From Glauber dynamics to Metropolis algorithm: Smaller delay in optimal CSMA

Glauber dynamics, a method of sampling a given probability distribution via a Markov chain, has recently made considerable contribution to the MAC scheduling research, providing a tool to solve a long-standing open issue - achieving throughput-optimality with light message passing under CSMA. In this paper, we propose a way of reducing delay by studying generalized Glauber dynamics parameterized by βϵ[0, 1], ranging from Glauber dynamics (β=0) to the Metropolis algorithm (β =1). The same stationary distribution is sustained across this generalization, thus maintaining the long-term optimality. However, a different choice of β results in a significantly different second-order behavior (or variability) that has large impact on delay, which is hardly captured by the recent research focusing on delay in the large n (the number of nodes) asymptotic. We formally study such second-order behavior and its resulting delay performance, and show that larger β achieves smaller delay. Our results provide new insight into how to operate CSMA for large throughput and small delay in real, finite-sized systems.

[1]  Sheldon M. Ross,et al.  Stochastic Processes , 2018, Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics.

[2]  Devavrat Shah,et al.  Hardness of low delay network scheduling , 2010, 2010 IEEE Information Theory Workshop on Information Theory (ITW 2010, Cairo).

[3]  Devavrat Shah,et al.  Delay optimal queue-based CSMA , 2010, SIGMETRICS '10.

[4]  George N. Rouskas,et al.  Next-Generation Internet Architectures and Protocols: Preface , 2011 .

[5]  P. Diaconis,et al.  Geometric Bounds for Eigenvalues of Markov Chains , 1991 .

[6]  Jean C. Walrand,et al.  A Distributed CSMA Algorithm for Throughput and Utility Maximization in Wireless Networks , 2010, IEEE/ACM Transactions on Networking.

[7]  Jian Ni,et al.  Q-CSMA: Queue-Length Based CSMA/CA Algorithms for Achieving Maximum Throughput and Low Delay in Wireless Networks , 2010, INFOCOM 2010.

[8]  Allen Kent,et al.  The Froehlich/Kent encyclopedia of telecommunications , 1991 .

[9]  Galin L. Jones On the Markov chain central limit theorem , 2004, math/0409112.

[10]  V. Climenhaga Markov chains and mixing times , 2013 .

[11]  H. Vincent Poor,et al.  Towards utility-optimal random access without message passing , 2010, Wirel. Commun. Mob. Comput..

[12]  P. Peskun,et al.  Optimum Monte-Carlo sampling using Markov chains , 1973 .

[13]  A. Barker Monte Carlo calculations of the radial distribution functions for a proton-electron plasma , 1965 .

[14]  Ward Whitt,et al.  Squeezing the Most Out of ATM , 1995, IEEE Trans. Commun..

[15]  Devavrat Shah,et al.  Network adiabatic theorem: an efficient randomized protocol for contention resolution , 2009, SIGMETRICS '09.

[16]  Murat Alanyali,et al.  Delay performance of CSMA in networks with bounded degree conflict graphs , 2011, 2011 IEEE International Symposium on Information Theory Proceedings.

[17]  M. Chiang,et al.  Next-Generation Internet Architectures and Protocols: Stochastic network utility maximization and wireless scheduling , 2008 .

[18]  George N. Rouskas,et al.  Next-Generation Internet Architectures and Protocols: Network architectures , 2011 .

[19]  Elizabeth L. Wilmer,et al.  Markov Chains and Mixing Times , 2008 .

[20]  W. K. Hastings,et al.  Monte Carlo Sampling Methods Using Markov Chains and Their Applications , 1970 .

[21]  N. Metropolis,et al.  Equation of State Calculations by Fast Computing Machines , 1953, Resonance.

[22]  Eric Vigoda,et al.  A Note on the Glauber Dynamics for Sampling Independent Sets , 2001, Electron. J. Comb..

[23]  Peter Marbach,et al.  Throughput-optimal random access with order-optimal delay , 2010, 2011 Proceedings IEEE INFOCOM.

[24]  Cheng-Shang Chang,et al.  Stability, queue length, and delay of deterministic and stochastic queueing networks , 1994, IEEE Trans. Autom. Control..

[25]  Jeffrey S. Rosenthal,et al.  Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms , 2003 .

[26]  R. Durrett Probability: Theory and Examples , 1993 .

[27]  P. Glynn,et al.  Logarithmic asymptotics for steady-state tail probabilities in a single-server queue , 1994, Journal of Applied Probability.

[28]  Thomas P. Hayes,et al.  A general lower bound for mixing of single-site dynamics on graphs , 2005, 46th Annual IEEE Symposium on Foundations of Computer Science (FOCS'05).

[29]  Devavrat Shah,et al.  Randomized Scheduling Algorithm for Queueing Networks , 2009, ArXiv.

[30]  Antonietta Mira,et al.  Ordering and Improving the Performance of Monte Carlo Markov Chains , 2001 .

[31]  Leandros Tassiulas,et al.  Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks , 1992 .

[32]  Matthew Richey,et al.  The Evolution of Markov Chain Monte Carlo Methods , 2010, Am. Math. Mon..