### 2009

Djuric, Petar M; Miguez, Joaquin

Model Assessment with Kolmogorov-Smirnov Statistics Inproceedings

In: 2009 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 2973–2976, IEEE, Taipei, 2009, ISSN: 1520-6149.

Abstract | Links | BibTeX | Tags: Bayesian methods, Computer Simulation, Context modeling, Electronic mail, Filtering, ill-conditioned problem, Kolmogorov-Smirnov statistics, model assessment, modelling, Predictive models, Probability, statistical analysis, statistics, Testing

@inproceedings{Djuric2009,

title = {Model Assessment with Kolmogorov-Smirnov Statistics},

author = {Petar M Djuric and Joaquin Miguez},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=4960248},

issn = {1520-6149},

year = {2009},

date = {2009-01-01},

booktitle = {2009 IEEE International Conference on Acoustics, Speech and Signal Processing},

pages = {2973--2976},

publisher = {IEEE},

address = {Taipei},

abstract = {One of the most basic problems in science and engineering is the assessment of a considered model. The model should describe a set of observed data and the objective is to find ways of deciding if the model should be rejected. It seems that this is an ill-conditioned problem because we have to test the model against all the possible alternative models. In this paper we use the Kolmogorov-Smirnov statistic to develop a test that shows if the model should be kept or it should be rejected. We explain how this testing can be implemented in the context of particle filtering. We demonstrate the performance of the proposed method by computer simulations.},

keywords = {Bayesian methods, Computer Simulation, Context modeling, Electronic mail, Filtering, ill-conditioned problem, Kolmogorov-Smirnov statistics, model assessment, modelling, Predictive models, Probability, statistical analysis, statistics, Testing},

pubstate = {published},

tppubtype = {inproceedings}

}

Maiz, Cristina S; Miguez, Joaquin; Djuric, Petar M

Particle Filtering in the Presence of Outliers Inproceedings

In: 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, pp. 33–36, IEEE, Cardiff, 2009, ISBN: 978-1-4244-2709-3.

Abstract | Links | BibTeX | Tags: computer simulations, Degradation, Filtering, multidimensional random variates, Multidimensional signal processing, Multidimensional systems, Nonlinear tracking, Outlier detection, predictive distributions, Signal processing, signal processing tools, signal-power observations, spatial depth, statistical analysis, statistical distributions, statistics, Target tracking, Testing

@inproceedings{Maiz2009,

title = {Particle Filtering in the Presence of Outliers},

author = {Cristina S Maiz and Joaquin Miguez and Petar M Djuric},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5278645},

isbn = {978-1-4244-2709-3},

year = {2009},

date = {2009-01-01},

booktitle = {2009 IEEE/SP 15th Workshop on Statistical Signal Processing},

pages = {33--36},

publisher = {IEEE},

address = {Cardiff},

abstract = {Particle filters have become very popular signal processing tools for problems that involve nonlinear tracking of an unobserved signal of interest given a series of related observations. In this paper we propose a new scheme for particle filtering when the observed data are possibly contaminated with outliers. An outlier is an observation that has been generated by some (unknown) mechanism different from the assumed model of the data. Therefore, when handled in the same way as regular observations, outliers may drastically degrade the performance of the particle filter. To address this problem, we introduce an auxiliary particle filtering scheme that incorporates an outlier detection step. We propose to implement it by means of a test involving statistics of the predictive distributions of the observations. Specifically, we investigate the use of a proposed statistic called spatial depth that can easily be applied to multidimensional random variates. The performance of the resulting algorithm is assessed by computer simulations of target tracking based on signal-power observations.},

keywords = {computer simulations, Degradation, Filtering, multidimensional random variates, Multidimensional signal processing, Multidimensional systems, Nonlinear tracking, Outlier detection, predictive distributions, Signal processing, signal processing tools, signal-power observations, spatial depth, statistical analysis, statistical distributions, statistics, Target tracking, Testing},

pubstate = {published},

tppubtype = {inproceedings}

}

Perez-Cruz, Fernando; Kulkarni, S R

Distributed Least Square for Consensus Building in Sensor Networks Inproceedings

In: 2009 IEEE International Symposium on Information Theory, pp. 2877–2881, IEEE, Seoul, 2009, ISBN: 978-1-4244-4312-3.

Abstract | Links | BibTeX | Tags: Change detection algorithms, Channel Coding, Distributed computing, distributed least square method, graphical models, Inference algorithms, Kernel, Least squares methods, nonparametric statistics, Parametric statistics, robustness, sensor-network learning, statistical analysis, Telecommunication network reliability, Wireless sensor network, Wireless Sensor Networks

@inproceedings{Perez-Cruz2009,

title = {Distributed Least Square for Consensus Building in Sensor Networks},

author = {Fernando Perez-Cruz and S R Kulkarni},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5205336},

isbn = {978-1-4244-4312-3},

year = {2009},

date = {2009-01-01},

booktitle = {2009 IEEE International Symposium on Information Theory},

pages = {2877--2881},

publisher = {IEEE},

address = {Seoul},

abstract = {We present a novel mechanism for consensus building in sensor networks. The proposed algorithm has three main properties that make it suitable for general sensor-network learning. First, the proposed algorithm is based on robust nonparametric statistics and thereby needs little prior knowledge about the network and the function that needs to be estimated. Second, the algorithm uses only local information about the network and it communicates only with nearby sensors. Third, the algorithm is completely asynchronous and robust. It does not need to coordinate the sensors to estimate the underlying function and it is not affected if other sensors in the network stop working. Therefore, the proposed algorithm is an ideal candidate for sensor networks deployed in remote and inaccessible areas, which might need to change their objective once they have been set up.},

keywords = {Change detection algorithms, Channel Coding, Distributed computing, distributed least square method, graphical models, Inference algorithms, Kernel, Least squares methods, nonparametric statistics, Parametric statistics, robustness, sensor-network learning, statistical analysis, Telecommunication network reliability, Wireless sensor network, Wireless Sensor Networks},

pubstate = {published},

tppubtype = {inproceedings}

}