1. | Olmos, Pablo M; Urbanke, Rudiger L: A Scaling Law to Predict the Finite-Length Performance of Spatially-Coupled LDPC Codes. In: IEEE Transactions on Information Theory, 61 (6), pp. 3164–3184, 2015, ISSN: 0018-9448. (Type: Journal Article | Abstract | Links | BibTeX) @article{Olmos2015bb, title = {A Scaling Law to Predict the Finite-Length Performance of Spatially-Coupled LDPC Codes}, author = {Pablo M Olmos and Rudiger L Urbanke}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7086074}, doi = {10.1109/TIT.2015.2422816}, issn = {0018-9448}, year = {2015}, date = {2015-06-01}, journal = {IEEE Transactions on Information Theory}, volume = {61}, number = {6}, pages = {3164--3184}, abstract = {Spatially-coupled low-density parity-check (SC-LDPC) codes are known to have excellent asymptotic properties. Much less is known regarding their finite-length performance. We propose a scaling law to predict the error probability of finite-length spatially coupled code ensembles when transmission takes place over the binary erasure channel. We discuss how the parameters of the scaling law are connected to fundamental quantities appearing in the asymptotic analysis of these ensembles and we verify that the predictions of the scaling law fit well to the data derived from simulations over a wide range of parameters. The ultimate goal of this line of research is to develop analytic tools for the design of SC-LDPC codes under practical constraints.}, keywords = {}, pubstate = {published}, tppubtype = {article} } Spatially-coupled low-density parity-check (SC-LDPC) codes are known to have excellent asymptotic properties. Much less is known regarding their finite-length performance. We propose a scaling law to predict the error probability of finite-length spatially coupled code ensembles when transmission takes place over the binary erasure channel. We discuss how the parameters of the scaling law are connected to fundamental quantities appearing in the asymptotic analysis of these ensembles and we verify that the predictions of the scaling law fit well to the data derived from simulations over a wide range of parameters. The ultimate goal of this line of research is to develop analytic tools for the design of SC-LDPC codes under practical constraints. |

2. | Olmos, Pablo M; Urbanke, Rudiger L: A Scaling Law to Predict the Finite-Length Performance of Spatially-Coupled LDPC Codes. In: IEEE Transactions on Information Theory, 61 (6), pp. 3164–3184, 2015, ISSN: 0018-9448. (Type: Journal Article | Abstract | Links | BibTeX) @article{Olmos2015c, title = {A Scaling Law to Predict the Finite-Length Performance of Spatially-Coupled LDPC Codes}, author = {Pablo M Olmos and Rudiger L Urbanke}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7086074}, doi = {10.1109/TIT.2015.2422816}, issn = {0018-9448}, year = {2015}, date = {2015-06-01}, journal = {IEEE Transactions on Information Theory}, volume = {61}, number = {6}, pages = {3164--3184}, abstract = {Spatially-coupled low-density parity-check (SC-LDPC) codes are known to have excellent asymptotic properties. Much less is known regarding their finite-length performance. We propose a scaling law to predict the error probability of finite-length spatially coupled code ensembles when transmission takes place over the binary erasure channel. We discuss how the parameters of the scaling law are connected to fundamental quantities appearing in the asymptotic analysis of these ensembles and we verify that the predictions of the scaling law fit well to the data derived from simulations over a wide range of parameters. The ultimate goal of this line of research is to develop analytic tools for the design of SC-LDPC codes under practical constraints.}, keywords = {}, pubstate = {published}, tppubtype = {article} } Spatially-coupled low-density parity-check (SC-LDPC) codes are known to have excellent asymptotic properties. Much less is known regarding their finite-length performance. We propose a scaling law to predict the error probability of finite-length spatially coupled code ensembles when transmission takes place over the binary erasure channel. We discuss how the parameters of the scaling law are connected to fundamental quantities appearing in the asymptotic analysis of these ensembles and we verify that the predictions of the scaling law fit well to the data derived from simulations over a wide range of parameters. The ultimate goal of this line of research is to develop analytic tools for the design of SC-LDPC codes under practical constraints. |

3. | Fernandez-Bes, Jesus; Elvira, Victor; Vaerenbergh, Steven Van: A Probabilistic Least-Mean-Squares Filter. In: 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 2199–2203, IEEE, Brisbane, 2015, ISBN: 978-1-4673-6997-8. (Type: Inproceedings | Abstract | Links | BibTeX) @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 = {}, 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. |

