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Published work

34 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 "defective" 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' 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.

preprint2016arXiv

Efficient Coding for Multi-source Networks using Gács-Körner Common Information

Consider a multi-source network coding problem with correlated sources. While the fundamental limits are known, achieving them, in general, involves a computational burden due to the complex decoding process. Efficient solutions, on the other hand, are by large based on source and network coding separation, thus imposing strict topological constraints on the networks which can be solved. In this work, we introduce a novel notion of separation of source and network coding using Gács-Körner Common Information (CI). Unlike existing notions of separation, the sufficient condition for this separation to hold depends on the source structure rather than the network topology. Using the suggested separation scheme, we tackle three important multi-source problems. The first is the multi-source multicast. We construct efficient, zero error source codes, and via properties of the CI completely characterize the resulting rate region. The second is broadcast with side information. We establish a duality between this problem and the classical problem of degraded message set broadcast, and give two code constructions and their associated regions. Finally, we consider the Ahlswede-Korner problem in a network, and give an efficient solution which is tight under the CI constraints.

preprint2016arXiv

Maximum Entropy Functions: Approximate Gacs-Korner for Distributed Compression

Consider two correlated sources $X$ and $Y$ generated from a joint distribution $p_{X,Y}$. Their Gács-Körner Common Information, a measure of common information that exploits the combinatorial structure of the distribution $p_{X,Y}$, leads to a source decomposition that exhibits the latent common parts in $X$ and $Y$. Using this source decomposition we construct an efficient distributed compression scheme, which can be efficiently used in the network setting as well. Then, we relax the combinatorial conditions on the source distribution, which results in an efficient scheme with a helper node, which can be thought of as a front-end cache. This relaxation leads to an inherent trade-off between the rate of the helper and the rate reduction at the sources, which we capture by a notion of optimal decomposition. We formulate this as an approximate Gács-Körner optimization. We then discuss properties of this optimization, and provide connections with the maximal correlation coefficient, as well as an efficient algorithm, both through the application of spectral graph theory to the induced bipartite graph of $p_{X,Y}$.

preprint2016arXiv

On Secrecy Rates and Outage in Multi-User Multi-Eavesdroppers MISO Systems

In this paper, we study the secrecy rate and outage probability in Multiple-Input-Single-Output (MISO) Gaussian wiretap channels at the limit of a large number of legitimate users and eavesdroppers. In particular, we analyze the asymptotic achievable secrecy rates and outage, when only statistical knowledge on the wiretap channels is available to the transmitter. The analysis provides exact expressions for the reduction in the secrecy rate as the number of eavesdroppers grows, compared to the boost in the secrecy rate as the number of legitimate users grows.

preprint2015arXiv

Asymptotic Analysis for Reliable Data Dissemination in Shared loss Multicast Trees

The completion time for the dissemination (or alternatively, aggregation) of information from all nodes in a network plays a critical role in the design and analysis of communication systems, especially in real time applications for which delay is critical. In this work, we analyse the completion time of data dissemination in a shared loss (i.e., unreliable links) multicast tree, at the limit of large number of nodes. Specifically, analytic expressions for upper and lower bounds on the expected completion time are provided, and, in particular, it is shown that both these bounds scale as $α\log n$. For example, on a full binary tree with $n$ end users, and packet loss probability of $0.1$, we bound the expected completion time for disseminating one packet from below by $1.41 \log_2 n+o \left( \log n \right)$ and from above by $1.78 \log_2 n+o \left( \log n \right)$. Clearly, the completion time is determined by the last end user who receives the message, that is, a maximum over all arrival times. Hence, Extreme Value Theory (EVT) is an appropriate tool to explore this problem. However, since arrival times are correlated, non-stationary, and furthermore, time slots are discrete, a thorough study of EVT for Non-Stationary Integer Valued (NSIV) sequences is required. To the best of our knowledge, such processes were not studied before in the framework of EVT. Consequently, we derive the asymptotic distribution of the maxima of NSIV sequences satisfying certain conditions, and give EVT results which are applicable also beyond the scope of this work. These result are then used to derive tight bounds on the completion time. Finally, the results are validated by extensive simulations and numerical analysis.

