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A critical task of a radar receiver is data association, which assigns radar target detections to target filter tracks. Motivated by its importance, this paper introduces the problem of jointly designing multiple-input multiple-output (MIMO) radar transmit beam patterns and the corresponding data association schemes. We show that the coupling of the beamforming and the association subproblems can be conveniently parameterized by what we term an ambiguity graph, which prescribes if two targets are to be disambiguated by the beamforming design or by the data association scheme. The choice of ambiguity graph determines which of the two subproblems is more difficult and therefore allows to trade performance of one versus the other, resulting in a detection-association trade-off. This paper shows how to design both the beam pattern and the association scheme for a given ambiguity graph. It then discusses how to choose an ambiguity graph achieving close to the optimal detection-association trade-off.

Modern global navigation satellite system receivers can access signals from several satellite constellations (including GPS, GLONASS, Galileo, BeiDou). Once these constellations are all fully operational, a typical receiver can expect to have on the order of 40-50 satellites in view. Motivated by that observation, this paper presents an asymptotic analysis of positioning algorithms in the large-constellation regime. We determine the exact asymptotic behavior for both pseudo-range and carrier-phase positioning. One interesting insight from our analysis is that the standard carrier-phase positioning approach based on resolving the carrier-phase integer ambiguities fails for large satellite constellations. Instead, we adopt a Bayesian approach, in which the ambiguities are treated as noise terms and not explicitly estimated., Comment: Presented in part at the 2018 Information Theory and Applications Workshop

This paper initiates the study of energy-efficiency gains provided by caching. We focus on the cache-aided Gaussian interference channel in the low-SNR regime. We propose a strategy that creates content overlaps at the transmitter caches to allow for co-operation between the transmitters. This co-operation yields a beamforming gain, which has to be traded off against a multicasting gain. We evaluate the performance of this strategy and show its approximate optimality in both the single-receiver case and the single-transmitter case.

Deduplication finds and removes long-range data duplicates. It is commonly used in cloud and enterprise server settings and has been successfully applied to primary, backup, and archival storage. Despite its practical importance as a source-coding technique, its analysis from the point of view of information theory is missing. This paper provides such an information-theoretic analysis of data deduplication. It introduces a new source model adapted to the deduplication setting. It formalizes the two standard fixed-length and variable-length deduplication schemes, and it introduces a novel multi-chunk deduplication scheme. It then provides an analysis of these three deduplication variants, emphasizing the importance of boundary synchronization between source blocks and deduplication chunks. In particular, under fairly mild assumptions, the proposed multi-chunk deduplication scheme is shown to be order optimal., Comment: 27 pages

We study the role of caches in wireless interference networks. We focus on content caching and delivery across a Gaussian interference network, where both transmitters and receivers are equipped with caches. We provide a constant-factor approximation of the system's degrees of freedom (DoF), for arbitrary number of transmitters, number of receivers, content library size, receiver cache size, and transmitter cache size (as long as the transmitters combined can store the entire content library among them). We demonstrate approximate optimality with respect to information-theoretic bounds that do not impose any restrictions on the caching and delivery strategies. Our characterization reveals three key insights. First, the approximate DoF is achieved using a strategy that separates the physical and network layers. This separation architecture is thus approximately optimal. Second, we show that increasing transmitter cache memory beyond what is needed to exactly store the entire library between all transmitters does not provide more than a constant-factor benefit to the DoF. A consequence is that transmit zero-forcing is not needed for approximate optimality. Third, we derive an interesting trade-off between the receiver memory and the number of transmitters needed for approximately maximal performance. In particular, if each receiver can store a constant fraction of the content library, then only a constant number of transmitters are needed. Our solution to the caching problem requires formulating and solving a new communication problem, the symmetric multiple multicast X-channel, for which we provide an exact DoF characterization.

