arXiv subjects

Jun Cai

Publications and source records attributed to Jun Cai.

31 records · Page 2Linked to original sources

arXiv2024

Worst-case values of target semi-variances with applications to robust portfolio selection

The expected regret and target semi-variance are two of the most important risk measures for downside risk. When the distribution of a loss is uncertain, and only partial information of the loss is known, their worst-case values play important roles in robust risk management for finance, insurance, and many other fields. Jagannathan (1977) derived the worst-case expected regrets when only the mean and variance of a loss are known and the loss is arbitrary, symmetric, or non-negative. While Chen et al. (2011) obtained the worst-case target semi-variances under similar conditions but focusing on arbitrary losses. In this paper, we first complement the study of Chen et al. (2011) on the worst-case target semi-variances and derive the closed-form expressions for the worst-case target semi-variance when only the mean and variance of a loss are known and the loss is symmetric or non-negative. Then, we investigate worst-case target semi-variances over uncertainty sets that represent undesirable scenarios faced by an investors. Our methods for deriving these worst-case values are different from those used in Jagannathan (1977) and Chen et al. (2011). As applications of the results derived in this paper, we propose robust portfolio selection methods that minimize the worst-case target semi-variance of a portfolio loss over different uncertainty sets. To explore the insights of our robust portfolio selection methods, we conduct numerical experiments with real financial data and compare our portfolio selection methods with several existing portfolio selection models related to the models proposed in this paper.

q-fin.RM↗

arXiv2024

Realizing Immersive Communications in Human Digital Twin by Edge Computing Empowered Tactile Internet: Visions and Case Study

Human digital twin (HDT) is expected to revolutionize the future human lifestyle and prompts the development of advanced human-centric applications (e.g., Metaverse) by bridging physical and virtual spaces. However, the fulfillment of HDT poses stringent demands on the pervasive connectivity, real-time feedback, multi-modal data transmission and ultra-high reliability, which urge the need of enabling immersive communications. In this article, we shed light on the design of an immersive communication framework for HDT by edge computing empowered tactile Internet (namely IC-HDT-ECoTI). Aiming at offering strong interactions and extremely immersive quality of experience, we introduce the system architecture of IC-HDT-ECoTI, and analyze its major design requirements and challenges. Moreover, we present core guidelines and detailed steps for system implementations. In addition, we conduct an experimental study based on our recently built testbed, which shows a particular use case of IC-HDT-ECoTI in physical therapy, and the obtained results indicate that the proposed framework can significantly improve the effectiveness of the system. Finally, we conclude this article with a brief discussion of open issues and future directions.

cs.HC↗

arXiv2024

Edge Computing Enabled Real-Time Video Analysis via Adaptive Spatial-Temporal Semantic Filtering

This paper proposes a novel edge computing enabled real-time video analysis system for intelligent visual devices. The proposed system consists of a tracking-assisted object detection module (TAODM) and a region of interesting module (ROIM). TAODM adaptively determines the offloading decision to process each video frame locally with a tracking algorithm or to offload it to the edge server inferred by an object detection model. ROIM determines each offloading frame's resolution and detection model configuration to ensure that the analysis results can return in time. TAODM and ROIM interact jointly to filter the repetitive spatial-temporal semantic information to maximize the processing rate while ensuring high video analysis accuracy. Unlike most existing works, this paper investigates the real-time video analysis systems where the intelligent visual device connects to the edge server through a wireless network with fluctuating network conditions. We decompose the real-time video analysis problem into the offloading decision and configurations selection sub-problems. To solve these two sub-problems, we introduce a double deep Q network (DDQN) based offloading approach and a contextual multi-armed bandit (CMAB) based adaptive configurations selection approach, respectively. A DDQN-CMAB reinforcement learning (DCRL) training framework is further developed to integrate these two approaches to improve the overall video analyzing performance. Extensive simulations are conducted to evaluate the performance of the proposed solution, and demonstrate its superiority over counterparts.

