its probability density function. In particular, we model the graphical model as a communication channel and propose a new layered encoding framework to synthesize observed data using upper layer Gaussian inputs and independent Bernoulli correlation sign inputs from each layer. We find the achievable rate region for the rate tuples of multi-layer latent Gaussian messages to synthesize the desired observables.Comment: 14 pages, 9 figures, part of this work is submitted to Allerton 2016 conference, UIUC, IL, US

Efficient Low Dimensional Representation of Vector Gaussian Distributions

This dissertation seeks to find optimal graphical tree model for low dimensional representation of vector Gaussian distributions. For a special case we assumed that the population co-variance matrix $\Sigma_x$ has an additional latent graphical constraint, namely, a latent star topology. We have found the Constrained Minimum Determinant Factor Analysis (CMDFA) and Constrained Minimum Trace Factor Analysis (CMTFA) decompositions of this special $\Sigma_x$ in connection with the operational meanings of the respective solutions. Characterizing the CMDFA solution of special $\Sigma_x$, according to the second interpretation of Wyner\u27s common information, is equivalent to solving the source coding problem of finding the minimum rate of information required to synthesize a vector following distribution arbitrarily close to the observed vector. In search of finding optimal solution to the common information problem for more general population co-variance matrices where the closed-form solutions are non existent, we have proposed a novel neural network based approach. In the theoretical segment of this dissertation, we have shown that for this special $\Sigma_x$ both CMDFA and CMTFA can have either a rank $1$ or a rank $n-1$ solution and nothing in between. For both CMDFA and CMTFA, the special case of a rank $1$ solution, corresponds to the case where just one latent variable captures all the dependencies among the observables giving rise to a star topology. We found explicit conditions for both rank $1$ and rank $n- 1$ solutions for CMDFA as well as CMTFA. We have analytically characterized the common solution space that CMDFA and CMTFA share with each other despite working with different objective functions. In the computational segment of this dissertation, we have proposed a novel variational approach to solve common information problem for more general data i.e. non-star yet Gaussian data or even non-Gaussian data. Our approach is devoted to searching for a model that can capture the constraints of the common information problem. We studied the Variational Auto-encoder (VAE) framework as a potential candidate to capture the constraints of the common information problem and established some insightful connections between VAE structure and the common information problem. So far we have designed and implemented four different neural network based models and all of them incorporates the VAE framework in their structure. We have formulated a set of metrics to justify the closeness of the obtained results by these models to the desired benchmarks. The theoretical CMDFA solution obtained for the special cases serves as the benchmark when it comes to testing the efficacy of the variational models we designed. Considering the ease of analysis our investigation so far has been limited to $3$-dimensional data. Our investigation has revealed some interesting insights about the trade-off between model capacity and the intricacy of data distribution. Our next plan is to design a hybrid model combining the useful properties from different models. We will keep exploring in pursuit of a variational model capable of finding an optimal common information solution for higher dimensional data underlying arbitrary structures

A Gaussian Source Coding Perspective on Caching and Total Correlation

Communication technology has advanced up to a point where children are getting unfamiliar with themost iconic symbol in IT: the loading icon. We no longer wait for something to come on TV, nor for a download to complete. All the content we desire is available in instantaneous and personalized streams. Whereas users benefit tremendously from the increased freedom, the network suffers. Not only do personalized data streams increase the load overall, the instantaneous aspect concentrates traffic around peak hours. The heaviest (mostly video) applications are used predominantly during the evening hours. Caching is a tool to balance traffic without compromising the ‘on-demand’ aspect of content delivery; by sending data in advance a server can avoid peak traffic. The challenge is, of course, that in advance the server has no clue what data the user might be interested in. We study this problem in a lossy source coding setting with Gaussian sources specifically, using amodel based on the Gray–Wyner network. Ultimately caching is a trade-off between anticipating the precise demand through user habits versus ‘more bang for buck’ by exploiting correlation among the files in the database. For two Gaussian sources and using Gaussian codebooks we derive this trade-off completely. Particularly interesting is the case when the user has no preference for some content a-priori, caching then becomes an application of the concepts ofWyner’s common information and Watanabe’s total correlation. We study these concepts in databases of more than two sources where we derive that caching all of the information shared by multiple Gaussians is easy, whereas caching some is hard. We characterize the former, provide an inner bound for the latter and conjecture for which class of Gaussians it is tight. Later we also study how to most efficiently capture the total correlation that exists between two sets of Gaussians. As a final chapter, we study the applicability of caching of discrete information sources by actually building such algorithms, using convolutional codes to ‘cache and compress’. We provide a proof of concept of the practicality for doubly symmetric and circularly symmetric binary sources. Lastly we provide a discussion on challenges to be overcome for generalizing such algorithms

