This paper considers a natural error correcting problem with real valued input/output. We wish to recover an input vector f/spl isin/R/sup n/ from corrupted measurements y=Af+e. Here, A is an m by n (coding) matrix and e is an arbitrary and unknown vector of errors. Is it possible to recover f exactly from the data y? We prove that under suitable conditions on the coding matrix A, the input f is the unique solution to the /spl lscr//sub 1/-minimization problem (/spl par/x/spl par//sub /spl lscr/1/:=/spl Sigma//sub i/|x/sub i/|) min(g/spl isin/R/sup n/) /spl par/y - Ag/spl par//sub /spl lscr/1/ provided that the support of the vector of errors is not too large, /spl par/e/spl par//sub /spl lscr/0/:=|{i:e/sub i/ /spl ne/ 0}|/spl les//spl rho//spl middot/m for some /spl rho/>0. In short, f can be recovered exactly by solving a simple convex optimization problem (which one can recast as a linear program). In addition, numerical experiments suggest that this recovery procedure works unreasonably well; f is recovered exactly even in situations where a significant fraction of the output is corrupted. This work is related to the problem of finding sparse solutions to vastly underdetermined systems of linear equations. There are also significant connections with the problem of recovering signals from highly incomplete measurements. In fact, the results introduced in this paper improve on our earlier work. Finally, underlying the success of /spl lscr//sub 1/ is a crucial property we call the uniform uncertainty principle that we shall describe in detail.

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Decoding by linear programming

This paper considers the classical error correcting problem which is frequently discussed in coding theory. We wish to recover an input vector $f \in \R^n$ from corrupted measurements $y = A f + e$. Here, $A$ is an $m$ by $n$ (coding) matrix and $e$ is an arbitrary and unknown vector of errors. Is it possible to recover $f$ exactly from the data $y$? We prove that under suitable conditions on the coding matrix $A$, the input $f$ is the unique solution to the $\ell_1$-minimization problem ($\|x\|_{\ell_1} := \sum_i |x_i|$) $$ \min_{g \in \R^n} \| y - Ag \|_{\ell_1} $$ provided that the support of the vector of errors is not too large, $\|e\|_{\ell_0} := |\{i : e_i \neq 0\}| \le \rho \cdot m$ for some $\rho > 0$. In short, $f$ can be recovered exactly by solving a simple convex optimization problem (which one can recast as a linear program). In addition, numerical experiments suggest that this recovery procedure works unreasonably well; $f$ is recovered exactly even in situations where a significant fraction of the output is corrupted.

Decoding by Linear Programming

The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building large-scale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fields, including bioinformatics, communication theory, statistical physics, combinatorial optimization, signal and image processing, information retrieval and statistical machine learning. Many problems that arise in specific instances — including the key problems of computing marginals and modes of probability distributions — are best studied in the general setting. Working with exponential family representations, and exploiting the conjugate duality between the cumulant function and the entropy for exponential families, we develop general variational representations of the problems of computing likelihoods, marginal probabilities and most probable configurations. We describe how a wide variety of algorithms — among them sum-product, cluster variational methods, expectation-propagation, mean field methods, max-product and linear programming relaxation, as well as conic programming relaxations — can all be understood in terms of exact or approximate forms of these variational representations. The variational approach provides a complementary alternative to Markov chain Monte Carlo as a general source of approximation methods for inference in large-scale statistical models.

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Graphical Models, Exponential Families, and Variational Inference