cs.CV↗

arXiv2024

Energy-Efficient UAV Swarm Assisted MEC with Dynamic Clustering and Scheduling

In this paper, the energy-efficient unmanned aerial vehicle (UAV) swarm assisted mobile edge computing (MEC) with dynamic clustering and scheduling is studied. In the considered system model, UAVs are divided into multiple swarms, with each swarm consisting of a leader UAV and several follower UAVs to provide computing services to end-users. Unlike existing work, we allow UAVs to dynamically cluster into different swarms, i.e., each follower UAV can change its leader based on the time-varying spatial positions, updated application placement, etc. in a dynamic manner. Meanwhile, UAVs are required to dynamically schedule their energy replenishment, application placement, trajectory planning and task delegation. With the aim of maximizing the long-term energy efficiency of the UAV swarm assisted MEC system, a joint optimization problem of dynamic clustering and scheduling is formulated. Taking into account the underlying cooperation and competition among intelligent UAVs, we further reformulate this optimization problem as a combination of a series of strongly coupled multi-agent stochastic games, and then propose a novel reinforcement learning-based UAV swarm dynamic coordination (RLDC) algorithm for obtaining the equilibrium. Simulations are conducted to evaluate the performance of the RLDC algorithm and demonstrate its superiority over counterparts.

cs.NI↗

arXiv2024

A Three-Party Repeated Coalition Formation Game for PLS in Wireless Communications with IRSs

In this paper, a repeated coalition formation game (RCFG) with dynamic decision-making for physical layer security (PLS) in wireless communications with intelligent reflecting surfaces (IRSs) has been investigated. In the considered system, one central legitimate transmitter (LT) aims to transmit secret signals to a group of legitimate receivers (LRs) under the threat of a proactive eavesdropper (EV), while there exist a number of third-party IRSs (TIRSs) which can choose to form a coalition with either legitimate pairs (LPs) or the EV to improve their respective performances in exchange for potential benefits (e.g., payments). Unlike existing works that commonly restricted to friendly IRSs or malicious IRSs only, we study the complicated dynamic ally-adversary relationships among LPs, EV and TIRSs, under unpredictable wireless channel conditions, and introduce a RCFG to model their long-term strategic interactions. Particularly, we first analyze the existence of Nash equilibrium (NE) in the formulated RCFG, and then propose a switch operations-based coalition selection along with a deep reinforcement learning (DRL)-based algorithm for obtaining such equilibrium. Simulations examine the feasibility of the proposed algorithm and show its superiority over counterparts.

cs.GT↗

arXiv2024

Dynamic Human Digital Twin Deployment at the Edge for Task Execution: A Two-Timescale Accuracy-Aware Online Optimization

Human digital twin (HDT) is an emerging paradigm that bridges physical twins (PTs) with powerful virtual twins (VTs) for assisting complex task executions in human-centric services. In this paper, we study a two-timescale online optimization for building HDT under an end-edge-cloud collaborative framework. As a unique feature of HDT, we consider that PTs' corresponding VTs are deployed on edge servers, consisting of not only generic models placed by downloading experiential knowledge from the cloud but also customized models updated by collecting personalized data from end devices. To maximize task execution accuracy with stringent energy and delay constraints, and by taking into account HDT's inherent mobility and status variation uncertainties, we jointly and dynamically optimize VTs' construction and PTs' task offloading, along with communication and computation resource allocations. Observing that decision variables are asynchronous with different triggers, we propose a novel two-timescale accuracy-aware online optimization approach (TACO). Specifically, TACO utilizes an improved Lyapunov method to decompose the problem into multiple instant ones, and then leverages piecewise McCormick envelopes and block coordinate descent based algorithms, addressing two timescales alternately. Theoretical analyses and simulations show that the proposed approach can reach asymptotic optimum within a polynomial-time complexity, and demonstrate its superiority over counterparts.

cs.NI↗

arXiv2023

A Revolution of Personalized Healthcare: Enabling Human Digital Twin with Mobile AIGC