Recent work has studied the benefits of caching in the interference channel, particularly by placing caches at the transmitters. In this paper, we study the two-user Gaussian interference channel in which caches are placed at both the transmitters and the receivers. We propose a separation strategy that divides the physical and network layers. While a natural separation approach might be to abstract the physical layer into several independent bit pipes at the network layer, we argue that this is inefficient. Instead, the separation approach we propose exposes interacting bit pipes at the network layer, so that the receivers observe related (yet not identical) quantities. We find the optimal strategy within this layered architecture, and we compute the degrees-of-freedom it achieves. Finally, we show that separation is optimal in regimes where the receiver caches are large., Comment: A shorter version of this paper is to appear in IEEE ISIT 2016

Decreasing transistor sizes and lower voltage swings cause two distinct problems for communication in integrated circuits. First, decreasing inter-wire spacing increases interline capacitive coupling, which adversely affects transmission energy and delay. Second, lower voltage swings render the transmission susceptible to various noise sources. Coding can be used to address both these problems. So-called crosstalk-avoidance codes mitigate capacitive coupling, and traditional error-correction codes introduce resilience against channel errors. Unfortunately, crosstalk-avoidance and error-correction codes cannot be combined in a straightforward manner. On the one hand, crosstalk-avoidance encoding followed by error-correction encoding destroys the crosstalk-avoidance property. On the other hand, error-correction encoding followed by crosstalk-avoidance encoding causes the crosstalk-avoidance decoder to fail in the presence of errors. Existing approaches circumvent this difficulty by using additional bus wires to protect the parities generated from the output of the error-correction encoder, and are therefore inefficient. In this work we propose a novel joint crosstalk-avoidance and error-correction coding and decoding scheme that provides higher bus transmission rates compared to existing approaches. Our joint approach carefully embeds the parities such that the crosstalk-avoidance property is preserved. We analyze the rate and minimum distance of the proposed scheme. We also provide a density evolution analysis and predict iterative decoding thresholds for reliable communication under random bus erasures. This density evolution analysis is nonstandard, since the crosstalk-avoidance constraints are inherently nonlinear., Comment: 18 pages

Dedicated short-range communication (DSRC) enables vehicular communication using periodic broadcast messages. We propose to use these periodic broadcasts to perform inter-vehicle ranging. Motivated by this scenario, we study the general problem of precise range estimation between pairs of moving vehicles using periodic broadcasts. Each vehicle has its own independent and unsynchronized clock, which can exhibit significant drift between consecutive periodic broadcast transmissions. As a consequence, both the clock offsets and drifts need to be taken into account in addition to the vehicle motion to accurately estimate the vehicle ranges. We develop a range estimation algorithm using local polynomial smoothing of the vehicle motion. The proposed algorithm can be applied to networks with arbitrary number of vehicles and requires no additional message exchanges apart from the periodic broadcasts. We validate our algorithm on experimental data and show that the performance of the proposed approach is close to that obtained using unicast round-trip time ranging. In particular, we are able to achieve sub-meter ranging accuracies in vehicular scenarios. Our scheme requires additional timestamp information to be transmitted as part of the broadcast messages, and we develop a novel timestamp compression algorithm to minimize the resulting overhead., Comment: 16 pages

Over the past decade, the bulk of wireless traffic has shifted from speech to content. This shift creates the opportunity to cache part of the content in memories closer to the end users, for example in base stations. Most of the prior literature focuses on the reduction of load in the backhaul and core networks due to caching, i.e., on the benefits caching offers for the wireline communication link between the origin server and the caches. In this paper, we are instead interested in the benefits caching can offer for the wireless communication link between the caches and the end users. To quantify the gains of caching for this wireless link, we consider an interference channel in which each transmitter is equipped with an isolated cache memory. Communication takes place in two phases, a content placement phase followed by a content delivery phase. The objective is to design both the placement and the delivery phases to maximize the rate in the delivery phase in response to any possible user demands. Focusing on the three-user case, we show that through careful joint design of these phases, we can reap three distinct benefits from caching: a load balancing gain, an interference cancellation gain, and an interference alignment gain. In our proposed scheme, load balancing is achieved through a specific file splitting and placement, producing a particular pattern of content overlap at the caches. This overlap allows to implement interference cancellation. Further, it allows us to create several virtual transmitters, each transmitting a part of the requested content, which increases interference-alignment possibilities., Comment: 17 pages, Presented in Part in ISIT 2015

