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Page 1: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Structural results for two-user interactive communication

Jhelum Chakravorty, Aditya Mahajan

McGill University

IEEE International Symposium on Information Theory

July 11, 2016

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 1 / 16

Page 2: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Motivating example: self-driven cars

Operating in a common environment - evolving, Markovian

Access to di�erent information

Goal: avoid collision

Control strategy: involving zero-delay, sequential communication.

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 2 / 16

Page 3: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Motivating example: self-driven cars

Operating in a common environment - evolving, Markovian

Access to di�erent information

Goal: avoid collision

Control strategy: involving zero-delay, sequential communication.

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 2 / 16

Page 4: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The model

Two users; sequentially observe two correlated sources.

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 3 / 16

Page 5: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The model

Two users; sequentially observe two correlated sources.

User 1 User 2

u�2u�

u�1u�u�1

u�

u�1u�

u�2u�

u�2u�

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 3 / 16

Page 6: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The model

User 1 User 2

u�2u�

u�1u�u�1

u�

u�1u�

u�2u�

u�2u�

Source: X it = hit(Zt ,W

it ); W i

t : i.i.d and independent of Zt ,

Zt Markovian.

Action (encoder):

U1t = f 1t (X 1

1:t ,U11:t−1,U

21:t−1), U2

t = f 2t (X 21:t ,U

11:t ,U

21:t−1)

Communication cost: c i : U i → R≥0

Action (decoder):

Z 1t = g1

t (X 11:t ,U

11:t ,U

21:t−1), Z 2

t = g2t (X 2

1:t ,U11:t ,U

21:t)

Distortion function: d it : Z × Z → R≥0

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 3 / 16

Page 7: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The model

User 1 User 2

u�2u�

u�1u�u�1

u�

u�1u�

u�2u�

u�2u�

Source: X it = hit(Zt ,W

it ); W i

t : i.i.d and independent of Zt ,

Zt Markovian.

Action (encoder):

U1t = f 1t (X 1

1:t ,U11:t−1,U

21:t−1), U2

t = f 2t (X 21:t ,U

11:t ,U

21:t−1)

Communication cost: c i : U i → R≥0

Action (decoder):

Z 1t = g1

t (X 11:t ,U

11:t ,U

21:t−1), Z 2

t = g2t (X 2

1:t ,U11:t ,U

21:t)

Distortion function: d it : Z × Z → R≥0

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 3 / 16

Page 8: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The model

User 1 User 2

u�2u�

u�1u�u�1

u�

u�1u�

u�2u�

u�2u�

Source: X it = hit(Zt ,W

it ); W i

t : i.i.d and independent of Zt ,

Zt Markovian.

Action (encoder):

U1t = f 1t (X 1

1:t ,U11:t−1,U

21:t−1), U2

t = f 2t (X 21:t ,U

11:t ,U

21:t−1)

Communication cost: c i : U i → R≥0

Action (decoder):

Z 1t = g1

t (X 11:t ,U

11:t ,U

21:t−1), Z 2

t = g2t (X 2

1:t ,U11:t ,U

21:t)

Distortion function: d it : Z × Z → R≥0

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 3 / 16

Page 9: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The model

User 1 User 2

u�2u�

u�1u�u�1

u�

u�1u�

u�2u�

u�2u�

Source: X it = hit(Zt ,W

it ); W i

t : i.i.d and independent of Zt ,

Zt Markovian.

Action (encoder):

U1t = f 1t (X 1

1:t ,U11:t−1,U

21:t−1), U2

t = f 2t (X 21:t ,U

11:t ,U

21:t−1)

Communication cost: c i : U i → R≥0

Action (decoder):

Z 1t = g1

t (X 11:t ,U

11:t ,U

21:t−1), Z 2

t = g2t (X 2

1:t ,U11:t ,U

21:t)

Distortion function: d it : Z × Z → R≥0

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 3 / 16

Page 10: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The model

User 1 User 2

u�2u�

u�1u�u�1

u�

u�1u�

u�2u�

u�2u�

Source: X it = hit(Zt ,W

it ); W i

t : i.i.d and independent of Zt ,

Zt Markovian.

