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We propose a bit-flip descent method for optimizing binary spreading codes with large family sizes and long lengths, addressing the challenges of large-scale code design in GNSS and emerging PNT applications. The method iteratively flips code bits to improve the codes' auto- and cross-correlation properties. In our proposed method, bits are selected by sampling a small set of candidate bits and choosing the one that offers the best improvement in performance. The method leverages the fact that incremental impact of a bit flip on the auto- and cross-correlation may be efficiently computed without recalculating the entire function. We apply this method to two code design problems modeled after the GPS L1 C/A and Galileo E1 codes, demonstrating rapid convergence to low-correlation codes. The proposed approach offers a powerful tool for developing spreading codes that meet the demanding requirements of modern and future satellite navigation systems.

Optimizing the correlation properties of spreading codes is critical for minimizing inter-channel interference in satellite navigation systems. By improving the codes' correlation sidelobes, we can enhance navigation performance while minimizing the required spreading code lengths. In the case of low earth orbit (LEO) satellite navigation, shorter code lengths (on the order of a hundred) are preferred due to their ability to achieve fast signal acquisition. Additionally, the relatively high signal-to-noise ratio (SNR) in LEO systems reduces the need for longer spreading codes to mitigate inter-channel interference. In this work, we propose a two-stage block coordinate descent (BCD) method which optimizes the codes' correlation properties while enforcing the autocorrelation sidelobe zero (ACZ) property. In each iteration of the BCD method, we solve a mixed-integer convex program (MICP) over a block of 25 binary variables. Our method is applicable to spreading code families of arbitrary sizes and lengths, and we demonstrate its effectiveness for a problem with 66 length-127 codes and a problem with 130 length-257 codes.

We propose a method for designing policies for convex stochastic control problems characterized by random linear dynamics and convex stage cost. We consider policies that employ quadratic approximate value functions as a substitute for the true value function. Evaluating the associated control policy involves solving a convex problem, typically a quadratic program, which can be carried out reliably in real-time. Such policies often perform well even when the approximate value function is not a particularly good approximation of the true value function. We propose value-gradient iteration, which fits the gradient of value function, with regularization that can include constraints reflecting known bounds on the true value function. Our value-gradient iteration method can yield a good approximate value function with few samples, and little hyperparameter tuning. We find that the method can find a good policy with computational effort comparable to that required to just evaluate a control policy via simulation.

Finding sets of binary sequences with low auto- and cross-correlation properties is a hard combinatorial optimization problem with numerous applications, including multiple-input-multiple-output (MIMO) radar and global navigation satellite systems (GNSS). The sum of squared correlations, sometimes referred to as the integrated sidelobe level (ISL), is a quartic function in the variables and is a commonly-used metric of sequence set quality. In this paper, we show that the ISL minimization problem may be formulated as a mixed-integer quadratic program (MIQP). We then present a block coordinate descent (BCD) algorithm that iteratively optimizes over subsets of variables. The subset optimization subproblems are also MIQPs which may be handled more efficiently using specialized solvers than using exhaustive search; this allows us to perform BCD over larger variable subsets than previously possible. Our approach was used to find sets of four binary sequences of lengths up to 1023 with better ISL performance than Gold codes and sequence sets found using existing BCD methods., Comment: IEEE ICASSP 2023

This paper proposes a class of neural ordinary differential equations parametrized by provably input-to-state stable continuous-time recurrent neural networks. The model dynamics are defined by construction to be input-to-state stable (ISS) with respect to an ISS-Lyapunov function that is learned jointly with the dynamics. We use the proposed method to learn cheap-to-simulate behavioral models for electronic circuits that can accurately reproduce the behavior of various digital and analog circuits when simulated by a commercial circuit simulator, even when interconnected with circuit components not encountered during training. We also demonstrate the feasibility of learning ISS-preserving perturbations to the dynamics for modeling degradation effects due to circuit aging.

We consider the task of identifying and estimating the causal effect of a treatment variable on a long-term outcome variable using data from an observational domain and an experimental domain. The observational domain is subject to unobserved confounding. Furthermore, subjects in the experiment are only followed for a short period of time; hence, long-term effects of treatment are unobserved but short-term effects will be observed. Therefore, data from neither domain alone suffices for causal inference about the effect of the treatment on the long-term outcome, and must be pooled in a principled way, instead. Athey et al. (2020) proposed a method for systematically combining such data for identifying the downstream causal effect in view. Their approach is based on the assumptions of internal and external validity of the experimental data, and an extra novel assumption called latent unconfoundedness. In this paper, we first review their proposed approach, and then we propose three alternative approaches for data fusion for the purpose of identifying and estimating average treatment effect as well as the effect of treatment on the treated. Our first approach is based on assuming equi-confounding bias for the short-term and long-term outcomes. Our second approach is based on a relaxed version of the equi-confounding bias assumption, where we assume the existence of an observed confounder such that the short-term and long-term potential outcome variables have the same partial additive association with that confounder. Our third approach is based on the proximal causal inference framework, in which we assume the existence of an extra variable in the system which is a proxy of the latent confounder of the treatment-outcome relation. We propose influence function-based estimation strategies for each of our data fusion frameworks and study the robustness properties of the proposed estimators.

