Channel Allocation for Smooth Video Delivery over Cognitive Radio Networks

Video applications normally demand stringent quality-of-service (QoS) for the high quality and smooth video playback at the receiver. Since the network is usually shared by multiple applications with diverse QoS requirements, QoS provisioning is an important and difficult task for the efficient and smooth video delivery. In the context of cognitive radio (CR) networks, as the secondary or unlicensed users share a pool of bandwidth that is temporarily being unused by the primary or licensed users, there is an inevitable interference between the licensed primary users and the unlicensed CR devices. As a result, efficient and smooth video delivery becomes even more challenging as the channel spectrum is not only a precious resource, but also much more dynamic and intermittently available to secondary users. In this thesis, we focus on the provision of guaranteed QoS to video streaming subscribers in CR network. In video streaming applications, a playout buffer is typically deployed at the receiver to deal with the impact of the network dynamics. With different buffer storage, users can have different tolerance to the network dynamics. We exploit this feature for channel allocation in CR network. To this end, we model the channel availability as an on-off process which is stochastically known. Based on the bandwidth capacity and the specific buffer storage of users, we intelligently allocate the channels to maximize the overall network throughput while providing users with the smooth video playback, which is formulated as an optimization framework. Given the channel conditions and the video packet storage in the playout buffer, we propose a centralized scheme for provisioning the superior video service to users. Simulation results demonstrate that by exploiting the playout buffer of users, the proposed channel allocation scheme is robust against intense network dynamics and provides users with the elongated smooth video playback

Channel allocation for smooth video delivery over cognitive radio networks

This is the published version

Estimation for Varying Coefficient Models with Hierarchical Structure

The varying coefficient (VC) model is a generalization of ordinary linear model, which can not only retain strong interpretability but also has the flexibility of the nonparametric model. In this paper, we investigate a VC model with hierarchical structure. A unified variable selection method for VC model is proposed, which can simultaneously select the nonzero effects and estimate the unknown coefficient functions. Meanwhile, the selected model enforces the hierarchical structure, that is, interaction terms can be selected into the model only if the corresponding main effects are in the model. The kernel method is employed to estimate the varying coefficient functions, and a combined overlapped group Lasso regularization is introduced to implement variable selection to keep the hierarchical structure. It is proved that the proposed penalty estimators have oracle properties, that is, the coefficients are estimated as well as if the true model were known in advance. Simulation studies and a real data analysis are carried out to examine the performance of the proposed method in finite sample case

Estimation for Varying Coefficient Models with Hierarchical Structure

The varying coefficient (VC) model is a generalization of ordinary linear model, which can not only retain strong interpretability but also has the flexibility of the nonparametric model. In this paper, we investigate a VC model with hierarchical structure. A unified variable selection method for VC model is proposed, which can simultaneously select the nonzero effects and estimate the unknown coefficient functions. Meanwhile, the selected model enforces the hierarchical structure, that is, interaction terms can be selected into the model only if the corresponding main effects are in the model. The kernel method is employed to estimate the varying coefficient functions, and a combined overlapped group Lasso regularization is introduced to implement variable selection to keep the hierarchical structure. It is proved that the proposed penalty estimators have oracle properties, that is, the coefficients are estimated as well as if the true model were known in advance. Simulation studies and a real data analysis are carried out to examine the performance of the proposed method in finite sample case

A profile-type smoothed score function for a varying coefficient partially linear model

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Automatic variable selection for longitudinal generalized linear models

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Empirical likelihood inference in partially linear single-index models for longitudinal data

AbstractThe empirical likelihood method is especially useful for constructing confidence intervals or regions of parameters of interest. Yet, the technique cannot be directly applied to partially linear single-index models for longitudinal data due to the within-subject correlation. In this paper, a bias-corrected block empirical likelihood (BCBEL) method is suggested to study the models by accounting for the within-subject correlation. BCBEL shares some desired features: unlike any normal approximation based method for confidence region, the estimation of parameters with the iterative algorithm is avoided and a consistent estimator of the asymptotic covariance matrix is not needed. Because of bias correction, the BCBEL ratio is asymptotically chi-squared, and hence it can be directly used to construct confidence regions of the parameters without any extra Monte Carlo approximation that is needed when bias correction is not applied. The proposed method can naturally be applied to deal with pure single-index models and partially linear models for longitudinal data. Some simulation studies are carried out and an example in epidemiology is given for illustration

Empirical likelihood inference in partially linear single-index models for longitudinal data

The empirical likelihood method is especially useful for constructing confidence intervals or regions of parameters of interest. Yet, the technique cannot be directly applied to partially linear single-index models for longitudinal data due to the within-subject correlation. In this paper, a bias-corrected block empirical likelihood (BCBEL) method is suggested to study the models by accounting for the within-subject correlation. BCBEL shares some desired features: unlike any normal approximation based method for confidence region, the estimation of parameters with the iterative algorithm is avoided and a consistent estimator of the asymptotic covariance matrix is not needed. Because of bias correction, the BCBEL ratio is asymptotically chi-squared, and hence it can be directly used to construct confidence regions of the parameters without any extra Monte Carlo approximation that is needed when bias correction is not applied. The proposed method can naturally be applied to deal with pure single-index models and partially linear models for longitudinal data. Some simulation studies are carried out and an example in epidemiology is given for illustration.Longitudinal data Partially linear single-index model Empirical likelihood Confidence region Bias correction