preprint2015arXiv

Capacity and performance analysis for multi-user system under distributed opportunistic scheduling in a time dependent channel

Consider the problem of a multi-user multiple access channel. While several multi-user coding techniques exist, in practical scenarios, not all users can be scheduled simultaneously. Thus, a key problem is which users to schedule in a given time slot. Under realistic approach for time dependency of the channel, we adopt a distributed scheduling algorithm in which each user, in the beginning of each slot, estimates his channel gain and compares it to a threshold, and if exceeding it the user can transmit. In this work we are interested in the expected capacity of the system and the delay and quality of service of the data accumulated at the users under this scheduling scheme. First we derive the expected capacity under scheduling (distributed and centralized) for this time dependent environment and show that its scaling law is $O(σ_g\sqrt{2\log K}+μ_g)$, were $σ_g, μ_g$ are the good channel parameters (assuming Gaussian capacity approximation, e.g., under MIMO) and $K$ is the number of users. Then we turn to the performance analysis of such system while assuming the users are not necessarily fully backlogged, and focus specifically on the queueing problem and the strong dependence between the queues which leave no alternative but to turn to approximate models for this system. We adopt the celebrated model of Ephremides and Zhu to give new results on the convergence of the probability of collision to its average value (as the number of users grows), and hence for the ensuing system performance metrics, such as throughput and delay. We further utilize this finding to suggest a much simpler approximate model, which accurately describes the system behavior when the number of queues is large. The system performance as predicted by the approximate models shows excellent agreement with simulation results.

preprint2015arXiv

Coded Retransmission in Wireless Networks Via Abstract MDPs: Theory and Algorithms

Consider a transmission scheme with a single transmitter and multiple receivers over a faulty broadcast channel. For each receiver, the transmitter has a unique infinite stream of packets, and its goal is to deliver them at the highest throughput possible. While such multiple-unicast models are unsolved in general, several network coding based schemes were suggested. In such schemes, the transmitter can either send an uncoded packet, or a coded packet which is a function of a few packets. The packets sent can be received by the designated receiver (with some probability) or heard and stored by other receivers. Two functional modes are considered; the first presumes that the storage time is unlimited, while in the second it is limited by a given Time to Expire (TTE) parameter. We model the transmission process as an infinite-horizon Markov Decision Process (MDP). Since the large state space renders exact solutions computationally impractical, we introduce policy restricted and induced MDPs with significantly reduced state space, and prove that with proper reward function they have equal optimal value function (hence equal optimal throughput). We then derive a reinforcement learning algorithm, which learns the optimal policy for the induced MDP. This optimal strategy of the induced MDP, once applied to the policy restricted one, significantly improves over uncoded schemes. Next, we enhance the algorithm by means of analysis of the structural properties of the resulting reward functional. We demonstrate that our method scales well in the number of users, and automatically adapts to the packet loss rates, unknown in advance. In addition, the performance is compared to the recent bound by Wang, which assumes much stronger coding (e.g., intra-session and buffering of coded packets), yet is shown to be comparable.

preprint2015arXiv

On the Capacity of Wireless Networks with Random Transmission Delay

In this paper, we introduce novel coding schemes for wireless networks with random transmission delays. These coding schemes obviate the need for synchronicity, reduce the number of transmissions and achieve the optimal rate region in the corresponding wired model for both multiple unicast and multicast cases with up to three users under the equal rate constraint. The coding schemes are presented in two phases; first, coding schemes for line, star and line-star topologies with random transmission delays are provided. Second, any general topology with multiple bidirectional unicast and multicast sessions is shown to be decomposable into these canonical topologies to reduce the number of transmissions without rate redundancy. As a result, the coding schemes developed for the line, star and line-star topologies serve as building blocks for the construction of more general coding schemes for all networks. The proposed schemes are proved to be Real Time (RT) for wireless networks in the sense that they achieve the minimal decoding delay. With a negligible size header, these coding schemes are shown to be applicable to unsynchronized networks, i.e., networks with random transmission delays. Finally, we demonstrate the applicability of these schemes by extensive simulations. The implementation of such coding schemes on a wireless network with random transmission delay can improve performance and power efficiency.

