On the Complexity of Quantum ACC

For any q > 1, let MOD_q be a quantum gate that determines if the number of 1's in the input is divisible by q. We show that for any q,t > 1, MOD_q is equivalent to MOD_t (up to constant depth). Based on the case q=2, Moore has shown that quantum analogs of AC^(0), ACC[q], and ACC, denoted QAC^(0)_wf, QACC[2], QACC respectively, define the same class of operators, leaving q > 2 as an open question. Our result resolves this question, implying that QAC^(0)_wf = QACC[q] = QACC for all q. We also prove the first upper bounds for QACC in terms of related language classes. We define classes of languages EQACC, NQACC (both for arbitrary complex amplitudes) and BQACC (for rational number amplitudes) and show that they are all contained in TC^(0). To do this, we show that a TC^(0) circuit can keep track of the amplitudes of the state resulting from the application of a QACC operator using a constant width polynomial size tensor sum. In order to accomplish this, we also show that TC^(0) can perform iterated addition and multiplication in certain field extensions.

On the Impact of Low-Rate Attacks

Recent research have exposed new breeds of attacks that are capable of denying service or inflicting significant damage to TCP flows, without sustaining the attack traffic. Such attacks are often referred to as "low-rate" attacks and they stand in sharp contrast against traditional Denial of Service (DoS) attacks that can completely shut off TCP flows by flooding an Internet link. In this paper, we study the impact of these new breeds of attacks and the extent to which defense mechanisms are capable of mitigating the attack's impact. Through adopting a simple discrete-time model with a single TCP flow and a nonoblivious adversary, we were able to expose new variants of these low-rate attacks that could potentially have high attack potency per attack burst. Our analysis is focused towards worst-case scenarios, thus our results should be regarded as upper bounds on the impact of low-rate attacks rather than a real assessment under a specific attack scenario.

Amorphous Placement and Retrieval of Sensory Data in Sparse Mobile Ad-Hoc Networks

Abstract—Personal communication devices are increasingly being equipped with sensors that are able to passively collect information from their surroundings – information that could be stored in fairly small local caches. We envision a system in which users of such devices use their collective sensing, storage, and communication resources to query the state of (possibly remote) neighborhoods. The goal of such a system is to achieve the highest query success ratio using the least communication overhead (power). We show that the use of Data Centric Storage (DCS), or directed placement, is a viable approach for achieving this goal, but only when the underlying network is well connected. Alternatively, we propose, amorphous placement, in which sensory samples are cached locally and informed exchanges of cached samples is used to diffuse the sensory data throughout the whole network. In handling queries, the local cache is searched first for potential answers. If unsuccessful, the query is forwarded to one or more direct neighbors for answers. This technique leverages node mobility and caching capabilities to avoid the multi-hop communication overhead of directed placement. Using a simplified mobility model, we provide analytical lower and upper bounds on the ability of amorphous placement to achieve uniform field coverage in one and two dimensions. We show that combining informed shuffling of cached samples upon an encounter between two nodes, with the querying of direct neighbors could lead to significant performance improvements. For instance, under realistic mobility models, our simulation experiments show that amorphous placement achieves 10% to 40% better query answering ratio at a 25% to 35% savings in consumed power over directed placement.

A Neural Network Realization of Fuzzy ART

A neural network realization of the fuzzy Adaptive Resonance Theory (ART) algorithm is described. Fuzzy ART is capable of rapid stable learning of recognition categories in response to arbitrary sequences of analog or binary input patterns. Fuzzy ART incorporates computations from fuzzy set theory into the ART 1 neural network, which learns to categorize only binary input patterns, thus enabling the network to learn both analog and binary input patterns. In the neural network realization of fuzzy ART, signal transduction obeys a path capacity rule. Category choice is determined by a combination of bottom-up signals and learned category biases. Top-down signals impose upper bounds on feature node activations.

Uniformly convergent finite element methods for singularly perturbed parabolic partial differential equations

This thesis is concerned with uniformly convergent finite element methods for numerically solving singularly perturbed parabolic partial differential equations in one space variable. First, we use Petrov-Galerkin finite element methods to generate three schemes for such problems, each of these schemes uses exponentially fitted elements in space. Two of them are lumped and the other is non-lumped. On meshes which are either arbitrary or slightly restricted, we derive global energy norm and L2 norm error bounds, uniformly in the diffusion parameter. Under some reasonable global assumptions together with realistic local assumptions on the solution and its derivatives, we prove that these exponentially fitted schemes are locally uniformly convergent, with order one, in a discrete L∞norm both outside and inside the boundary layer. We next analyse a streamline diffusion scheme on a Shishkin mesh for a model singularly perturbed parabolic partial differential equation. The method with piecewise linear space-time elements is shown, under reasonable assumptions on the solution, to be convergent, independently of the diffusion parameter, with a pointwise accuracy of almost order 5/4 outside layers and almost order 3/4 inside the boundary layer. Numerical results for the above schemes are presented. Finally, we examine a cell vertex finite volume method which is applied to a model time-dependent convection-diffusion problem. Local errors away from all layers are obtained in the l2 seminorm by using techniques from finite element analysis.