The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the definitions and indicates how the theory will yield solutions to problems arising outside it. Chapter 1 sets out the basic general theorems, which are then specialized in Chapter 2 to the space C[0, l ] of continuous functions on the unit interval and in Chapter 3 to the space D [0, 1 ] of functions with discontinuities of the first kind. The results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables. " The book develops and expands on Donsker's 1951 and 1952 papers on the invariance principle and empirical distributions. The basic random variables remain real-valued although, of course, measures on C[0, l ] and D[0, l ] are vitally used. Within this framework, there are various possibilities for a different and apparently better treatment of the material. More of the general theory of weak convergence of probabilities on separable metric spaces would be useful. Metrizability of the convergence is not brought up until late in the Appendix. The close relation of the Prokhorov metric and a metric for convergence in probability is (hence) not mentioned (see V. Strassen, Ann. Math. Statist. 36 (1965), 423-439; the reviewer, ibid. 39 (1968), 1563-1572). This relation would illuminate and organize such results as Theorems 4.1, 4.2 and 4.4 which give isolated, ad hoc connections between weak convergence of measures and nearness in probability. In the middle of p. 16, it should be noted that C*(S) consists of signed measures which need only be finitely additive if 5 is not compact. On p. 239, where the author twice speaks of separable subsets having nonmeasurable cardinal, he means "discrete" rather than "separable." Theorem 1.4 is Ulam's theorem that a Borel probability on a complete separable metric space is tight. Theorem 1 of Appendix 3 weakens completeness to topological completeness. After mentioning that probabilities on the rationals are tight, the author says it is an

Convergence of probability measures

Information Theory and Reliable Communication

A new method is given for performing approximate maximum-likelihood (ML) decoding of an arbitrary binary linear code based on observations received from any discrete memoryless symmetric channel. The decoding algorithm is based on a linear programming (LP) relaxation that is defined by a factor graph or parity-check representation of the code. The resulting "LP decoder" generalizes our previous work on turbo-like codes. A precise combinatorial characterization of when the LP decoder succeeds is provided, based on pseudocodewords associated with the factor graph. Our definition of a pseudocodeword unifies other such notions known for iterative algorithms, including "stopping sets," "irreducible closed walks," "trellis cycles," "deviation sets," and "graph covers." The fractional distance d/sub frac/ of a code is introduced, which is a lower bound on the classical distance. It is shown that the efficient LP decoder will correct up to /spl lceil/d/sub frac//2/spl rceil/-1 errors and that there are codes with d/sub frac/=/spl Omega/(n/sup 1-/spl epsi//). An efficient algorithm to compute the fractional distance is presented. Experimental evidence shows a similar performance on low-density parity-check (LDPC) codes between LP decoding and the min-sum and sum-product algorithms. Methods for tightening the LP relaxation to improve performance are also provided.

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Using linear programming to Decode Binary linear codes

Sensor networks are especially useful in catastrophic or emergency scenarios such as floods, fires, terrorist attacks or earthquakes where human participation may be too dangerous. However, such disaster scenarios pose an interesting design challenge since the sensor nodes used to collect and communicate data may themselves fail suddenly and unpredictably, resulting in the loss of valuable data. Furthermore, because these networks are often expected to be deployed in response to a disaster, or because of sudden configuration changes due to failure, these networks are often expected to operate in a "zero-configuration" paradigm, where data collection and transmission must be initiated immediately, before the nodes have a chance to assess the current network topology. In this paper, we design and analyze techniques to increase "persistence" of sensed data, so that data is more likely to reach a data sink, even as network nodes fail. This is done by replicating data compactly at neighboring nodes using novel "Growth Codes" that increase in efficiency as data accumulates at the sink. We show that Growth Codes preserve more data in the presence of node failures than previously proposed erasure resilient techniques.

