Researcher profile

Asaf Cohen

Asaf Cohen contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate

Trust snapshot

Quick read

Trust 21 - EmergingVerification L1Unclaimed author
15works
0followers
15topics
4close collaborators

Actions

Decide how to stay connected

Follow researcher0

Identity and collaboration

How to connect with this researcher

Claiming links this public author record to a researcher profile and unlocks direct collaboration workflows.

Log in to claim

Direct collaboration

Open a focused conversation when the fit is right

Claim this author entity first to unlock direct invitations.

Research graph

See the researcher in context

Open full explorer

Inspect adjacent work, topics, institutions and collaborators without jumping out to a separate graph page.

Building this graph slice

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Published work

15 published item(s)

preprint2026arXiv

Conditional Diffusion Under Linear Constraints: Langevin Mixing and Information-Theoretic Guarantees

We study zero-shot conditional sampling with pretrained diffusion models for linear inverse problems, including inpainting and super-resolution. In these problems, the observation determines only part of the unknown signal. The remaining degrees of freedom must be sampled according to the correct conditional data distribution. Existing projection-based samplers enforce measurement consistency by correcting the observed component during reverse diffusion. However, measurement consistency alone does not determine how probability mass should be distributed along the feasible set, and this can lead to biased conditional samples. We analyze this issue through a normal--tangent decomposition of the score function. For Gaussian noising, the observed-direction score is exactly determined by the measurement; only the tangent conditional score is unknown. We prove that the error from replacing this score by the unconditional tangent score is upper bounded by a dimension-free conditional mutual information between observed and unobserved components. This gives an information-theoretic decomposition into initialization and pathwise score-mismatch errors. Motivated by the theory, we propose a projected-Langevin initialization followed by guided reverse denoising, which outperforms a strong projection-based baseline in inpainting and super-resolution experiments.

preprint2023arXiv

Order-optimal Joint Transmission and Identification in Massive Multi-User MIMO via Group Testing

The number of wireless devices which are connected to a single Wireless Local Area Network continues to grow each year. As a result, the orchestration of so many devices becomes a daunting, resource--consuming task, especially when the resources available at the single access point are limited, and it is hard to anticipate which devices will request access at any given time. On the other hand, the number of antennas on both the devices and the access point grows as well, facilitating advanced joint scheduling and coding techniques. In this paper, we leverage the large number of antennas and suggest a massive multiple-user multiple-input-multiple-output (MU-MIMO) scheme using sparse coding based on Group Testing (GT) principles. The scheme allows for a small subset of devices to transmit simultaneously, without a preceding scheduling phase or coordination, thus reducing overhead and complexity. Specifically, we show that out of a population of \(N\) devices, it is possible to jointly identify and decode \(K\) devices, unknown in advance, simultaneously and without any scheduling. The scheme utilizes minimal knowledge of channel state, uses an efficient (in both run-time and space) decoding algorithm, and requires \(O(K\log N\mathcal{M})\) antennas, where \(\mathcal{M}\) is the number of messages per device. In fact, we prove that this scheme is order--optimal in the number of users and messages. This is done by deriving sufficient conditions for a vanishing error probability (a direct result), bounding the minimal number of antennas necessary for any such scheme (a converse result), and showing that these results are asymptotically tight.

preprint2022arXiv

A Scaling Limit for Utility Indifference Prices in the Discretized Bachelier Model

We consider the discretized Bachelier model where hedging is done on an equidistant set of times. Exponential utility indifference prices are studied for path-dependent European options and we compute their non-trivial scaling limit for a large number of trading times $n$ and when risk aversion is scaled like $n\ell$ for some constant $\ell>0$. Our analysis is purely probabilistic. We first use a duality argument to transform the problem into an optimal drift control problem with a penalty term. We further use martingale techniques and strong invariance principles and get that the limiting problem takes the form of a volatility control problem.

preprint2022arXiv

Covertly Controlling a Linear System

Consider the problem of covertly controlling a linear system. In this problem, Alice desires to control (stabilize or change the parameters of) a linear system, while keeping an observer, Willie, unable to decide if the system is indeed being controlled or not. We formally define the problem, under two different models: (i) When Willie can only observe the system's output (ii) When Willie can directly observe the control signal. Focusing on AR(1) systems, we show that when Willie observes the system's output through a clean channel, an inherently unstable linear system can not be covertly stabilized. However, an inherently stable linear system can be covertly controlled, in the sense of covertly changing its parameter. Moreover, we give direct and converse results for two important controllers: a minimal-information controller, where Alice is allowed to used only $1$ bit per sample, and a maximal-information controller, where Alice is allowed to view the real-valued output. Unlike covert communication, where the trade-off is between rate and covertness, the results reveal an interesting \emph{three--fold} trade--off in covert control: the amount of information used by the controller, control performance and covertness. To the best of our knowledge, this is the first study formally defining covert control.