Analysing energy detector diversity receivers for spectrum sensing

The analysis of energy detector systems is a well studied topic in the literature: numerous models have been derived describing the behaviour of single and multiple antenna architectures operating in a variety of radio environments. However, in many cases of interest, these models are not in a closed form and so their evaluation requires the use of numerical methods. In general, these are computationally expensive, which can cause difficulties in certain scenarios, such as in the optimisation of device parameters on low cost hardware. The problem becomes acute in situations where the signal to noise ratio is small and reliable detection is to be ensured or where the number of samples of the received signal is large. Furthermore, due to the analytic complexity of the models, further insight into the behaviour of various system parameters of interest is not readily apparent. In this thesis, an approximation based approach is taken towards the analysis of such systems. By focusing on the situations where exact analyses become complicated, and making a small number of astute simplifications to the underlying mathematical models, it is possible to derive novel, accurate and compact descriptions of system behaviour. Approximations are derived for the analysis of energy detectors with single and multiple antennae operating on additive white Gaussian noise (AWGN) and independent and identically distributed Rayleigh, Nakagami-m and Rice channels; in the multiple antenna case, approximations are derived for systems with maximal ratio combiner (MRC), equal gain combiner (EGC) and square law combiner (SLC) diversity. In each case, error bounds are derived describing the maximum error resulting from the use of the approximations. In addition, it is demonstrated that the derived approximations require fewer computations of simple functions than any of the exact models available in the literature. Consequently, the regions of applicability of the approximations directly complement the regions of applicability of the available exact models. Further novel approximations for other system parameters of interest, such as sample complexity, minimum detectable signal to noise ratio and diversity gain, are also derived. In the course of the analysis, a novel theorem describing the convergence of the chi square, noncentral chi square and gamma distributions towards the normal distribution is derived. The theorem describes a tight upper bound on the error resulting from the application of the central limit theorem to random variables of the aforementioned distributions and gives a much better description of the resulting error than existing Berry-Esseen type bounds. A second novel theorem, providing an upper bound on the maximum error resulting from the use of the central limit theorem to approximate the noncentral chi square distribution where the noncentrality parameter is a multiple of the number of degrees of freedom, is also derived.

Networking protocols for long life wireless sensor networks

My original contribution to knowledge is the creation of a WSN system that further improves the functionality of existing technology, whilst achieving improved power consumption and reliability. This thesis concerns the development of industrially applicable wireless sensor networks that are low-power, reliable and latency aware. This work aims to improve upon the state of the art in networking protocols for low-rate multi-hop wireless sensor networks. Presented is an application-driven co-design approach to the development of such a system. Starting with the physical layer, hardware was designed to meet industry specified requirements. The end system required further investigation of communications protocols that could achieve the derived application-level system performance specifications. A CSMA/TDMA hybrid MAC protocol was developed, leveraging numerous techniques from the literature and novel optimisations. It extends the current art with respect to power consumption for radio duty-cycled applications, and reliability, in dense wireless sensor networks, whilst respecting latency bounds. Specifically, it provides 100% packet delivery for 11 concurrent senders transmitting towards a single radio duty cycled sink-node. This is representative of an order of magnitude improvement over the comparable art, considering MAC-only mechanisms. A novel latency-aware routing protocol was developed to exploit the developed hardware and MAC protocol. It is based on a new weighted objective function with multiple fail safe mechanisms to ensure extremely high reliability and robustness. The system was empirically evaluated on two hardware platforms. These are the application-specific custom 868 MHz node and the de facto community-standard TelosB. Extensive empirical comparative performance analyses were conducted against the relevant art to demonstrate the advances made. The resultant system is capable of exceeding 10-year battery life, and exhibits reliability performance in excess of 99.9%.

Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: 1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations and 2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset. © 1963-2012 IEEE.