4. | Lopez-Castroman, Jorge; Perez-Rodriguez, Mercedes M; Jaussent, Isabelle; Alegria, AnaLucia A; Artés-Rodríguez, Antonio; Freed, Peter; Guillaume, Sébastien; Jollant, Fabrice; Leiva-Murillo, Jose M; Malafosse, Alain; Oquendo, Maria A; de Prado-Cumplido, Mario; Saiz-Ruiz, Jeronimo; Baca-García, Enrique; Courtet, Philippe: Distinguishing the Relevant Features of Frequent Suicide Attempters. In: Journal of psychiatric research, 45 (5), pp. 619–625, 2011, ISSN: 1879-1379. (Type: Journal Article | Abstract | Links | BibTeX) @article{Lopez-Castroman2011, title = {Distinguishing the Relevant Features of Frequent Suicide Attempters}, author = {Jorge Lopez-Castroman and Mercedes M Perez-Rodriguez and Isabelle Jaussent and AnaLucia A Alegria and Antonio Artés-Rodríguez and Peter Freed and Sébastien Guillaume and Fabrice Jollant and Jose M Leiva-Murillo and Alain Malafosse and Maria A Oquendo and Mario de Prado-Cumplido and Jeronimo Saiz-Ruiz and Enrique Baca-García and Philippe Courtet}, url = {http://www.tsc.uc3m.es/~antonio/papers/P39_2011_Distinguishing the Relevant Features of Frequent Suicide Attempters.pdf http://www.ncbi.nlm.nih.gov/pubmed/21055768}, issn = {1879-1379}, year = {2011}, date = {2011-01-01}, journal = {Journal of psychiatric research}, volume = {45}, number = {5}, pages = {619--625}, abstract = {BACKGROUND: In spite of the high prevalence of suicide behaviours and the magnitude of the resultant burden, little is known about why individuals reattempt. We aim to investigate the relationships between clinical risk factors and the repetition of suicidal attempts. METHODS: 1349 suicide attempters were consecutively recruited in the Emergency Room (ER) of two academic hospitals in France and Spain. Patients were extensively assessed and demographic and clinical data obtained. Data mining was used to determine the minimal number of variables that blinded the rest in relation to the number of suicide attempts. Using this set, a probabilistic graph ranking relationships with the target variable was constructed. RESULTS: The most common diagnoses among suicide attempters were affective disorders, followed by anxiety disorders. Risk of frequent suicide attempt was highest among middle-aged subjects, and diminished progressively with advancing age of onset at first attempt. Anxiety disorders significantly increased the risk of presenting frequent suicide attempts. Pathway analysis also indicated that frequent suicide attempts were linked to greater odds for alcohol and substance abuse disorders and more intensive treatment. CONCLUSIONS: Novel statistical methods found several clinical features that were associated with a history of frequent suicide attempts. The identified pathways may promote new hypothesis-driven studies of suicide attempts and preventive strategies.}, keywords = {}, pubstate = {published}, tppubtype = {article} } BACKGROUND: In spite of the high prevalence of suicide behaviours and the magnitude of the resultant burden, little is known about why individuals reattempt. We aim to investigate the relationships between clinical risk factors and the repetition of suicidal attempts. METHODS: 1349 suicide attempters were consecutively recruited in the Emergency Room (ER) of two academic hospitals in France and Spain. Patients were extensively assessed and demographic and clinical data obtained. Data mining was used to determine the minimal number of variables that blinded the rest in relation to the number of suicide attempts. Using this set, a probabilistic graph ranking relationships with the target variable was constructed. RESULTS: The most common diagnoses among suicide attempters were affective disorders, followed by anxiety disorders. Risk of frequent suicide attempt was highest among middle-aged subjects, and diminished progressively with advancing age of onset at first attempt. Anxiety disorders significantly increased the risk of presenting frequent suicide attempts. Pathway analysis also indicated that frequent suicide attempts were linked to greater odds for alcohol and substance abuse disorders and more intensive treatment. CONCLUSIONS: Novel statistical methods found several clinical features that were associated with a history of frequent suicide attempts. The identified pathways may promote new hypothesis-driven studies of suicide attempts and preventive strategies. |

