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Visa Koivunen

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IETR

The Adaptive $τ$-Lasso: Its Robustness and Oracle Properties

Apr 18, 2023
Emadaldin Mozafari-Majd, Visa Koivunen

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This paper introduces a new regularized version of the robust $\tau$-regression estimator for analyzing high-dimensional data sets subject to gross contamination in the response variables and covariates. We call the resulting estimator adaptive $\tau$-Lasso that is robust to outliers and high-leverage points and simultaneously employs adaptive $\ell_1$-norm penalty term to reduce the bias associated with large true regression coefficients. More specifically, this adaptive $\ell_1$-norm penalty term assigns a weight to each regression coefficient. For a fixed number of predictors $p$, we show that the adaptive $\tau$-Lasso has the oracle property with respect to variable-selection consistency and asymptotic normality for the regression vector corresponding to the true support, assuming knowledge of the true regression vector support. We then characterize its robustness via the finite-sample breakdown point and the influence function. We carry-out extensive simulations to compare the performance of the adaptive $\tau$-Lasso estimator with that of other competing regularized estimators in terms of prediction and variable selection accuracy in the presence of contamination within the response vector/regression matrix and additive heavy-tailed noise. We observe from our simulations that the class of $\tau$-Lasso estimators exhibits robustness and reliable performance in both contaminated and uncontaminated data settings, achieving the best or close-to-best for many scenarios, except for oracle estimators. However, it is worth noting that no particular estimator uniformly dominates others. We also validate our findings on robustness properties through simulation experiments.

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On the Fusion Strategies for Federated Decision Making

Mar 10, 2023
Mert Kayaalp, Yunus Inan, Visa Koivunen, Emre Telatar, Ali H. Sayed

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We consider the problem of information aggregation in federated decision making, where a group of agents collaborate to infer the underlying state of nature without sharing their private data with the central processor or each other. We analyze the non-Bayesian social learning strategy in which agents incorporate their individual observations into their opinions (i.e., soft-decisions) with Bayes rule, and the central processor aggregates these opinions by arithmetic or geometric averaging. Building on our previous work, we establish that both pooling strategies result in asymptotic normality characterization of the system, which, for instance, can be utilized in order to give approximate expressions for the error probability. We verify the theoretical findings with simulations and compare both strategies.

* Submitted for publication 
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On the Impact of Phase Noise on Monostatic Sensing in OFDM ISAC Systems

Nov 24, 2022
Musa Furkan Keskin, Carina Marcus, Olof Eriksson, Henk Wymeersch, Visa Koivunen

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Phase noise (PN) can become a major bottleneck for integrated sensing and communications (ISAC) systems towards 6G wireless networks. In this paper, we consider an OFDM ISAC system with oscillator imperfections and investigate the impact of PN on monostatic sensing performance by performing a misspecified Cram\'er-Rao bound (MCRB) analysis. Simulations are carried out under a wide variety of operating conditions with regard to SNR, oscillator type (free-running oscillators (FROs) and phase-locked loops (PLLs)), 3-dB bandwidth of the oscillator spectrum, PLL loop bandwidth and target range. The results provide valuable insights on when PN leads to a significant degradation in range and/or velocity accuracy, establishing important guidelines for hardware and algorithm design in 6G ISAC systems.

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Two-Stage Robust and Sparse Distributed Statistical Inference for Large-Scale Data

Aug 17, 2022
Emadaldin Mozafari-Majd, Visa Koivunen

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In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed processing and storage solutions. We propose a two-stage distributed and robust statistical inference procedures coping with high-dimensional models by promoting sparsity. In the first stage, known as model selection, relevant predictors are locally selected by applying robust Lasso estimators to the distinct subsets of data. The variable selections from each computation node are then fused by a voting scheme to find the sparse basis for the complete data set. It identifies the relevant variables in a robust manner. In the second stage, the developed statistically robust and computationally efficient bootstrap methods are employed. The actual inference constructs confidence intervals, finds parameter estimates and quantifies standard deviation. Similar to stage 1, the results of local inference are communicated to the fusion center and combined there. By using analytical methods, we establish the favorable statistical properties of the robust and computationally efficient bootstrap methods including consistency for a fixed number of predictors, and robustness. The proposed two-stage robust and distributed inference procedures demonstrate reliable performance and robustness in variable selection, finding confidence intervals and bootstrap approximations of standard deviations even when data is high-dimensional and contaminated by outliers.

