Distributed Nonparametric Sequential Spectrum Sensing under Electromagnetic Interference

A nonparametric distributed sequential algorithm for quick detection of spectral holes in a Cognitive Radio set up is proposed. Two or more local nodes make decisions and inform the fusion centre (FC) over a reporting Multiple Access Channel (MAC), which then makes the final decision. The local nodes use energy detection and the FC uses mean detection in the presence of fading, heavy-tailed electromagnetic interference (EMI) and outliers. The statistics of the primary signal, channel gain or the EMI is not known. Different nonparametric sequential algorithms are compared to choose appropriate algorithms to be used at the local nodes and the FC. Modification of a recently developed random walk test is selected for the local nodes for energy detection as well as at the fusion centre for mean detection. It is shown via simulations and analysis that the nonparametric distributed algorithm developed performs well in the presence of fading, EMI and is robust to outliers. The algorithm is iterative in nature making the computation and storage requirements minimal.Comment: 8 pages; 6 figures; Version 2 has the proofs for the theorems. Version 3 contains a new section on approximation analysi

Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations, and (2) {\em hedging}, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset.Comment: 19 pages, 12 pdf figures; final version to be published in IEEE Transactions on Information Theor

Novel channel sensing and access strategies in opportunistic spectrum access networks

textTraditionally radio spectrum was considered a commodity to be allocated in a fixed and centralized manner, but now the technical community and the regulators approach it as a shared resource that can be flexibly and intelligently shared between competing entities. In this thesis we focus on novel strategies to sense and access the radio spectrum within the framework of Opportunistic Spectrum Access via Cognitive Radio Networks (CRNs). In the first part we develop novel transmit opportunity detection methods that effectively exploit the gray space present in packet based networks. Our methods proactively detect the maximum safe transmit power that does not significantly affect the primary network nodes via an implicit feedback mechanism from the Primary network to the Secondary network. A novel use of packet interarrival duration is developed to robustly perform change detection in the primary network's Quality of Service. The methods are validated on real world IEEE 802.11 WLANs. In the second part we study the inferential use of Goodness-of-Fit tests for spectrum sensing applications. We provide the first comprehensive framework for decision fusion of an ensemble of goodness-of-fit tests through use of p-values. Also, we introduce a generalized Phi-divergence statistic to formulate goodness-of-fit tests that are tunable via a single parameter. We show that under uncertainty in the noise statistics or non-Gaussianity in the noise, the performance of such non-parametric tests is significantly superior to that of conventional spectrum sensing methods. Additionally, we describe a collaborative spatially separated version of the test for robust combining of tests in a distributed spectrum sensing setting. In the third part we develop the sequential energy detection problem for spectrum sensing and formulate a novel Sequential Energy Detector. Through extensive simulations we demonstrate that our doubly hierarchical sequential testing architecture delivers a significant throughput improvement of 2 to 6 times over the fixed sample size test while maintaining equivalent operating characteristics as measured by the Probabilities of Detection and False Alarm. We also demonstrate the throughput gains for a case study of sensing ATSC television signals in IEEE 802.22 systems.Electrical and Computer Engineerin

Universal Estimation of Directed Information

Four estimators of the directed information rate between a pair of jointly stationary ergodic finite-alphabet processes are proposed, based on universal probability assignments. The first one is a Shannon--McMillan--Breiman type estimator, similar to those used by Verd\'u (2005) and Cai, Kulkarni, and Verd\'u (2006) for estimation of other information measures. We show the almost sure and $L_1$ convergence properties of the estimator for any underlying universal probability assignment. The other three estimators map universal probability assignments to different functionals, each exhibiting relative merits such as smoothness, nonnegativity, and boundedness. We establish the consistency of these estimators in almost sure and $L_1$ senses, and derive near-optimal rates of convergence in the minimax sense under mild conditions. These estimators carry over directly to estimating other information measures of stationary ergodic finite-alphabet processes, such as entropy rate and mutual information rate, with near-optimal performance and provide alternatives to classical approaches in the existing literature. Guided by these theoretical results, the proposed estimators are implemented using the context-tree weighting algorithm as the universal probability assignment. Experiments on synthetic and real data are presented, demonstrating the potential of the proposed schemes in practice and the utility of directed information estimation in detecting and measuring causal influence and delay.Comment: 23 pages, 10 figures, to appear in IEEE Transactions on Information Theor

Probabilistic machine learning and artificial intelligence.

How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.The author acknowledges an EPSRC grant EP/I036575/1, the DARPA PPAML programme, a Google Focused Research Award for the Automatic Statistician and support from Microsoft Research.This is the author accepted manuscript. The final version is available from NPG at http://www.nature.com/nature/journal/v521/n7553/full/nature14541.html#abstract

Game-theoretic statistics and safe anytime-valid inference

Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty -- e-processes for testing and confidence sequences for estimation -- that remain valid at all stopping times, accommodating continuous monitoring and analysis of accumulating data and optional stopping or continuation for any reason. These measures crucially rely on test martingales, which are nonnegative martingales starting at one. Since a test martingale is the wealth process of a player in a betting game, SAVI centrally employs game-theoretic intuition, language and mathematics. We summarize the SAVI goals and philosophy, and report recent advances in testing composite hypotheses and estimating functionals in nonparametric settings.Comment: 25 pages. Under review. ArXiv does not compile/space some references properl