## 2015 |

Santos, Irene; Murillo-Fuentes, Juan Jose; Olmos, Pablo M Block Expectation Propagation Equalization for ISI Channels Inproceedings 2015 23rd European Signal Processing Conference (EUSIPCO), pp. 379–383, IEEE, Nice, 2015, ISBN: 978-0-9928-6263-3. Abstract | Links | BibTeX | Tags: Approximation algorithms, Approximation methods, BCJR algorithm, channel equalization, Complexity theory, Decoding, Equalizers, expectation propagation, ISI, low complexity, Signal processing algorithms @inproceedings{Santos2015, title = {Block Expectation Propagation Equalization for ISI Channels}, author = {Irene Santos and Juan Jose Murillo-Fuentes and Pablo M Olmos}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7362409}, doi = {10.1109/EUSIPCO.2015.7362409}, isbn = {978-0-9928-6263-3}, year = {2015}, date = {2015-08-01}, booktitle = {2015 23rd European Signal Processing Conference (EUSIPCO)}, pages = {379--383}, publisher = {IEEE}, address = {Nice}, abstract = {Actual communications systems use high-order modulations and channels with memory. However, as the memory of the channels and the order of the constellations grow, optimal equalization such as BCJR algorithm is computationally intractable, as their complexity increases exponentially with the number of taps and size of modulation. In this paper, we propose a novel low-complexity hard and soft output equalizer based on the Expectation Propagation (EP) algorithm that provides high-accuracy posterior probability estimations at the input of the channel decoder with similar computational complexity than the linear MMSE. We experimentally show that this quasi-optimal solution outperforms classical solutions reducing the bit error probability with low complexity when LDPC channel decoding is used, avoiding the curse of dimensionality with channel memory and constellation size.}, keywords = {Approximation algorithms, Approximation methods, BCJR algorithm, channel equalization, Complexity theory, Decoding, Equalizers, expectation propagation, ISI, low complexity, Signal processing algorithms}, pubstate = {published}, tppubtype = {inproceedings} } Actual communications systems use high-order modulations and channels with memory. However, as the memory of the channels and the order of the constellations grow, optimal equalization such as BCJR algorithm is computationally intractable, as their complexity increases exponentially with the number of taps and size of modulation. In this paper, we propose a novel low-complexity hard and soft output equalizer based on the Expectation Propagation (EP) algorithm that provides high-accuracy posterior probability estimations at the input of the channel decoder with similar computational complexity than the linear MMSE. We experimentally show that this quasi-optimal solution outperforms classical solutions reducing the bit error probability with low complexity when LDPC channel decoding is used, avoiding the curse of dimensionality with channel memory and constellation size. |

Martino, Luca; Elvira, Victor; Luengo, David; Corander, Jukka Parallel interacting Markov adaptive importance sampling Inproceedings 2015 23rd European Signal Processing Conference (EUSIPCO), pp. 499–503, IEEE, Nice, 2015, ISBN: 978-0-9928-6263-3. Abstract | Links | BibTeX | Tags: Adaptive importance sampling, Bayesian inference, MCMC methods, Monte Carlo methods, Parallel Chains, Probability density function, Proposals, Signal processing, Signal processing algorithms, Sociology @inproceedings{Martino2015bb, title = {Parallel interacting Markov adaptive importance sampling}, author = {Luca Martino and Victor Elvira and David Luengo and Jukka Corander}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7362433 http://www.eurasip.org/Proceedings/Eusipco/Eusipco2015/papers/1570111267.pdf}, doi = {10.1109/EUSIPCO.2015.7362433}, isbn = {978-0-9928-6263-3}, year = {2015}, date = {2015-08-01}, booktitle = {2015 23rd European Signal Processing Conference (EUSIPCO)}, pages = {499--503}, publisher = {IEEE}, address = {Nice}, abstract = {Monte Carlo (MC) methods are widely used for statistical inference in signal processing applications. A well-known class of MC methods is importance sampling (IS) and its adaptive extensions. In this work, we introduce an iterated importance sampler using a population of proposal densities, which are adapted according to an MCMC technique over the population of location parameters. The novel algorithm provides a global estimation of the variables of interest iteratively, using all the samples weighted according to the deterministic mixture scheme. Numerical results, on a multi-modal example and a localization problem in wireless sensor networks, show the advantages of the proposed schemes.}, keywords = {Adaptive importance sampling, Bayesian inference, MCMC methods, Monte Carlo methods, Parallel Chains, Probability density function, Proposals, Signal processing, Signal processing algorithms, Sociology}, pubstate = {published}, tppubtype = {inproceedings} } Monte Carlo (MC) methods are widely used for statistical inference in signal processing applications. A well-known class of MC methods is importance sampling (IS) and its adaptive extensions. In this work, we introduce an iterated importance sampler using a population of proposal densities, which are adapted according to an MCMC technique over the population of location parameters. The novel algorithm provides a global estimation of the variables of interest iteratively, using all the samples weighted according to the deterministic mixture scheme. Numerical results, on a multi-modal example and a localization problem in wireless sensor networks, show the advantages of the proposed schemes. |

