arXiv subjects

Biao Chen

Publications and source records attributed to Biao Chen.

At least 37 records · Page 2Linked to original sources

arXiv2018

Distributed Detection in Ad Hoc Networks Through Quantized Consensus

We study asymptotic performance of distributed detection in large scale connected sensor networks. Contrasting to the canonical parallel network where a single node has access to local decisions from all other nodes, each node can only exchange information with its direct neighbors in the present setting. We establish that, with each node employing an identical one-bit quantizer for local information exchange, a novel consensus reaching approach can achieve the optimal asymptotic performance of centralized detection as the network size scales. The statement is true under three different detection frameworks: the Bayesian criterion where the maximum a posteriori detector is optimal, the Neyman-Pearson criterion with a constant type-I error probability constraint, and the Neyman-Pearson criterion with an exponential type-I error probability constraint. Leveraging recent development in distributed consensus reaching using bounded quantizers with possibly unbounded data (which are log-likelihood ratios of local observations in the context of distributed detection), we design a one-bit deterministic quantizer with controllable threshold that leads to desirable consensus error bounds. The obtained bounds are key to establishing the optimal asymptotic detection performance. In addition, we examine non-asymptotic performance of the proposed approach, and show that the type-I and type-II error probabilities at each node can be made arbitrarily close to the centralized ones simultaneously when a continuity condition is satisfied.

cs.IT↗

arXiv2018

K-medoids Clustering of Data Sequences with Composite Distributions

This paper studies clustering of data sequences using the k-medoids algorithm. All the data sequences are assumed to be generated from \emph{unknown} continuous distributions, which form clusters with each cluster containing a composite set of closely located distributions (based on a certain distance metric between distributions). The maximum intra-cluster distance is assumed to be smaller than the minimum inter-cluster distance, and both values are assumed to be known. The goal is to group the data sequences together if their underlying generative distributions (which are unknown) belong to one cluster. Distribution distance metrics based k-medoids algorithms are proposed for known and unknown number of distribution clusters. Upper bounds on the error probability and convergence results in the large sample regime are also provided. It is shown that the error probability decays exponentially fast as the number of samples in each data sequence goes to infinity. The error exponent has a simple form regardless of the distance metric applied when certain conditions are satisfied. In particular, the error exponent is characterized when either the Kolmogrov-Smirnov distance or the maximum mean discrepancy are used as the distance metric. Simulation results are provided to validate the analysis.

cs.LG↗

arXiv2018

Nonparametric Composite Hypothesis Testing in an Asymptotic Regime

We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis is important in many practical problems, where the number of variations that can exist within a family of distributions can be countably infinite. We introduce the notion of \emph{discrimination capacity}, which captures the largest exponential growth rate of the number of hypotheses relative to the sample size so that there exists a test with asymptotically vanishing probability of error. Our approach is based on various distributional distance metrics in order to incorporate the generative model of the data. We provide analyses of the error exponent using the maximum mean discrepancy (MMD) and Kolmogorov-Smirnov (KS) distance and characterize the corresponding discrimination rates, i.e., lower bounds on the discrimination capacity, for these tests. Finally, an upper bound on the discrimination capacity based on Fano's inequality is developed. Numerical results are presented to validate the theoretical results.

cs.IT↗

arXiv2018

Exponentially Consistent Kernel Two-Sample Tests

Given two sets of independent samples from unknown distributions $P$ and $Q$, a two-sample test decides whether to reject the null hypothesis that $P=Q$. Recent attention has focused on kernel two-sample tests as the test statistics are easy to compute, converge fast, and have low bias with their finite sample estimates. However, there still lacks an exact characterization on the asymptotic performance of such tests, and in particular, the rate at which the type-II error probability decays to zero in the large sample limit. In this work, we establish that a class of kernel two-sample tests are exponentially consistent with Polish, locally compact Hausdorff sample space, e.g., $\mathbb R^d$. The obtained exponential decay rate is further shown to be optimal among all two-sample tests satisfying the level constraint, and is independent of particular kernels provided that they are bounded continuous and characteristic. Our results gain new insights into related issues such as fair alternative for testing and kernel selection strategy. Finally, as an application, we show that a kernel based test achieves the optimal detection for off-line change detection in the nonparametric setting.