Action (encoder):

U1t = f 1t (X 1

1:t ,U11:t−1,U

21:t−1), U2

t = f 2t (X 21:t ,U

11:t ,U

21:t−1)

Communication cost: c i : U i → R≥0

Action (decoder):

Z 1t = g1

t (X 11:t ,U

11:t ,U

21:t−1), Z 2

t = g2t (X 2

1:t ,U11:t ,U

21:t)

Distortion function: d it : Z × Z → R≥0

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 3 / 16

Page 11: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The model

User 1 User 2

u�2u�

u�1u�u�1

u�

u�1u�

u�2u�

u�2u�

time

t t+1

Zt X1t U1

t Z1t X2

t U2t Z2

t

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 3 / 16

Page 12: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The optimization problem

Encoding strategy: f i := (f i1 , · · · , f iT ), i ∈ {1, 2}Decoding strategy: gi := (g i

1, · · · , g iT ), i ∈ {1, 2}

Communication strategy: (f1, f2, g1, g2)

A key feature: The estimate Z it is generated at each step

Di�culty: Information available (and hence the domain of the

strategies) growing with time!

Example: binary alphabets; at time t, a minimum of 23t−2

possibilities for encoding-decosing strategies at each user!

T = 3; ≈ 1019 possible communication strategies!

This paper: Constant Z .

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 4 / 16

Page 13: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The optimization problem

Encoding strategy: f i := (f i1 , · · · , f iT ), i ∈ {1, 2}Decoding strategy: gi := (g i

1, · · · , g iT ), i ∈ {1, 2}

Communication strategy: (f1, f2, g1, g2)

Finite horizon optimization problem

Choose a communication strategy (f1, f2, g1, g2) that minimizes

J(f1, f2, g1, g2) = E[ T∑t=1

2∑i=1

[c i (U i

t) + d it (Zt , Z

it )]].

A key feature: The estimate Z it is generated at each step

Di�culty: Information available (and hence the domain of the

strategies) growing with time!

Example: binary alphabets; at time t, a minimum of 23t−2

possibilities for encoding-decosing strategies at each user!

T = 3; ≈ 1019 possible communication strategies!

This paper: Constant Z .

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 4 / 16

Page 14: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The optimization problem

A key feature: The estimate Z it is generated at each step

Di�culty: Information available (and hence the domain of the

strategies) growing with time!

Example: binary alphabets; at time t, a minimum of 23t−2

possibilities for encoding-decosing strategies at each user!

T = 3; ≈ 1019 possible communication strategies!

This paper: Constant Z .

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 4 / 16

Page 15: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The optimization problem

A key feature: The estimate Z it is generated at each step

Di�culty: Information available (and hence the domain of the

strategies) growing with time!

Example: binary alphabets; at time t, a minimum of 23t−2

possibilities for encoding-decosing strategies at each user!

T = 3; ≈ 1019 possible communication strategies!

This paper: Constant Z .

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 4 / 16

Page 16: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

The optimization problem

A key feature: The estimate Z it is generated at each step

Di�culty: Information available (and hence the domain of the

strategies) growing with time!

Example: binary alphabets; at time t, a minimum of 23t−2

possibilities for encoding-decosing strategies at each user!

T = 3; ≈ 1019 possible communication strategies!

This paper: Constant Z .

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 4 / 16

Page 17: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Literature overview: real-time communication

Point-to-point case

Witsenhausen, 1979; source-coding, structure of optimal strategies

Walrand and Varaiya, 1983; source-channel coding, noisy channel

with noiseless feedback, structural results, DP decomposition

Teneketzis, 2006; source-channel coding, noisy channel, no feedback

Mahajan and Teneketzis, 2009; DP decomposition

Kaspi and Merhav, 2012; source-coding with variable-rate

quantization

Asnani and Weissman, 2013; source-coding with �nite lookahead

Multi-terminal case

Nayyar and Teneketzis, 2011; source-coding without feedback

Yuksel, 2013; source-coding with feedback

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 5 / 16

Page 18: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Literature overview: real-time communication