5. | Salamanca, Luis; Murillo-Fuentes, Juan Jose; Perez-Cruz, Fernando: Bayesian BCJR for Channel Equalization and Decoding. In: 2010 IEEE International Workshop on Machine Learning for Signal Processing, pp. 53–58, IEEE, Kittila, 2010, ISSN: 1551-2541. (Type: Inproceedings | Abstract | Links | BibTeX) @inproceedings{Salamanca2010, title = {Bayesian BCJR for Channel Equalization and Decoding}, author = {Luis Salamanca and Juan Jose Murillo-Fuentes and Fernando Perez-Cruz}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5589201}, issn = {1551-2541}, year = {2010}, date = {2010-01-01}, booktitle = {2010 IEEE International Workshop on Machine Learning for Signal Processing}, pages = {53--58}, publisher = {IEEE}, address = {Kittila}, abstract = {In this paper we focus on the probabilistic channel equalization in digital communications. We face the single input single output (SISO) model to show how the statistical information about the multipath channel can be exploited to further improve our estimation of the a posteriori probabilities (APP) during the equalization process. We consider not only the uncertainty due to the noise in the channel, but also in the estimate of the channel estate information (CSI). Thus, we resort to a Bayesian approach for the computation of the APP. This novel algorithm has the same complexity as the BCJR, exhibiting lower bit error rate at the output of the channel decoder than the standard BCJR that considers maximum likelihood (ML) to estimate the CSI.}, keywords = {}, pubstate = {published}, tppubtype = {inproceedings} } In this paper we focus on the probabilistic channel equalization in digital communications. We face the single input single output (SISO) model to show how the statistical information about the multipath channel can be exploited to further improve our estimation of the a posteriori probabilities (APP) during the equalization process. We consider not only the uncertainty due to the noise in the channel, but also in the estimate of the channel estate information (CSI). Thus, we resort to a Bayesian approach for the computation of the APP. This novel algorithm has the same complexity as the BCJR, exhibiting lower bit error rate at the output of the channel decoder than the standard BCJR that considers maximum likelihood (ML) to estimate the CSI. |

6. | Salamanca, Luis; Murillo-Fuentes, Juan Jose; Perez-Cruz, Fernando: Channel Decoding with a Bayesian Equalizer. In: 2010 IEEE International Symposium on Information Theory, pp. 1998–2002, IEEE, Austin, TX, 2010, ISBN: 978-1-4244-7892-7. (Type: Inproceedings | Abstract | Links | BibTeX) @inproceedings{Salamanca2010a, title = {Channel Decoding with a Bayesian Equalizer}, author = {Luis Salamanca and Juan Jose Murillo-Fuentes and Fernando Perez-Cruz}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5513348}, isbn = {978-1-4244-7892-7}, year = {2010}, date = {2010-01-01}, booktitle = {2010 IEEE International Symposium on Information Theory}, pages = {1998--2002}, publisher = {IEEE}, address = {Austin, TX}, abstract = {Low-density parity-check (LPDC) decoders assume the channel estate information (CSI) is known and they have the true a posteriori probability (APP) for each transmitted bit. But in most cases of interest, the CSI needs to be estimated with the help of a short training sequence and the LDPC decoder has to decode the received word using faulty APP estimates. In this paper, we study the uncertainty in the CSI estimate and how it affects the bit error rate (BER) output by the LDPC decoder. To improve these APP estimates, we propose a Bayesian equalizer that takes into consideration not only the uncertainty due to the noise in the channel, but also the uncertainty in the CSI estimate, reducing the BER after the LDPC decoder.}, keywords = {}, pubstate = {published}, tppubtype = {inproceedings} } Low-density parity-check (LPDC) decoders assume the channel estate information (CSI) is known and they have the true a posteriori probability (APP) for each transmitted bit. But in most cases of interest, the CSI needs to be estimated with the help of a short training sequence and the LDPC decoder has to decode the received word using faulty APP estimates. In this paper, we study the uncertainty in the CSI estimate and how it affects the bit error rate (BER) output by the LDPC decoder. To improve these APP estimates, we propose a Bayesian equalizer that takes into consideration not only the uncertainty due to the noise in the channel, but also the uncertainty in the CSI estimate, reducing the BER after the LDPC decoder. |