Packet networks need to maintain state in the form of forwarding tables at each switch. The cost of this state increases as networks support ever more sophisticated per-flow routing, traffic engineering, and service chaining. Per-flow or per-path state at the switches can be eliminated by encoding each packet's desired path in its header. A key component of such a method is an efficient encoding of paths through the network. We introduce a mathematical formulation of this optimal path-encoding problem. We prove that the problem is APX-hard, by showing that approximating it to within a factor less than 8/7 is NP-hard. Thus, at best we can hope for a constant-factor approximation algorithm. We then present such an algorithm, approximating the optimal path-encoding problem to within a factor 2. Finally, we provide empirical results illustrating the effectiveness of the proposed algorithm., Comment: To appear in IEEE/ACM Transactions on Networking

Future wireless standards such as 5G envision dense wireless networks with large number of simultaneously connected devices. In this context, interference management becomes critical in achieving high spectral efficiency. Orthogonal signaling, which limits the number of users utilizing the resource simultaneously, gives a sum-rate that remains constant with increasing number of users. An alternative approach called interference alignment promises a throughput that scales linearly with the number of users. However, this approach requires very high SNR or long time duration for sufficient channel variation, and therefore may not be feasible in real wireless systems. We explore ways to manage interference in large networks with delay and power constraints. Specifically, we devise an interference phase alignment strategy that combines precoding and scheduling without using power control to exploit the diversity inherent in a system with large number of users. We show that this scheme achieves a sum-rate that scales almost logarithmically with the number of users. We also show that no scheme using single symbol phase alignment, which is asymmetric complex signaling restricted to a single complex symbol, can achieve better than logarithmic scaling of the sum-rate., Comment: Shorter version to appear in ISIT 2015

Coded caching is a recently proposed technique that achieves significant performance gains for cache networks compared to uncoded caching schemes. However, this substantial coding gain is attained at the cost of large delivery delay, which is not tolerable in delay-sensitive applications such as video streaming. In this paper, we identify and investigate the tradeoff between the performance gain of coded caching and the delivery delay. We propose a computationally efficient caching algorithm that provides the gains of coding and respects delay constraints. The proposed algorithm achieves the optimum performance for large delay, but still offers major gains for small delay. These gains are demonstrated in a practical setting with a video-streaming prototype., Comment: 9 pages

Caching of popular content during off-peak hours is a strategy to reduce network loads during peak hours. Recent work has shown significant benefits of designing such caching strategies not only to deliver part of the content locally, but also to provide coded multicasting opportunities even among users with different demands. Exploiting both of these gains was shown to be approximately optimal for caching systems with a single layer of caches. Motivated by practical scenarios, we consider in this work a hierarchical content delivery network with two layers of caches. We propose a new caching scheme that combines two basic approaches. The first approach provides coded multicasting opportunities within each layer; the second approach provides coded multicasting opportunities across multiple layers. By striking the right balance between these two approaches, we show that the proposed scheme achieves the optimal communication rates to within a constant multiplicative and additive gap. We further show that there is no tension between the rates in each of the two layers up to the aforementioned gap. Thus, both layers can simultaneously operate at approximately the minimum rate., Comment: 31 pages