stat.ML↗

arXiv2017

Robust Kullback-Leibler Divergence and Universal Hypothesis Testing for Continuous Distributions

Universal hypothesis testing refers to the problem of deciding whether samples come from a nominal distribution or an unknown distribution that is different from the nominal distribution. Hoeffding's test, whose test statistic is equivalent to the empirical Kullback-Leibler divergence (KLD), is known to be asymptotically optimal for distributions defined on finite alphabets. With continuous observations, however, the discontinuity of the KLD in the distribution functions results in significant complications for universal hypothesis testing. This paper introduces a robust version of the classical KLD, defined as the KLD from a distribution to the L'evy ball of a known distribution. This robust KLD is shown to be continuous in the underlying distribution function with respect to the weak convergence. The continuity property enables the development of a universal hypothesis test for continuous observations that is shown to be asymptotically optimal for continuous distributions in the same sense as that of the Hoeffding's test for discrete distributions.

cs.IT↗

arXiv2017

Distributed Average Consensus with Bounded Quantizer and Unbounded Input

This paper considers distributed average consensus using finite-bit bounded quantizer with possibly unbounded data. Under the framework of the alternating direction method of multipliers (ADMM), we develop distributed averaging algorithms where each node iteratively updates using only the local information and finitely quantized outputs from its neighbors. It is shown that all the agent variables either converge to the same quantization level or cycle around the data average after finite iterations. An error bound for the consensus value is established, which turns out to be the same as that of using the unbounded rounding quantizer provided that an algorithm parameter (i.e., ADMM step size) is small enough. We also analyze the effect of the algorithm parameter and propose an adaptive parameter selection strategy that only requires knowledge of the number of agents in order to accelerate the algorithm with certain consensus accuracy guarantee. Finally, simulations are performed to illustrate the effectiveness of the proposed algorithms.

math.OC↗

arXiv2016

Autonomous Localization and Mapping Using a Single Mobile Device

This paper considers the problem of simultaneous 2-D room shape reconstruction and self-localization without the requirement of any pre-established infrastructure. A mobile device equipped with co-located microphone and loudspeaker as well as internal motion sensors is used to emit acoustic pulses and collect echoes reflected by the walls. Using only first order echoes, room shape recovery and self-localization is feasible when auxiliary information is obtained using motion sensors. In particular, it is established that using echoes collected at three measurement locations and the two distances between consecutive measurement points, unique localization and mapping can be achieved provided that the three measurement points are not collinear. Practical algorithms for room shape reconstruction and self-localization in the presence of noise and higher order echoes are proposed along with experimental results to demonstrate the effectiveness of the proposed approach.

cs.RO↗

arXiv2016

Quantized Consensus by the ADMM: Probabilistic versus Deterministic Quantizers

This paper develops efficient algorithms for distributed average consensus with quantized communication using the alternating direction method of multipliers (ADMM). We first study the effects of probabilistic and deterministic quantizations on a distributed ADMM algorithm. With probabilistic quantization, this algorithm yields linear convergence to the desired average in the mean sense with a bounded variance. When deterministic quantization is employed, the distributed ADMM either converges to a consensus or cycles with a finite period after a finite-time iteration. In the cyclic case, local quantized variables have the same mean over one period and hence each node can also reach a consensus. We then obtain an upper bound on the consensus error which depends only on the quantization resolution and the average degree of the network. Finally, we propose a two-stage algorithm which combines both probabilistic and deterministic quantizations. Simulations show that the two-stage algorithm, without picking small algorithm parameter, has consensus errors that are typically less than one quantization resolution for all connected networks where agents' data can be of arbitrary magnitudes.

