Collocation Games and Their Application to Distributed Resource Management

We introduce Collocation Games as the basis of a general framework for modeling, analyzing, and facilitating the interactions between the various stakeholders in distributed systems in general, and in cloud computing environments in particular. Cloud computing enables fixed-capacity (processing, communication, and storage) resources to be offered by infrastructure providers as commodities for sale at a fixed cost in an open marketplace to independent, rational parties (players) interested in setting up their own applications over the Internet. Virtualization technologies enable the partitioning of such fixed-capacity resources so as to allow each player to dynamically acquire appropriate fractions of the resources for unencumbered use. In such a paradigm, the resource management problem reduces to that of partitioning the entire set of applications (players) into subsets, each of which is assigned to fixed-capacity cloud resources. If the infrastructure and the various applications are under a single administrative domain, this partitioning reduces to an optimization problem whose objective is to minimize the overall deployment cost. In a marketplace, in which the infrastructure provider is interested in maximizing its own profit, and in which each player is interested in minimizing its own cost, it should be evident that a global optimization is precisely the wrong framework. Rather, in this paper we use a game-theoretic framework in which the assignment of players to fixed-capacity resources is the outcome of a strategic "Collocation Game". Although we show that determining the existence of an equilibrium for collocation games in general is NP-hard, we present a number of simplified, practically-motivated variants of the collocation game for which we establish convergence to a Nash Equilibrium, and for which we derive convergence and price of anarchy bounds. In addition to these analytical results, we present an experimental evaluation of implementations of some of these variants for cloud infrastructures consisting of a collection of multidimensional resources of homogeneous or heterogeneous capacities. Experimental results using trace-driven simulations and synthetically generated datasets corroborate our analytical results and also illustrate how collocation games offer a feasible distributed resource management alternative for autonomic/self-organizing systems, in which the adoption of a global optimization approach (centralized or distributed) would be neither practical nor justifiable.

Angels: In Network Support for Minimum Distribution Time in P2P Overlays

This paper proposes the use of in-network caches (which we call Angels) to reduce the Minimum Distribution Time (MDT) of a file from a seeder – a node that possesses the file – to a set of leechers – nodes who are interested in downloading the file. An Angel is not a leecher in the sense that it is not interested in receiving the entire file, but rather it is interested in minimizing the MDT to all leechers, and as such uses its storage and up/down-link capacity to cache and forward parts of the file to other peers. We extend the analytical results by Kumar and Ross [1] to account for the presence of angels by deriving a new lower bound for the MDT. We show that this newly derived lower bound is tight by proposing a distribution strategy under assumptions of a fluid model. We present a GroupTree heuristic that addresses the impracticalities of the fluid model. We evaluate our designs through simulations that show that our Group-Tree heuristic outperforms other heuristics, that it scales well with the increase of the number of leechers, and that it closely approaches the optimal theoretical bounds.

On Finding Sensitivity of Quantum and Classical Gates

We consider a fault model of Boolean gates, both classical and quantum, where some of the inputs may not be connected to the actual gate hardware. This model is somewhat similar to the stuck-at model which is a very popular model in testing Boolean circuits. We consider the problem of detecting such faults; the detection algorithm can query the faulty gate and its complexity is the number of such queries. This problem is related to determining the sensitivity of Boolean functions. We show how quantum parallelism can be used to detect such faults. Specifically, we show that a quantum algorithm can detect such faults more efficiently than a classical algorithm for a Parity gate and an AND gate. We give explicit constructions of quantum detector algorithms and show lower bounds for classical algorithms. We show that the model for detecting such faults is similar to algebraic decision trees and extend some known results from quantum query complexity to prove some of our results.

Angels: In-Network Support for Minimum Distribution Time in P2P Overlays

This thesis proposes the use of in-network caches (which we call Angels) to reduce the Minimum Distribution Time (MDT) of a file from a seeder – a node that possesses the file – to a set of leechers – nodes who are interested in downloading the file. An Angel is not a leecher in the sense that it is not interested in receiving the entire file, but rather it is interested in minimizing the MDT to all leechers, and as such uses its storage and up/down-link capacity to cache and forward parts of the file to other peers. We extend the analytical results by Kumar and Ross (Kumar and Ross, 2006) to account for the presence of angels by deriving a new lower bound for the MDT. We show that this newly derived lower bound is tight by proposing a distribution strategy under assumptions of a fluid model. We present a GroupTree heuristic that addresses the impracticalities of the fluid model. We evaluate our designs through simulations that show that our GroupTree heuristic outperforms other heuristics, that it scales well with the increase of the number of leechers, and that it closely approaches the optimal theoretical bounds.

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.