preprint2015arXiv

Universal Anomaly Detection: Algorithms and Applications

Modern computer threats are far more complicated than those seen in the past. They are constantly evolving, altering their appearance, perpetually changing disguise. Under such circumstances, detecting known threats, a fortiori zero-day attacks, requires new tools, which are able to capture the essence of their behavior, rather than some fixed signatures. In this work, we propose novel universal anomaly detection algorithms, which are able to learn the normal behavior of systems and alert for abnormalities, without any prior knowledge on the system model, nor any knowledge on the characteristics of the attack. The suggested method utilizes the Lempel-Ziv universal compression algorithm in order to optimally give probability assignments for normal behavior (during learning), then estimate the likelihood of new data (during operation) and classify it accordingly. The suggested technique is generic, and can be applied to different scenarios. Indeed, we apply it to key problems in computer security. The first is detecting Botnets Command and Control (C&C) channels. A Botnet is a logical network of compromised machines which are remotely controlled by an attacker using a C&C infrastructure, in order to perform malicious activities. We derive a detection algorithm based on timing data, which can be collected without deep inspection, from open as well as encrypted flows. We evaluate the algorithm on real-world network traces, showing how a universal, low complexity C&C identification system can be built, with high detection rates and low false-alarm probabilities. Further applications include malicious tools detection via system calls monitoring and data leakage identification.

preprint2014arXiv

Bandit problems with Levy processes

Bandit problems model the trade-off between exploration and exploitation in various decision problems. We study two-armed bandit problems in continuous time, where the risky arm can have two types: High or Low; both types yield stochastic payoffs generated by a Levy process. We show that the optimal strategy is a cut-off strategy and we provide an explicit expression for the cut-off and for the optimal payoff.

preprint2014arXiv

Lossless Coding of Correlated Sources with Actions

This work studies the problem of distributed compression of correlated sources with an action-dependent joint distribution. This class of problems is, in fact, an extension of the Slepian-Wolf model, but where cost-constrained actions taken by the encoder or the decoder affect the generation of one of the sources. The purpose of this work is to study the implications of actions on the achievable rates. In particular, two cases where transmission occurs over a rate-limited link are studied; case A for actions taken at the decoder and case B where actions are taken at the encoder. A complete single-letter characterization of the set of achievable rates is given in both cases. Furthermore, a network coding setup is investigated for the case where actions are taken at the encoder. The sources are generated at different nodes of the network and are required at a set of terminal nodes, yet transmission occurs over a general, acyclic, directed network. For this setup, generalized cut-set bounds are derived, and a full characterization of the set of achievable rates using single-letter expressions is provided. For this scenario, random linear network coding is proved to be optimal, even though this is not a classical multicast problem. Additionally, two binary examples are investigated and demonstrate how actions taken at different nodes of the system have a significant affect on the achievable rate region in comparison to a naive time-sharing strategy.

preprint2014arXiv

Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise

This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior distribution processes is, in general, not equal to the posterior distribution process of the mentioned Brownian motion with the unknown drift. Instead, it is equal to the posterior distribution process associated with a Brownian motion with the same unknown drift and a different standard deviation coefficient. The difference between the two standard deviation coefficients can be arbitrarily large. The characterization of the limit of the posterior distribution processes is then applied to a family of stopping time problems. We show that the proper way to find asymptotically optimal solutions to stopping time problems w.r.t.~the scaled counting processes is by looking at the limit of the posterior distribution processes rather than by the naive approach of looking at the limit of the scaled counting processes themselves. The difference between the performances can be arbitrarily large.