preprint2022arXiv

Quantum-inspired variational algorithms for partial differential equations: Application to financial derivative pricing

Variational quantum Monte Carlo (VMC) combined with neural-network quantum states offers a novel angle of attack on the curse-of-dimensionality encountered in a particular class of partial differential equations (PDEs); namely, the real- and imaginary time-dependent Schrödinger equation. In this paper, we present a simple generalization of VMC applicable to arbitrary time-dependent PDEs, showcasing the technique in the multi-asset Black-Scholes PDE for pricing European options contingent on many correlated underlying assets.

preprint2021arXiv

Finite state Mean Field Games with Wright-Fisher common noise

We force uniqueness in finite state mean field games by adding a Wright-Fisher common noise. We achieve this by analyzing the master equation of this game, which is a degenerate parabolic second-order partial differential equation set on the simplex whose characteristics solve the stochastic forward-backward system associated with the mean field game; see Cardaliaguet et al. (2019). We show that this equation, which is a non-linear version of the Kimura type equation studied in Epstein and Mazzeo (2013), has a unique smooth solution whenever the normal component of the drift at the boundary is strong enough. Among others, this requires a priori estimates of Hölder type for the corresponding Kimura operator when the drift therein is merely continuous.

preprint2020arXiv

A Macroeconomic SIR Model for COVID-19

The current COVID-19 pandemic and subsequent lockdowns have highlighted the close and delicate relationship between a country's public health and economic health. Macroeconomic models that use preexisting epidemic models to calculate the impacts of a disease outbreak are therefore extremely useful for policymakers seeking to evaluate the best course of action in such a crisis. We develop an SIR model of the COVID-19 pandemic that explicitly considers herd immunity, behavior-dependent transmission rates, remote workers, and indirect externalities of lockdown. This model is presented as an exit time control problem where lockdown ends when the population achieves herd immunity, either naturally or via a vaccine. A social planner prescribes separate levels of lockdown for two separate sections of the adult population: low-risk (ages 20-64) and high-risk (ages 65 and over). These levels are determined via optimization of an objective function which assigns a macroeconomic cost to the level of lockdown and the number of deaths. We find that, by ending lockdowns once herd immunity is reached, high-risk individuals are able to leave lockdown significantly before the arrival of a vaccine without causing large increases in mortality. Moreover, if we incorporate a behavior-dependent transmission rate which represents increased personal caution in response to increased infection levels, both output loss and total mortality are lowered. Lockdown efficacy is further increased when there is less interaction between low- and high-risk individuals, and increased remote work decreases output losses. Overall, our model predicts that a lockdown which ends at the arrival of herd immunity, combined with individual actions to slow virus transmission, can reduce total mortality to one-third of the no-lockdown level, while allowing high-risk individuals to leave lockdown well before vaccine arrival.

preprint2020arXiv

Centralized vs Decentralized Targeted Brute-Force Attacks: Guessing with Side-Information

According to recent empirical studies, a majority of users have the same, or very similar, passwords across multiple password-secured online services. This practice can have disastrous consequences, as one password being compromised puts all the other accounts at much higher risk. Generally, an adversary may use any side-information he/she possesses about the user, be it demographic information, password reuse on a previously compromised account, or any other relevant information to devise a better brute-force strategy (so called targeted attack). In this work, we consider a distributed brute-force attack scenario in which $m$ adversaries, each observing some side information, attempt breaching a password secured system. We compare two strategies: an uncoordinated attack in which the adversaries query the system based on their own side-information until they find the correct password, and a fully coordinated attack in which the adversaries pool their side-information and query the system together. For passwords $\mathbf{X}$ of length $n$, generated independently and identically from a distribution $P_X$, we establish an asymptotic closed-form expression for the uncoordinated and coordinated strategies when the side-information $\mathbf{Y}_{(m)}$ are generated independently from passing $\mathbf{X}$ through a memoryless channel $P_{Y|X}$, as the length of the password $n$ goes to infinity. We illustrate our results for binary symmetric channels and binary erasure channels, two families of side-information channels which model password reuse. We demonstrate that two coordinated agents perform asymptotically better than any finite number of uncoordinated agents for these channels, meaning that sharing side-information is very valuable in distributed attacks.

preprint2020arXiv

Compute-and-Forward in Large Relaying Systems: Limitations and Asymptotically Optimal Scheduling