7. | Djuric, Petar M; Miguez, Joaquin: Model Assessment with Kolmogorov-Smirnov Statistics. In: 2009 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 2973–2976, IEEE, Taipei, 2009, ISSN: 1520-6149. (Type: Inproceedings | Abstract | Links | BibTeX) @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 = {}, pubstate = {published}, tppubtype = {inproceedings} } 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. |

8. | Martino, Luca; Miguez, Joaquin: An Adaptive Accept/Reject Sampling Algorithm for Posterior Probability Distributions. In: 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, pp. 45–48, IEEE, Cardiff, 2009, ISBN: 978-1-4244-2709-3. (Type: Inproceedings | Abstract | Links | BibTeX) @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 = {}, 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. |

9. | Santiago-Mozos, Ricardo; Fernandez-Lorenzana, R; Perez-Cruz, Fernando; Artés-Rodríguez, Antonio: On the Uncertainty in Sequential Hypothesis Testing. 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. (Type: Inproceedings | Abstract | Links | BibTeX) @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 = {}, pubstate = {published}, tppubtype = {inproceedings} } 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. |

## 2015 |

## Journal Articles |

Olmos, Pablo M; Urbanke, Rudiger L A Scaling Law to Predict the Finite-Length Performance of Spatially-Coupled LDPC Codes Journal Article IEEE Transactions on Information Theory, 61 (6), pp. 3164–3184, 2015, ISSN: 0018-9448. Abstract | Links | BibTeX | Tags: asymptotic analysis, asymptotic properties, binary erasure channel, Channel Coding, Codes on graphs, Couplings, Decoding, Differential equations, error probability, finite length performance, finite length spatially coupled code, finite-length code performance, finite-length performance, Iterative decoding, iterative decoding thresholds, Journal, parity check codes, Probability, SC-LDPC codes, scaling law, Sockets, spatially coupled LDPC codes, spatially-coupled LDPC codes @article{Olmos2015bb, title = {A Scaling Law to Predict the Finite-Length Performance of Spatially-Coupled LDPC Codes}, author = {Pablo M Olmos and Rudiger L Urbanke}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7086074}, doi = {10.1109/TIT.2015.2422816}, issn = {0018-9448}, year = {2015}, date = {2015-06-01}, journal = {IEEE Transactions on Information Theory}, volume = {61}, number = {6}, pages = {3164--3184}, abstract = {Spatially-coupled low-density parity-check (SC-LDPC) codes are known to have excellent asymptotic properties. Much less is known regarding their finite-length performance. We propose a scaling law to predict the error probability of finite-length spatially coupled code ensembles when transmission takes place over the binary erasure channel. We discuss how the parameters of the scaling law are connected to fundamental quantities appearing in the asymptotic analysis of these ensembles and we verify that the predictions of the scaling law fit well to the data derived from simulations over a wide range of parameters. The ultimate goal of this line of research is to develop analytic tools for the design of SC-LDPC codes under practical constraints.}, keywords = {asymptotic analysis, asymptotic properties, binary erasure channel, Channel Coding, Codes on graphs, Couplings, Decoding, Differential equations, error probability, finite length performance, finite length spatially coupled code, finite-length code performance, finite-length performance, Iterative decoding, iterative decoding thresholds, Journal, parity check codes, Probability, SC-LDPC codes, scaling law, Sockets, spatially coupled LDPC codes, spatially-coupled LDPC codes}, pubstate = {published}, tppubtype = {article} } Spatially-coupled low-density parity-check (SC-LDPC) codes are known to have excellent asymptotic properties. Much less is known regarding their finite-length performance. We propose a scaling law to predict the error probability of finite-length spatially coupled code ensembles when transmission takes place over the binary erasure channel. We discuss how the parameters of the scaling law are connected to fundamental quantities appearing in the asymptotic analysis of these ensembles and we verify that the predictions of the scaling law fit well to the data derived from simulations over a wide range of parameters. The ultimate goal of this line of research is to develop analytic tools for the design of SC-LDPC codes under practical constraints. |