Martino, Luca; Elvira, Victor; Luengo, David; Corander, Jukka An Adaptive Population Importance Sampler: Learning From Uncertainty Journal Article IEEE Transactions on Signal Processing, 63 (16), pp. 4422–4437, 2015, ISSN: 1053-587X. Abstract | Links | BibTeX | Tags: Adaptive importance sampling, adaptive multiple IS, adaptive population importance sampler, AMIS, APIS, Estimation, Importance sampling, IS estimators, iterative estimation, iterative methods, Journal, MC methods, Monte Carlo (MC) methods, Monte Carlo methods, population Monte Carlo, Proposals, Signal processing algorithms, simple temporal adaptation, Sociology, Standards, Wireless sensor network, Wireless Sensor Networks @article{Martino2015bbb, title = {An Adaptive Population Importance Sampler: Learning From Uncertainty}, author = {Luca Martino and Victor Elvira and David Luengo and Jukka Corander}, url = {http://ieeexplore.ieee.org/articleDetails.jsp?arnumber=7117437}, doi = {10.1109/TSP.2015.2440215}, issn = {1053-587X}, year = {2015}, date = {2015-08-01}, journal = {IEEE Transactions on Signal Processing}, volume = {63}, number = {16}, pages = {4422--4437}, publisher = {IEEE}, abstract = {Monte Carlo (MC) methods are well-known computational techniques, widely used in different fields such as signal processing, communications and machine learning. An important class of MC methods is composed of importance sampling (IS) and its adaptive extensions, such as population Monte Carlo (PMC) and adaptive multiple IS (AMIS). In this paper, we introduce a novel adaptive and iterated importance sampler using a population of proposal densities. The proposed algorithm, named adaptive population importance sampling (APIS), provides a global estimation of the variables of interest iteratively, making use of all the samples previously generated. APIS combines a sophisticated scheme to build the IS estimators (based on the deterministic mixture approach) with a simple temporal adaptation (based on epochs). In this way, APIS is able to keep all the advantages of both AMIS and PMC, while minimizing their drawbacks. Furthermore, APIS is easily parallelizable. The cloud of proposals is adapted in such a way that local features of the target density can be better taken into account compared to single global adaptation procedures. The result is a fast, simple, robust, and high-performance algorithm applicable to a wide range of problems. Numerical results show the advantages of the proposed sampling scheme in four synthetic examples and a localization problem in a wireless sensor network.}, keywords = {Adaptive importance sampling, adaptive multiple IS, adaptive population importance sampler, AMIS, APIS, Estimation, Importance sampling, IS estimators, iterative estimation, iterative methods, Journal, MC methods, Monte Carlo (MC) methods, Monte Carlo methods, population Monte Carlo, Proposals, Signal processing algorithms, simple temporal adaptation, Sociology, Standards, Wireless sensor network, Wireless Sensor Networks}, pubstate = {published}, tppubtype = {article} } Monte Carlo (MC) methods are well-known computational techniques, widely used in different fields such as signal processing, communications and machine learning. An important class of MC methods is composed of importance sampling (IS) and its adaptive extensions, such as population Monte Carlo (PMC) and adaptive multiple IS (AMIS). In this paper, we introduce a novel adaptive and iterated importance sampler using a population of proposal densities. The proposed algorithm, named adaptive population importance sampling (APIS), provides a global estimation of the variables of interest iteratively, making use of all the samples previously generated. APIS combines a sophisticated scheme to build the IS estimators (based on the deterministic mixture approach) with a simple temporal adaptation (based on epochs). In this way, APIS is able to keep all the advantages of both AMIS and PMC, while minimizing their drawbacks. Furthermore, APIS is easily parallelizable. The cloud of proposals is adapted in such a way that local features of the target density can be better taken into account compared to single global adaptation procedures. The result is a fast, simple, robust, and high-performance algorithm applicable to a wide range of problems. Numerical results show the advantages of the proposed sampling scheme in four synthetic examples and a localization problem in a wireless sensor network. |