Mobile Artificial Intelligence-Generated Content (AIGC) technology refers to the adoption of AI algorithms deployed at mobile edge networks to automate the information creation process while fulfilling the requirements of end users. Mobile AIGC has recently attracted phenomenal attentions and can be a key enabling technology for an emerging application, called human digital twin (HDT). HDT empowered by the mobile AIGC is expected to revolutionize the personalized healthcare by generating rare disease data, modeling high-fidelity digital twin, building versatile testbeds, and providing 24/7 customized medical services. To promote the development of this new breed of paradigm, in this article, we propose a system architecture of mobile AIGC-driven HDT and highlight the corresponding design requirements and challenges. Moreover, we illustrate two use cases, i.e., mobile AIGC-driven HDT in customized surgery planning and personalized medication. In addition, we conduct an experimental study to prove the effectiveness of the proposed mobile AIGC-driven HDT solution, which shows a particular application in a virtual physical therapy teaching platform. Finally, we conclude this article by briefly discussing several open issues and future directions.

cs.NI↗

arXiv2023

Networking Architecture and Key Supporting Technologies for Human Digital Twin in Personalized Healthcare: A Comprehensive Survey

Digital twin (DT), refers to a promising technique to digitally and accurately represent actual physical entities. One typical advantage of DT is that it can be used to not only virtually replicate a system's detailed operations but also analyze the current condition, predict future behaviour, and refine the control optimization. Although DT has been widely implemented in various fields, such as smart manufacturing and transportation, its conventional paradigm is limited to embody non-living entities, e.g., robots and vehicles. When adopted in human-centric systems, a novel concept, called human digital twin (HDT) has thus been proposed. Particularly, HDT allows in silico representation of individual human body with the ability to dynamically reflect molecular status, physiological status, emotional and psychological status, as well as lifestyle evolutions. These prompt the expected application of HDT in personalized healthcare (PH), which can facilitate remote monitoring, diagnosis, prescription, surgery and rehabilitation. However, despite the large potential, HDT faces substantial research challenges in different aspects, and becomes an increasingly popular topic recently. In this survey, with a specific focus on the networking architecture and key technologies for HDT in PH applications, we first discuss the differences between HDT and conventional DTs, followed by the universal framework and essential functions of HDT. We then analyze its design requirements and challenges in PH applications. After that, we provide an overview of the networking architecture of HDT, including data acquisition layer, data communication layer, computation layer, data management layer and data analysis and decision making layer. Besides reviewing the key technologies for implementing such networking architecture in detail, we conclude this survey by presenting future research directions of HDT.

cs.NI↗

arXiv2023

Outage Performance of Uplink Rate Splitting Multiple Access with Randomly Deployed Users

With the rapid proliferation of smart devices in wireless networks, more powerful technologies are expected to fulfill the network requirements of high throughput, massive connectivity, and diversify quality of service. To this end, rate splitting multiple access (RSMA) is proposed as a promising solution to improve spectral efficiency and provide better fairness for the next-generation mobile networks. In this paper, the outage performance of uplink RSMA transmission with randomly deployed users is investigated, taking both user scheduling schemes and power allocation strategies into consideration. Specifically, the greedy user scheduling (GUS) and cumulative distribution function (CDF) based user scheduling (CUS) schemes are considered, which could maximize the rate performance and guarantee scheduling fairness, respectively. Meanwhile, we re-investigate cognitive power allocation (CPA) strategy, and propose a new rate fairness-oriented power allocation (FPA) strategy to enhance the scheduled users' rate fairness. By employing order statistics and stochastic geometry, an analytical expression of the outage probability for each scheduling scheme combining power allocation is derived to characterize the performance. To get more insights, the achieved diversity order of each scheme is also derived. Theoretical results demonstrate that both GUS and CUS schemes applying CPA or FPA strategy can achieve full diversity orders, and the application of CPA strategy in RSMA can effectively eliminate the secondary user's diversity order constraint from the primary user. Simulation results corroborate the accuracy of the analytical expressions, and show that the proposed FPA strategy can achieve excellent rate fairness performance in high signal-to-noise ratio region.