Capacity-Achieving Coding Mechanisms: Spatial Coupling and Group Symmetries

The broad theme of this work is in constructing optimal transmission mechanisms for a wide variety of communication systems. In particular, this dissertation provides a proof of threshold saturation for spatially-coupled codes, low-complexity capacity-achieving coding schemes for side-information problems, a proof that Reed-Muller and primitive narrow-sense BCH codes achieve capacity on erasure channels, and a mathematical framework to design delay sensitive communication systems. Spatially-coupled codes are a class of codes on graphs that are shown to achieve capacity universally over binary symmetric memoryless channels (BMS) under belief-propagation decoder. The underlying phenomenon behind spatial coupling, known as “threshold saturation via spatial coupling”, turns out to be general and this technique has been applied to a wide variety of systems. In this work, a proof of the threshold saturation phenomenon is provided for irregular low-density parity-check (LDPC) and low-density generator-matrix (LDGM) ensembles on BMS channels. This proof is far simpler than published alternative proofs and it remains as the only technique to handle irregular and LDGM codes. Also, low-complexity capacity-achieving codes are constructed for three coding problems via spatial coupling: 1) rate distortion with side-information, 2) channel coding with side-information, and 3) write-once memory system. All these schemes are based on spatially coupling compound LDGM/LDPC ensembles. Reed-Muller and Bose-Chaudhuri-Hocquengham (BCH) are well-known algebraic codes introduced more than 50 years ago. While these codes are studied extensively in the literature it wasn’t known whether these codes achieve capacity. This work introduces a technique to show that Reed-Muller and primitive narrow-sense BCH codes achieve capacity on erasure channels under maximum a posteriori (MAP) decoding. Instead of relying on the weight enumerators or other precise details of these codes, this technique requires that these codes have highly symmetric permutation groups. In fact, any sequence of linear codes with increasing blocklengths whose rates converge to a number between 0 and 1, and whose permutation groups are doubly transitive achieve capacity on erasure channels under bit-MAP decoding. This pro-vides a rare example in information theory where symmetry alone is sufficient to achieve capacity. While the channel capacity provides a useful benchmark for practical design, communication systems of the day also demand small latency and other link layer metrics. Such delay sensitive communication systems are studied in this work, where a mathematical framework is developed to provide insights into the optimal design of these systems

Lecture Notes on Network Information Theory

These lecture notes have been converted to a book titled Network Information Theory published recently by Cambridge University Press. This book provides a significantly expanded exposition of the material in the lecture notes as well as problems and bibliographic notes at the end of each chapter. The authors are currently preparing a set of slides based on the book that will be posted in the second half of 2012. More information about the book can be found at http://www.cambridge.org/9781107008731/. The previous (and obsolete) version of the lecture notes can be found at http://arxiv.org/abs/1001.3404v4/

Web service composition: A survey of techniques and tools

Web services are a consolidated reality of the modern Web with tremendous, increasing impact on everyday computing tasks. They turned the Web into the largest, most accepted, and most vivid distributed computing platform ever. Yet, the use and integration of Web services into composite services or applications, which is a highly sensible and conceptually non-trivial task, is still not unleashing its full magnitude of power. A consolidated analysis framework that advances the fundamental understanding of Web service composition building blocks in terms of concepts, models, languages, productivity support techniques, and tools is required. This framework is necessary to enable effective exploration, understanding, assessing, comparing, and selecting service composition models, languages, techniques, platforms, and tools. This article establishes such a framework and reviews the state of the art in service composition from an unprecedented, holistic perspective

On unifying sparsity and geometry for image-based 3D scene representation

Demand has emerged for next generation visual technologies that go beyond conventional 2D imaging. Such technologies should capture and communicate all perceptually relevant three-dimensional information about an environment to a distant observer, providing a satisfying, immersive experience. Camera networks offer a low cost solution to the acquisition of 3D visual information, by capturing multi-view images from different viewpoints. However, the camera's representation of the data is not ideal for common tasks such as data compression or 3D scene analysis, as it does not make the 3D scene geometry explicit. Image-based scene representations fundamentally require a multi-view image model that facilitates extraction of underlying geometrical relationships between the cameras and scene components. Developing new, efficient multi-view image models is thus one of the major challenges in image-based 3D scene representation methods. This dissertation focuses on defining and exploiting a new method for multi-view image representation, from which the 3D geometry information is easily extractable, and which is additionally highly compressible. The method is based on sparse image representation using an overcomplete dictionary of geometric features, where a single image is represented as a linear combination of few fundamental image structure features (edges for example). We construct the dictionary by applying a unitary operator to an analytic function, which introduces a composition of geometric transforms (translations, rotation and anisotropic scaling) to that function. The advantage of this approach is that the features across multiple views can be related with a single composition of transforms. We then establish a connection between image components and scene geometry by defining the transforms that satisfy the multi-view geometry constraint, and obtain a new geometric multi-view correlation model. We first address the construction of dictionaries for images acquired by omnidirectional cameras, which are particularly convenient for scene representation due to their wide field of view. Since most omnidirectional images can be uniquely mapped to spherical images, we form a dictionary by applying motions on the sphere, rotations, and anisotropic scaling to a function that lives on the sphere. We have used this dictionary and a sparse approximation algorithm, Matching Pursuit, for compression of omnidirectional images, and additionally for coding 3D objects represented as spherical signals. Both methods offer better rate-distortion performance than state of the art schemes at low bit rates. The novel multi-view representation method and the dictionary on the sphere are then exploited for the design of a distributed coding method for multi-view omnidirectional images. In a distributed scenario, cameras compress acquired images without communicating with each other. Using a reliable model of correlation between views, distributed coding can achieve higher compression ratios than independent compression of each image. However, the lack of a proper model has been an obstacle for distributed coding in camera networks for many years. We propose to use our geometric correlation model for distributed multi-view image coding with side information. The encoder employs a coset coding strategy, developed by dictionary partitioning based on atom shape similarity and multi-view geometry constraints. Our method results in significant rate savings compared to independent coding. An additional contribution of the proposed correlation model is that it gives information about the scene geometry, leading to a new camera pose estimation method using an extremely small amount of data from each camera. Finally, we develop a method for learning stereo visual dictionaries based on the new multi-view image model. Although dictionary learning for still images has received a lot of attention recently, dictionary learning for stereo images has been investigated only sparingly. Our method maximizes the likelihood that a set of natural stereo images is efficiently represented with selected stereo dictionaries, where the multi-view geometry constraint is included in the probabilistic modeling. Experimental results demonstrate that including the geometric constraints in learning leads to stereo dictionaries that give both better distributed stereo matching and approximation properties than randomly selected dictionaries. We show that learning dictionaries for optimal scene representation based on the novel correlation model improves the camera pose estimation and that it can be beneficial for distributed coding