preprint2014arXiv

Wiretap Channel With Causal State Information and Secure Rate-Limited Feedback

In this paper, we consider the secrecy capacity of a wiretap channel in the presence of causal state information and secure rate-limited feedback. In this scenario, the causal state information from the channel is available to both the legitimate transmitter and legitimate receiver. In addition, the legitimate receiver can send secure feedback to the transmitter at a limited rate Rf . We shown that the secrecy capacity is bounded. Moreover, when the channel to the legitimate receiver is less noisy than the channel to the eavesdropper, the bound is shown to be tight. The capacity achieving scheme is based on both the Wyner wiretap coding and two steps of shared-key generation: one from the state information and one via the noiseless feedback. Finally, we consider several special cases. When state information is available only at the legitimate receiver, the analysis suggests that unlike previous results involving feedback, it is better to use the feedback to send the state information to the transmitter (when possible), rather than send a random key.

preprint2013arXiv

Distributed Inter-Cell Interference Mitigation Via Joint Scheduling and Power Control Under Noise Rise Constraints

Consider the problem of joint uplink scheduling and power allocation. Being inherent to almost any wireless system, this resource allocation problem has received extensive attention. Yet, most common techniques either adopt classical power control, in which mobile stations are received with the same Signal-to-Interference-plus-Noise Ratio, or use centralized schemes, in which base stations coordinate their allocations. In this work, we suggest a novel scheduling approach in which each base station, besides allocating the time and frequency according to given constraints, also manages its uplink power budget such that the aggregate interference, "Noise Rise", caused by its subscribers at the neighboring cells is bounded. Our suggested scheme is distributed, requiring neither coordination nor message exchange. We rigorously define the allocation problem under noise rise constraints, give the optimal solution and derive an efficient iterative algorithm to achieve it. We then discuss a relaxed problem, where the noise rise is constrained separately for each sub-channel or resource unit. While sub-optimal, this view renders the scheduling and power allocation problems separate, yielding an even simpler and more efficient solution, while the essence of the scheme is kept. Via extensive simulations, we show that the suggested approach increases overall performance dramatically, with the same level of fairness and power consumption.

preprint2013arXiv

SINR Diagram with Interference Cancellation

In this paper we study the reception zones of a wireless network in the SINR model with receivers that employ \emph{interference cancellation} (IC), a technique that allows a receiver to decode interfering signals, and \emph{cancel} them from the received signal in order to decode its intended message. We first derive some important topological properties of the diagram describing the reception zones and their connections to \emph{high-order Voronoi diagrams} and other related geometric objects. We then discuss the computational issues that arise when seeking an efficient description of the zones. Our main fundamental result states that although potentially there are exponentially many possible cancellation orderings (and consequently reception cells), in fact there are much fewer nonempty such cells. We prove a (tight) linear bound on the number of cells and provide a polynomial time algorithm to describe the diagram. Moreover, we introduce a novel measure, referred to as the \emph{Compactness Parameter}, which influences the tightness of our bounds. We then utilize the properties established for reception diagrams to devise a logarithmic time algorithm for answering \emph{point-location} queries for networks with IC.

preprint2012arXiv

Network Coded Gossip with Correlated Data

We design and analyze gossip algorithms for networks with correlated data. In these networks, either the data to be distributed, the data already available at the nodes, or both, are correlated. This model is applicable for a variety of modern networks, such as sensor, peer-to-peer and content distribution networks. Although coding schemes for correlated data have been studied extensively, the focus has been on characterizing the rate region in static memory-free networks. In a gossip-based scheme, however, nodes communicate among each other by continuously exchanging packets according to some underlying communication model. The main figure of merit in this setting is the stopping time -- the time required until nodes can successfully decode. While Gossip schemes are practical, distributed and scalable, they have only been studied for uncorrelated data. We wish to close this gap by providing techniques to analyze network coded gossip in (dynamic) networks with correlated data. We give a clean framework for oblivious network models that applies to a multitude of network and communication scenarios, specify a general setting for distributed correlated data, and give tight bounds on the stopping times of network coded protocols in this wide range of scenarios.

