More Like this

1. Data-Driven Ranking and Selection Under Input Uncertainty

   https://doi.org/10.1287/opre.2022.2375  

   Wu, Di; Wang, Yuhao; Zhou, Enlu (October 2022, Operations Research)

   We consider a simulation-based ranking and selection (R&S) problem with input uncertainty, in which unknown input distributions can be estimated using input data arriving in batches of varying sizes over time. Each time a batch arrives, additional simulations can be run using updated input distribution estimates. The goal is to confidently identify the best design after collecting as few batches as possible. We first introduce a moving average estimator for aggregating simulation outputs generated under heterogenous input distributions. Then, based on a sequential elimination framework, we devise two major R&S procedures by establishing exact and asymptotic confidence bands for the estimator. We also extend our procedures to the indifference zone setting, which helps save simulation effort for practical usage. Numerical results show the effectiveness and necessity of our procedures in controlling error from input uncertainty. Moreover, the efficiency can be further boosted through optimizing the “drop rate” parameter, which is the proportion of past simulation outputs to discard, of the moving average estimator. 

   more » « less
2. Asymptotically Optimal Sequential Design for Rank Aggregation

   https://doi.org/10.1287/moor.2021.1209  

   Chen, Xi; Chen, Yunxiao; Li, Xiaoou (August 2022, Mathematics of Operations Research)

   A sequential design problem for rank aggregation is commonly encountered in psychology, politics, marketing, sports, etc. In this problem, a decision maker is responsible for ranking K items by sequentially collecting noisy pairwise comparisons from judges. The decision maker needs to choose a pair of items for comparison in each step, decide when to stop data collection, and make a final decision after stopping based on a sequential flow of information. Because of the complex ranking structure, existing sequential analysis methods are not suitable. In this paper, we formulate the problem under a Bayesian decision framework and propose sequential procedures that are asymptotically optimal. These procedures achieve asymptotic optimality by seeking a balance between exploration (i.e., finding the most indistinguishable pair of items) and exploitation (i.e., comparing the most indistinguishable pair based on the current information). New analytical tools are developed for proving the asymptotic results, combining advanced change of measure techniques for handling the level crossing of likelihood ratios and classic large deviation results for martingales, which are of separate theoretical interest in solving complex sequential design problems. A mirror-descent algorithm is developed for the computation of the proposed sequential procedures. 

   more » « less
3. Veridical data science

   https://doi.org/10.1073/pnas.1901326117  

   Yu, Bin; Kumbier, Karl (February 2020, Proceedings of the National Academy of Sciences)

   Building and expanding on principles of statistics, machine learning, and scientific inquiry, we propose the predictability, computability, and stability (PCS) framework for veridical data science. Our framework, composed of both a workflow and documentation, aims to provide responsible, reliable, reproducible, and transparent results across the data science life cycle. The PCS workflow uses predictability as a reality check and considers the importance of computation in data collection/storage and algorithm design. It augments predictability and computability with an overarching stability principle. Stability expands on statistical uncertainty considerations to assess how human judgment calls impact data results through data and model/algorithm perturbations. As part of the PCS workflow, we develop PCS inference procedures, namely PCS perturbation intervals and PCS hypothesis testing, to investigate the stability of data results relative to problem formulation, data cleaning, modeling decisions, and interpretations. We illustrate PCS inference through neuroscience and genomics projects of our own and others. Moreover, we demonstrate its favorable performance over existing methods in terms of receiver operating characteristic (ROC) curves in high-dimensional, sparse linear model simulations, including a wide range of misspecified models. Finally, we propose PCS documentation based on R Markdown or Jupyter Notebook, with publicly available, reproducible codes and narratives to back up human choices made throughout an analysis. The PCS workflow and documentation are demonstrated in a genomics case study available on Zenodo. 

   more » « less
4. Joint Band Assignment and Beam Management Using Hierarchical Reinforcement Learning for Multi-Band Communication

   https://doi.org/10.1109/TVT.2024.3397615  

   Kim, Dohyun; Castellanos, Miguel R; Heath, Robert W (January 2024, IEEE Transactions on Vehicular Technology)

   Multi-band operation in wireless networks can improve data rates by leveraging the benefits of propagation in different frequency ranges. Distinctive beam management procedures in different bands complicate band assignment because they require considering not only the channel quality but also the associated beam management overhead. Reinforcement learning (RL) is a promising approach for multi-band operation as it enables the system to learn and adjust its behavior through environmental feedback. In this paper, we formulate a sequential decision problem to jointly perform band assignment and beam management. We propose a method based on hierarchical RL (HRL) to handle the complexity of the problem by separating the policies for band selection and beam management. We evaluate the proposed HRL-based algorithm on a realistic channel generated based on ray-tracing simulators. Our results show that the proposed approach outperforms traditional RL approaches in terms of reduced beam training overhead and increased data rates under a realistic vehicular channel. 

   more » « less
5. Wildfire Monitoring in Remote Areas using Autonomous Unmanned Aerial Vehicles

   https://doi.org/10.1109/INFCOMW.2019.8845309  

   Afghah, Fatemeh; Razi, Abolfazl; Chakareski, Jacob; Ashdown, Jonathan (April 2019, IEEE INFOCOM 2019 - IEEE Conference on Computer Communications Workshops (INFOCOM WKSHPS))

   In this paper, we propose a drone-based wildfire monitoring system for remote and hard-to-reach areas. This system utilizes autonomous unmanned aerial vehicles (UAVs) with the main advantage of providing on-demand monitoring service faster than the current approaches of using satellite images, manned aircraft and remotely controlled drones. Furthermore, using autonomous drones facilitates minimizing human intervention in risky wildfire zones. In particular, to develop a fully autonomous system, we propose a distributed leader-follower coalition formation model to cluster a set of drones into multiple coalitions that collectively cover the designated monitoring field. The coalition leader is a drone that employs observer drones potentially with different sensing and imaging capabilities to hover in circular paths and collect imagery information from the impacted areas. The objectives of the proposed system include: i) to cover the entire fire zone with a minimum number of drones, and ii) to minimize the energy consumption and latency of the available drones to fly to the fire zone. Simulation results confirm that the performance of the proposed system- without the need for inter-coalition communications- approaches that of a centrally-optimized system. 

   more » « less