Point-to-point case

Witsenhausen, 1979; source-coding, structure of optimal strategies

Walrand and Varaiya, 1983; source-channel coding, noisy channel

with noiseless feedback, structural results, DP decomposition

Teneketzis, 2006; source-channel coding, noisy channel, no feedback

Mahajan and Teneketzis, 2009; DP decomposition

Kaspi and Merhav, 2012; source-coding with variable-rate

quantization

Asnani and Weissman, 2013; source-coding with �nite lookahead

Multi-terminal case

Nayyar and Teneketzis, 2011; source-coding without feedback

Yuksel, 2013; source-coding with feedback

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 5 / 16

Page 19: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Literature overview: real-time communication

Point-to-point case

Witsenhausen, 1979; source-coding, structure of optimal strategies

Walrand and Varaiya, 1983; source-channel coding, noisy channel

with noiseless feedback, structural results, DP decomposition

Teneketzis, 2006; source-channel coding, noisy channel, no feedback

Mahajan and Teneketzis, 2009; DP decomposition

Kaspi and Merhav, 2012; source-coding with variable-rate

quantization

Asnani and Weissman, 2013; source-coding with �nite lookahead

Multi-terminal case

Nayyar and Teneketzis, 2011; source-coding without feedback

Yuksel, 2013; source-coding with feedback

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 5 / 16

Page 20: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Literature overview: real-time communication

Point-to-point case

Witsenhausen, 1979; source-coding, structure of optimal strategies

Walrand and Varaiya, 1983; source-channel coding, noisy channel

with noiseless feedback, structural results, DP decomposition

Teneketzis, 2006; source-channel coding, noisy channel, no feedback

Mahajan and Teneketzis, 2009; DP decomposition

Kaspi and Merhav, 2012; source-coding with variable-rate

quantization

Asnani and Weissman, 2013; source-coding with �nite lookahead

Multi-terminal case

Nayyar and Teneketzis, 2011; source-coding without feedback

Yuksel, 2013; source-coding with feedback

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 5 / 16

Page 21: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Literature overview: real-time communication

Point-to-point case

Witsenhausen, 1979; source-coding, structure of optimal strategies

Walrand and Varaiya, 1983; source-channel coding, noisy channel

with noiseless feedback, structural results, DP decomposition

Teneketzis, 2006; source-channel coding, noisy channel, no feedback

Mahajan and Teneketzis, 2009; DP decomposition

Kaspi and Merhav, 2012; source-coding with variable-rate

quantization

Asnani and Weissman, 2013; source-coding with �nite lookahead

Multi-terminal case

Nayyar and Teneketzis, 2011; source-coding without feedback

Yuksel, 2013; source-coding with feedback

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 5 / 16

Page 22: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Literature overview: real-time communication

Point-to-point case

Witsenhausen, 1979; source-coding, structure of optimal strategies

Walrand and Varaiya, 1983; source-channel coding, noisy channel

with noiseless feedback, structural results, DP decomposition

Teneketzis, 2006; source-channel coding, noisy channel, no feedback

Mahajan and Teneketzis, 2009; DP decomposition

Kaspi and Merhav, 2012; source-coding with variable-rate

quantization

Asnani and Weissman, 2013; source-coding with �nite lookahead

Multi-terminal case

Nayyar and Teneketzis, 2011; source-coding without feedback

Yuksel, 2013; source-coding with feedback

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 5 / 16

Page 23: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Literature overview: real-time communication

So, what is new?

Our paper:

Real-time communication in tandem with interactive communication

Noiseless channel

Finite-horizon optimization problem

Structure of optimal strategies

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 6 / 16

Page 24: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Literature overview: real-time communication

So, what is new?

Our paper:

Real-time communication in tandem with interactive communication

Noiseless channel

Finite-horizon optimization problem

Structure of optimal strategies

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 6 / 16

Page 25: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Literature overview: real-time communication

So, what is new?

Our paper:

Real-time communication in tandem with interactive communication

Noiseless channel

Finite-horizon optimization problem

Structure of optimal strategies

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 6 / 16

Page 26: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Team-theoretic approach

We use Team Theory to characterize the qualitative properties of the

solution

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 7 / 16

Page 27: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Team-theoretic approach

Team ?

Multiple players,

Access to di�erent information,

Decentralized setup

Common objective

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 7 / 16

Page 28: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Team-theoretic approach

Team ?

Multiple players,

Access to di�erent information,

Decentralized setup

Common objective

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 7 / 16

Page 29: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Team-theoretic approach

Team ?

