@inproceedings{Martino2015a,
title = {Smelly Parallel MCMC Chains},
author = {Martino, Luca and Elvira, Victor and Luengo, David and Artés-Rodríguez, Antonio and Corander, J.},
url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7178736 http://www.tsc.uc3m.es/~velvira/papers/ICASSP2015_martino.pdf},
doi = {10.1109/ICASSP.2015.7178736},
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 = {4070--4074},
publisher = {IEEE},
address = {Brisbane},
abstract = {Monte Carlo (MC) methods are useful tools for Bayesian inference and stochastic optimization that have been widely applied in signal processing and machine learning. A well-known class of MC methods are Markov Chain Monte Carlo (MCMC) algorithms. In this work, we introduce a novel parallel interacting MCMC scheme, where the parallel chains share information, thus yielding a faster exploration of the state space. The interaction is carried out generating a dynamic repulsion among the “smelly” parallel chains that takes into account the entire population of current states. The ergodicity of the scheme and its relationship with other sampling methods are discussed. Numerical results show the advantages of the proposed approach in terms of mean square error, robustness w.r.t. to initial values and parameter choice.},
keywords = {Bayesian inference, learning (artificial intelligence), Machine learning, Markov chain Monte Carlo, Markov chain Monte Carlo algorithms, Markov processes, MC methods, MCMC algorithms, MCMC scheme, mean square error, mean square error methods, Monte Carlo methods, optimisation, parallel and interacting chains, Probability density function, Proposals, robustness, Sampling methods, Signal processing, Signal processing algorithms, signal sampling, smelly parallel chains, smelly parallel MCMC chains, Stochastic optimization},
pubstate = {published},
tppubtype = {inproceedings}
}

Monte Carlo (MC) methods are useful tools for Bayesian inference and stochastic optimization that have been widely applied in signal processing and machine learning. A well-known class of MC methods are Markov Chain Monte Carlo (MCMC) algorithms. In this work, we introduce a novel parallel interacting MCMC scheme, where the parallel chains share information, thus yielding a faster exploration of the state space. The interaction is carried out generating a dynamic repulsion among the “smelly” parallel chains that takes into account the entire population of current states. The ergodicity of the scheme and its relationship with other sampling methods are discussed. Numerical results show the advantages of the proposed approach in terms of mean square error, robustness w.r.t. to initial values and parameter choice.

@inproceedings{Valera2014a,
title = {Infinite Factorial Unbounded Hidden Markov Model for Blind Multiuser Channel Estimation},
author = {Valera, Isabel and Ruiz, Francisco J. R. and Perez-Cruz, Fernando},
url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=6844506},
isbn = {978-1-4799-3696-0},
year = {2014},
date = {2014-01-01},
booktitle = {2014 4th International Workshop on Cognitive Information Processing (CIP)},
pages = {1--6},
publisher = {IEEE},
address = {Copenhagen},
abstract = {Bayesian nonparametric models allow solving estimation and detection problems with an unbounded number of degrees of freedom. In multiuser multiple-input multiple-output (MIMO) communication systems we might not know the number of active users and the channel they face, and assuming maximal scenarios (maximum number of transmitters and maximum channel length) might degrade the receiver performance. In this paper, we propose a Bayesian nonparametric prior and its associated inference algorithm, which is able to detect an unbounded number of users with an unbounded channel length. This generative model provides the dispersive channel model for each user and a probabilistic estimate for each transmitted symbol in a fully blind manner, i.e., without the need of pilot (training) symbols.},
keywords = {Bayes methods, Bayesian non parametrics, Bayesian nonparametric models, blind multiuser channel estimation, Channel estimation, degrees of freedom, detection problems, dispersive channel model, generative model, Hidden Markov models, HMM, inference algorithm, infinite factorial unbounded hidden Markov model, Markov chain Monte Carlo, Markov processes, MIMO, MIMO communication, MIMO communication systems, multiple-input multiple-output (MIMO), multiple-input multiple-output communication syste, receiver performance, Receivers, Signal to noise ratio, Transmitters, unbounded channel length, unbounded number, user detection},
pubstate = {published},
tppubtype = {inproceedings}
}

Bayesian nonparametric models allow solving estimation and detection problems with an unbounded number of degrees of freedom. In multiuser multiple-input multiple-output (MIMO) communication systems we might not know the number of active users and the channel they face, and assuming maximal scenarios (maximum number of transmitters and maximum channel length) might degrade the receiver performance. In this paper, we propose a Bayesian nonparametric prior and its associated inference algorithm, which is able to detect an unbounded number of users with an unbounded channel length. This generative model provides the dispersive channel model for each user and a probabilistic estimate for each transmitted symbol in a fully blind manner, i.e., without the need of pilot (training) symbols.