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Precoder and Decoder Co-Designs for Radar and Communication Spectrum Sharing

Jun 09, 2022
Yuanhao Cui, Xiaojun Jing, Visa Koivunen

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Radar and modern communication systems are both evaluating towards higher frequency bands and massive antenna arrays, thus increasing their similarities in terms of hardware structure, channel characteristics, and signal processing pipelines. To suppress the cross-system interference caused by communications and radar systems with shared spectral and hardware resources, the co-design philosophy, wherein the communications and radar/sensing systems can operate in parallel with jointly optimized performance, has drawn substantial attention from both academia and industry. In this paper, we propose a nullspace-based joint precoder-decoder design for spectrum sharing between multicarrier radar and multiuser multicarrier communication systems, by employing the maximizing signal interference noise ratio (max-SINR) criterion and interference alignment (IA) constraints. By projecting the cross-system interference to the designed null spaces, a maximum degree of freedom upper bound for the $K+1$-radar-communication-user interference channel can be achieved. Our simulation studies demonstrate that interference can be practically fully canceled in both communication and radar systems. This leads to improved detection performance in radar and a higher rate in communication subsystems. A significant performance gain over a nullspace-based precoder-only design is also obtained.

* A corrected version of the published paper 
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OFDM Joint Radar-Communications under Phase Noise: From Mitigation to Exploitation

May 17, 2022
Musa Furkan Keskin, Henk Wymeersch, Visa Koivunen

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We consider the problem of monostatic radar sensing with OFDM joint radar-communications (JRC) systems in the presence of phase noise (PN) caused by oscillator imperfections. We begin by providing a rigorous statistical characterization of PN in the radar receiver over multiple OFDM symbols for free-running oscillators (FROs) and phase-locked loops (PLLs). Based on the delay-dependent PN covariance matrix, we derive the hybrid maximum-likelihood (ML)/maximum a-posteriori (MAP) estimator of the deterministic delay-Doppler parameters and the random PN, resulting in a challenging high-dimensional nonlinear optimization problem. To circumvent the nonlinearity of PN, we then develop an iterated small angle approximation (ISAA) algorithm that progressively refines delay-Doppler-PN estimates via closed-form updates of PN as a function of delay-Doppler at each iteration. Moreover, unlike existing approaches where PN is considered to be purely an impairment that has to be mitigated, we propose to exploit PN for range ambiguity resolution by capitalizing on its delay-dependent statistics (i.e., the range correlation effect), through the formulation of a parametric Toeplitz-block Toeplitz covariance matrix reconstruction problem. Simulation results indicate quick convergence of ISAA to the hybrid Cram\'{e}r-Rao bound (CRB), as well as its remarkable performance gains over state-of-the-art benchmarks, for both FROs and PLLs under various operating conditions, while showing that the detrimental effect of PN can be turned into an advantage for sensing.

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Multiple Hypothesis Testing Framework for Spatial Signals

Aug 27, 2021
Martin Gölz, Abdelhak M. Zoubir, Visa Koivunen

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The problem of identifying regions of spatially interesting, different or adversarial behavior is inherent to many practical applications involving distributed multisensor systems. In this work, we develop a general framework stemming from multiple hypothesis testing to identify such regions. A discrete spatial grid is assumed for the monitored environment. The spatial grid points associated with different hypotheses are identified while controlling the false discovery rate at a pre-specified level. Measurements are acquired using a large-scale sensor network. We propose a novel, data-driven method to estimate local false discovery rates based on the spectral method of moments. Our method is agnostic to specific spatial propagation models of the underlying physical phenomenon. It relies on a broadly applicable density model for local summary statistics. In between sensors, locations are assigned to regions associated with different hypotheses based on interpolated local false discovery rates. The benefits of our method are illustrated by applications to spatially propagating radio waves.