Confidence intervals for half-life deviations from purchasing power parity

Existing point estimates of half-life deviations from purchasing power parity (PPP), around 3-5 years, suggest that the speed of convergence is extremely slow. This article assesses the degree of uncertainty around these point estimates by using local-to-unity asymptotic theory to construct confidence intervals that are robust to high persistence in small samples. The empirical evidence suggests that the lower bound of the confidence interval is between four and eight quarters for most currencies, which is not inconsistent with traditional price-stickiness explanations. However, the upper bounds are infinity for all currencies, so we cannot provide conclusive evidence in favor of PPP either. © 2005 American Statistical Association.

No-Holdback allocation rules for continuous-time assemble-to-order systems

This paper analyzes a class of common-component allocation rules, termed no-holdback (NHB) rules, in continuous-review assemble-to-order (ATO) systems with positive lead times. The inventory of each component is replenished following an independent base-stock policy. In contrast to the usually assumed first-come-first-served (FCFS) component allocation rule in the literature, an NHB rule allocates a component to a product demand only if it will yield immediate fulfillment of that demand. We identify metrics as well as cost and product structures under which NHB rules outperform all other component allocation rules. For systems with certain product structures, we obtain key performance expressions and compare them to those under FCFS. For general product structures, we present performance bounds and approximations. Finally, we discuss the applicability of these results to more general ATO systems. © 2010 INFORMS.

Information relaxations and duality in stochastic dynamic programs

We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.

Probing the ultimate limits of plasmonic enhancement.

Metals support surface plasmons at optical wavelengths and have the ability to localize light to subwavelength regions. The field enhancements that occur in these regions set the ultimate limitations on a wide range of nonlinear and quantum optical phenomena. We found that the dominant limiting factor is not the resistive loss of the metal, but rather the intrinsic nonlocality of its dielectric response. A semiclassical model of the electronic response of a metal places strict bounds on the ultimate field enhancement. To demonstrate the accuracy of this model, we studied optical scattering from gold nanoparticles spaced a few angstroms from a gold film. The bounds derived from the models and experiments impose limitations on all nanophotonic systems.

The empirical analysis of cigarette tax avoidance and illicit trade in Vietnam, 1998-2010.

Illicit trade carries the potential to magnify existing tobacco-related health care costs through increased availability of untaxed and inexpensive cigarettes. What is known with respect to the magnitude of illicit trade for Vietnam is produced primarily by the industry, and methodologies are typically opaque. Independent assessment of the illicit cigarette trade in Vietnam is vital to tobacco control policy. This paper measures the magnitude of illicit cigarette trade for Vietnam between 1998 and 2010 using two methods, discrepancies between legitimate domestic cigarette sales and domestic tobacco consumption estimated from surveys, and trade discrepancies as recorded by Vietnam and trade partners. The results indicate that Vietnam likely experienced net smuggling in during the period studied. With the inclusion of adjustments for survey respondent under-reporting, inward illicit trade likely occurred in three of the four years for which surveys were available. Discrepancies in trade records indicate that the value of smuggled cigarettes into Vietnam ranges from $100 million to $300 million between 2000 and 2010 and that these cigarettes primarily originate in Singapore, Hong Kong, Macao, Malaysia, and Australia. Notable differences in trends over time exist between the two methods, but by comparison, the industry estimates consistently place the magnitude of illicit trade at the upper bounds of what this study shows. The unavailability of annual, survey-based estimates of consumption may obscure the true, annual trend over time. Second, as surveys changed over time, estimates relying on them may be inconsistent with one another. Finally, these two methods measure different components of illicit trade, specifically consumption of illicit cigarettes regardless of origin and smuggling of cigarettes into a particular market. However, absent a gold standard, comparisons of different approaches to illicit trade measurement serve efforts to refine and improve measurement approaches and estimates.

Cross-Domain Multitask Learning with Latent Probit Models

Learning multiple tasks across heterogeneous domains is a challenging problem since the feature space may not be the same for different tasks. We assume the data in multiple tasks are generated from a latent common domain via sparse domain transforms and propose a latent probit model (LPM) to jointly learn the domain transforms, and the shared probit classifier in the common domain. To learn meaningful task relatedness and avoid over-fitting in classification, we introduce sparsity in the domain transforms matrices, as well as in the common classifier. We derive theoretical bounds for the estimation error of the classifier in terms of the sparsity of domain transforms. An expectation-maximization algorithm is derived for learning the LPM. The effectiveness of the approach is demonstrated on several real datasets.

A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operatorμt can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection on a subspace of sufficiently regular functions. Then the eigenfunctions of μt with small eigenvalues have only a very small component in the image of Π." We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials," where the coefficients are possibly non-adapted stochastic processes satisfying a Lips chitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.