Olmos, Pablo M; Urbanke, Rudiger L A Scaling Law to Predict the Finite-Length Performance of Spatially-Coupled LDPC Codes Journal Article IEEE Transactions on Information Theory, 61 (6), pp. 3164–3184, 2015, ISSN: 0018-9448. Abstract | Links | BibTeX | Tags: asymptotic analysis, asymptotic properties, binary erasure channel, Channel Coding, Codes on graphs, Couplings, Decoding, Differential equations, error probability, finite length performance, finite length spatially coupled code, finite-length code performance, finite-length performance, Iterative decoding, iterative decoding thresholds, parity check codes, Probability, SC-LDPC codes, scaling law, Sockets, spatially coupled LDPC codes, spatially-coupled LDPC codes @article{Olmos2015c, title = {A Scaling Law to Predict the Finite-Length Performance of Spatially-Coupled LDPC Codes}, author = {Pablo M Olmos and Rudiger L Urbanke}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7086074}, doi = {10.1109/TIT.2015.2422816}, issn = {0018-9448}, year = {2015}, date = {2015-06-01}, journal = {IEEE Transactions on Information Theory}, volume = {61}, number = {6}, pages = {3164--3184}, abstract = {Spatially-coupled low-density parity-check (SC-LDPC) codes are known to have excellent asymptotic properties. Much less is known regarding their finite-length performance. We propose a scaling law to predict the error probability of finite-length spatially coupled code ensembles when transmission takes place over the binary erasure channel. We discuss how the parameters of the scaling law are connected to fundamental quantities appearing in the asymptotic analysis of these ensembles and we verify that the predictions of the scaling law fit well to the data derived from simulations over a wide range of parameters. The ultimate goal of this line of research is to develop analytic tools for the design of SC-LDPC codes under practical constraints.}, keywords = {asymptotic analysis, asymptotic properties, binary erasure channel, Channel Coding, Codes on graphs, Couplings, Decoding, Differential equations, error probability, finite length performance, finite length spatially coupled code, finite-length code performance, finite-length performance, Iterative decoding, iterative decoding thresholds, parity check codes, Probability, SC-LDPC codes, scaling law, Sockets, spatially coupled LDPC codes, spatially-coupled LDPC codes}, pubstate = {published}, tppubtype = {article} } |

## Inproceedings |

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. |

## 2011 |

## Journal Articles |

Lopez-Castroman, Jorge; Perez-Rodriguez, Mercedes M; Jaussent, Isabelle; Alegria, AnaLucia A; Artés-Rodríguez, Antonio; Freed, Peter; Guillaume, Sébastien; Jollant, Fabrice; Leiva-Murillo, Jose M; Malafosse, Alain; Oquendo, Maria A; de Prado-Cumplido, Mario; Saiz-Ruiz, Jeronimo; Baca-García, Enrique; Courtet, Philippe Distinguishing the Relevant Features of Frequent Suicide Attempters Journal Article Journal of psychiatric research, 45 (5), pp. 619–625, 2011, ISSN: 1879-1379. Abstract | Links | BibTeX | Tags: Adult, Attempted, Attempted: psychology, Attempted: statistics &amp; numerical data, Female, France, Humans, Interview, Male, Middle Aged, Prevalence, Probability, Psychiatric Status Rating Scales, Psychological, Risk Factors, ROC Curve, Spain, Suicide @article{Lopez-Castroman2011, title = {Distinguishing the Relevant Features of Frequent Suicide Attempters}, author = {Jorge Lopez-Castroman and Mercedes M Perez-Rodriguez and Isabelle Jaussent and AnaLucia A Alegria and Antonio Artés-Rodríguez and Peter Freed and Sébastien Guillaume and Fabrice Jollant and Jose M Leiva-Murillo and Alain Malafosse and Maria A Oquendo and Mario de Prado-Cumplido and Jeronimo Saiz-Ruiz and Enrique Baca-García and Philippe Courtet}, url = {http://www.tsc.uc3m.es/~antonio/papers/P39_2011_Distinguishing the Relevant Features of Frequent Suicide Attempters.pdf http://www.ncbi.nlm.nih.gov/pubmed/21055768}, issn = {1879-1379}, year = {2011}, date = {2011-01-01}, journal = {Journal of psychiatric research}, volume = {45}, number = {5}, pages = {619--625}, abstract = {BACKGROUND: In spite of the high prevalence of suicide behaviours and the magnitude of the resultant burden, little is known about why individuals reattempt. We aim to investigate the relationships between clinical risk factors and the repetition of suicidal attempts. METHODS: 1349 suicide attempters were consecutively recruited in the Emergency Room (ER) of two academic hospitals in France and Spain. Patients were extensively assessed and demographic and clinical data obtained. Data mining was used to determine the minimal number of variables that blinded the rest in relation to the number of suicide attempts. Using this set, a probabilistic graph ranking relationships with the target variable was constructed. RESULTS: The most common diagnoses among suicide attempters were affective disorders, followed by anxiety disorders. Risk of frequent suicide attempt was highest among middle-aged subjects, and diminished progressively with advancing age of onset at first attempt. Anxiety disorders significantly increased the risk of presenting frequent suicide attempts. Pathway analysis also indicated that frequent suicide attempts were linked to greater odds for alcohol and substance abuse disorders and more intensive treatment. CONCLUSIONS: Novel statistical methods found several clinical features that were associated with a history of frequent suicide attempts. The identified pathways may promote new hypothesis-driven studies of suicide attempts and preventive strategies.}, keywords = {Adult, Attempted, Attempted: psychology, Attempted: statistics &amp; numerical data, Female, France, Humans, Interview, Male, Middle Aged, Prevalence, Probability, Psychiatric Status Rating Scales, Psychological, Risk Factors, ROC Curve, Spain, Suicide}, pubstate = {published}, tppubtype = {article} } BACKGROUND: In spite of the high prevalence of suicide behaviours and the magnitude of the resultant burden, little is known about why individuals reattempt. We aim to investigate the relationships between clinical risk factors and the repetition of suicidal attempts. METHODS: 1349 suicide attempters were consecutively recruited in the Emergency Room (ER) of two academic hospitals in France and Spain. Patients were extensively assessed and demographic and clinical data obtained. Data mining was used to determine the minimal number of variables that blinded the rest in relation to the number of suicide attempts. Using this set, a probabilistic graph ranking relationships with the target variable was constructed. RESULTS: The most common diagnoses among suicide attempters were affective disorders, followed by anxiety disorders. Risk of frequent suicide attempt was highest among middle-aged subjects, and diminished progressively with advancing age of onset at first attempt. Anxiety disorders significantly increased the risk of presenting frequent suicide attempts. Pathway analysis also indicated that frequent suicide attempts were linked to greater odds for alcohol and substance abuse disorders and more intensive treatment. CONCLUSIONS: Novel statistical methods found several clinical features that were associated with a history of frequent suicide attempts. The identified pathways may promote new hypothesis-driven studies of suicide attempts and preventive strategies. |