Compute and Forward (CF) is a coding scheme which enables receivers to decode linear combinations of simultaneously transmitted messages while exploiting the linear properties of lattice codes and the additive nature of a shared medium. The scheme was originally designed for relay networks, yet, it was found useful in other communication problems, such as MIMO communication. Works in the current literature assume a fixed number of transmitters and receivers in the system. However, following the increase in communication networks density, it is interesting to investigate the performance of CF when the number of transmitters is large. In this work, we show that as the number of transmitters grows, CF becomes degenerated, in the sense that a relay prefers to decode only one (strongest) user instead of any other linear combination of the transmitted codewords, treating the other users as noise. Moreover, the system's sum-rate tends to zero as well. This makes scheduling necessary in order to maintain the superior abilities CF provides. We thus examine the problem of scheduling for CF. We start with insights on why good scheduling opportunities can be found. Then, we provide an asymptotically optimal, polynomial-time scheduling algorithm and analyze its performance. We conclude that with proper scheduling, CF is not merely non-degenerated, but, in fact, provides a gain for the system sum-rate, up to the optimal scaling law of $O(\log{\log{L}})$.

preprint2020arXiv

Multi-Antenna Jamming in Covert Communication

Covert communication conceals transmission of messages from Alice to Bob out of a watchful adversary, Willie, who tries to determine if a transmission took place or not. While covert communication in a basic, vanilla setting where all variables are known to Willie, results in the well-known square-root law, when a jammer is present and assists Alice by creating uncertainty in Willie's decoder, a strictly positive transmission rate is possible. In this work, we analyze the case where the jammer is equipped with multiple antennas. Specifically, we analyze the effect of multiple antennas at the jammer on Alice's transmission power and consequently on the transmission rate. We consider both cases, one in which the channel knowledge is known and one in which it is unknown by the jammer. We formulate several optimization problems for the transmission strategies of the jammer, to maximize his assistance to Alice, in terms of maximizing a ratio between Willie's and Bob's noise variances. When the channel information is known to the jammer, we show that the optimal strategy of the jammer is to perform beamforming towards a single direction with all his available power. This direction though, is not trivial, since it reflects an optimal tradeoff point between minimizing the interference at Bob and maximizing the interference at Willie. When the channel knowledge is unknown, we show that the optimal strategy of the jammer is either to transmit isotropically to all directions or to the null-space of Bob, where this choice depends on certain channel conditions. This is in contrast to current schemes in the literature. Furthermore, we extend the optimization problems to the case where Bob is also equipped with multiple antennas, and provide insightful results, shown to be asymptotically optimal, accompanied by simulations.

preprint2020arXiv

Privacy-aware Distributed Hypothesis Testing

A distributed binary hypothesis testing (HT) problem involving two parties, a remote observer and a detector, is studied. The remote observer has access to a discrete memoryless source, and communicates its observations to the detector via a rate-limited noiseless channel. The detector observes another discrete memoryless source, and performs a binary hypothesis test on the joint distribution of its own observations with those of the observer. While the goal of the observer is to maximize the type II error exponent of the test for a given type I error probability constraint, it also wants to keep a private part of its observations as oblivious to the detector as possible. Considering both equivocation and average distortion under a causal disclosure assumption as possible measures of privacy, the trade-off between the communication rate from the observer to the detector, the type II error exponent, and privacy is studied. For the general HT problem, we establish single-letter inner bounds on both the rate-error exponent-equivocation and rate-error exponent-distortion trade-offs. Subsequently, single-letter characterizations for both trade-offs are obtained (i) for testing against conditional independence of the observer's observations from those of the detector, given some additional side-information at the detector; and (ii) when the communication rate constraint over the channel is zero. Finally, we show by providing a counterexample that, the strong converse which holds for distributed HT without a privacy constraint, does not hold when a privacy constraint is imposed. This implies that, in general, the rate-error exponent-equivocation and rate-error exponent-distortion trade-offs are not independent of the type I error probability constraint.

preprint2020arXiv

Private Information Retrieval Over Gaussian MAC

Consider the problem of Private Information Retrieval (PIR), where a user wishes to retrieve a single message from $N$ non-communicating and non-colluding databases (servers). All servers store the same set of $M$ messages and they respond to the user through a block fading Gaussian Multiple Access Channel (MAC). The goal in this setting is to keep the index of the required message private from the servers while minimizing the overall communication overhead. This work provides joint privacy and channel coding retrieval schemes for the Gaussian MAC with and without fading. The schemes exploit the linearity of the channel while using the Compute and Forward (CF) coding scheme. Consequently, single-user encoding and decoding are performed to retrieve the private message. In the case of a channel without fading, the achievable retrieval rate is shown to outperform a separation-based scheme, in which the retrieval and the channel coding are designed separately. Moreover, this rate is asymptotically optimal as the SNR grows, and are up to a constant gap of $2$ bits per channel use from the channel capacity without privacy constraints, for all SNR values. When the channel suffers from fading, the asymmetry between the servers' channels forces a more complicated solution, which involves a hard optimization problem. Nevertheless, we provide coding scheme and lower bounds on the expected achievable retrieval rate which are shown to have the same scaling laws as the channel capacity, both in the number of servers and the SNR.