/pdf/growth-codes-maximizing-sensor-network-data-persistence-3q3l0c02r2.pdf

Growth codes: maximizing sensor network data persistence

We study the online stochastic bipartite matching problem, in a form motivated by display ad allocation on the Internet. In the online, but adversarial case, the celebrated result of Karp, Vazirani and Vazirani gives an approximation ratio of $1-{1\over e} \simeq 0.632$, a very familiar bound that holds for many online problems; further, the bound is tight in this case. In the online, stochastic case when nodes are drawn repeatedly from a known distribution, the greedy algorithm matches this approximation ratio, but still, no algorithm is known that beats the $1 - {1\over e}$ bound.Our main result is a $0.67$-approximation online algorithm for stochastic bipartite matching, breaking this $1 - {1\over e}$ barrier. Furthermore, we show that no online algorithm can produce a $1-\epsilon$ approximation for an arbitrarily small $\epsilon$ for this problem. Our algorithms are based on computing an optimal offline solution to the expected instance, and using this solution as a guideline in the process of online allocation. We employ a novel application of the idea of the power of two choices from load balancing: we compute two disjoint solutions to the expected instance, and use both of them in the online algorithm in a prescribed preference order. To identify these two disjoint solutions, we solve a max flow problem in a boosted flow graph, and then carefully decompose this maximum flow to two edge-disjoint (near-) matchings. In addition to guiding the online decision making, these two offline solutions are used to characterize an upper bound for the optimum in any scenario. This is done by identifying a cut whose value we can bound under the arrival distribution. At the end, we discuss extensions of our results to more general bipartite allocations that are important in a display ad application.

/pdf/online-stochastic-matching-beating-1-1-e-4wu55igj7z.pdf

Online Stochastic Matching: Beating 1-1/e

Error-correcting codes are fundamental tools used to transmit digital information over unreliable channels. Their study goes back to the work of Hamming [Ham50] and Shannon [Sha48], who used them as the basis for the field of information theory. The problem of decoding the original information up to the full error-correcting potential of the system is often very complex, especially for modern codes that approach the theoretical limits of the communication channel. 
In this thesis we investigate the application of linear programming (LP) relaxation to the problem of decoding an error-correcting code. Linear programming relaxation is a standard technique in approximation algorithms and operations research, and is central to the study of efficient algorithms to find good (albeit suboptimal) solutions to very difficult optimization problems. Our new “LP decoders” have tight combinatorial characterizations of decoding success that can be used to analyze error-correcting performance. Furthermore, LP decoders have the desirable (and rare) property that whenever they output a result, it is guaranteed to be the optimal result: the most likely (ML) information sent over the channel. We refer to this property as the ML certificate property. 
We provide specific LP decoders for two major families of codes: turbo codes and low-density parity-check (LDPC) codes. These codes have received a great deal of attention recently due to their unprecedented error-correcting performance. Our decoder is particularly attractive for analysis of these codes because the standard message-passing algorithms used for decoding are often difficult to analyze. 
For turbo codes, we give a relaxation very close to min-cost flow, and show that the success of the decoder depends on the costs in a certain residual graph. For the case of rate-1/2 repeat-accumulate codes (a certain type of turbo code), we give an inverse polynomial upper bound on the probability of decoding failure. For LDPC codes (or any binary linear code), we give a relaxation based on the factor graph representation of the code. We introduce the concept of fractional distance, which is a function of the relaxation, and show that LP decoding always corrects a number of errors up to half the fractional distance. (Copies available exclusively from MIT Libraries, Rm. 14-0551, Cambridge, MA 02139-4307. Ph. 617-253-5668; Fax 617-253-1690.) (Abstract shortened by UMI.)

Decoding error-correcting codes via linear programming

We consider the problem of using a multicast network code to transmit information securely in the presence of a “wire-tap” adversary who can eavesdrop on a bounded number of network edges. Cai & Yeung (ISIT, 2002) gave a method to alter any given linear network code into a new code that is secure. However, their construction is in general inefficient, and requires a very large field size; in many cases this is much greater than the field size required by standard network code construction algorithms to achieve the min-cut capacity (without a security guarantee). In this paper we generalize and simplify the method of Cai & Yeung, and show that the problem of making a linear network code secure is equivalent to the problem of finding a linear code with certain generalized distance properties. We show that if we give up a small amount of overall capacity, then a random code achieves these properties using a much smaller field size — in some cases a field of constant size suffices — than the construction of Cai & Yeung. We add further support to this approach by showing that if we are not willing to give up any capacity, then a large field size may sometimes be required to achieve security.

/pdf/on-the-capacity-of-secure-network-coding-1vki7blsyh.pdf

Jon Feldman

Papers

Using linear programming to Decode Binary linear codes

Growth codes: maximizing sensor network data persistence

Online Stochastic Matching: Beating 1-1/e

Decoding error-correcting codes via linear programming

On the Capacity of Secure Network Coding