We describe how to analyze the wide class of non stationary processes with stationary centered increments using Shannon information theory. To do so, we use a practical viewpoint and define ersatz quantities from time-averaged probability distributions. These ersa
This is a continuation of the earlier work cite{SSS} to characterize stationary unitary increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with a technical assumption on the domain of the generator, unitary equivalence of the processes to the solution of Hudson-Parthasarathy equation is proved.
We study the multi-user scheduling problem for minimizing the Age of Information (AoI) in cellular wireless networks under stationary and non-stationary regimes. We derive fundamental lower bounds for the scheduling problem and design efficient online policies with provable performance guarantees. In the stationary setting, we consider the AoI optimization problem for a set of mobile users travelling around multiple cells. In this setting, we propose a scheduling policy and show that it is $2$-optimal. Next, we propose a new adversarial channel model for studying the scheduling problem in non-stationary environments. For $N$ users, we show that the competitive ratio of any online scheduling policy in this setting is at least $Omega(N)$. We then propose an online policy and show that it achieves a competitive ratio of $O(N^2)$. Finally, we introduce a relaxed adversarial model with channel state estimations for the immediate future. We propose a heuristic model predictive control policy that exploits this feature and compare its performance through numerical simulations.
Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The mathematical methods we discuss in this paper are an extension of the Gaussian-process framework. We are proposing advanced kernel designs that only allow for functions with certain desirable characteristics to be elements of the reproducing kernel Hilbert space (RKHS) that underlies all kernel methods and serves as the sample space for Gaussian process regression. These desirable characteristics reflect the underlying physics; two obvious examples are symmetry and periodicity constraints. In addition, non-stationary kernel designs can be defined in the same framework to yield flexible multi-task Gaussian processes. We will show the impact of advanced kernel designs on Gaussian processes using several synthetic and two scientific data sets. The results show that including domain knowledge, communicated through advanced kernel designs, has a significant impact on the accuracy and relevance of the function approximation.
We prove a law of large numbers for the empirical density of one-dimensional, boundary driven, symmetric exclusion processes with different types of non-reversible dynamics at the boundary. The proofs rely on duality techniques.
The problem of estimating a sparse signal from low dimensional noisy observations arises in many applications, including super resolution, signal deconvolution, and radar imaging. In this paper, we consider a sparse signal model with non-stationary modulations, in which each dictionary atom contributing to the observations undergoes an unknown, distinct modulation. By applying the lifting technique, under the assumption that the modulating signals live in a common subspace, we recast this sparse recovery and non-stationary blind demodulation problem as the recovery of a column-wise sparse matrix from structured linear observations, and propose to solve it via block $ell_{1}$-norm regularized quadratic minimization. Due to observation noise, the sparse signal and modulation process cannot be recovered exactly. Instead, we aim to recover the sparse support of the ground truth signal and bound the recovery errors of the signals non-zero components and the modulation process. In particular, we derive sufficient conditions on the sample complexity and regularization parameter for exact support recovery and bound the recovery error on the support. Numerical simulations verify and support our theoretical findings, and we demonstrate the effectiveness of our model in the application of single molecule imaging.