Maximum likelihood estimationSlide 2Properties of estimatorsProperties of MLENetwork TomographySlide 6Slide 7Slide 8Why end-to-endNaive Approach: INaive Approach: IISlide 12Slide 13Slide 14Slide 15Naive Approach: IIIBottom LineMINC (Multicast Inference of Network Characteristics)Slide 19Slide 20Slide 21Slide 22Multicast-based Loss EstimatorLoss Estimation on Simple Binary TreeGeneral Loss Estimator & PropertiesStatistical Properties of Loss EstimatorImpact of Model ViolationMINC: Simulation ResultsMINC: Experimental ResultsValidating MINC on a real networkMINC: Mbone ResultsTopology InferenceGeneral Approach to Topology InferenceBLTP AlgorithmExampleSlide 36Slide 37Slide 38Slide 39Slide 40Slide 41Slide 42Theoretical ResultResultsIssues and Challenges1Maximum likelihood estimationExample: X1,…,Xn – i.i.d. random variables with probability pX(x|θ) = P(X=x) where θ is a parameterlikelihood function L(θ|x) where x=(x1,…,xn) is set of observationsmaximum likelihood estimate maximizer of L(θ|x)niiXxpxL1)|()|()(ˆx2typically easier to work with log-likelihood function, C(θ|x) = log L(θ|x)3Properties of estimatorsestimator is unbiased if is asymptotically unbiased if as n→∞)(ˆx)](ˆ[ xE)(ˆx)](ˆ[ xE4Properties of MLEasymptotically unbiased, i.e.,asymptotically optimal, i.e., has minimum variance as n→∞invariance principle, i.e., if is MLE for θ then is MLE for any function τ(θ) nx as)(ˆ)(ˆx)(ˆx))(ˆ( x5Network TomographyGoal: obtain detailed picture of a network/internet from end-to-end viewsinfer topology /connectivity6Network TomographyGoal: obtain detailed picture of a network/internet from end-to-end viewsinfer link-levellossdelayavailable bandwidth. . .7Brain Tomographyunknown objectcounting &projectionMaximumlikelihood estimateperforminferenceinverse function problemdata statistical model brain model8Network Tomographyrouting &countingdataqueuing behaviorbinomialperforminferenceinverse function problem9Why end-to-endno participation by network neededmeasurement probes regular packetsno administrative access neededinference across multiple domainsno cooperation requiredmonitor service level agreements reconfigurable applicationsvideo, audio, reliable multicast10Naive Approach: IM1M2D0D1D2Di - one way delayD0 +D1= M1D0 +D2= M22 equations, 3 unknowns {Di} not identifiable11D’0D’2D’1Naive Approach: IID0D1D2D0 + D1D0 +D2bidirectional tree12Naive Approach: IID’0D’2D’1D0D1D2D0 + D1D0 +D2D’2+ D1bidirectional tree13Naive Approach: IID’2+ D1D’1+D2D’0D’2D’1D0D1D2D0 + D1D0 +D2bidirectional tree14D’0D’2D’1Naive Approach: IID’0 +D’1D’0 +D’2D’2+ D1D’1+D2D0D1D2D0 + D1D0 +D2bidirectional tree15Naive Approach: IIbidirectional treeD’0D’2D’1D’0 +D’1D’0 +D’2D’2+ D1D’1+D2D0D1D2D0 + D1D0 +D2not linearly independent! (not identifiable)6 equations, 6 unknowns16Naive Approach: IIIRound trip link delays:ABCR1RAB = R0 + R1RAC = R0 + R2RBC = R1 + R2Linear independence! (identifiable)true for general treescan infer some link delays within general graphR2R017Bottom Linesimilar approach for lossesyields round trip and one way metrics for subset of linksapproximations for other links18MINC (Multicast Inference of Network Characteristics)multicast probescopies made as needed within networkreceiverssourcereceivers observe correlated performanceexploit correlation to get link behaviorloss ratesdelaysa1a2a319multicast probescopies made as needed within networkMINC (Multicast Inference of Network Characteristics)receivers observe correlated performanceexploit correlation to get link behaviorloss ratesdelaysα1α2α320MINC (Multicast Inference of Network Characteristics)receivers observe correlated performanceexploit correlation to get link behaviorloss ratesdelaysα1α2α3xmulticast probescopies made as needed within network21MINC (Multicast Inference of Network Characteristics)receivers observe correlated performanceexploit correlation to get link behaviorloss ratesdelaysα1α2α3xmulticast probescopies made as needed within network22MINC (Multicast Inference of Network Characteristics) estimates of α1, α2, α3receivers observe correlated performanceexploit correlation to get link behaviorloss ratesdelaysα1α2α3multicast probescopies made as needed within network23Multicast-based Loss Estimatortree model known logical mcast topologytree T = (V,L) = (nodes, links)source multicasts probes from root nodeset R V of receiver nodes at leavesloss modelprobe traverses link k with probability loss independent between links, probesdatamulticast n probes from sourcedata Y={Y(j,i), j R, i=1,2,…,n} •Y(j,i) = 1 if probe i reaches receiver j, 0 otherwisegoalestimate set of link probabilities = {k : k V} from data YProbe sourcekk24Loss Estimation on Simple Binary Treeeach probe has one of 4 potential outcomes at leaves(Y(2),Y(3)) { (1,1), (1,0), (0,1), (0,0) }calculate outcomes’ theoretical probabilitiesin terms of link probabilities {1, 2, 3} measure outcome frequenciesequatesolve for {123}, yielding estimateskey stepsidentification of set of externally measurable outcomesknowing probabilities of outcomes knowing internal link probabilities2 312310SourceReceivers1011113011111211011110111ˆˆˆˆ,ˆˆˆˆ,ˆ)ˆˆ)(ˆˆ(ˆppppppppppp,ˆ,ˆ,ˆ,ˆ00011011pppp,,,,00011011pppp pp withˆ25General Loss Estimator & PropertiesCan be done, details see R. Cáceres, N.G. Duffield, J. Horowitz, D. Towsley, ``Multicast-Based Inference of Network-Internal Loss Characteristics,'' IEEE Transactions on Information Theory, 1999 Probe sourcekreceivers R(k)descended from k26Statistical Properties of Loss Estimatormodel is identifiabledistinct parameters { k } distinct distributions of losses seen at leaves Maximum Likelihood Estimatorstrongly consistent (converges to true value)asymptotically normal (MLE efficient [ minimum asymptotic variance])kkknn
View Full Document