arXiv subjects

Marcos M. Vasconcelos

Publications and source records attributed to Marcos M. Vasconcelos.

25 records · Page 2Linked to original sources

arXiv2021

Learning distributed channel access policies for networked estimation: data-driven optimization in the mean-field regime

The problem of communicating sensor measurements over shared networks is prevalent in many modern large-scale distributed systems such as cyber-physical systems, wireless sensor networks, and the internet of things. Due to bandwidth constraints, the system designer must jointly design decentralized medium access transmission and estimation policies that accommodate a very large number of devices in extremely contested environments such that the collection of all observations is reproduced at the destination with the best possible fidelity. We formulate a remote estimation problem in the mean-field regime where a very large number of sensors communicate their observations to an access point, or base station, under a strict constraint on the maximum fraction of transmitting devices. We show that in the mean-field regime, this problem exhibits a structure that enables tractable optimization algorithms. More importantly, we obtain a data-driven learning scheme that admits a finite sample-complexity guarantee on the performance of the resulting estimation system under minimal assumptions on the data's probability density function.

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arXiv2021

Global games with Poisson observations: Bio-inspired distributed coordination of multi-agent systems

Global games are a class of incomplete information games where the payoffs exhibit strategic complementarity leading to an incentive for the agents to coordinate their actions. Such games have been used to model scenarios in many socioeconomic phenomena, where the private signals available to the agents are typically assumed to be Gaussian. We study an instance of a global game where the agents observe Poisson random variables, which are inspired by applications in microbiology where information signals are disseminated via discrete molecular signals rather than continuous. Although this observation model violates the essential technical assumptions present in the Gaussian case, we present preliminary results on the existence of Bayesian Nash equilibria in pure threshold policies in two variants of the underlying random state-of-the-world: an arbitrarily distributed discrete binary state and a continuous state with uniform distribution.

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arXiv2021

Improved Convergence Rate for a Distributed Two-Time-Scale Gradient Method under Random Quantization

We study the so-called distributed two-time-scale gradient method for solving convex optimization problems over a network of agents when the communication bandwidth between the nodes is limited, and so information that is exchanged between the nodes must be quantized. Our main contribution is to provide a novel analysis, resulting to an improved convergence rate of this method as compared to the existing works. In particular, we show that the method converges at a rate $O(log_2 k/\sqrt k)$ to the optimal solution, when the underlying objective function is strongly convex and smooth. The key technique in our analysis is to consider a Lyapunov function that simultaneously captures the coupling of the consensus and optimality errors generated by the method.

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arXiv2020

Distributed remote estimation over the collision channel with and without local communication

The emergence of the Internet-of-Things and cyber-physical systems necessitates the coordination of access to limited communication resources in an autonomous and distributed fashion. Herein, the optimal design of a wireless sensing system with n sensors communicating with a fusion center via a collision channel of limited capacity k (k < n) is considered. In particular, it is shown that the problem of minimizing the mean-squared error subject to a threshold-based strategy at the transmitters is quasi-convex. As such, low complexity, numerical optimization methods can be applied. When coordination among sensors is not possible, the performance of the optimal threshold strategy is close to that of a centralized lower bound. The loss due to decentralization is thoroughly characterized. Local communication among sensors (using a sparsely connected graph), enables the on-line learning of unknown parameters of the statistical model. These learned parameters are employed to compute the desired thresholds locally and autonomously. Consensus-based strategies are investigated and analyzed for parameter estimation. One strategy approaches the performance of the decentralized approach with fast convergence and a second strategy approaches the performance of the centralized approach, albeit with slower convergence. A hybrid scheme that combines the best of both approaches is proposed offering a fast convergence and excellent convergent performance.

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arXiv2019

Data-driven sensor scheduling for remote estimation in wireless networks

Sensor scheduling is a well studied problem in signal processing and control with numerous applications. Despite its successful history, most of the related literature assumes the knowledge of the underlying probabilistic model of the sensor measurements such as the correlation structure or the entire joint probability density function. Herein, a framework for sensor scheduling for remote estimation is introduced in which the system design and the scheduling decisions are based solely on observed data. Unicast and broadcast networks and corresponding receivers are considered. In both cases, the empirical risk minimization can be posed as a difference-of-convex optimization problem and locally optimal solutions are obtained efficiently by applying the convex-concave procedure. Our results are independent of the data's probability density function, correlation structure and the number of sensors.

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arXiv2019

Optimal scheduling strategy for networked estimation with energy harvesting

Joint optimization of scheduling and estimation policies is considered for a system with two sensors and two non-collocated estimators. Each sensor produces an independent and identically distributed sequence of random variables, and each estimator forms estimates of the corresponding sequence with respect to the mean-squared error sense. The data generated by the sensors is transmitted to the corresponding estimators, over a bandwidth-constrained wireless network that can support a single packet per time slot. The access to the limited communication resources is determined by a scheduler who decides which sensor measurement to transmit based on both observations. The scheduler has an energy-harvesting battery of limited capacity, which couples the decision-making problem in time. Despite the overall lack of convexity of the team decision problem, it is shown that this system admits globally optimal scheduling and estimation strategies under the assumption that the distributions of the random variables at the sensors are symmetric and unimodal. Additionally, the optimal scheduling policy has a structure characterized by a threshold function that depends on the time index and energy level. A recursive algorithm for threshold computation is provided.

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arXiv2018

Observation-driven scheduling for remote estimation of two Gaussian sources

Joint estimation and scheduling for sensor networks is considered in a system formed by two sensors, a scheduler and a remote estimator. Each sensor observes a Gaussian source, which may be correlated. The scheduler observes the output of both sensors and chooses which of the two is revealed to the remote estimator. The goal is to jointly design scheduling and estimation policies that minimize a mean-squared estimation error criterion. The person-by-person optimality of a policy pair called "max-scheduling/mean-estimation" is established, where the measurement with the largest absolute value is revealed to the estimator, which uses a corresponding conditional mean operator. This result is obtained for independent sources, and in the case of correlated sources and symmetric variances. We also consider the joint design of scheduling and linear estimation policies for two correlated Gaussian sources with an arbitrary correlation structure. In this case, the optimization problem can be cast a difference-of-convex program, and locally optimal solutions can be efficiently found using a simple numerical procedure.

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