### 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}

}

### 2010

Salamanca, Luis; Murillo-Fuentes, Juan Jose; Perez-Cruz, Fernando

Bayesian BCJR for Channel Equalization and Decoding Inproceedings

In: 2010 IEEE International Workshop on Machine Learning for Signal Processing, pp. 53–58, IEEE, Kittila, 2010, ISSN: 1551-2541.

Abstract | Links | BibTeX | Tags: a posteriori probability, Bayes methods, Bayesian BCJR, Bayesian methods, Bit error rate, channel decoding, channel estate information, Channel estimation, Decoding, digital communication, digital communications, equalisers, Equalizers, error statistics, Markov processes, Maximum likelihood decoding, maximum likelihood estimation, multipath channel, probabilistic channel equalization, Probability, single input single output model, SISO model, statistical information, Training

@inproceedings{Salamanca2010,

title = {Bayesian BCJR for Channel Equalization and Decoding},

author = {Luis Salamanca and Juan Jose Murillo-Fuentes and Fernando Perez-Cruz},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5589201},

issn = {1551-2541},

year = {2010},

date = {2010-01-01},

booktitle = {2010 IEEE International Workshop on Machine Learning for Signal Processing},

pages = {53--58},

publisher = {IEEE},

address = {Kittila},

abstract = {In this paper we focus on the probabilistic channel equalization in digital communications. We face the single input single output (SISO) model to show how the statistical information about the multipath channel can be exploited to further improve our estimation of the a posteriori probabilities (APP) during the equalization process. We consider not only the uncertainty due to the noise in the channel, but also in the estimate of the channel estate information (CSI). Thus, we resort to a Bayesian approach for the computation of the APP. This novel algorithm has the same complexity as the BCJR, exhibiting lower bit error rate at the output of the channel decoder than the standard BCJR that considers maximum likelihood (ML) to estimate the CSI.},

keywords = {a posteriori probability, Bayes methods, Bayesian BCJR, Bayesian methods, Bit error rate, channel decoding, channel estate information, Channel estimation, Decoding, digital communication, digital communications, equalisers, Equalizers, error statistics, Markov processes, Maximum likelihood decoding, maximum likelihood estimation, multipath channel, probabilistic channel equalization, Probability, single input single output model, SISO model, statistical information, Training},

pubstate = {published},

tppubtype = {inproceedings}

}

Salamanca, Luis; Murillo-Fuentes, Juan Jose; Perez-Cruz, Fernando

Channel Decoding with a Bayesian Equalizer Inproceedings

In: 2010 IEEE International Symposium on Information Theory, pp. 1998–2002, IEEE, Austin, TX, 2010, ISBN: 978-1-4244-7892-7.

Abstract | Links | BibTeX | Tags: a posteriori probability, Bayesian equalizer, Bayesian methods, BER, Bit error rate, Channel Coding, channel decoding, channel estate information, Communication channels, Decoding, equalisers, Equalizers, error statistics, low-density parity-check decoders, LPDC decoders, Maximum likelihood decoding, maximum likelihood detection, maximum likelihood estimation, Noise reduction, parity check codes, Probability, Uncertainty

@inproceedings{Salamanca2010a,

title = {Channel Decoding with a Bayesian Equalizer},

author = {Luis Salamanca and Juan Jose Murillo-Fuentes and Fernando Perez-Cruz},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5513348},

isbn = {978-1-4244-7892-7},

year = {2010},

date = {2010-01-01},

booktitle = {2010 IEEE International Symposium on Information Theory},

pages = {1998--2002},

publisher = {IEEE},

address = {Austin, TX},

abstract = {Low-density parity-check (LPDC) decoders assume the channel estate information (CSI) is known and they have the true a posteriori probability (APP) for each transmitted bit. But in most cases of interest, the CSI needs to be estimated with the help of a short training sequence and the LDPC decoder has to decode the received word using faulty APP estimates. In this paper, we study the uncertainty in the CSI estimate and how it affects the bit error rate (BER) output by the LDPC decoder. To improve these APP estimates, we propose a Bayesian equalizer that takes into consideration not only the uncertainty due to the noise in the channel, but also the uncertainty in the CSI estimate, reducing the BER after the LDPC decoder.},

keywords = {a posteriori probability, Bayesian equalizer, Bayesian methods, BER, Bit error rate, Channel Coding, channel decoding, channel estate information, Communication channels, Decoding, equalisers, Equalizers, error statistics, low-density parity-check decoders, LPDC decoders, Maximum likelihood decoding, maximum likelihood detection, maximum likelihood estimation, Noise reduction, parity check codes, Probability, Uncertainty},

pubstate = {published},

tppubtype = {inproceedings}

}

### 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}

}

Martino, Luca; Miguez, Joaquin

An Adaptive Accept/Reject Sampling Algorithm for Posterior Probability Distributions Inproceedings

In: 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, pp. 45–48, IEEE, Cardiff, 2009, ISBN: 978-1-4244-2709-3.

