Beyond Martingale Estimators: Structured Estimators for Maximizing Information Freshness in Query-Based Update Systems

TL;DR

This paper introduces structured estimators that interpolate between martingale and MAP estimators, improving information freshness in query-based remote estimation systems of continuous-time Markov chains.

Contribution

The paper proposes a new class of structured estimators, including the $p$-MAP estimator, which balances analytical tractability and optimality in information freshness estimation.

Findings

Derived freshness expressions using the binary freshness process.

Developed optimal state-dependent sampling policies for maximizing mean BF.

Formulated optimal query rate allocation policies for multiple sources.

Abstract

This paper investigates information freshness in a remote estimation system in which the remote information source is a continuous-time Markov chain (CTMC). For such systems, estimators have been mainly restricted to the class of martingale estimators in which the remote estimate at any time is equal to the value of the most recently received update. This is mainly due to the simplicity and ease of analysis of martingale estimators, which however are far from optimal, especially in query-based (i.e., pull-based) update systems. In such systems, maximum a-posteriori probability (MAP) estimators are optimal. However, MAP estimators can be challenging to analyze in continuous-time settings. In this paper, we introduce a new class of estimators, called structured estimators, which can seamlessly shift from a martingale estimator to a MAP estimator, enabling them to retain useful characteristics of the MAP estimate, while still being analytically tractable. Particularly, we introduce a new estimator termed as the $p$-MAP estimator which is a piecewise-constant approximation of the MAP estimator with finitely many discontinuities, bringing us closer to a full characterization of MAP estimators when modeling information freshness. In fact, we show that for time-reversible CTMCs, the MAP estimator reduces to a $p$-MAP estimator. Using the binary freshness (BF) process for the characterization of information freshness, we derive the freshness expressions and provide optimal state-dependent sampling policies (i.e., querying policies) for maximizing the mean BF (MBF) for pull-based remote estimation of a single CTMC information source, when structured estimators are used. Moreover, we provide optimal query rate allocation policies when a monitor pulls information from multiple heterogeneous CTMCs with a constraint on the overall query rate.