Proximal causal inference was recently proposed as a framework to identify causal effects from observational data in the presence of hidden confounders for which proxies are available. In this paper, we extend the proximal causal inference approach to settings where identification of causal effects hinges upon a set of mediators which are not observed, yet error prone proxies of the hidden mediators are measured. Specifically, (i) We establish causal hidden mediation analysis, which extends classical causal mediation analysis methods for identifying natural direct and indirect effects under no unmeasured confounding to a setting where the mediator of interest is hidden, but proxies of it are available. (ii) We establish hidden front-door criterion, which extends the classical front-door criterion to allow for hidden mediators for which proxies are available. (iii) We show that the identification of a certain causal effect called population intervention indirect effect remains possible with hidden mediators in settings where challenges in (i) and (ii) might co-exist. We view (i)-(iii) as important steps towards the practical application of front-door criteria and mediation analysis as mediators are almost always measured with error and thus, the most one can hope for in practice is that the measurements are at best proxies of mediating mechanisms. We propose identification approaches for the parameters of interest in our considered models. For the estimation aspect, we propose an influence function-based estimation method and provide an analysis for the robustness of the estimators.

In an introductory tutorial, we illustrated building cohort state-transition models (cSTMs) in R, where the state transitions probabilities were constant over time. However, in practice, many cSTMs require transitions, rewards, or both to vary over time (time-dependent). This tutorial illustrates adding two types of time-dependency using a previously published cost-effectiveness analysis of multiple strategies as an example. The first is simulation-time dependence, which allows for the transition probabilities to vary as a function of time as measured since the start of the simulation (e.g., varying probability of death as the cohort ages). The second is state-residence time dependence, allowing for history by tracking the time spent in any particular health state using tunnel states. We use these time-dependent cSTMs to conduct cost-effectiveness and probabilistic sensitivity analyses. We also obtain various epidemiological outcomes of interest from the outputs generated from the cSTM, such as survival probability and disease prevalence, often used for model calibration and validation. We present the mathematical notation first, followed by the R code to execute the calculations. The full R code is provided in a public code repository for broader implementation., Comment: 34 pages, 7 figures. arXiv admin note: text overlap with arXiv:2001.07824

Decision models can combine information from different sources to simulate the long-term consequences of alternative strategies in the presence of uncertainty. A cohort state-transition model (cSTM) is a decision model commonly used in medical decision-making to simulate the transitions of a hypothetical cohort among various health states over time. This tutorial focuses on time-independent cSTM, where transition probabilities among health states remain constant over time. We implement time-independent cSTM in R, an open-source mathematical and statistical programming language. We illustrate time-independent cSTMs using a previously published decision model, calculate costs and effectiveness outcomes, conduct a cost-effectiveness analysis of multiple strategies, including a probabilistic sensitivity analysis. We provide open-source code in R to facilitate wider adoption. In a second, more advanced tutorial, we illustrate time-dependent cSTMs., Comment: Tutorial with 30 pages, 6 tables and 6 figures. For R code, see https://github.com/DARTH-git/cohort-modeling-tutorial-intro

Markov blanket feature selection, while theoretically optimal, is generally challenging to implement. This is due to the shortcomings of existing approaches to conditional independence (CI) testing, which tend to struggle either with the curse of dimensionality or computational complexity. We propose a novel two-step approach which facilitates Markov blanket feature selection in high dimensions. First, neural networks are used to map features to low-dimensional representations. In the second step, CI testing is performed by applying the $k$-NN conditional mutual information estimator to the learned feature maps. The mappings are designed to ensure that mapped samples both preserve information and share similar information about the target variable if and only if they are close in Euclidean distance. We show that these properties boost the performance of the $k$-NN estimator in the second step. The performance of the proposed method is evaluated on both synthetic and real data., Comment: Accepted to UAI 2020

The main approach to defining equivalence among acyclic directed causal graphical models is based on the conditional independence relationships in the distributions that the causal models can generate, in terms of the Markov equivalence. However, it is known that when cycles are allowed in the causal structure, conditional independence may not be a suitable notion for equivalence of two structures, as it does not reflect all the information in the distribution that is useful for identification of the underlying structure. In this paper, we present a general, unified notion of equivalence for linear Gaussian causal directed graphical models, whether they are cyclic or acyclic. In our proposed definition of equivalence, two structures are equivalent if they can generate the same set of data distributions. We also propose a weaker notion of equivalence called quasi-equivalence, which we show is the extent of identifiability from observational data. We propose analytic as well as graphical methods for characterizing the equivalence of two structures. Additionally, we propose a score-based method for learning the structure from observational data, which successfully deals with both acyclic and cyclic structures.