eess.SY↗

arXiv2015

Quantized Consensus ADMM for Multi-Agent Distributed Optimization

Multi-agent distributed optimization over a network minimizes a global objective formed by a sum of local convex functions using only local computation and communication. We develop and analyze a quantized distributed algorithm based on the alternating direction method of multipliers (ADMM) when inter-agent communications are subject to finite capacity and other practical constraints. While existing quantized ADMM approaches only work for quadratic local objectives, the proposed algorithm can deal with more general objective functions (possibly non-smooth) including the LASSO. Under certain convexity assumptions, our algorithm converges to a consensus within $\log_{1+η}Ω$ iterations, where $η>0$ depends on the local objectives and the network topology, and $Ω$ is a polynomial determined by the quantization resolution, the distance between initial and optimal variable values, the local objective functions and the network topology. A tight upper bound on the consensus error is also obtained which does not depend on the size of the network.

math.OC↗

arXiv2014

Interactive Distributed Detection: Architecture and Performance Analysis

This paper studies the impact of interactive fusion on detection performance in tandem fusion networks with conditionally independent observations. Within the Neyman-Pearson framework, two distinct regimes are considered: the fixed sample size test and the large sample test. For the former, it is established that interactive distributed detection may strictly outperform the one-way tandem fusion structure. However, for the large sample regime, it is shown that interactive fusion has no improvement on the asymptotic performance characterized by the Kullback-Leibler (KL) distance compared with the simple one-way tandem fusion. The results are then extended to interactive fusion systems where the fusion center and the sensor may undergo multiple steps of memoryless interactions or that involve multiple peripheral sensors, as well as to interactive fusion with soft sensor outputs.

cs.IT↗

arXiv2014

On Quantizer Design for Distributed Bayesian Estimation in Sensor Networks

We consider the problem of distributed estimation under the Bayesian criterion and explore the design of optimal quantizers in such a system. We show that, for a conditionally unbiased and efficient estimator at the fusion center and when local observations have identical distributions, it is optimal to partition the local sensors into groups, with all sensors within a group using the same quantization rule. When all the sensors use identical number of decision regions, use of identical quantizers at the sensors is optimal. When the network is constrained by the capacity of the wireless multiple access channel over which the sensors transmit their quantized observations, we show that binary quantizers at the local sensors are optimal under certain conditions. Based on these observations, we address the location parameter estimation problem and present our optimal quantizer design approach. We also derive the performance limit for distributed location parameter estimation under the Bayesian criterion and find the conditions when the widely used threshold quantizer achieves this limit. We corroborate this result using simulations. We then relax the assumption of conditionally independent observations and derive the optimality conditions of quantizers for conditionally dependent observations. Using counter-examples, we also show that the previous results do not hold in this setting of dependent observations and, therefore, identical quantizers are not optimal.

cs.IT↗

arXiv2013

Decentralized Data Reduction with Quantization Constraints

A guiding principle for data reduction in statistical inference is the sufficiency principle. This paper extends the classical sufficiency principle to decentralized inference, i.e., data reduction needs to be achieved in a decentralized manner. We examine the notions of local and global sufficient statistics and the relationship between the two for decentralized inference under different observation models. We then consider the impacts of quantization on decentralized data reduction which is often needed when communications among sensors are subject to finite capacity constraints. The central question we intend to ask is: if each node in a decentralized inference system has to summarize its data using a finite number of bits, is it still optimal to implement data reduction using global sufficient statistics prior to quantization? We show that the answer is negative using a simple example and proceed to identify conditions under which sufficiency based data reduction followed by quantization is indeed optimal. They include the well known case when the data at decentralized nodes are conditionally independent as well as a class of problems with conditionally dependent observations that admit conditional independence structure through the introduction of an appropriately chosen hidden variable.

cs.IT↗

arXiv2013

Neutron electric dipole moment in CP violating BLMSSM

Considering the CP violating phases, we analyze the neutron electric dipole moment (EDM) in a CP violating supersymmetric extension of the standard model where baryon and lepton numbers are local gauge symmetries(BLMSSM). The contributions from the one loop diagrams and the Weinberg operators are taken into account. Adopting some assumptions on the relevant parameter space, we give the numerical results analysis. The numerical results for neutron EDM can reach $1.05\times 10^{-25}(e.cm)$, which is about the experimental upper limit.