Multiple players,

Access to di�erent information,

Decentralized setup

Common objective

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 7 / 16

Page 30: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Team-theoretic approach

Team ?

Multiple players,

Access to di�erent information,

Decentralized setup

Common objective

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 7 / 16

Page 31: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Team-theoretic approach

Team ?

Multiple players,

Access to di�erent information,

Decentralized setup

Common objective

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 7 / 16

Page 32: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Team-theoretic approach

Team ?

Multiple players,

Access to di�erent information,

Decentralized setup

Common objective

Our model is a team.

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 7 / 16

Page 33: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Solution methodology for team problems

Mahajan, 2013 - Control sharing

Nayyar, Mahajan and Teneketzis, 2013 - Partial history sharing

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 8 / 16

Page 34: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Solution methodology for team problems

Mahajan, 2013 - Control sharing

Nayyar, Mahajan and Teneketzis, 2013 - Partial history sharing

Step 1: Person-by-person approach: su�cient statistic for Xi1:t

Step 2: Common information approach: su�cient statistic for

(U11:t−1,U

21:t−1) for user 1 and for (U1

1:t,U21:t−1) for user 2 and a

suitable dynamic program

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 8 / 16

Page 35: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Solution methodology for team problems

Mahajan, 2013 - Control sharing

Nayyar, Mahajan and Teneketzis, 2013 - Partial history sharing

Step 1: Person-by-person approach: su�cient statistic for Xi1:t

Step 2: Common information approach: su�cient statistic for

(U11:t−1,U

21:t−1) for user 1 and for (U1

1:t,U21:t−1) for user 2 and a

suitable dynamic program

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 8 / 16

Page 36: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Solution methodology for team problems

Person-by-person approach

Arbitrarily �x the strategy of one user and search for the best response

strategy of the other.

Identify a su�cient statistic ξit|t−1 of x i1:t .

No loss of optimality:

U1t = f 1t (Ξ1

t|t−1,U11:t−1,U

21:t−1),U2

t = f 2t (Ξ2t|t−1,U

11:t ,U

21:t−1).

Similar structure for the decoder.

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 8 / 16

Page 37: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Solution methodology for team problems

Common information approach

Based on common information available to both users, identify a

su�cient statistic: π1t of (u11:t−1, u21:t−1) at user 1 and a su�cient

statistic π2t of (u11:t , u21:t−1) at user 2

No loss of optimality: U1t = f 1t (Ξ1

t|t−1,Π1t ), U2

t = f 2t (Ξ2t|t−1,Π

2t )

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 8 / 16

Page 38: Jhelum Chakravo,rty Aditya Mahajanamahaj1/projects/real-time/slides/... · 2019. 1. 19. · Jhelum Chakravo,rty Aditya Mahajan McGill University IEEE International Symposium on Information

Step 1: person-by person approach

Key Lemma: conditional independence

P(x11:t , x21:t | z , u11:t , u

21:t) =

∏i∈{1,2}

P(x i1:t | z , u11:t , u21:t)

P(x11:t , x21:t | z , u11:t−1, u

21:t−1) =

∏i∈{1,2}

P(x i1:t | z , u11:t−1, u21:t−1)

Similar results:

CEO problem - V. Prabhakaran, Ramchandran and Tse; Allerton, 2004

Control sharing - Mahajan; IEEE TAC, 2013

Secret key agreement - Tyagi and Watanabe; IEEE TIT, 2015

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 9 / 16

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Step 1: person-by person approach

The belief states

ξit|t−1(z) = P(Z = z |X i1:t = x i1:t ,U1:t−1 = u1:t−1),

ξit|t(z) = P(Z = z |X i1:t = x i1:t ,U1:t = u1:t),

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 9 / 16

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Step 1: person-by person approach

The belief states

ξit|t−1(z) = P(Z = z |X i1:t = x i1:t ,U1:t−1 = u1:t−1),

ξit|t(z) = P(Z = z |X i1:t = x i1:t ,U1:t = u1:t),

Lemma: update of ξit|t−1 and ξit|t

There exist functions F it|t , F

it+1|t , i ∈ {1, 2}, such that

ξit|t = F it|t(ξit|t−1, u1:t , f

−i), ξit+1|t = F it+1|t

(ξit|t , u1:t , x

it+1

).