Communication networks are often designed and analyzed assuming tight synchronization among nodes. However, in applications that require communication in the energy-efficient regime of low signal-to-noise ratios, establishing tight synchronization among nodes in the network can result in a significant energy overhead. Motivated by a recent result showing that near-optimal energy efficiency can be achieved over the AWGN channel without requiring tight synchronization, we consider the question of whether the potential gains of cooperative communication can be achieved in the absence of synchronization. We focus on the symmetric Gaussian diamond network and establish that cooperative-communication gains are indeed feasible even with unsynchronized nodes. More precisely, we show that the capacity per unit energy of the unsynchronized symmetric Gaussian diamond network is within a constant factor of the capacity per unit energy of the corresponding synchronized network. To this end, we propose a distributed relaying scheme that does not require tight synchronization but nevertheless achieves most of the energy gains of coherent combining., Comment: 20 pages, 4 figures, submitted to IEEE Transactions on Information Theory, presented at IEEE ISIT 2014

We consider a basic content distribution scenario consisting of a single origin server connected through a shared bottleneck link to a number of users each equipped with a cache of finite memory. The users issue a sequence of content requests from a set of popular files, and the goal is to operate the caches as well as the server such that these requests are satisfied with the minimum number of bits sent over the shared link. Assuming a basic Markov model for renewing the set of popular files, we characterize approximately the optimal long-term average rate of the shared link. We further prove that the optimal online scheme has approximately the same performance as the optimal offline scheme, in which the cache contents can be updated based on the entire set of popular files before each new request. To support these theoretical results, we propose an online coded caching scheme termed coded least-recently sent (LRS) and simulate it for a demand time series derived from the dataset made available by Netflix for the Netflix Prize. For this time series, we show that the proposed coded LRS algorithm significantly outperforms the popular least-recently used (LRU) caching algorithm., Comment: 15 pages

We consider a network consisting of a file server connected through a shared link to a number of users, each equipped with a cache. Knowing the popularity distribution of the files, the goal is to optimally populate the caches such as to minimize the expected load of the shared link. For a single cache, it is well known that storing the most popular files is optimal in this setting. However, we show here that this is no longer the case for multiple caches. Indeed, caching only the most popular files can be highly suboptimal. Instead, a fundamentally different approach is needed, in which the cache contents are used as side information for coded communication over the shared link. We propose such a coded caching scheme and prove that it is close to optimal., Comment: To appear in IEEE Transactions on Information Theory

Communication systems are traditionally designed to have tight transmitter-receiver synchronization. This requirement has negligible overhead in the high-SNR regime. However, in many applications, such as wireless sensor networks, communication needs to happen primarily in the energy-efficient regime of low SNR, where requiring tight synchronization can be highly suboptimal. In this paper, we model the noisy channel with synchronization errors as an insertion/deletion/substitution channel. For this channel, we propose a new communication scheme that requires only loose transmitter-receiver synchronization. We show that the proposed scheme is asymptotically optimal for the Gaussian channel with synchronization errors in terms of energy efficiency as measured by the rate per unit energy. In the process, we also establish that the lack of synchronization causes negligible loss in energy efficiency. We further show that, for a general discrete memoryless channel with synchronization errors and a general input cost function admitting a zero-cost symbol, the rate per unit cost achieved by the proposed scheme is within a factor two of the information-theoretic optimum., Comment: 23 pages, to appear in IEEE Transactions on Information Theory

Replicating or caching popular content in memories distributed across the network is a technique to reduce peak network loads. Conventionally, the main performance gain of this caching was thought to result from making part of the requested data available closer to end users. Instead, we recently showed that a much more significant gain can be achieved by using caches to create coded-multicasting opportunities, even for users with different demands, through coding across data streams. These coded-multicasting opportunities are enabled by careful content overlap at the various caches in the network, created by a central coordinating server. In many scenarios, such a central coordinating server may not be available, raising the question if this multicasting gain can still be achieved in a more decentralized setting. In this paper, we propose an efficient caching scheme, in which the content placement is performed in a decentralized manner. In other words, no coordination is required for the content placement. Despite this lack of coordination, the proposed scheme is nevertheless able to create coded-multicasting opportunities and achieves a rate close to the optimal centralized scheme., Comment: To appear in IEEE/ACM Transactions on Networking