hep-ph↗

arXiv2013

Capacity Bounds and Sum Rate Capacities of a CLass of Discrete Memoryless Interference Channels

This paper studies the capacity of a class of discrete memoryless interference channels where interference is defined analogous to that of Gaussian interference channel with one-sided weak interference. The sum-rate capacity of this class of channels is determined. As with the Gaussian case, the sum-rate capacity is achieved by letting the transceiver pair subject to interference communicate at a rate such that its message can be decoded at the unintended receiver using single user detection. It is also established that this class of discrete memoryless interference channels is equivalent in capacity region to certain degraded interference channels. This allows the construction of capacity outer-bounds using the capacity regions of associated degraded broadcast channels. The same technique is then used to determine the sum-rate capacity of discrete memoryless interference channels with mixed interference as defined in the paper. The obtained capacity bounds and sum-rate capacities are used to resolve the capacities of several new discrete memoryless interference channels.

cs.IT↗

arXiv2013

Wyner's Common Information: Generalizations and A New Lossy Source Coding Interpretation

Wyner's common information was originally defined for a pair of dependent discrete random variables. Its significance is largely reflected in, hence also confined to, several existing interpretations in various source coding problems. This paper attempts to both generalize its definition and to expand its practical significance by providing a new operational interpretation. The generalization is two-folded: the number of dependent variables can be arbitrary, so are the alphabet of those random variables. New properties are determined for the generalized Wyner's common information of N dependent variables. More importantly, a lossy source coding interpretation of Wyner's common information is developed using the Gray-Wyner network. In particular, it is established that the common information equals to the smallest common message rate when the total rate is arbitrarily close to the rate distortion function with joint decoding. A surprising observation is that such equality holds independent of the values of distortion constraints as long as the distortions are within some distortion region. Examples about the computation of common information are given, including that of a pair of dependent Gaussian random variables.

cs.IT↗

arXiv2012

On the Capacity of Multiple-Access-Z-Interference Channels

The capacity of a network in which a multiple access channel (MAC) generates interference to a single-user channel is studied. An achievable rate region based on superposition coding and joint decoding is established for the discrete case. If the interference is very strong, the capacity region is obtained for both the discrete memoryless channel and the Gaussian channel. For the strong interference case, the capacity region is established for the discrete memoryless channel; for the Gaussian case, we attain a line segment on the boundary of the capacity region. Moreover, the capacity region for the Gaussian channel is identified for the case when one interference link being strong, and the other being very strong. For a subclass of Gaussian channels with mixed interference, a boundary point of the capacity region is determined. Finally, for the Gaussian channel with weak interference, sum capacities are obtained under various channel coefficient and power constraint conditions.

cs.IT↗

arXiv2012

The Sufficiency Principle for Decentralized Data Reduction

This paper develops the sufficiency principle suitable for data reduction in decentralized inference systems. Both parallel and tandem networks are studied and we focus on the cases where observations at decentralized nodes are conditionally dependent. For a parallel network, through the introduction of a hidden variable that induces conditional independence among the observations, the locally sufficient statistics, defined with respect to the hidden variable, are shown to be globally sufficient for the parameter of inference interest. For a tandem network, the notion of conditional sufficiency is introduced and the related theories and tools are developed. Finally, connections between the sufficiency principle and some distributed source coding problems are explored.

cs.IT↗

arXiv2012

The Han-Kobayashi Region for a Class of Gaussian Interference Channels with Mixed Interference

A simple encoding scheme based on Sato's non-naïve frequency division is proposed for a class of Gaussian interference channels with mixed interference. The achievable region is shown to be equivalent to that of Costa's noiseberg region for the onesided Gaussian interference channel. This allows for an indirect proof that this simple achievable rate region is indeed equivalent to the Han-Kobayashi (HK) region with Gaussian input and with time sharing for this class of Gaussian interference channels with mixed interference.

cs.IT↗