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 9 / 16

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Step 1: P-by-P approach - structure of optimal strategies

Decoder is solving a �ltering problem.

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 10 / 16

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Step 1: P-by-P approach - structure of optimal strategies

Decoder is solving a �ltering problem.

Optimal decoding strategy

Z it = g i (Ξi

t|t), i ∈ {1, 2}, (1)

g i (ξi ) = arg minz i∈Z

∑z∈Z

d i (z , z i )ξi (z).

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 10 / 16

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Step 1: P-by-P approach - structure of optimal strategies

Decoder is solving a �ltering problem.

Optimal decoding strategy

Z it = g i (Ξi

t|t), i ∈ {1, 2}, (1)

g i (ξi ) = arg minz i∈Z

∑z∈Z

d i (z , z i )ξi (z).

To �nd best performing encoder at user 1:

Fix g1, g2 as (1), f2 arbitrarily

Find su�cient statistic for the encoder at user 1

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 10 / 16

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Step 1: P-by-P approach - structure of optimal strategies

Decoder is solving a �ltering problem.

Optimal decoding strategy

Z it = g i (Ξi

t|t), i ∈ {1, 2}, (1)

g i (ξi ) = arg minz i∈Z

∑z∈Z

d i (z , z i )ξi (z).

To �nd best performing encoder at user 1:

Fix g1, g2 as (1), f2 arbitrarily

Find su�cient statistic for the encoder at user 1

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 10 / 16

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Step 1: P-by-P approach - structure of optimal strategies

Lemma: su�cient statistic for encoder at user 1

R1t = (Ξi

t|t−1,U1:t−1) is an information state for the encoder at user 1.

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 10 / 16

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Step 1: P-by-P approach - structure of optimal strategies

Lemma: su�cient statistic for encoder at user 1

R1t = (Ξi

t|t−1,U1:t−1) is an information state for the encoder at user 1.

R1t is a function of (X 1

1:t ,U1:t−1), available at user 1.

P(R1t+1 |X 1

1:t ,U1:t−1,U1t ) = P(R1

t+1 |R1t ,U

1t )

E[ ∑i∈{1,2}

(c i (U it) + d i (Z , Z i

t )) |X 11:t ,U1:t−1,U

1t

]= E

[ ∑i∈{1,2}

(c i (U it) + d i (Z , Z i

t )) |R1t ,U

1t

]

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 10 / 16

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Step 1: P-by-P approach - structure of optimal strategies

R1t is a controlled Markov process! So,

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 10 / 16

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Step 1: P-by-P approach - structure of optimal strategies

R1t is a controlled Markov process! So,

No loss of optimality for Markov strategies

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 10 / 16

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Step 1: P-by-P approach - structure of optimal strategies

R1t is a controlled Markov process! So,

No loss of optimality for Markov strategies

Optimal enoding strategy

U1t = f 1t (Ξ1

t|t−1,U1:t−1), U2t = f 2t (Ξ2

t|t−1,U1:t−1,U1t )

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 10 / 16

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Step 2: Common information approach

Common information?

Data that is observed by all future decision makers

C 1t = U1:t−1, C 2

t = (U1:t−1,U1t ).

Remaining information - Local information: Lit = ξit|t−1

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 11 / 16

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Step 2: Common information approach

Common information?

Data that is observed by all future decision makers

C 1t = U1:t−1, C 2

t = (U1:t−1,U1t ).

Remaining information - Local information: Lit = ξit|t−1

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 11 / 16

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Step 2: Common information approach

Common information?

Data that is observed by all future decision makers

C 1t = U1:t−1, C 2

t = (U1:t−1,U1t ).

Remaining information - Local information: Lit = ξit|t−1

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 11 / 16

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Step 2: Common information approach

Common information?

Data that is observed by all future decision makers

C 1t = U1:t−1, C 2

t = (U1:t−1,U1t ).

Remaining information - Local information: Lit = ξit|t−1

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 11 / 16

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Step 2: Common information approach

Common information?

Data that is observed by all future decision makers

C 1t = U1:t−1, C 2

t = (U1:t−1,U1t ).

Remaining information - Local information: Lit = ξit|t−1

U it = f it (Lit ,C

it ).