Caching is a technique to reduce peak traffic rates by prefetching popular content into memories at the end users. Conventionally, these memories are used to deliver requested content in part from a locally cached copy rather than through the network. The gain offered by this approach, which we term local caching gain, depends on the local cache size (i.e, the memory available at each individual user). In this paper, we introduce and exploit a second, global, caching gain not utilized by conventional caching schemes. This gain depends on the aggregate global cache size (i.e., the cumulative memory available at all users), even though there is no cooperation among the users. To evaluate and isolate these two gains, we introduce an information-theoretic formulation of the caching problem focusing on its basic structure. For this setting, we propose a novel coded caching scheme that exploits both local and global caching gains, leading to a multiplicative improvement in the peak rate compared to previously known schemes. In particular, the improvement can be on the order of the number of users in the network. Moreover, we argue that the performance of the proposed scheme is within a constant factor of the information-theoretic optimum for all values of the problem parameters., Comment: To appear in IEEE Transactions on Information Theory

We consider the problem of distributed computation of a target function over a multiple-access channel. If the target and channel functions are matched (i.e., compute the same function), significant performance gains can be obtained by jointly designing the computation and communication tasks. However, in most situations there is mismatch between these two functions. In this work, we analyze the impact of this mismatch on the performance gains achievable with joint computation and communication designs over separation-based designs. We show that for most pairs of target and channel functions there is no such gain, and separation of computation and communication is optimal., Comment: 23 pages, to appear in IEEE Journal on Selected Areas in Communications

Interference alignment is a key technique for communication scenarios with multiple interfering links. In several such scenarios, interference alignment was used to characterize the degrees-of-freedom of the channel. However, these degrees-of-freedom capacity approximations are often too weak to make accurate predictions about the behavior of channel capacity at finite signal-to-noise ratios (SNRs). The aim of this paper is to significantly strengthen these results by showing that interference alignment can be used to characterize capacity to within a constant gap. We focus on real, time-invariant, frequency-flat X-channels. The only known solutions achieving the degrees-of-freedom of this channel are either based on real interference alignment or on layer-selection schemes. Neither of these solutions seems sufficient for a constant-gap capacity approximation. In this paper, we propose a new communication scheme and show that it achieves the capacity of the Gaussian X-channel to within a constant gap. To aid in this process, we develop a novel deterministic channel model. This deterministic model depends on the 0.5log(SNR) most-significant bits of the channel coefficients rather than only the single most-significant bit used in conventional deterministic models. The proposed deterministic model admits a wider range of achievable schemes that can be translated to the Gaussian channel. For this deterministic model, we find an approximately optimal communication scheme. We then translate this scheme for the deterministic channel to the original Gaussian X-channel and show that it achieves capacity to within a constant gap. This is the first constant-gap result for a general, fully-connected network requiring interference alignment., Comment: 56 pages, to appear in IEEE Transactions on Information Theory

Consider several source nodes communicating across a wireless network to a destination node with the help of several layers of relay nodes. Recent work by Avestimehr et al. has approximated the capacity of this network up to an additive gap. The communication scheme achieving this capacity approximation is based on compress-and-forward, resulting in noise accumulation as the messages traverse the network. As a consequence, the approximation gap increases linearly with the network depth. This paper develops a computation alignment strategy that can approach the capacity of a class of layered, time-varying wireless relay networks up to an approximation gap that is independent of the network depth. This strategy is based on the compute-and-forward framework, which enables relays to decode deterministic functions of the transmitted messages. Alone, compute-and-forward is insufficient to approach the capacity as it incurs a penalty for approximating the wireless channel with complex-valued coefficients by a channel with integer coefficients. Here, this penalty is circumvented by carefully matching channel realizations across time slots to create integer-valued effective channels that are well-suited to compute-and-forward. Unlike prior constant gap results, the approximation gap obtained in this paper also depends closely on the fading statistics, which are assumed to be i.i.d. Rayleigh., Comment: 36 pages, to appear in IEEE Transactions on Information Theory