preprint2020arXiv

Rate of Convergence of the Probability of Ruin in the Cramér-Lundberg Model to its Diffusion Approximation

We analyze the probability of ruin for the {\it scaled} classical Cramér-Lundberg (CL) risk process and the corresponding diffusion approximation. The scaling, introduced by Iglehart \cite{I1969} to the actuarial literature, amounts to multiplying the Poisson rate $\la$ by $n$, dividing the claim severity by $\sqrtn$, and adjusting the premium rate so that net premium income remains constant. %Therefore, we think of the associated diffusion approximation as being "asymptotic for large values of $\la$." We are the first to use a comparison method to prove convergence of the probability of ruin for the scaled CL process and to derive the rate of convergence. Specifically, we prove a comparison lemma for the corresponding integro-differential equation and use this comparison lemma to prove that the probability of ruin for the scaled CL process converges to the probability of ruin for the limiting diffusion process. Moreover, we show that the rate of convergence for the ruin probability is of order $\mO\big(n^{-1/2}\big)$, and we show that the convergence is {\it uniform} with respect to the surplus. To the best of our knowledge, this is the first rate of convergence achieved for these ruin probabilities, and we show that it is the tightest one in the general case. For the case of exponentially-distributed claims, we are able to improve the approximation arising from the diffusion, attaining a uniform $\mO\big(n^{-k/2}\big)$ rate of convergence for arbitrary $k \in \N$. We also include two examples that illustrate our results.

preprint2020arXiv

Secure Adaptive Group Testing

\emph{Group Testing} (GT) addresses the problem of identifying a small subset of defective items from a large population, by grouping items into as few test pools as possible. In \emph{Adaptive GT} (AGT), outcomes of previous tests can influence the makeup of future tests. Using an information theoretic point of view, Aldridge $2012$ showed that in the regime of a few defectives, adaptivity does not help much, as the number of tests required is essentially the same as for non-adaptive GT. \emph{Secure GT} considers a scenario where there is an eavesdropper who may observe a fraction $δ$ of the tests results, yet should not be able to infer the status of the items. In the non-adaptive scenario, the number of tests required is $1/(1-δ)$ times the number of tests without the secrecy constraint. In this paper, we consider \emph{Secure Adaptive GT}. Specifically, when during the makeup of the pools one has access to a private feedback link from the lab, of rate $R_f$. We prove that the number of tests required for both correct reconstruction at the legitimate lab, with high probability, and negligible mutual information at the eavesdropper is $1/min\{1,1-δ+R_f\}$ times the number of tests required with no secrecy constraint. Thus, unlike non-secure GT, where an adaptive algorithm has only a mild impact, under a security constraint it can significantly boost performance. A key insight is that not only the adaptive link should disregard the actual test results and simply send keys, these keys should be enhanced through a "secret sharing" scheme before usage. We drive sufficiency and necessity bounds that completely characterizes the Secure Adaptive GT capacity.

preprint2020arXiv

Secure Group Testing

The principal goal of Group Testing (GT) is to identify a small subset of &#34;defective&#34; items from a large population, by grouping items into as few test pools as possible. The test outcome of a pool is positive if it contains at least one defective item, and is negative otherwise. GT algorithms are utilized in numerous applications, and in many of them maintaining the privacy of the tested items, namely, keeping secret whether they are defective or not, is critical. In this paper, we consider a scenario where there is an eavesdropper (Eve) who is able to observe a subset of the GT outcomes (pools). We propose a new non-adaptive Secure Group Testing (SGT) scheme based on information-theoretic principles. The new proposed test design keeps the eavesdropper ignorant regarding the items&#39; status. Specifically, when the fraction of tests observed by Eve is $0 \leq δ<1$, we prove that with the naive Maximum Likelihood (ML) decoding algorithm the number of tests required for both correct reconstruction at the legitimate user (with high probability) and negligible information leakage to Eve is $\frac{1}{1-δ}$ times the number of tests required with no secrecy constraint for the fixed $K$ regime. By a matching converse, we completely characterize the Secure GT capacity. Moreover, we consider the Definitely Non-Defective (DND) computationally efficient decoding algorithm, proposed in the literature for non-secure GT. We prove that with the new secure test design, for $δ< 1/2$, the number of tests required, without any constraint on $K$, is at most $\frac{1}{1/2-δ}$ times the number of tests required with no secrecy constraint.