### 2015

Vazquez-Vilar, Gonzalo; Martinez, Alfonso; i Fabregas, Albert Guillen

A derivation of the Cost-Constrained Sphere-Packing Exponent Inproceedings

In: 2015 IEEE International Symposium on Information Theory (ISIT), pp. 929–933, IEEE, Hong Kong, 2015, ISBN: 978-1-4673-7704-1.

Links | BibTeX | Tags: Channel Coding, channel-coding cost-constrained sphere-packing exp, continuous channel, continuous memoryless channel, cost constraint, error probability, hypothesis testing, Lead, Memoryless systems, Optimization, per-codeword cost constraint, reliability function, spherepacking exponent, Testing

@inproceedings{Vazquez-Vilar2015,

title = {A derivation of the Cost-Constrained Sphere-Packing Exponent},

author = {Gonzalo Vazquez-Vilar and Alfonso Martinez and Albert Guillen i Fabregas},

url = {http://ieeexplore.ieee.org/articleDetails.jsp?arnumber=7282591},

doi = {10.1109/ISIT.2015.7282591},

isbn = {978-1-4673-7704-1},

year = {2015},

date = {2015-06-01},

booktitle = {2015 IEEE International Symposium on Information Theory (ISIT)},

pages = {929--933},

publisher = {IEEE},

address = {Hong Kong},

keywords = {Channel Coding, channel-coding cost-constrained sphere-packing exp, continuous channel, continuous memoryless channel, cost constraint, error probability, hypothesis testing, Lead, Memoryless systems, Optimization, per-codeword cost constraint, reliability function, spherepacking exponent, Testing},

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}

}

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}

}

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}

}