Cooperative Synchronization in Wireless Networks

Synchronization is a key functionality in wireless network, enabling a wide variety of services. We consider a Bayesian inference framework whereby network nodes can achieve phase and skew synchronization in a fully distributed way. In particular, under the assumption of Gaussian measurement noise, we derive two message passing methods (belief propagation and mean field), analyze their convergence behavior, and perform a qualitative and quantitative comparison with a number of competing algorithms. We also show that both methods can be applied in networks with and without master nodes. Our performance results are complemented by, and compared with, the relevant Bayesian Cram\'er-Rao bounds

Geometry Helps to Compare Persistence Diagrams

Exploiting geometric structure to improve the asymptotic complexity of discrete assignment problems is a well-studied subject. In contrast, the practical advantages of using geometry for such problems have not been explored. We implement geometric variants of the Hopcroft--Karp algorithm for bottleneck matching (based on previous work by Efrat el al.) and of the auction algorithm by Bertsekas for Wasserstein distance computation. Both implementations use k-d trees to replace a linear scan with a geometric proximity query. Our interest in this problem stems from the desire to compute distances between persistence diagrams, a problem that comes up frequently in topological data analysis. We show that our geometric matching algorithms lead to a substantial performance gain, both in running time and in memory consumption, over their purely combinatorial counterparts. Moreover, our implementation significantly outperforms the only other implementation available for comparing persistence diagrams.Comment: 20 pages, 10 figures; extended version of paper published in ALENEX 201

Scaling Graph-based Semi Supervised Learning to Large Number of Labels Using Count-Min Sketch

Graph-based Semi-supervised learning (SSL) algorithms have been successfully used in a large number of applications. These methods classify initially unlabeled nodes by propagating label information over the structure of graph starting from seed nodes. Graph-based SSL algorithms usually scale linearly with the number of distinct labels (m), and require O(m) space on each node. Unfortunately, there exist many applications of practical significance with very large m over large graphs, demanding better space and time complexity. In this paper, we propose MAD-SKETCH, a novel graph-based SSL algorithm which compactly stores label distribution on each node using Count-min Sketch, a randomized data structure. We present theoretical analysis showing that under mild conditions, MAD-SKETCH can reduce space complexity at each node from O(m) to O(log m), and achieve similar savings in time complexity as well. We support our analysis through experiments on multiple real world datasets. We observe that MAD-SKETCH achieves similar performance as existing state-of-the-art graph- based SSL algorithms, while requiring smaller memory footprint and at the same time achieving up to 10x speedup. We find that MAD-SKETCH is able to scale to datasets with one million labels, which is beyond the scope of existing graph- based SSL algorithms.Comment: 9 page

Imperfect-Recall Abstractions with Bounds in Games

Imperfect-recall abstraction has emerged as the leading paradigm for practical large-scale equilibrium computation in incomplete-information games. However, imperfect-recall abstractions are poorly understood, and only weak algorithm-specific guarantees on solution quality are known. In this paper, we show the first general, algorithm-agnostic, solution quality guarantees for Nash equilibria and approximate self-trembling equilibria computed in imperfect-recall abstractions, when implemented in the original (perfect-recall) game. Our results are for a class of games that generalizes the only previously known class of imperfect-recall abstractions where any results had been obtained. Further, our analysis is tighter in two ways, each of which can lead to an exponential reduction in the solution quality error bound. We then show that for extensive-form games that satisfy certain properties, the problem of computing a bound-minimizing abstraction for a single level of the game reduces to a clustering problem, where the increase in our bound is the distance function. This reduction leads to the first imperfect-recall abstraction algorithm with solution quality bounds. We proceed to show a divide in the class of abstraction problems. If payoffs are at the same scale at all information sets considered for abstraction, the input forms a metric space. Conversely, if this condition is not satisfied, we show that the input does not form a metric space. Finally, we use these results to experimentally investigate the quality of our bound for single-level abstraction

Sequential Design for Optimal Stopping Problems

We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the stopping strategy. Namely, we introduce adaptive generation of the stochastic grids anchoring the simulated sample paths of the underlying state process. This allows for active learning of the classifiers partitioning the state space into the continuation and stopping regions. To this end, we examine sequential design schemes that adaptively place new design points close to the stopping boundaries. We then discuss dynamic regression algorithms that can implement such recursive estimation and local refinement of the classifiers. The new algorithm is illustrated with a variety of numerical experiments, showing that an order of magnitude savings in terms of design size can be achieved. We also compare with existing benchmarks in the context of pricing multi-dimensional Bermudan options.Comment: 24 page

Imbalanced Ensemble Classifier for learning from imbalanced business school data set

Private business schools in India face a common problem of selecting quality students for their MBA programs to achieve the desired placement percentage. Generally, such data sets are biased towards one class, i.e., imbalanced in nature. And learning from the imbalanced dataset is a difficult proposition. This paper proposes an imbalanced ensemble classifier which can handle the imbalanced nature of the dataset and achieves higher accuracy in case of the feature selection (selection of important characteristics of students) cum classification problem (prediction of placements based on the students' characteristics) for Indian business school dataset. The optimal value of an important model parameter is found. Numerical evidence is also provided using Indian business school dataset to assess the outstanding performance of the proposed classifier