### 2015

Fernandez-Bes, Jesus; Elvira, Victor; Vaerenbergh, Steven Van

A Probabilistic Least-Mean-Squares Filter Inproceedings

In: 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 2199–2203, IEEE, Brisbane, 2015, ISBN: 978-1-4673-6997-8.

Abstract | Links | BibTeX | Tags: adaptable step size LMS algorithm, Adaptation models, adaptive filtering, Approximation algorithms, Bayesian machine learning techniques, efficient approximation algorithm, filtering theory, Least squares approximations, least-mean-squares, probabilistic least mean squares filter, Probabilistic logic, probabilisticmodels, Probability, Signal processing algorithms, Standards, state-space models

@inproceedings{Fernandez-Bes2015,

title = {A Probabilistic Least-Mean-Squares Filter},

author = {Jesus Fernandez-Bes and Victor Elvira and Steven Van Vaerenbergh},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7178361 http://www.tsc.uc3m.es/~velvira/papers/ICASSP2015_bes.pdf},

doi = {10.1109/ICASSP.2015.7178361},

isbn = {978-1-4673-6997-8},

year = {2015},

date = {2015-04-01},

booktitle = {2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)},

pages = {2199--2203},

publisher = {IEEE},

address = {Brisbane},

abstract = {We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the proposed approximation preserves the linear complexity of the standard LMS. Numerical results show the improved performance of the algorithm with respect to standard LMS and state-of-the-art algorithms with similar complexity. The goal of this work, therefore, is to open the door to bring somemore Bayesian machine learning techniques to adaptive filtering.},

keywords = {adaptable step size LMS algorithm, Adaptation models, adaptive filtering, Approximation algorithms, Bayesian machine learning techniques, efficient approximation algorithm, filtering theory, Least squares approximations, least-mean-squares, probabilistic least mean squares filter, Probabilistic logic, probabilisticmodels, Probability, Signal processing algorithms, Standards, state-space models},

pubstate = {published},

tppubtype = {inproceedings}

}

### 2013

Koblents, Eugenia; Miguez, Joaquin

A Population Monte Carlo Scheme for Computational Inference in High Dimensional Spaces Inproceedings

In: 2013 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 6318–6322, IEEE, Vancouver, 2013, ISSN: 1520-6149.

Abstract | Links | BibTeX | Tags: Approximation methods, computational inference, degeneracy of importance weights, high dimensional spaces, Importance sampling, importance weights, iterative importance sampling, iterative methods, mixture-PMC, mixture-PMC algorithm, Monte Carlo methods, MPMC, nonlinear transformations, population Monte Carlo, population Monte Carlo scheme, Probability density function, probability distributions, Proposals, Sociology, Standards

@inproceedings{Koblents2013a,

title = {A Population Monte Carlo Scheme for Computational Inference in High Dimensional Spaces},

author = {Eugenia Koblents and Joaquin Miguez},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=6638881},

issn = {1520-6149},

year = {2013},

date = {2013-01-01},

booktitle = {2013 IEEE International Conference on Acoustics, Speech and Signal Processing},

pages = {6318--6322},

publisher = {IEEE},

address = {Vancouver},

abstract = {In this paper we address the Monte Carlo approximation of integrals with respect to probability distributions in high-dimensional spaces. In particular, we investigate the population Monte Carlo (PMC) scheme, which is based on an iterative importance sampling (IS) approach. Both IS and PMC suffer from the well known problem of degeneracy of the importance weights (IWs), which is closely related to the curse-of-dimensionality, and limits their applicability in large-scale practical problems. In this paper we investigate a novel PMC scheme that consists in performing nonlinear transformations of the IWs in order to smooth their variations and avoid degeneracy. We apply the modified IS scheme to the well-known mixture-PMC (MPMC) algorithm, which constructs the importance functions as mixtures of kernels. We present numerical results that show how the modified version of MPMC clearly outperforms the original scheme.},

keywords = {Approximation methods, computational inference, degeneracy of importance weights, high dimensional spaces, Importance sampling, importance weights, iterative importance sampling, iterative methods, mixture-PMC, mixture-PMC algorithm, Monte Carlo methods, MPMC, nonlinear transformations, population Monte Carlo, population Monte Carlo scheme, Probability density function, probability distributions, Proposals, Sociology, Standards},

pubstate = {published},

tppubtype = {inproceedings}

}

### 2012

Garcia-Moreno, Pablo; Artés-Rodríguez, Antonio; Hansen, Lars Kai

A Hold-out Method to Correct PCA Variance Inflation Inproceedings

In: 2012 3rd International Workshop on Cognitive Information Processing (CIP), pp. 1–6, IEEE, Baiona, 2012, ISBN: 978-1-4673-1878-5.

Abstract | Links | BibTeX | Tags: Approximation methods, classification scenario, computational complexity, computational cost, Computational efficiency, correction method, hold-out method, hold-out procedure, leave-one-out procedure, LOO method, LOO procedure, Mathematical model, PCA algorithm, PCA variance inflation, Principal component analysis, singular value decomposition, Standards, SVD, Training

@inproceedings{Garcia-Moreno2012,

title = {A Hold-out Method to Correct PCA Variance Inflation},

author = {Pablo Garcia-Moreno and Antonio Artés-Rodríguez and Lars Kai Hansen},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=6232926},

isbn = {978-1-4673-1878-5},

year = {2012},

date = {2012-01-01},

booktitle = {2012 3rd International Workshop on Cognitive Information Processing (CIP)},

pages = {1--6},

publisher = {IEEE},

address = {Baiona},

abstract = {In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure was introduced. We propose a Hold-out procedure whose computational cost is lower and, unlike the LOO method, the number of SVD's does not scale with the sample size. We analyze its properties from a theoretical and empirical point of view. Finally we apply it to a real classification scenario.},

keywords = {Approximation methods, classification scenario, computational complexity, computational cost, Computational efficiency, correction method, hold-out method, hold-out procedure, leave-one-out procedure, LOO method, LOO procedure, Mathematical model, PCA algorithm, PCA variance inflation, Principal component analysis, singular value decomposition, Standards, SVD, Training},

pubstate = {published},

tppubtype = {inproceedings}

}