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Kidney transplantation is the preferred treatment for end-stage renal disease, yet the scarcity of donors and inefficiencies in allocation systems create major bottlenecks, resulting in prolonged wait times and alarming mortality rates. Despite their severe scarcity, timely and effective interventions to prevent non-utilization of life-saving organs remain inadequate. Expedited out-of-sequence placement of hard-to-place kidneys to centers with the highest likelihood of utilizing them has been recommended in the literature as an effective strategy to improve placement success. Nevertheless, current attempts towards this practice is non-standardized and heavily rely on the subjective judgment of the decision-makers. This paper proposes a novel data-driven, machine learning-based ranking system for allocating hard-to-place kidneys to centers with a higher likelihood of accepting and successfully transplanting them. Using the national deceased donor kidney offer and transplant datasets, we construct a unique dataset with donor-, center-, and patient-specific features. We propose a data-driven out-of-sequence placement policy that utilizes machine learning models to predict the acceptance probability of a given kidney by a set of transplant centers, ranking them accordingly based on their likelihood of acceptance. Our experiments demonstrate that the proposed policy can reduce the average number of centers considered before placement by fourfold for all kidneys and tenfold for hard-to-place kidneys. This significant reduction indicates that our method can improve the utilization of hard-to-place kidneys and accelerate their acceptance, ultimately reducing patient mortality and the risk of graft failure. Further, we utilize machine learning interpretability tools to provide insights into factors influencing the kidney allocation decisions.

We investigate the content identification problem from an information theoretic perspective and derive its fundamental limits. Here, a rights-holder company desires to keep track of illegal uses of its commercial content, by utilizing resources of a security company, while securing the privacy of its content. Due to privacy issues, the rights-holder company only reveals certain hash values of the original content to the security company. We view the commercial content of the rights-holder company as the codebook of an encoder and the hash values of the content (made available to the security company) as the codebook of a decoder, i.e., the corresponding codebooks of the encoder and the decoder are not the same. Hence, the content identification is modelled as a communication problem using asymmetric codebooks by an encoder and a decoder. We further address "the privacy issue" in the content identification by adding "security" constraints to the communication setup to prevent estimation of the encoder codewords given the decoder codewords. By this modeling, the proposed problem of reliable communication with asymmetric codebooks with security constraints provides the fundamental limits of the content identification problem. To this end, we introduce an information capacity and prove that this capacity is equal to the operation capacity of the system under i.i.d. encoder codewords providing the fundamental limits for content identification. As a well known and widely studied framework, we evaluate the capacity for a binary symmetric channel and provide closed form expressions.

We analyze an online learning algorithm that adaptively combines outputs of two constituent algorithms (or the experts) running in parallel to model an unknown desired signal. This online learning algorithm is shown to achieve (and in some cases outperform) the mean-square error (MSE) performance of the best constituent algorithm in the mixture in the steady-state. However, the MSE analysis of this algorithm in the literature uses approximations and relies on statistical models on the underlying signals and systems. Hence, such an analysis may not be useful or valid for signals generated by various real life systems that show high degrees of nonstationarity, limit cycles and, in many cases, that are even chaotic. In this paper, we produce results in an individual sequence manner. In particular, we relate the time-accumulated squared estimation error of this online algorithm at any time over any interval to the time accumulated squared estimation error of the optimal convex mixture of the constituent algorithms directly tuned to the underlying signal in a deterministic sense without any statistical assumptions. In this sense, our analysis provides the transient, steady-state and tracking behavior of this algorithm in a strong sense without any approximations in the derivations or statistical assumptions on the underlying signals such that our results are guaranteed to hold. We illustrate the introduced results through examples., Comment: arXiv admin note: substantial text overlap with arXiv:1203.4209

We introduce a new analysis of an adaptive mixture method that combines outputs of two constituent filters running in parallel to model an unknown desired signal. This adaptive mixture is shown to achieve the mean square error (MSE) performance of the best constituent filter, and in some cases outperforms both, in the steady-state. However, the MSE analysis of this mixture in the steady-state and during the transient regions uses approximations and relies on statistical models on the underlying signals and systems. Hence, such an analysis may not be useful or valid for signals generated by various real life systems that show high degrees of nonstationarity, limit cycles and, in many cases, that are even chaotic. To this end, we perform the transient and the steady-state analysis of this adaptive mixture in a "strong" deterministic sense without any approximations in the derivations or statistical assumptions on the underlying signals such that our results are guaranteed to hold. In particular, we relate the time-accumulated squared estimation error of this adaptive mixture at any time to the time-accumulated squared estimation error of the optimal convex mixture of the constituent filters directly tuned to the underlying signal in an individual sequence manner., Comment: Submitted to the IEEE Signal Processing Letters

We study optimal investment in a financial market having a finite number of assets from a signal processing perspective. We investigate how an investor should distribute capital over these assets and when he should reallocate the distribution of the funds over these assets to maximize the cumulative wealth over any investment period. In particular, we introduce a portfolio selection algorithm that maximizes the expected cumulative wealth in i.i.d. two-asset discrete-time markets where the market levies proportional transaction costs in buying and selling stocks. We achieve this using "threshold rebalanced portfolios", where trading occurs only if the portfolio breaches certain thresholds. Under the assumption that the relative price sequences have log-normal distribution from the Black-Scholes model, we evaluate the expected wealth under proportional transaction costs and find the threshold rebalanced portfolio that achieves the maximal expected cumulative wealth over any investment period. Our derivations can be readily extended to markets having more than two stocks, where these extensions are pointed out in the paper. As predicted from our derivations, we significantly improve the achieved wealth over portfolio selection algorithms from the literature on historical data sets., Comment: Submitted to IEEE Transactions on Signal Processing

We investigate how and when to diversify capital over assets, i.e., the portfolio selection problem, from a signal processing perspective. To this end, we first construct portfolios that achieve the optimal expected growth in i.i.d. discrete-time two-asset markets under proportional transaction costs. We then extend our analysis to cover markets having more than two stocks. The market is modeled by a sequence of price relative vectors with arbitrary discrete distributions, which can also be used to approximate a wide class of continuous distributions. To achieve the optimal growth, we use threshold portfolios, where we introduce a recursive update to calculate the expected wealth. We then demonstrate that under the threshold rebalancing framework, the achievable set of portfolios elegantly form an irreducible Markov chain under mild technical conditions. We evaluate the corresponding stationary distribution of this Markov chain, which provides a natural and efficient method to calculate the cumulative expected wealth. Subsequently, the corresponding parameters are optimized yielding the growth optimal portfolio under proportional transaction costs in i.i.d. discrete-time two-asset markets. As a widely known financial problem, we next solve optimal portfolio selection in discrete-time markets constructed by sampling continuous-time Brownian markets. For the case that the underlying discrete distributions of the price relative vectors are unknown, we provide a maximum likelihood estimator that is also incorporated in the optimization framework in our simulations., Comment: Submitted to IEEE Transactions on Signal Processing, 12 pages