Fernandez-Bes, Jesus; Elvira, Victor; Vaerenbergh, Steven Van A Probabilistic Least-Mean-Squares Filter Inproceedings 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} } 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. |

Martino, Luca; Elvira, Victor; Luengo, David; Artés-Rodríguez, Antonio; Corander, Jukka Smelly Parallel MCMC Chains Inproceedings 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 4070–4074, IEEE, Brisbane, 2015, ISBN: 978-1-4673-6997-8. Abstract | Links | BibTeX | Tags: 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 @inproceedings{Martino2015a, title = {Smelly Parallel MCMC Chains}, author = {Luca Martino and Victor Elvira and David Luengo and Antonio Artés-Rodríguez and Jukka Corander}, 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. |

## 2014 |

Miguez, Joaquin On the uniform asymptotic convergence of a distributed particle filter Inproceedings 2014 IEEE 8th Sensor Array and Multichannel Signal Processing Workshop (SAM), pp. 241–244, IEEE, A Coruña, 2014, ISBN: 978-1-4799-1481-4. Abstract | Links | BibTeX | Tags: ad hoc networks, Approximation algorithms, approximation errors, Approximation methods, classical convergence theorems, Convergence, convergence of numerical methods, distributed particle filter scheme, distributed signal processing algorithms, Monte Carlo methods, parallel computing systems, particle filtering (numerical methods), Signal processing, Signal processing algorithms, stability assumptions, uniform asymptotic convergence, Wireless Sensor Networks, WSNs @inproceedings{Miguez2014, title = {On the uniform asymptotic convergence of a distributed particle filter}, author = {Joaquin Miguez}, url = {http://ieeexplore.ieee.org/articleDetails.jsp?arnumber=6882385}, doi = {10.1109/SAM.2014.6882385}, isbn = {978-1-4799-1481-4}, year = {2014}, date = {2014-06-01}, booktitle = {2014 IEEE 8th Sensor Array and Multichannel Signal Processing Workshop (SAM)}, pages = {241--244}, publisher = {IEEE}, address = {A Coruña}, abstract = {Distributed signal processing algorithms suitable for their implementation over wireless sensor networks (WSNs) and ad hoc networks with communications and computing capabilities have become a hot topic during the past years. One class of algorithms that have received special attention are particles filters. However, most distributed versions of this type of methods involve various heuristic or simplifying approximations and, as a consequence, classical convergence theorems for standard particle filters do not hold for their distributed counterparts. In this paper, we look into a distributed particle filter scheme that has been proposed for implementation in both parallel computing systems and WSNs, and prove that, under certain stability assumptions regarding the physical system of interest, its asymptotic convergence is guaranteed. Moreover, we show that convergence is attained uniformly over time. This means that approximation errors can be kept bounded for an arbitrarily long period of time without having to progressively increase the computational effort.}, keywords = {ad hoc networks, Approximation algorithms, approximation errors, Approximation methods, classical convergence theorems, Convergence, convergence of numerical methods, distributed particle filter scheme, distributed signal processing algorithms, Monte Carlo methods, parallel computing systems, particle filtering (numerical methods), Signal processing, Signal processing algorithms, stability assumptions, uniform asymptotic convergence, Wireless Sensor Networks, WSNs}, pubstate = {published}, tppubtype = {inproceedings} } Distributed signal processing algorithms suitable for their implementation over wireless sensor networks (WSNs) and ad hoc networks with communications and computing capabilities have become a hot topic during the past years. One class of algorithms that have received special attention are particles filters. However, most distributed versions of this type of methods involve various heuristic or simplifying approximations and, as a consequence, classical convergence theorems for standard particle filters do not hold for their distributed counterparts. In this paper, we look into a distributed particle filter scheme that has been proposed for implementation in both parallel computing systems and WSNs, and prove that, under certain stability assumptions regarding the physical system of interest, its asymptotic convergence is guaranteed. Moreover, we show that convergence is attained uniformly over time. This means that approximation errors can be kept bounded for an arbitrarily long period of time without having to progressively increase the computational effort. |

## 2012 |

Landa-Torres, Itziar; Ortiz-Garcia, Emilio G; Salcedo-Sanz, Sancho; Segovia-Vargas, María J; Gil-Lopez, Sergio; Miranda, Marta; Leiva-Murillo, Jose M; Ser, Javier Del Evaluating the Internationalization Success of Companies Through a Hybrid Grouping Harmony Search—Extreme Learning Machine Approach Journal Article IEEE Journal of Selected Topics in Signal Processing, 6 (4), pp. 388–398, 2012, ISSN: 1932-4553. Abstract | Links | BibTeX | Tags: Companies, Company internationalization, corporative strategy, diverse activity, Economics, Electronic mail, ensembles, exporting, exporting performance, external markets, extreme learning machine ensemble, extreme learning machines, feature selection method, grouping-based harmony search, hard process, harmony search (HS), hybrid algorithm, hybrid algorithms, hybrid grouping harmony search-extreme learning ma, hybrid soft computing, international company, international trade, internationalization procedure, internationalization success, learning (artificial intelligence), Machine learning, organizational structure, Signal processing algorithms, Spanish manufacturing company, Training, value chain @article{Landa-Torres2012, title = {Evaluating the Internationalization Success of Companies Through a Hybrid Grouping Harmony Search—Extreme Learning Machine Approach}, author = {Itziar Landa-Torres and Emilio G Ortiz-Garcia and Sancho Salcedo-Sanz and María J Segovia-Vargas and Sergio Gil-Lopez and Marta Miranda and Jose M Leiva-Murillo and Javier Del Ser}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=6200298}, issn = {1932-4553}, year = {2012}, date = {2012-01-01}, journal = {IEEE Journal of Selected Topics in Signal Processing}, volume = {6}, number = {4}, pages = {388--398}, abstract = {The internationalization of a company is widely understood as the corporative strategy for growing through external markets. It usually embodies a hard process, which affects diverse activities of the value chain and impacts on the organizational structure of the company. There is not a general model for a successful international company, so the success of an internationalization procedure must be estimated based on different variables addressing the status, strategy and market characteristics of the company at hand. This paper presents a novel hybrid soft-computing approach for evaluating the internationalization success of a company based on existing past data. Specifically, we propose a hybrid algorithm composed by a grouping-based harmony search (HS) approach and an extreme learning machine (ELM) ensemble. The proposed hybrid scheme further incorporates a feature selection method, which is obtained by means of a given group in the HS encoding format, whereas the ELM ensemble renders the final accuracy metric of the model. Practical results for the proposed hybrid technique are obtained in a real application based on the exporting success of Spanish manufacturing companies, which are shown to be satisfactory in comparison with alternative state-of-the-art techniques.}, keywords = {Companies, Company internationalization, corporative strategy, diverse activity, Economics, Electronic mail, ensembles, exporting, exporting performance, external markets, extreme learning machine ensemble, extreme learning machines, feature selection method, grouping-based harmony search, hard process, harmony search (HS), hybrid algorithm, hybrid algorithms, hybrid grouping harmony search-extreme learning ma, hybrid soft computing, international company, international trade, internationalization procedure, internationalization success, learning (artificial intelligence), Machine learning, organizational structure, Signal processing algorithms, Spanish manufacturing company, Training, value chain}, pubstate = {published}, tppubtype = {article} } The internationalization of a company is widely understood as the corporative strategy for growing through external markets. It usually embodies a hard process, which affects diverse activities of the value chain and impacts on the organizational structure of the company. There is not a general model for a successful international company, so the success of an internationalization procedure must be estimated based on different variables addressing the status, strategy and market characteristics of the company at hand. This paper presents a novel hybrid soft-computing approach for evaluating the internationalization success of a company based on existing past data. Specifically, we propose a hybrid algorithm composed by a grouping-based harmony search (HS) approach and an extreme learning machine (ELM) ensemble. The proposed hybrid scheme further incorporates a feature selection method, which is obtained by means of a given group in the HS encoding format, whereas the ELM ensemble renders the final accuracy metric of the model. Practical results for the proposed hybrid technique are obtained in a real application based on the exporting success of Spanish manufacturing companies, which are shown to be satisfactory in comparison with alternative state-of-the-art techniques. |