We analyze the asymptotic behavior of compute-and-forward relay networks in the regime of high signal-to-noise ratios. We consider a section of such a network consisting of K transmitters and K relays. The aim of the relays is to reliably decode an invertible function of the messages sent by the transmitters. An upper bound on the capacity of this system can be obtained by allowing full cooperation among the transmitters and among the relays, transforming the network into a K times K multiple-input multiple-output (MIMO) channel. The number of degrees of freedom of compute-and-forward is hence at most K. In this paper, we analyze the degrees of freedom achieved by the lattice coding implementation of compute-and-forward proposed recently by Nazer and Gastpar. We show that this lattice implementation achieves at most 2/(1+1/K)\leq 2 degrees of freedom, thus exhibiting a very different asymptotic behavior than the MIMO upper bound. This raises the question if this gap of the lattice implementation to the MIMO upper bound is inherent to compute-and-forward in general. We answer this question in the negative by proposing a novel compute-and-forward implementation achieving K degrees of freedom., Comment: 32 pages, to appear in IEEE Transactions on Information Theory

We consider the Gaussian "diamond" or parallel relay network, in which a source node transmits a message to a destination node with the help of N relays. Even for the symmetric setting, in which the channel gains to the relays are identical and the channel gains from the relays are identical, the capacity of this channel is unknown in general. The best known capacity approximation is up to an additive gap of order N bits and up to a multiplicative gap of order N^2, with both gaps independent of the channel gains. In this paper, we approximate the capacity of the symmetric Gaussian N-relay diamond network up to an additive gap of 1.8 bits and up to a multiplicative gap of a factor 14. Both gaps are independent of the channel gains and, unlike the best previously known result, are also independent of the number of relays N in the network. Achievability is based on bursty amplify-and-forward, showing that this simple scheme is uniformly approximately optimal, both in the low-rate as well as in the high-rate regimes. The upper bound on capacity is based on a careful evaluation of the cut-set bound. We also present approximation results for the asymmetric Gaussian N-relay diamond network. In particular, we show that bursty amplify-and-forward combined with optimal relay selection achieves a rate within a factor O(log^4(N)) of capacity with pre-constant in the order notation independent of the channel gains., Comment: 23 pages, to appear in IEEE Transactions on Information Theory

We consider arbitrary dense wireless networks, in which $n$ nodes are placed in an arbitrary (deterministic) manner on a square region of unit area and communicate with each other over Gaussian fading channels. We provide inner and outer bounds for the $n\times n$-dimensional unicast and the $n\times 2^n$-dimensional multicast capacity regions of such a wireless network. These inner and outer bounds differ only by a factor $O(\log(n))$, yielding a fairly tight scaling characterization of the entire regions. The communication schemes achieving the inner bounds use interference alignment as a central technique and are, at least conceptually, surprisingly simple., Comment: 21 pages

We consider the problem of delivering content cached in a wireless network of n nodes randomly located on a square of area n. The network performance is described by the n2^n-dimensional caching capacity region of the wireless network. We provide an inner bound on this caching capacity region, and, in the high path-loss regime, a matching (in the scaling sense) outer bound. For large path-loss exponent, this provides an information-theoretic scaling characterization of the entire caching capacity region. The proposed communication scheme achieving the inner bound shows that the problems of cache selection and channel coding can be solved separately without loss of order-optimality. On the other hand, our results show that the common architecture of nearest-neighbor cache selection can be arbitrarily bad, implying that cache selection and load balancing need to be performed jointly., Comment: 28 pages, to appear in IEEE Transactions on Information Theory

