Stochastic approximation of score functions for Gaussian processes

We discuss the statistical properties of a recently introduced unbiased stochastic approximation to the score equations for maximum likelihood calculation for Gaussian processes. Under certain conditions, including bounded condition number of the covariance matrix, the approach achieves $O(n)$ storage and nearly $O(n)$ computational effort per optimization step, where $n$ is the number of data sites. Here, we prove that if the condition number of the covariance matrix is bounded, then the approximate score equations are nearly optimal in a well-defined sense. Therefore, not only is the approximation efficient to compute, but it also has comparable statistical properties to the exact maximum likelihood estimates. We discuss a modification of the stochastic approximation in which design elements of the stochastic terms mimic patterns from a $2^n$ factorial design. We prove these designs are always at least as good as the unstructured design, and we demonstrate through simulation that they can produce a substantial improvement over random designs. Our findings are validated by numerical experiments on simulated data sets of up to 1 million observations. We apply the approach to fit a space-time model to over 80,000 observations of total column ozone contained in the latitude band $40^{\circ}$-$50^{\circ}$N during April 2012.Comment: Published in at http://dx.doi.org/10.1214/13-AOAS627 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Interference Cancellation at the Relay for Multi-User Wireless Cooperative Networks

We study multi-user transmission and detection schemes for a multi-access relay network (MARN) with linear constraints at all nodes. In a $(J, J_a, R_a, M)$ MARN, $J$ sources, each equipped with $J_a$ antennas, communicate to one $M$-antenna destination through one $R_a$-antenna relay. A new protocol called IC-Relay-TDMA is proposed which takes two phases. During the first phase, symbols of different sources are transmitted concurrently to the relay. At the relay, interference cancellation (IC) techniques, previously proposed for systems with direct transmission, are applied to decouple the information of different sources without decoding. During the second phase, symbols of different sources are forwarded to the destination in a time division multi-access (TDMA) fashion. At the destination, the maximum-likelihood (ML) decoding is performed source-by-source. The protocol of IC-Relay-TDMA requires the number of relay antennas no less than the number of sources, i.e., $R_a\ge J$. Through outage analysis, the achievable diversity gain of the proposed scheme is shown to be $\min\{J_a(R_a-J+1),R_aM\}$. When {\small$M\le J_a\left(1-\frac{J-1}{R_a}\right)$}, the proposed scheme achieves the maximum interference-free (int-free) diversity gain $R_aM$. Since concurrent transmission is allowed during the first phase, compared to full TDMA transmission, the proposed scheme achieves the same diversity, but with a higher symbol rate.Comment: submitted to IEEE Transaction on Wireless Communicatio