### 2015

Martino, Luca; Elvira, Victor; Luengo, David; Artés-Rodríguez, Antonio; Corander, Jukka

Smelly Parallel MCMC Chains Inproceedings

In: 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}

}

### 2012

Montoya-Martinez, Jair; Artés-Rodríguez, Antonio; Hansen, Lars Kai; Pontil, Massimiliano

Structured Sparsity Regularization Approach to the EEG Inverse Problem Inproceedings

In: 2012 3rd International Workshop on Cognitive Information Processing (CIP), pp. 1–6, IEEE, Baiona, 2012, ISBN: 978-1-4673-1878-5.

Abstract | Links | BibTeX | Tags: BES, brain electrical sources matrix, Brain modeling, EEG inverse problem, Electrodes, Electroencephalography, good convergence, Inverse problems, large nonsmooth convex problems, medical signal processing, optimisation, Optimization, proximal splitting optimization methods, Sparse matrices, spatio-temporal source space, structured sparsity regularization approach, undetermined ill-posed problem

@inproceedings{Montoya-Martinez2012,

title = {Structured Sparsity Regularization Approach to the EEG Inverse Problem},

author = {Jair Montoya-Martinez and Antonio Artés-Rodríguez and Lars Kai Hansen and Massimiliano Pontil},

url = {http://ieeexplore.ieee.org/articleDetails.jsp?arnumber=6232898},

isbn = {978-1-4673-1878-5},

year = {2012},

date = {2012-01-01},

booktitle = {2012 3rd International Workshop on Cognitive Information Processing (CIP)},

pages = {1--6},

publisher = {IEEE},

address = {Baiona},

abstract = {Localization of brain activity involves solving the EEG inverse problem, which is an undetermined ill-posed problem. We propose a novel approach consisting in estimating, using structured sparsity regularization techniques, the Brain Electrical Sources (BES) matrix directly in the spatio-temporal source space. We use proximal splitting optimization methods, which are efficient optimization techniques, with good convergence rates and with the ability to handle large nonsmooth convex problems, which is the typical scenario in the EEG inverse problem. We have evaluated our approach under a simulated scenario, consisting in estimating a synthetic BES matrix with 5124 sources. We report results using ℓ1 (LASSO), ℓ1/ℓ2 (Group LASSO) and ℓ1 + ℓ1/ℓ2 (Sparse Group LASSO) regularizers.},

keywords = {BES, brain electrical sources matrix, Brain modeling, EEG inverse problem, Electrodes, Electroencephalography, good convergence, Inverse problems, large nonsmooth convex problems, medical signal processing, optimisation, Optimization, proximal splitting optimization methods, Sparse matrices, spatio-temporal source space, structured sparsity regularization approach, undetermined ill-posed problem},

pubstate = {published},

tppubtype = {inproceedings}

}

### 2011

Olmos, Pablo M; Murillo-Fuentes, Juan Jose; Perez-Cruz, Fernando

Capacity Achieving LDPC Ensembles for the TEP Decoder in Erasure Channels Inproceedings

In: 2011 IEEE International Symposium on Information Theory Proceedings, pp. 2398–2402, IEEE, St. Petersburg, 2011, ISSN: 2157-8095.

Abstract | Links | BibTeX | Tags: BP threshold, Complexity theory, Decoding, Differential equations, erasure channels, fixed-rate code, Iterative decoding, LDPC, low-density parity-check codes, MAP capacity, MAP threshold, optimisation, Optimization, optimization problem, parity check codes, TEP decoder, tree-expectation propagation decoder

@inproceedings{Olmos2011b,

title = {Capacity Achieving LDPC Ensembles for the TEP Decoder in Erasure Channels},

author = {Pablo M Olmos and Juan Jose Murillo-Fuentes and Fernando Perez-Cruz},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=6033993},

issn = {2157-8095},

year = {2011},

date = {2011-01-01},

booktitle = {2011 IEEE International Symposium on Information Theory Proceedings},

pages = {2398--2402},

publisher = {IEEE},

address = {St. Petersburg},

abstract = {In this work we address the design of degree distributions (DD) of low-density parity-check (LDPC) codes for the tree-expectation propagation (TEP) decoder. The optimization problem to find distributions to maximize the TEP decoding threshold for a fixed-rate code can not be analytically solved. We derive a simplified optimization problem that can be easily solved since it is based in the analytic expressions of the peeling decoder. Two kinds of solutions are obtained from this problem: we either design LDPC ensembles for which the BP threshold equals the MAP threshold or we get LDPC ensembles for which the TEP threshold outperforms the BP threshold, even achieving the MAP capacity in some cases. Hence, we proved that there exist ensembles for which the MAP solution can be obtained with linear complexity even though the BP threshold does not achieve the MAP threshold.},

keywords = {BP threshold, Complexity theory, Decoding, Differential equations, erasure channels, fixed-rate code, Iterative decoding, LDPC, low-density parity-check codes, MAP capacity, MAP threshold, optimisation, Optimization, optimization problem, parity check codes, TEP decoder, tree-expectation propagation decoder},

pubstate = {published},

tppubtype = {inproceedings}

}

Maiz, Cristina S; Miguez, Joaquin

On the Optimization of Transportation Routes with Multiple Destinations in Random Networks Inproceedings

In: 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}

}