## 2011 |

Balasingam, Balakumar; Bolic, Miodrag; Djuric, Petar M; Miguez, Joaquin Efficient Distributed Resampling for Particle Filters Inproceedings 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 3772–3775, IEEE, Prague, 2011, ISSN: 1520-6149. Abstract | Links | BibTeX | Tags: Approximation algorithms, Copper, Covariance matrix, distributed resampling, Markov processes, Probability density function, Sequential Monte-Carlo methods, Signal processing, Signal processing algorithms @inproceedings{Balasingam2011, title = {Efficient Distributed Resampling for Particle Filters}, author = {Balakumar Balasingam and Miodrag Bolic and Petar M Djuric and Joaquin Miguez}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5947172}, issn = {1520-6149}, year = {2011}, date = {2011-01-01}, booktitle = {2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)}, pages = {3772--3775}, publisher = {IEEE}, address = {Prague}, abstract = {In particle filtering, resampling is the only step that cannot be fully parallelized. Recently, we have proposed algorithms for distributed resampling implemented on architectures with concurrent processing elements (PEs). The objective of distributed resampling is to reduce the communication among the PEs while not compromising the performance of the particle filter. An additional objective for implementation is to reduce the communication among the PEs. In this paper, we report an improved version of the distributed resampling algorithm that optimally selects the particles for communication between the PEs of the distributed scheme. Computer simulations are provided that demonstrate the improved performance of the proposed algorithm.}, keywords = {Approximation algorithms, Copper, Covariance matrix, distributed resampling, Markov processes, Probability density function, Sequential Monte-Carlo methods, Signal processing, Signal processing algorithms}, pubstate = {published}, tppubtype = {inproceedings} } In particle filtering, resampling is the only step that cannot be fully parallelized. Recently, we have proposed algorithms for distributed resampling implemented on architectures with concurrent processing elements (PEs). The objective of distributed resampling is to reduce the communication among the PEs while not compromising the performance of the particle filter. An additional objective for implementation is to reduce the communication among the PEs. In this paper, we report an improved version of the distributed resampling algorithm that optimally selects the particles for communication between the PEs of the distributed scheme. Computer simulations are provided that demonstrate the improved performance of the proposed algorithm. |

