Transient Reward Approximation for Continuous-Time Markov Chains

We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power grids, of computer virus vulnerability, and in the study of crowd dynamics. We use abstraction techniques together with novel algorithms for the computation of bounds on the expected final and accumulated rewards in continuous-time Markov decision processes (CTMDPs). These ingredients are combined in a partly symbolic and partly explicit (symblicit) analysis approach. In particular, we circumvent the use of multi-terminal decision diagrams, because the latter do not work well if facing a large number of different rates. We demonstrate the practical applicability and efficiency of the approach on two case studies.Comment: Accepted for publication in IEEE Transactions on Reliabilit

Construction of Polar Codes with Sublinear Complexity

Consider the problem of constructing a polar code of block length $N$ for the transmission over a given channel $W$. Typically this requires to compute the reliability of all the $N$ synthetic channels and then to include those that are sufficiently reliable. However, we know from [1], [2] that there is a partial order among the synthetic channels. Hence, it is natural to ask whether we can exploit it to reduce the computational burden of the construction problem. We show that, if we take advantage of the partial order [1], [2], we can construct a polar code by computing the reliability of roughly a fraction $1/\log^{3/2} N$ of the synthetic channels. In particular, we prove that $N/\log^{3/2} N$ is a lower bound on the number of synthetic channels to be considered and such a bound is tight up to a multiplicative factor $\log\log N$. This set of roughly $N/\log^{3/2} N$ synthetic channels is universal, in the sense that it allows one to construct polar codes for any $W$, and it can be identified by solving a maximum matching problem on a bipartite graph. Our proof technique consists of reducing the construction problem to the problem of computing the maximum cardinality of an antichain for a suitable partially ordered set. As such, this method is general and it can be used to further improve the complexity of the construction problem in case a new partial order on the synthetic channels of polar codes is discovered.Comment: 9 pages, 3 figures, presented at ISIT'17 and submitted to IEEE Trans. Inform. Theor

Exact Computation of Influence Spread by Binary Decision Diagrams

Evaluating influence spread in social networks is a fundamental procedure to estimate the word-of-mouth effect in viral marketing. There are enormous studies about this topic; however, under the standard stochastic cascade models, the exact computation of influence spread is known to be #P-hard. Thus, the existing studies have used Monte-Carlo simulation-based approximations to avoid exact computation. We propose the first algorithm to compute influence spread exactly under the independent cascade model. The algorithm first constructs binary decision diagrams (BDDs) for all possible realizations of influence spread, then computes influence spread by dynamic programming on the constructed BDDs. To construct the BDDs efficiently, we designed a new frontier-based search-type procedure. The constructed BDDs can also be used to solve other influence-spread related problems, such as random sampling without rejection, conditional influence spread evaluation, dynamic probability update, and gradient computation for probability optimization problems. We conducted computational experiments to evaluate the proposed algorithm. The algorithm successfully computed influence spread on real-world networks with a hundred edges in a reasonable time, which is quite impossible by the naive algorithm. We also conducted an experiment to evaluate the accuracy of the Monte-Carlo simulation-based approximation by comparing exact influence spread obtained by the proposed algorithm.Comment: WWW'1