cs.IT↗

arXiv2023

Active RIS-aided EH-NOMA Networks: A Deep Reinforcement Learning Approach

An active reconfigurable intelligent surface (RIS)-aided multi-user downlink communication system is investigated, where non-orthogonal multiple access (NOMA) is employed to improve spectral efficiency, and the active RIS is powered by energy harvesting (EH). The problem of joint control of the RIS's amplification matrix and phase shift matrix is formulated to maximize the communication success ratio with considering the quality of service (QoS) requirements of users, dynamic communication state, and dynamic available energy of RIS. To tackle this non-convex problem, a cascaded deep learning algorithm namely long short-term memory-deep deterministic policy gradient (LSTM-DDPG) is designed. First, an advanced LSTM based algorithm is developed to predict users' dynamic communication state. Then, based on the prediction results, a DDPG based algorithm is proposed to joint control the amplification matrix and phase shift matrix of the RIS. Finally, simulation results verify the accuracy of the prediction of the proposed LSTM algorithm, and demonstrate that the LSTM-DDPG algorithm has a significant advantage over other benchmark algorithms in terms of communication success ratio performance.

eess.SP↗

arXiv2022

Advanced NOMA Assisted Semi-Grant-Free Transmission Schemes for Randomly Distributed Users

Non-orthogonal multiple access (NOMA) assisted semi-grant-free (SGF) transmission has recently received significant research attention due to its outstanding ability of serving grant-free (GF) users with grant-based (GB) users' spectrum, which greatly improves the spectrum efficiency and effectively relieves the massive access problem of 5G and beyond networks. In this paper, we first study the outage performance of the greedy best user scheduling SGF scheme (BU-SGF) by considering the impacts of Rayleigh fading, path loss, and random user locations. In order to tackle the admission fairness problem of the BU-SGF scheme, we propose a fair SGF scheme by applying cumulative distribution function (CDF)-based scheduling (CS-SGF), in which the GF user with the best channel relative to its own statistics will be admitted. Moreover, by employing the theories of order statistics and stochastic geometry, the outage performances of both BU-SGF and CS-SGF schemes are analyzed. Theoretical results show that both schemes can achieve full diversity orders only when the served users' data rate is capped, which severely limits the rate performance of SGF schemes. To further address this issue, we propose a distributed power control strategy to relax such data rate constraint, and derive analytical expressions of the two schemes' outage performances under this strategy. Finally, simulation results validate the fairness performance of the proposed CS-SGF scheme, the effectiveness of the power control strategy, and the accuracy of the theoretical analyses.

cs.IT↗

arXiv2021

Deep Reinforcement Learning Based Multidimensional Resource Management for Energy Harvesting Cognitive NOMA Communications

The combination of energy harvesting (EH), cognitive radio (CR), and non-orthogonal multiple access (NOMA) is a promising solution to improve energy efficiency and spectral efficiency of the upcoming beyond fifth generation network (B5G), especially for support the wireless sensor communications in Internet of things (IoT) system. However, how to realize intelligent frequency, time, and energy resource allocation to support better performances is an important problem to be solved. In this paper, we study joint spectrum, energy, and time resource management for the EH-CR-NOMA IoT systems. Our goal is to minimize the number of data packets losses for all secondary sensing users (SSU), while satisfying the constraints on the maximum charging battery capacity, maximum transmitting power, maximum buffer capacity, and minimum data rate of primary users (PU) and SSUs. Due to the non-convexity of this optimization problem and the stochastic nature of the wireless environment, we propose a distributed multidimensional resource management algorithm based on deep reinforcement learning (DRL). Considering the continuity of the resources to be managed, the deep deterministic policy gradient (DDPG) algorithm is adopted, based on which each agent (SSU) can manage its own multidimensional resources without collaboration. In addition, a simplified but practical action adjuster (AA) is introduced for improving the training efficiency and battery performance protection. The provided results show that the convergence speed of the proposed algorithm is about 4 times faster than that of DDPG, and the average number of packet losses (ANPL) is about 8 times lower than that of the greedy algorithm.

cs.IT↗

arXiv2014

A practical heuristic for finding graph minors

We present a heuristic algorithm for finding a graph $H$ as a minor of a graph $G$ that is practical for sparse $G$ and $H$ with hundreds of vertices. We also explain the practical importance of finding graph minors in mapping quadratic pseudo-boolean optimization problems onto an adiabatic quantum annealer.

quant-ph↗