Maiz, Cristina S; Miguez, Joaquin On the Optimization of Transportation Routes with Multiple Destinations in Random Networks Inproceedings 2011 IEEE Statistical Signal Processing Workshop (SSP), pp. 349–352, IEEE, Nice, 2011, ISBN: 978-1-4577-0569-4. Abstract | Links | BibTeX | Tags: Approximation algorithms, communication networks, Estimation, graph theory, Histograms, intelligent transportation, Monte Carlo algorithm, Monte Carlo methods, multiple destinations, optimisation, Optimization, random networks, route optimization, routing, Sequential Monte Carlo, Signal processing algorithms, stochastic graph, Stochastic processes, telecommunication network routing, time-varying graph, transportation routes @inproceedings{Maiz2011, title = {On the Optimization of Transportation Routes with Multiple Destinations in Random Networks}, author = {Cristina S Maiz and Joaquin Miguez}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5967701}, isbn = {978-1-4577-0569-4}, year = {2011}, date = {2011-01-01}, booktitle = {2011 IEEE Statistical Signal Processing Workshop (SSP)}, pages = {349--352}, publisher = {IEEE}, address = {Nice}, abstract = {Various practical problems in transportation research and routing in communication networks can be reduced to the computation of the best path that traverses a certain graph and visits a set of D specified destination nodes. Simple versions of this problem have received attention in the literature. Optimal solutions exist for the cases in which (a) D >; 1 and the graph is deterministic or (b) D = 1 and the graph is stochastic (and possibly time-dependent). Here, we address the general problem in which both D >; 1 and the costs of the edges in the graph are stochastic and time-varying. We tackle this complex global optimization problem by first converting it into an equivalent estimation problem and then computing a numerical solution using a sequential Monte Carlo algorithm. The advantage of the proposed technique over some standard methods (devised for graphs with time-invariant statistics) is illustrated by way of computer simulations.}, keywords = {Approximation algorithms, communication networks, Estimation, graph theory, Histograms, intelligent transportation, Monte Carlo algorithm, Monte Carlo methods, multiple destinations, optimisation, Optimization, random networks, route optimization, routing, Sequential Monte Carlo, Signal processing algorithms, stochastic graph, Stochastic processes, telecommunication network routing, time-varying graph, transportation routes}, pubstate = {published}, tppubtype = {inproceedings} } Various practical problems in transportation research and routing in communication networks can be reduced to the computation of the best path that traverses a certain graph and visits a set of D specified destination nodes. Simple versions of this problem have received attention in the literature. Optimal solutions exist for the cases in which (a) D >; 1 and the graph is deterministic or (b) D = 1 and the graph is stochastic (and possibly time-dependent). Here, we address the general problem in which both D >; 1 and the costs of the edges in the graph are stochastic and time-varying. We tackle this complex global optimization problem by first converting it into an equivalent estimation problem and then computing a numerical solution using a sequential Monte Carlo algorithm. The advantage of the proposed technique over some standard methods (devised for graphs with time-invariant statistics) is illustrated by way of computer simulations. |

Vazquez, Manuel A; Miguez, Joaquin A Per-Survivor Processing Receiver for MIMO Transmission Systems With One Unknown Channel Order Per Output Journal Article IEEE Transactions on Vehicular Technology, 60 (9), pp. 4415–4426, 2011, ISSN: 0018-9545. Abstract | Links | BibTeX | Tags: Channel estimation, communication channel, Complexity theory, dynamic programming, frequency-selective MIMO channel, frequency-selective multiple-input multiple-output, maximum likelihood detection, maximum likelihood sequence detection, maximum likelihood sequence estimation, MIMO, MIMO channel impulse response coefficient, MIMO communication, MIMO transmission system, multipath channels, mutiple-input–multiple-output (MIMO), per-survivor processing receiver, Receiving antennas, Signal processing algorithms, time-selective MIMO channel, Transmitting antennas, Viterbi algorithm @article{Vazquez2011, title = {A Per-Survivor Processing Receiver for MIMO Transmission Systems With One Unknown Channel Order Per Output}, author = {Manuel A Vazquez and Joaquin Miguez}, url = {http://www.tsc.uc3m.es/~jmiguez/papers/P31_2011_A Per-Survivor Processing Receiver for MIMO Transmission Systems With One Unknown Channel Order Per Output.pdf http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=6032763}, issn = {0018-9545}, year = {2011}, date = {2011-01-01}, journal = {IEEE Transactions on Vehicular Technology}, volume = {60}, number = {9}, pages = {4415--4426}, abstract = {The order of a communications channel is the length of its impulse response. Recently, several works have tackled the problem of estimating the order of a frequency-selective multiple-input-multiple-output (MIMO) channel. However, all of them consider a single order, despite the fact that a MIMO channel comprises several subchannels (specifically, as many as the number of inputs times the number of outputs), each one possibly with its own order. In this paper, we introduce an algorithm for maximum-likelihood sequence detection (MLSD) in frequency- and time-selective MIMO channels that incorporates full estimation of the MIMO channel impulse response (CIR) coefficients, including one channel order per output. Simulation results following the analytical derivation of the algorithm suggest that the proposed receiver can achieve significant improvements in performance when transmitting through a MIMO channel that effectively comprises subchannels of different lengths.}, keywords = {Channel estimation, communication channel, Complexity theory, dynamic programming, frequency-selective MIMO channel, frequency-selective multiple-input multiple-output, maximum likelihood detection, maximum likelihood sequence detection, maximum likelihood sequence estimation, MIMO, MIMO channel impulse response coefficient, MIMO communication, MIMO transmission system, multipath channels, mutiple-input–multiple-output (MIMO), per-survivor processing receiver, Receiving antennas, Signal processing algorithms, time-selective MIMO channel, Transmitting antennas, Viterbi algorithm}, pubstate = {published}, tppubtype = {article} } The order of a communications channel is the length of its impulse response. Recently, several works have tackled the problem of estimating the order of a frequency-selective multiple-input-multiple-output (MIMO) channel. However, all of them consider a single order, despite the fact that a MIMO channel comprises several subchannels (specifically, as many as the number of inputs times the number of outputs), each one possibly with its own order. In this paper, we introduce an algorithm for maximum-likelihood sequence detection (MLSD) in frequency- and time-selective MIMO channels that incorporates full estimation of the MIMO channel impulse response (CIR) coefficients, including one channel order per output. Simulation results following the analytical derivation of the algorithm suggest that the proposed receiver can achieve significant improvements in performance when transmitting through a MIMO channel that effectively comprises subchannels of different lengths. |

