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We propose information-directed sampling -- a new approach to online optimization problems in which a decision-maker must balance between exploration and exploitation while learning from partial feedback. Each action is sampled in a manner…

Machine Learning · Computer Science 2017-07-10 Daniel Russo , Benjamin Van Roy

Age of information (AoI) is a powerful metric to evaluate the freshness of information, where minimization of average statistics, such as the average AoI and average peak AoI, currently prevails in guiding freshness optimization for related…

Information Theory · Computer Science 2023-11-29 Yuquan Xiao , Qinghe Du

Many modern distributed systems consist of devices that generate more data than what can be transmitted via a communication link in near real time with high-fidelity. We consider the scheduling problem in which a device has access to…

Systems and Control · Electrical Eng. & Systems 2024-05-20 Marcos M. Vasconcelos , Yifei Zhang

Age of Information (AoI), measures the time elapsed since the last received information packet was generated at the source. We consider the problem of AoI minimization for single-hop flows in a wireless network, under pairwise interference…

Information Theory · Computer Science 2018-03-20 Rajat Talak , Sertac Karaman , Eytan Modiano

A random walk (or a Wiener process), possibly with drift, is observed in a noisy or delayed fashion. The problem considered in this paper is to estimate the first time \tau the random walk reaches a given level. Specifically, the p-moment…

Information Theory · Computer Science 2012-03-22 Marat V. Burnashev , Aslan Tchamkerten

We consider the remote estimation of a time-correlated signal using an energy harvesting (EH) sensor. The sensor observes the unknown signal and communicates its observations to a remote fusion center using an amplify-and-forward strategy.…

Information Theory · Computer Science 2016-10-11 Ayca Ozcelikkale , Tomas McKelvey , Mats Viberg

In this study, variable acceptance sampling plans under Type I hybrid censoring is designed for a lot of independent and identical units with exponential lifetimes using Bayesian estimate of the parameter $\vartheta$. This approach is new…

Statistics Theory · Mathematics 2023-11-29 Ashlyn Maria Mathai , Mahesh Kumar

Received samples of a stochastic process are processed by a server for delivery as updates to a monitor. Each sample belongs to a class that specifies a distribution for its processing time and a function that describes how the value of the…

Information Theory · Computer Science 2024-08-23 Ahmed Arafa , Roy D. Yates

For high volume data streams and large data warehouses, sampling is used for efficient approximate answers to aggregate queries over selected subsets. Mathematically, we are dealing with a set of weighted items and want to support queries…

Data Structures and Algorithms · Computer Science 2007-05-23 Mario Szegedy , Mikkel Thorup

This paper deals with the robust estimation problem of a signal given noisy observations. We assume that the actual statistics of the signal and observations belong to a ball about the nominal statistics. This ball is formed by placing a…

Optimization and Control · Mathematics 2017-05-02 Mattia Zorzi

Max weighted queue (MWQ) control policy is a widely used cross-layer control policy that achieves queue stability and a reasonable delay performance. In most of the existing literature, it is assumed that optimal MWQ policy can be obtained…

Systems and Control · Computer Science 2013-11-20 Junting Chen , Vincent K. N. Lau

Inferring processes or constructs from performance data is a major hallmark of cognitive psychometrics. Particularly, diffusion modeling of response times (RTs) from correct and erroneous responses using the Wiener distribution has become a…

Neurons and Cognition · Quantitative Biology 2017-08-30 Robert Miller , Stefan Scherbaum , Daniel W. Heck , Thomas Goschke , Soeren Enge

Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…

Databases · Computer Science 2015-03-19 Edith Cohen , Haim Kaplan

This paper considers the problem of sensory data scheduling of multiple processes. There are $n$ independent linear time-invariant processes and a remote estimator monitoring all the processes. Each process is measured by a sensor, which…

Systems and Control · Computer Science 2017-03-28 Shuang Wu , Xiaoqiang Ren , Subhrakanti Dey , Ling Shi

This paper proposes a new Bayesian strategy for the smooth estimation of altimetric parameters. The altimetric signal is assumed to be corrupted by a thermal and speckle noise distributed according to an independent and non identically…

Applications · Statistics 2016-04-20 Abderrahim Halimi , Corinne Mailhes , Jean-Yves Tourneret , Hichem Snoussi

Time delay estimation arises in many applications in which a multipath medium has to be identified from pulses transmitted through the channel. Various approaches have been proposed in the literature to identify time delays introduced by…

Information Theory · Computer Science 2011-01-05 Kfir Gedalyahu , Yonina C. Eldar

Age-of-Information (AoI) is a recently proposed metric for quantifying the freshness of information from the UE's perspective in a communication network. Recently, Kadota et al. [1] have proposed an index-type approximately optimal…

Information Theory · Computer Science 2019-04-02 Arunabh Srivastava , Abhishek Sinha , Krishna Jagannathan

We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

We develop a Bayesian model for decision-making under time pressure with endogenous information acquisition. In our model, the decision maker decides when to observe (costly) information by sampling an underlying continuous-time stochastic…

Artificial Intelligence · Computer Science 2016-10-25 Ahmed M. Alaa , Mihaela van der Schaar

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco