Dispersion for Data-Driven Algorithm Design, Online Learning, and Private Optimization

Data-driven algorithm design, that is, choosing the best algorithm for a specific application, is a crucial problem in modern data science. Practitioners often optimize over a parameterized algorithm family, tuning parameters based on problems from their domain. These procedures have historically come with no guarantees, though a recent line of work studies algorithm selection from a theoretical perspective. We advance the foundations of this field in several directions: we analyze online algorithm selection, where problems arrive one-by-one and the goal is to minimize regret, and private algorithm selection, where the goal is to find good parameters over a set of problems without revealing sensitive information contained therein. We study important algorithm families, including SDP-rounding schemes for problems formulated as integer quadratic programs, and greedy techniques for canonical subset selection problems. In these cases, the algorithm's performance is a volatile and piecewise Lipschitz function of its parameters, since tweaking the parameters can completely change the algorithm's behavior. We give a sufficient and general condition, dispersion, defining a family of piecewise Lipschitz functions that can be optimized online and privately, which includes the functions measuring the performance of the algorithms we study. Intuitively, a set of piecewise Lipschitz functions is dispersed if no small region contains many of the functions' discontinuities. We present general techniques for online and private optimization of the sum of dispersed piecewise Lipschitz functions. We improve over the best-known regret bounds for a variety of problems, prove regret bounds for problems not previously studied, and give matching lower bounds. We also give matching upper and lower bounds on the utility loss due to privacy. Moreover, we uncover dispersion in auction design and pricing problems

Cramer-Rao bounds in the estimation of time of arrival in fading channels

This paper computes the Cramer-Rao bounds for the time of arrival estimation in a multipath Rice and Rayleigh fading scenario, conditioned to the previous estimation of a set of propagation channels, since these channel estimates (correlation between received signal and the pilot sequence) are sufficient statistics in the estimation of delays. Furthermore, channel estimation is a constitutive block in receivers, so we can take advantage of this information to improve timing estimation by using time and space diversity. The received signal is modeled as coming from a scattering environment that disperses the signal both in space and time. Spatial scattering is modeled with a Gaussian distribution and temporal dispersion as an exponential random variable. The impact of the sampling rate, the roll-off factor, the spatial and temporal correlation among channel estimates, the number of channel estimates, and the use of multiple sensors in the antenna at the receiver is studied and related to the mobile subscriber positioning issue. To our knowledge, this model is the only one of its kind as a result of the relationship between the space-time diversity and the accuracy of the timing estimation.Peer ReviewedPostprint (published version