## 2009 |

Martino, Luca; Miguez, Joaquin A Novel Rejection Sampling Scheme for Posterior Probability Distributions Inproceedings 2009 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 2921–2924, IEEE, Taipei, 2009, ISSN: 1520-6149. Abstract | Links | BibTeX | Tags: Additive noise, arbitrary target probability distributions, Bayes methods, Bayesian methods, Monte Carlo integration, Monte Carlo methods, Monte Carlo techniques, Overbounding, posterior probability distributions, Probability density function, Probability distribution, Proposals, Rejection sampling, rejection sampling scheme, Sampling methods, Signal processing algorithms, signal sampling, Upper bound @inproceedings{Martino2009, title = {A Novel Rejection Sampling Scheme for Posterior Probability Distributions}, author = {Luca Martino and Joaquin Miguez}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=4960235}, issn = {1520-6149}, year = {2009}, date = {2009-01-01}, booktitle = {2009 IEEE International Conference on Acoustics, Speech and Signal Processing}, pages = {2921--2924}, publisher = {IEEE}, address = {Taipei}, abstract = {Rejection sampling (RS) is a well-known method to draw from arbitrary target probability distributions, which has important applications by itself or as a building block for more sophisticated Monte Carlo techniques. The main limitation to the use of RS is the need to find an adequate upper bound for the ratio of the target probability density function (pdf) over the proposal pdf from which the samples are generated. There are no general methods to analytically find this bound, except in the particular case in which the target pdf is log-concave. In this paper we adopt a Bayesian view of the problem and propose a general RS scheme to draw from the posterior pdf of a signal of interest using its prior density as a proposal function. The method enables the analytical calculation of the bound and can be applied to a large class of target densities. We illustrate its use with a simple numerical example.}, keywords = {Additive noise, arbitrary target probability distributions, Bayes methods, Bayesian methods, Monte Carlo integration, Monte Carlo methods, Monte Carlo techniques, Overbounding, posterior probability distributions, Probability density function, Probability distribution, Proposals, Rejection sampling, rejection sampling scheme, Sampling methods, Signal processing algorithms, signal sampling, Upper bound}, pubstate = {published}, tppubtype = {inproceedings} } Rejection sampling (RS) is a well-known method to draw from arbitrary target probability distributions, which has important applications by itself or as a building block for more sophisticated Monte Carlo techniques. The main limitation to the use of RS is the need to find an adequate upper bound for the ratio of the target probability density function (pdf) over the proposal pdf from which the samples are generated. There are no general methods to analytically find this bound, except in the particular case in which the target pdf is log-concave. In this paper we adopt a Bayesian view of the problem and propose a general RS scheme to draw from the posterior pdf of a signal of interest using its prior density as a proposal function. The method enables the analytical calculation of the bound and can be applied to a large class of target densities. We illustrate its use with a simple numerical example. |

Martino, Luca; Miguez, Joaquin An Adaptive Accept/Reject Sampling Algorithm for Posterior Probability Distributions Inproceedings 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} } 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. |