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 11 / 16

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Step 2: Common information approach

Common information?

Data that is observed by all future decision makers

C 1t = U1:t−1, C 2

t = (U1:t−1,U1t ).

Remaining information - Local information: Lit = ξit|t−1

The coordinated system

From the point of view of a virtual decision maker

Observes C it

Chooses prescriptions φit : Lit 7→ U it

Encoder i uses φit and its local information to generate U it .

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 11 / 16

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Step 2: Common information approach

Common information?

Data that is observed by all future decision makers

C 1t = U1:t−1, C 2

t = (U1:t−1,U1t ).

Remaining information - Local information: Lit = ξit|t−1

The coordinated system

From the point of view of a virtual decision maker

Observes C it

Chooses prescriptions φit : Lit 7→ U it

Encoder i uses φit and its local information to generate U it .

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 11 / 16

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Step 2: Common information approach

Common information?

Data that is observed by all future decision makers

C 1t = U1:t−1, C 2

t = (U1:t−1,U1t ).

Remaining information - Local information: Lit = ξit|t−1

The coordinated system

From the point of view of a virtual decision maker

Observes C it

Chooses prescriptions φit : Lit 7→ U it

Encoder i uses φit and its local information to generate U it .

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 11 / 16

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Step 2: Common information approach

Common information?

Data that is observed by all future decision makers

C 1t = U1:t−1, C 2

t = (U1:t−1,U1t ).

Remaining information - Local information: Lit = ξit|t−1

The coordinated system

From the point of view of a virtual decision maker

Observes C it

Chooses prescriptions φit : Lit 7→ U it

Encoder i uses φit and its local information to generate U it .

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 11 / 16

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The coordinated system

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 12 / 16

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The coordinated system

Centralized system

Tools from Markov Decision Theory

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 12 / 16

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The coordinated system

Centralized system

Tools from Markov Decision Theory

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 12 / 16

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The coordinated system

Centralized system

Tools from Markov Decision Theory

Lemma: update of ξit|t−1ξit|t = F i

t|t(ξit|t−1, u

−it , φ−it

).

Recall: ξit|t = F it|t(ξit|t−1, u1:t , f

−i)

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 12 / 16

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The coordinated system

Centralized system

Tools from Markov Decision Theory

The belief states

π1t (ξ1, ξ2) = P(Ξ1t|t−1 = ξ1,Ξ2

t|t−1 = ξ2 |U1:t−1 = u1:t−1),

π2t (ξ1, ξ2) = P(Ξ1t|t−1 = ξ1,Ξ2

t|t−1 = ξ2 |U1:t−1 = u1:t−1,U1t = u1t ),

Update similar to ξit|t−1

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 12 / 16

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The coordinated system

Theorem: Su�cient statistic

No loss of optimality

U1t = f 1t (ξ1t|t−1,Π

1t ), U2

t = f 2t (ξ2t|t−1,Π2t ).

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 12 / 16

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The coordinated system

Theorem: Dynamic program

D it(ξ

it|t) :=

∑z∈Z d i

t (z , g i (ξit|t))ξit|t(z), i ∈ {1, 2}

V 2T+1(π2) = 0. For t = T , T − 1, . . . , 1

V 2t (π2) = min

φ2t : ∆(Z)→U2E[c2(U2

t ) + D2t (Ξ2

t|t) + V 1t+1(Π1

t+1) |

Π2t = π2,U2

t = φ2t (Ξ2t|t−1)],

V 1t (π1) = min

φ1t : ∆(Z)→U1E[c1(U1

t ) + D1t (Ξ1

t|t) + V 2t (Π2

t ) |

Π1t = π1,U1

t = φ1t (Ξ1t|t−1)].

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 12 / 16

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Discussion

Contributions? Limitations?

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 13 / 16

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Discussion

Contributions

Identify a su�cient statistic at the encoder and the decoder; the

domain of which does not depend on time

The DP: identify optimal strategies

The search complexity increases linearly with time horizon (rather than

double exponentially, as for brute force search)

Natural extension to In�nite horizon setup; time-homogeneous optimal

strategies

Extension to multi-terminal setup: n users; sequentially broadcasts

their own action to all users and generates its own estimate and so on.

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 13 / 16

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Discussion

Computational issues

Computationally formidable !