* Submitted to IEEE Transactions on Signal and Information Processing over Networks 
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Reinforcement Learning for Physical Layer Communications

Jul 01, 2021
Philippe Mary, Visa Koivunen, Christophe Moy

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In this chapter, we will give comprehensive examples of applying RL in optimizing the physical layer of wireless communications by defining different class of problems and the possible solutions to handle them. In Section 9.2, we present all the basic theory needed to address a RL problem, i.e. Markov decision process (MDP), Partially observable Markov decision process (POMDP), but also two very important and widely used algorithms for RL, i.e. the Q-learning and SARSA algorithms. We also introduce the deep reinforcement learning (DRL) paradigm and the section ends with an introduction to the multi-armed bandits (MAB) framework. Section 9.3 focuses on some toy examples to illustrate how the basic concepts of RL are employed in communication systems. We present applications extracted from literature with simplified system models using similar notation as in Section 9.2 of this Chapter. In Section 9.3, we also focus on modeling RL problems, i.e. how action and state spaces and rewards are chosen. The Chapter is concluded in Section 9.4 with a prospective thought on RL trends and it ends with a review of a broader state of the art in Section 9.5.

* Machine Learning and Wireless Communications, In press 
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Reinforcement learning for PHY layer communications

Jun 22, 2021
Philippe Mary, Visa Koivunen, Christophe Moy

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In this chapter, we will give comprehensive examples of applying RL in optimizing the physical layer of wireless communications by defining different class of problems and the possible solutions to handle them. In Section 9.2, we present all the basic theory needed to address a RL problem, i.e. Markov decision process (MDP), Partially observable Markov decision process (POMDP), but also two very important and widely used algorithms for RL, i.e. the Q-learning and SARSA algorithms. We also introduce the deep reinforcement learning (DRL) paradigm and the section ends with an introduction to the multi-armed bandits (MAB) framework. Section 9.3 focuses on some toy examples to illustrate how the basic concepts of RL are employed in communication systems. We present applications extracted from literature with simplified system models using similar notation as in Section 9.2 of this Chapter. In Section 9.3, we also focus on modeling RL problems, i.e. how action and state spaces and rewards are chosen. The Chapter is concluded in Section 9.4 with a prospective thought on RL trends and it ends with a review of a broader state of the art in Section 9.5.

* Machine Learning and Wireless Communications, In press 
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MIMO-OFDM Joint Radar-Communications: Is ICI Friend or Foe?

Mar 29, 2021
Musa Furkan Keskin, Henk Wymeersch, Visa Koivunen

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Inter-carrier interference (ICI) poses a significant challenge for OFDM joint radar-communications (JRC) systems in high-mobility scenarios. In this paper, we propose a novel ICI-aware sensing algorithm for MIMO-OFDM JRC systems to detect the presence of multiple targets and estimate their delay-Doppler-angle parameters. First, leveraging the observation that spatial covariance matrix is independent of target delays and Dopplers, we perform angle estimation via the MUSIC algorithm. For each estimated angle, we next formulate the radar delay-Doppler estimation as a joint carrier frequency offset (CFO) and channel estimation problem via an APES (amplitude and phase estimation) spatial filtering approach by transforming the delay-Doppler parameterized radar channel into an unstructured form. To account for the presence of multiple targets at a given angle, we devise an iterative interference cancellation based orthogonal matching pursuit (OMP) procedure, where at each iteration the generalized likelihood ratio test (GLRT) detector is employed to form decision statistics, providing as by-products the maximum likelihood estimates (MLEs) of radar channels and CFOs. In the final step, target detection is performed in delay-Doppler domain using target-specific, ICI-decontaminated channel estimates over time and frequency, where CFO estimates are utilized to resolve Doppler ambiguities, thereby turning ICI from foe to friend. The proposed algorithm can further exploit the ICI effect to introduce an additional dimension (namely, CFO) for target resolvability, which enables resolving targets located at the same delay-Doppler-angle cell. Simulation results illustrate the ICI exploitation capability of the proposed approach and showcase its superior detection and estimation performance in high-mobility scenarios over conventional methods.

* arXiv admin note: text overlap with arXiv:2102.06756 
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