We consider the question of determining the scaling of the $n^2$-dimensional balanced unicast and the $n 2^n$-dimensional balanced multicast capacity regions of a wireless network with $n$ nodes placed uniformly at random in a square region of area $n$ and communicating over Gaussian fading channels. We identify this scaling of both the balanced unicast and multicast capacity regions in terms of $\Theta(n)$, out of $2^n$ total possible, cuts. These cuts only depend on the geometry of the locations of the source nodes and their destination nodes and the traffic demands between them, and thus can be readily evaluated. Our results are constructive and provide optimal (in the scaling sense) communication schemes., Comment: 37 pages, 7 figures, to appear in IEEE Transactions on Information Theory

We consider the problem of lossy source coding with a mismatched distortion measure. That is, we investigate what distortion guarantees can be made with respect to distortion measure $\tilde{\rho}$, for a source code designed such that it achieves distortion less than $D$ with respect to distortion measure $\rho$. We find a single-letter characterization of this mismatch distortion and study properties of this quantity. These results give insight into the robustness of lossy source coding with respect to modeling errors in the distortion measure. They also provide guidelines on how to choose a good tractable approximation of an intractable distortion measure., Comment: 28 pages, 4 figures

In recent work, Ozgur, Leveque, and Tse (2007) obtained a complete scaling characterization of throughput scaling for random extended wireless networks (i.e., $n$ nodes are placed uniformly at random in a square region of area $n$). They showed that for small path-loss exponents $\alpha\in(2,3]$ cooperative communication is order optimal, and for large path-loss exponents $\alpha > 3$ multi-hop communication is order optimal. However, their results (both the communication scheme and the proof technique) are strongly dependent on the regularity induced with high probability by the random node placement. In this paper, we consider the problem of characterizing the throughput scaling in extended wireless networks with arbitrary node placement. As a main result, we propose a more general novel cooperative communication scheme that works for arbitrarily placed nodes. For small path-loss exponents $\alpha \in (2,3]$, we show that our scheme is order optimal for all node placements, and achieves exactly the same throughput scaling as in Ozgur et al. This shows that the regularity of the node placement does not affect the scaling of the achievable rates for $\alpha\in (2,3]$. The situation is, however, markedly different for large path-loss exponents $\alpha >3$. We show that in this regime the scaling of the achievable per-node rates depends crucially on the regularity of the node placement. We then present a family of schemes that smoothly "interpolate" between multi-hop and cooperative communication, depending upon the level of regularity in the node placement. We establish order optimality of these schemes under adversarial node placement for $\alpha > 3$., Comment: 38 pages, 6 figures, to appear in IEEE Transactions on Information Theory

A novel quickest detection setting is proposed which is a generalization of the well-known Bayesian change-point detection model. Suppose \{(X_i,Y_i)\}_{i\geq 1} is a sequence of pairs of random variables, and that S is a stopping time with respect to \{X_i\}_{i\geq 1}. The problem is to find a stopping time T with respect to \{Y_i\}_{i\geq 1} that optimally tracks S, in the sense that T minimizes the expected reaction delay E(T-S)^+, while keeping the false-alarm probability P(T

The classical alternating minimization (or projection) algorithm has been successful in the context of solving optimization problems over two variables. The iterative nature and simplicity of the algorithm has led to its application to many areas such as signal processing, information theory, control, and finance. A general set of sufficient conditions for the convergence and correctness of the algorithm is quite well-known when the underlying problem parameters are fixed. In many practical situations, however, the underlying problem parameters are changing over time, and the use of an adaptive algorithm is more appropriate. In this paper, we study such an adaptive version of the alternating minimization algorithm. As a main result of this paper, we provide a general set of sufficient conditions for the convergence and correctness of the adaptive algorithm. Perhaps surprisingly, these conditions seem to be the minimal ones one would expect in such an adaptive setting. We present applications of our results to adaptive decomposition of mixtures, adaptive log-optimal portfolio selection, and adaptive filter design., Comment: 12 pages, to appear in IEEE Transactions on Information Theory