## 2010 |

## Inproceedings |

Salamanca, Luis; Murillo-Fuentes, Juan Jose; Perez-Cruz, Fernando Bayesian BCJR for Channel Equalization and Decoding Inproceedings 2010 IEEE International Workshop on Machine Learning for Signal Processing, pp. 53–58, IEEE, Kittila, 2010, ISSN: 1551-2541. Abstract | Links | BibTeX | Tags: a posteriori probability, Bayes methods, Bayesian BCJR, Bayesian methods, Bit error rate, channel decoding, channel estate information, Channel estimation, Decoding, digital communication, digital communications, equalisers, Equalizers, error statistics, Markov processes, Maximum likelihood decoding, maximum likelihood estimation, multipath channel, probabilistic channel equalization, Probability, single input single output model, SISO model, statistical information, Training @inproceedings{Salamanca2010, title = {Bayesian BCJR for Channel Equalization and Decoding}, author = {Luis Salamanca and Juan Jose Murillo-Fuentes and Fernando Perez-Cruz}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5589201}, issn = {1551-2541}, year = {2010}, date = {2010-01-01}, booktitle = {2010 IEEE International Workshop on Machine Learning for Signal Processing}, pages = {53--58}, publisher = {IEEE}, address = {Kittila}, abstract = {In this paper we focus on the probabilistic channel equalization in digital communications. We face the single input single output (SISO) model to show how the statistical information about the multipath channel can be exploited to further improve our estimation of the a posteriori probabilities (APP) during the equalization process. We consider not only the uncertainty due to the noise in the channel, but also in the estimate of the channel estate information (CSI). Thus, we resort to a Bayesian approach for the computation of the APP. This novel algorithm has the same complexity as the BCJR, exhibiting lower bit error rate at the output of the channel decoder than the standard BCJR that considers maximum likelihood (ML) to estimate the CSI.}, keywords = {a posteriori probability, Bayes methods, Bayesian BCJR, Bayesian methods, Bit error rate, channel decoding, channel estate information, Channel estimation, Decoding, digital communication, digital communications, equalisers, Equalizers, error statistics, Markov processes, Maximum likelihood decoding, maximum likelihood estimation, multipath channel, probabilistic channel equalization, Probability, single input single output model, SISO model, statistical information, Training}, pubstate = {published}, tppubtype = {inproceedings} } In this paper we focus on the probabilistic channel equalization in digital communications. We face the single input single output (SISO) model to show how the statistical information about the multipath channel can be exploited to further improve our estimation of the a posteriori probabilities (APP) during the equalization process. We consider not only the uncertainty due to the noise in the channel, but also in the estimate of the channel estate information (CSI). Thus, we resort to a Bayesian approach for the computation of the APP. This novel algorithm has the same complexity as the BCJR, exhibiting lower bit error rate at the output of the channel decoder than the standard BCJR that considers maximum likelihood (ML) to estimate the CSI. |