Special case: Finite Z (say, cardinality n). Then, ∆(Z) = Rn−1;∆(∆(Z)×∆(Z)) = R2n−2.

DP similar to POMDP. Minimization over functional space.

Point-based algorithms for continuous-state POMDPs

Discretization based algorithms developed for real-time communication

- Wood, Linder and Yuksel, ISIT 2015

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 13 / 16

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Discussion

Computational issues

Computationally formidable !

Special case: Finite Z (say, cardinality n). Then, ∆(Z) = Rn−1;∆(∆(Z)×∆(Z)) = R2n−2.

DP similar to POMDP.

Minimization over functional space.

Point-based algorithms for continuous-state POMDPs

Discretization based algorithms developed for real-time communication

- Wood, Linder and Yuksel, ISIT 2015

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 13 / 16

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Discussion

Computational issues

Computationally formidable !

Special case: Finite Z (say, cardinality n). Then, ∆(Z) = Rn−1;∆(∆(Z)×∆(Z)) = R2n−2.

DP similar to POMDP. Minimization over functional space.

Point-based algorithms for continuous-state POMDPs

Discretization based algorithms developed for real-time communication

- Wood, Linder and Yuksel, ISIT 2015

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 13 / 16

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Discussion

Computational issues

Computationally formidable !

Special case: Finite Z (say, cardinality n). Then, ∆(Z) = Rn−1;∆(∆(Z)×∆(Z)) = R2n−2.

DP similar to POMDP. Minimization over functional space.

Point-based algorithms for continuous-state POMDPs

Discretization based algorithms developed for real-time communication

- Wood, Linder and Yuksel, ISIT 2015

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 13 / 16

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Why is Markovian Zt di�cult?

Key steps:

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 14 / 16

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Why is Markovian Zt di�cult?

Key steps:

Conditional independence

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 14 / 16

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Why is Markovian Zt di�cult?

Key steps:

Conditional independence

Belief that is not growing with time

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 14 / 16

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Why is Markovian Zt di�cult?

Key steps:

Conditional independence

P(x11:t , x21:t | z, u11:t , u

21:t) =∏

i∈{1,2}P(x i1:t | z, u11:t , u21:t)

P(x11:t , x21:t | z1:t, u

11:t , u

21:t) =∏

i∈{1,2}P(x i1:t | z1:t, u11:t , u

21:t)

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 14 / 16

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Why is Markovian Zt di�cult?

Key steps:

Conditional independence

P(x11:t , x21:t | z, u11:t , u

21:t) =∏

i∈{1,2}P(x i1:t | z, u11:t , u21:t)

P(x11:t , x21:t | z1:t, u

11:t , u

21:t) =∏

i∈{1,2}P(x i1:t | z1:t, u11:t , u

21:t)

3 3

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 14 / 16

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Why is Markovian Zt di�cult?

Key steps:

Belief that is not growing with time

f 1t (X 11:t ,U

11:t−1,U

21:t−1) −→

f 1t (P(Z |X 11:t ,U

11:t−1,U

21:t−1),

U11:t−1,U

21:t−1)

f 1t (X 11:t ,U

11:t−1,U

21:t−1) −→

f 1t (P(Z1:t |X 11:t ,U

11:t−1,U

21:t−1),

U11:t−1,U

21:t−1)

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 14 / 16

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Why is Markovian Zt di�cult?

Key steps:

Belief that is not growing with time

f 1t (X 11:t ,U

11:t−1,U

21:t−1) −→

f 1t (P(Z |X 11:t ,U

11:t−1,U

21:t−1),

U11:t−1,U

21:t−1)

f 1t (X 11:t ,U

11:t−1,U

21:t−1) −→

f 1t (P(Z1:t |X 11:t ,U

11:t−1,U

21:t−1),

U11:t−1,U

21:t−1)

3 7

Jhelum Chakravorty (McGill) Interactive communication, ISIT 2016 July 11, 2016 14 / 16

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Future scope

Study of some special structure of Markovian Zt so that the belief

states do not grow with time

Finite state machines - DP decomposition

Lipsa and Martins, IEEE TAC, 2011: Optimality of threshold-based

strategies for Gaussian setup and the transmitter may transmit or not

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Thank you !

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