  We consider a system composed of a sensor node tracking a time varying
quantity. In every discretized time slot, the node attempts to send an update
to a central monitoring station through one of K communication channels. We
consider the setting where channel realizations are correlated across channels.
This is motivated by mmWave based 5G systems where line-of-sight which is
critical for successful communication is common across all frequency channels
while the effect of other factors like humidity is frequency dependent. The
metric of interest is the Age-of-Information (AoI) which is a measure of the
freshness of the data available at the monitoring station. In the setting where
channel statistics are unknown but stationary across time and correlated across
channels, the algorithmic challenge is to determine which channel to use in
each time-slot for communication. We model the problem as a Multi-Armed bandit
(MAB) with channels as arms. We characterize the fundamental limits on the
performance of any policy. In addition, via analysis and simulations, we
characterize the performance of variants of the UCB and Thompson Sampling
policies that exploit correlation.