Abstract | Links | BibTeX | Tags: adaptive accept/reject sampling, Adaptive rejection sampling, arbitrary target probability distributions, Computer Simulation, Filtering, Monte Carlo integration, Monte Carlo methods, posterior probability distributions, Probability, Probability density function, Probability distribution, Proposals, Rejection sampling, Sampling methods, sensor networks, Signal processing algorithms, signal sampling, Testing

@inproceedings{Martino2009b,

title = {An Adaptive Accept/Reject Sampling Algorithm for Posterior Probability Distributions},

author = {Luca Martino and Joaquin Miguez},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5278644},

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

year = {2009},

date = {2009-01-01},

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

pages = {45--48},

publisher = {IEEE},

address = {Cardiff},

abstract = {Accept/reject sampling is a well-known method to generate random samples from arbitrary target probability distributions. It demands the design of a suitable proposal probability density function (pdf) from which candidate samples can be drawn. These samples are either accepted or rejected depending on a test involving the ratio of the target and proposal densities. In this paper we introduce an adaptive method to build a sequence of proposal pdf's that approximate the target density and hence can ensure a high acceptance rate. In order to illustrate the application of the method we design an accept/reject particle filter and then assess its performance and sampling efficiency numerically, by means of computer simulations.},

keywords = {adaptive accept/reject sampling, Adaptive rejection sampling, arbitrary target probability distributions, Computer Simulation, Filtering, Monte Carlo integration, Monte Carlo methods, posterior probability distributions, Probability, Probability density function, Probability distribution, Proposals, Rejection sampling, Sampling methods, sensor networks, Signal processing algorithms, signal sampling, Testing},

pubstate = {published},

tppubtype = {inproceedings}

}

### 2008

Santiago-Mozos, Ricardo; Fernandez-Lorenzana, R; Perez-Cruz, Fernando; Artés-Rodríguez, Antonio

On the Uncertainty in Sequential Hypothesis Testing Inproceedings

In: 2008 5th IEEE International Symposium on Biomedical Imaging: From Nano to Macro, pp. 1223–1226, IEEE, Paris, 2008, ISBN: 978-1-4244-2002-5.

Abstract | Links | BibTeX | Tags: binary hypothesis test, Biomedical imaging, Detectors, H infinity control, likelihood ratio, Medical diagnostic imaging, medical image application, medical image processing, Medical tests, patient diagnosis, Probability, Random variables, Sequential analysis, sequential hypothesis testing, sequential probability ratio test, Signal processing, Testing, tuberculosis diagnosis, Uncertainty

@inproceedings{Santiago-Mozos2008,

title = {On the Uncertainty in Sequential Hypothesis Testing},

author = {Ricardo Santiago-Mozos and R Fernandez-Lorenzana and Fernando Perez-Cruz and Antonio Artés-Rodríguez},

url = {http://ieeexplore.ieee.org/articleDetails.jsp?arnumber=4541223},

isbn = {978-1-4244-2002-5},

year = {2008},

date = {2008-01-01},

booktitle = {2008 5th IEEE International Symposium on Biomedical Imaging: From Nano to Macro},

pages = {1223--1226},

publisher = {IEEE},

address = {Paris},

abstract = {We consider the problem of sequential hypothesis testing when the exact pdfs are not known but instead a set of iid samples are used to describe the hypotheses. We modify the classical test by introducing a likelihood ratio interval which accommodates the uncertainty in the pdfs. The test finishes when the whole likelihood ratio interval crosses one of the thresholds and reduces to the classical test as the number of samples to describe the hypotheses tend to infinity. We illustrate the performance of this test in a medical image application related to tuberculosis diagnosis. We show in this example how the test confidence level can be accurately determined.},

keywords = {binary hypothesis test, Biomedical imaging, Detectors, H infinity control, likelihood ratio, Medical diagnostic imaging, medical image application, medical image processing, Medical tests, patient diagnosis, Probability, Random variables, Sequential analysis, sequential hypothesis testing, sequential probability ratio test, Signal processing, Testing, tuberculosis diagnosis, Uncertainty},

pubstate = {published},

tppubtype = {inproceedings}

}