### 2010

Djuric, Petar M; Closas, Pau; Bugallo, Monica F; Miguez, Joaquin

Evaluation of a Method's Robustness Inproceedings

In: 2010 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 3598–3601, IEEE, Dallas, 2010, ISSN: 1520-6149.

Abstract | Links | BibTeX | Tags: Electronic mail, Extraterrestrial measurements, Filtering, Gaussian processes, method's robustness, Random variables, robustness, sequential methods, Signal processing, statistical distributions, Telecommunications, uniform distribution, Wireless communication

@inproceedings{Djuric2010,

title = {Evaluation of a Method's Robustness},

author = {Petar M Djuric and Pau Closas and Monica F Bugallo and Joaquin Miguez},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5495921},

issn = {1520-6149},

year = {2010},

date = {2010-01-01},

booktitle = {2010 IEEE International Conference on Acoustics, Speech and Signal Processing},

pages = {3598--3601},

publisher = {IEEE},

address = {Dallas},

abstract = {In signal processing, it is typical to develop or use a method based on a given model. In practice, however, we almost never know the actual model and we hope that the assumed model is in the neighborhood of the true one. If deviations exist, the method may be more or less sensitive to them. Therefore, it is important to know more about this sensitivity, or in other words, how robust the method is to model deviations. To that end, it is useful to have a metric that can quantify the robustness of the method. In this paper we propose a procedure for developing a variety of metrics for measuring robustness. They are based on a discrete random variable that is generated from observed data and data generated according to past data and the adopted model. This random variable is uniform if the model is correct. When the model deviates from the true one, the distribution of the random variable deviates from the uniform distribution. One can then employ measures for differences between distributions in order to quantify robustness. In this paper we describe the proposed methodology and demonstrate it with simulated data.},

keywords = {Electronic mail, Extraterrestrial measurements, Filtering, Gaussian processes, method's robustness, Random variables, robustness, sequential methods, Signal processing, statistical distributions, Telecommunications, uniform distribution, Wireless communication},

pubstate = {published},

tppubtype = {inproceedings}

}

### 2009

Bugallo, Monica F; Maiz, Cristina S; Miguez, Joaquin; Djuric, Petar M

Cost-Reference Particle Filters and Fusion of Information Inproceedings

In: 2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, pp. 286–291, IEEE, Marco Island, FL, 2009.

Abstract | Links | BibTeX | Tags: costs, distributed processing, Electronic mail, fusion, Information filtering, Information filters, information fusion, Measurement standards, probabilistic information, random measures, sensor fusion, smoothing methods, Weight measurement

@inproceedings{Bugallo2009,

title = {Cost-Reference Particle Filters and Fusion of Information},

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

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=4785936},

year = {2009},

date = {2009-01-01},

booktitle = {2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop},

pages = {286--291},

publisher = {IEEE},

address = {Marco Island, FL},

abstract = {Cost-reference particle filtering is a methodology for tracking unknowns in a system without reliance on probabilistic information about the noises in the system. The methodology is based on analogous principles as the ones of standard particle filtering. Unlike the random measures of standard particle filters that are composed of particles and weights, the random measures of cost-reference particle filters contain particles and user-defined costs. In this paper, we discuss a few scenarios where we need to meld random measures of two or more cost-reference particle filters. The objective is to obtain a fused random measure that combines the information from the individual cost-reference particle filters.},

keywords = {costs, distributed processing, Electronic mail, fusion, Information filtering, Information filters, information fusion, Measurement standards, probabilistic information, random measures, sensor fusion, smoothing methods, Weight measurement},

pubstate = {published},

tppubtype = {inproceedings}

}

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}

}