preprint2012arXiv

Opportunistic Scheduling in Heterogeneous Networks: Distributed Algorithms and System Capacity

In this work, we design and analyze novel distributed scheduling algorithms for multi-user MIMO systems. In particular, we consider algorithms which do not require sending channel state information to a central processing unit, nor do they require communication between the users themselves, yet, we prove their performance closely approximates that of a centrally-controlled system, which is able to schedule the strongest user in each time-slot. Our analysis is based on a novel application of the Point-Process approximation. This novel technique allows us to examine non-homogeneous cases, such as non-identically distributed users, or handling various QoS considerations, and give exact expressions for the capacity of the system under these schemes, solving analytically problems which to date had been open. Possible application include, but are not limited to, modern 4G networks such as 3GPP LTE, or random access protocols.

preprint2012arXiv

Sensor Networks: from Dependence Analysis Via Matroid Bases to Online Synthesis

Consider the two related problems of sensor selection and sensor fusion. In the first, given a set of sensors, one wishes to identify a subset of the sensors, which while small in size, captures the essence of the data gathered by the sensors. In the second, one wishes to construct a fused sensor, which utilizes the data from the sensors (possibly after discarding dependent ones) in order to create a single sensor which is more reliable than each of the individual ones. In this work, we rigorously define the dependence among sensors in terms of joint empirical measures and incremental parsing. We show that these measures adhere to a polymatroid structure, which in turn facilitates the application of efficient algorithms for sensor selection. We suggest both a random and a greedy algorithm for sensor selection. Given an independent set, we then turn to the fusion problem, and suggest a novel variant of the exponential weighting algorithm. In the suggested algorithm, one competes against an augmented set of sensors, which allows it to converge to the best fused sensor in a family of sensors, without having any prior data on the sensors' performance.

preprint2011arXiv

Efficient and Universal Corruption Resilient Fountain Codes

In this paper, we present a new family of fountain codes which overcome adversarial errors. That is, we consider the possibility that some portion of the arriving packets of a rateless erasure code are corrupted in an undetectable fashion. In practice, the corrupted packets may be attributed to a portion of the communication paths which are controlled by an adversary or to a portion of the sources that are malicious. The presented codes resemble and extend LT and Raptor codes. Yet, their benefits over existing coding schemes are manifold. First, to overcome the corrupted packets, our codes use information theoretic techniques, rather than cryptographic primitives. Thus, no secret channel between the senders and the receivers is required. Second, the encoders in the suggested scheme are oblivious to the strength of the adversary, yet perform as if its strength was known in advance. Third, the sparse structure of the codes facilitates efficient decoding. Finally, the codes easily fit a decentralized scenario with several sources, when no communication between the sources is allowed. We present both exhaustive as well as efficient decoding rules. Beyond the obvious use as a rateless codes, our codes have important applications in distributed computing.

preprint2011arXiv

Efficient Joint Network-Source Coding for Multiple Terminals with Side Information

Consider the problem of source coding in networks with multiple receiving terminals, each having access to some kind of side information. In this case, standard coding techniques are either prohibitively complex to decode, or require network-source coding separation, resulting in sub-optimal transmission rates. To alleviate this problem, we offer a joint network-source coding scheme based on matrix sparsification at the code design phase, which allows the terminals to use an efficient decoding procedure (syndrome decoding using LDPC), despite the network coding throughout the network. Via a novel relation between matrix sparsification and rate-distortion theory, we give lower and upper bounds on the best achievable sparsification performance. These bounds allow us to analyze our scheme, and, in particular, show that in the limit where all receivers have comparable side information (in terms of conditional entropy), or, equivalently, have weak side information, a vanishing density can be achieved. As a result, efficient decoding is possible at all terminals simultaneously. Simulation results motivate the use of this scheme at non-limiting rates as well.