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2016

Journal Articles

Valera, Isabel ; Ruiz, Francisco J R; Perez-Cruz, Fernando

Infinite Factorial Unbounded-State Hidden Markov Model Journal Article

IEEE transactions on pattern analysis and machine intelligence, 38 (9), pp. 1816 – 1828, 2016, ISSN: 1939-3539.

Abstract | Links | BibTeX | Tags: Bayes methods, Bayesian nonparametrics, CASI CAM CM, Computational modeling, GAMMA-L+ UC3M, Gibbs sampling, Hidden Markov models, Inference algorithms, Journal, Markov processes, Probability distribution, reversible jump Markov chain Monte Carlo, slice sampling, Time series, variational inference, Yttrium

Valera, Isabel ; Ruiz, Francisco J R; Perez-Cruz, Fernando

Infinite Factorial Unbounded-State Hidden Markov Model Journal Article

IEEE transactions on pattern analysis and machine intelligence, To appear (99), pp. 1, 2016, ISSN: 1939-3539.

Abstract | Links | BibTeX | Tags: Bayes methods, Bayesian nonparametrics, CASI CAM CM, Computational modeling, GAMMA-L+ UC3M, Gibbs sampling, Hidden Markov models, Inference algorithms, Markov processes, Probability distribution, reversible jump Markov chain Monte Carlo, slice sampling, Time series, variational inference, Yttrium

2015

Journal Articles

Ramírez, David ; Schreier, Peter J; Via, Javier ; Santamaria, Ignacio ; Scharf, Louis L

Detection of Multivariate Cyclostationarity Journal Article

IEEE Transactions on Signal Processing, 63 (20), pp. 5395–5408, 2015, ISSN: 1053-587X.

Abstract | Links | BibTeX | Tags: ad hoc function, asymptotic GLRT, asymptotic LMPIT, block circulant, block-Toeplitz structure, Correlation, covariance matrices, Covariance matrix, covariance structure, cycle period, cyclic spectrum, Cyclostationarity, Detectors, Frequency-domain analysis, generalized likelihood ratio test, generalized likelihood ratio test (GLRT), hypothesis testing problem, locally most powerful invariant test, locally most powerful invariant test (LMPIT), Loe{&}{#}x0300, maximum likelihood estimation, multivariate cyclostationarity detection, power spectral density, random processes, s theorem, scalar valued CS time series, signal detection, spectral analysis, statistical testing, Testing, Time series, Time series analysis, Toeplitz matrices, Toeplitz matrix, ve spectrum, vector valued random process cyclostationary, vector valued WSS time series, wide sense stationary, Wijsman theorem, Wijsman{&}{#}x2019