Salamanca, Luis; Murillo-Fuentes, Juan Jose; Perez-Cruz, Fernando Channel Decoding with a Bayesian Equalizer Inproceedings 2010 IEEE International Symposium on Information Theory, pp. 1998–2002, IEEE, Austin, TX, 2010, ISBN: 978-1-4244-7892-7. Abstract | Links | BibTeX | Tags: a posteriori probability, Bayesian equalizer, Bayesian methods, BER, Bit error rate, Channel Coding, channel decoding, channel estate information, Communication channels, Decoding, equalisers, Equalizers, error statistics, low-density parity-check decoders, LPDC decoders, Maximum likelihood decoding, maximum likelihood detection, maximum likelihood estimation, Noise reduction, parity check codes, Probability, Uncertainty @inproceedings{Salamanca2010a, title = {Channel Decoding with a Bayesian Equalizer}, author = {Luis Salamanca and Juan Jose Murillo-Fuentes and Fernando Perez-Cruz}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5513348}, isbn = {978-1-4244-7892-7}, year = {2010}, date = {2010-01-01}, booktitle = {2010 IEEE International Symposium on Information Theory}, pages = {1998--2002}, publisher = {IEEE}, address = {Austin, TX}, abstract = {Low-density parity-check (LPDC) decoders assume the channel estate information (CSI) is known and they have the true a posteriori probability (APP) for each transmitted bit. But in most cases of interest, the CSI needs to be estimated with the help of a short training sequence and the LDPC decoder has to decode the received word using faulty APP estimates. In this paper, we study the uncertainty in the CSI estimate and how it affects the bit error rate (BER) output by the LDPC decoder. To improve these APP estimates, we propose a Bayesian equalizer that takes into consideration not only the uncertainty due to the noise in the channel, but also the uncertainty in the CSI estimate, reducing the BER after the LDPC decoder.}, keywords = {a posteriori probability, Bayesian equalizer, Bayesian methods, BER, Bit error rate, Channel Coding, channel decoding, channel estate information, Communication channels, Decoding, equalisers, Equalizers, error statistics, low-density parity-check decoders, LPDC decoders, Maximum likelihood decoding, maximum likelihood detection, maximum likelihood estimation, Noise reduction, parity check codes, Probability, Uncertainty}, pubstate = {published}, tppubtype = {inproceedings} } Low-density parity-check (LPDC) decoders assume the channel estate information (CSI) is known and they have the true a posteriori probability (APP) for each transmitted bit. But in most cases of interest, the CSI needs to be estimated with the help of a short training sequence and the LDPC decoder has to decode the received word using faulty APP estimates. In this paper, we study the uncertainty in the CSI estimate and how it affects the bit error rate (BER) output by the LDPC decoder. To improve these APP estimates, we propose a Bayesian equalizer that takes into consideration not only the uncertainty due to the noise in the channel, but also the uncertainty in the CSI estimate, reducing the BER after the LDPC decoder. |

## 2009 |

## Inproceedings |

Djuric, Petar M; Miguez, Joaquin Model Assessment with Kolmogorov-Smirnov Statistics Inproceedings 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} } 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. |

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. |

## 2008 |

## Inproceedings |

Santiago-Mozos, Ricardo; Fernandez-Lorenzana, R; Perez-Cruz, Fernando; Artés-Rodríguez, Antonio On the Uncertainty in Sequential Hypothesis Testing Inproceedings 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} } 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. |