## 2015 |

## Inproceedings |

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; 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. |

Elvira, Victor; Martino, Luca; Luengo, David; Corander, Jukka A Gradient Adaptive Population Importance Sampler Inproceedings 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 4075–4079, IEEE, Brisbane, 2015, ISBN: 978-1-4673-6997-8. Abstract | Links | BibTeX | Tags: adaptive extensions, adaptive importance sampler, Adaptive importance sampling, gradient adaptive population, gradient matrix, Hamiltonian Monte Carlo, Hessian matrices, Hessian matrix, learning (artificial intelligence), Machine learning, MC methods, Monte Carlo, Monte Carlo methods, population Monte Carlo (PMC), proposal densities, Signal processing, Sociology, statistics, target distribution @inproceedings{Elvira2015a, title = {A Gradient Adaptive Population Importance Sampler}, author = {Victor Elvira and Luca Martino and David Luengo and Jukka Corander}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7178737 http://www.tsc.uc3m.es/~velvira/papers/ICASSP2015_elvira.pdf}, doi = {10.1109/ICASSP.2015.7178737}, 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 = {4075--4079}, publisher = {IEEE}, address = {Brisbane}, abstract = {Monte Carlo (MC) methods are widely used in signal processing and machine learning. A well-known class of MC methods is composed of importance sampling and its adaptive extensions (e.g., population Monte Carlo). In this paper, we introduce an adaptive importance sampler using a population of proposal densities. The novel algorithm dynamically optimizes the cloud of proposals, adapting them using information about the gradient and Hessian matrix of the target distribution. Moreover, a new kind of interaction in the adaptation of the proposal densities is introduced, establishing a trade-off between attaining a good performance in terms of mean square error and robustness to initialization.}, keywords = {adaptive extensions, adaptive importance sampler, Adaptive importance sampling, gradient adaptive population, gradient matrix, Hamiltonian Monte Carlo, Hessian matrices, Hessian matrix, learning (artificial intelligence), Machine learning, MC methods, Monte Carlo, Monte Carlo methods, population Monte Carlo (PMC), proposal densities, Signal processing, Sociology, statistics, target distribution}, pubstate = {published}, tppubtype = {inproceedings} } Monte Carlo (MC) methods are widely used in signal processing and machine learning. A well-known class of MC methods is composed of importance sampling and its adaptive extensions (e.g., population Monte Carlo). In this paper, we introduce an adaptive importance sampler using a population of proposal densities. The novel algorithm dynamically optimizes the cloud of proposals, adapting them using information about the gradient and Hessian matrix of the target distribution. Moreover, a new kind of interaction in the adaptation of the proposal densities is introduced, establishing a trade-off between attaining a good performance in terms of mean square error and robustness to initialization. |

## 2014 |

## Inproceedings |

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. |

## 2013 |

## Journal Articles |

Perez-Cruz, Fernando; Vaerenbergh, Steven Van; Murillo-Fuentes, Juan Jose; Lazaro-Gredilla, Miguel; Santamaria, Ignacio Gaussian Processes for Nonlinear Signal Processing: An Overview of Recent Advances Journal Article IEEE Signal Processing Magazine, 30 (4), pp. 40–50, 2013, ISSN: 1053-5888. Abstract | Links | BibTeX | Tags: adaptive algorithm, Adaptive algorithms, classification scenario, Gaussian processes, Learning systems, Machine learning, Noise measurement, nonGaussian noise model, Nonlinear estimation, nonlinear estimation problem, nonlinear signal processing, optimal Wiener filtering, recursive algorithm, Signal processing, Wiener filters, wireless digital communication @article{Perez-Cruz2013, title = {Gaussian Processes for Nonlinear Signal Processing: An Overview of Recent Advances}, author = {Fernando Perez-Cruz and Steven Van Vaerenbergh and Juan Jose Murillo-Fuentes and Miguel Lazaro-Gredilla and Ignacio Santamaria}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=6530761}, issn = {1053-5888}, year = {2013}, date = {2013-01-01}, journal = {IEEE Signal Processing Magazine}, volume = {30}, number = {4}, pages = {40--50}, abstract = {Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning but are rarely used in signal processing. In this tutorial, we present GPs for regression as a natural nonlinear extension to optimal Wiener filtering. After establishing their basic formulation, we discuss several important aspects and extensions, including recursive and adaptive algorithms for dealing with nonstationarity, low-complexity solutions, non-Gaussian noise models, and classification scenarios. Furthermore, we provide a selection of relevant applications to wireless digital communications.}, keywords = {adaptive algorithm, Adaptive algorithms, classification scenario, Gaussian processes, Learning systems, Machine learning, Noise measurement, nonGaussian noise model, Nonlinear estimation, nonlinear estimation problem, nonlinear signal processing, optimal Wiener filtering, recursive algorithm, Signal processing, Wiener filters, wireless digital communication}, pubstate = {published}, tppubtype = {article} } Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning but are rarely used in signal processing. In this tutorial, we present GPs for regression as a natural nonlinear extension to optimal Wiener filtering. After establishing their basic formulation, we discuss several important aspects and extensions, including recursive and adaptive algorithms for dealing with nonstationarity, low-complexity solutions, non-Gaussian noise models, and classification scenarios. Furthermore, we provide a selection of relevant applications to wireless digital communications. |

## Inproceedings |

Luengo, David; Via, Javier; Monzon, Sandra; Trigano, Tom; Artés-Rodríguez, Antonio Cross-Products LASSO Inproceedings 2013 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 6118–6122, IEEE, Vancouver, 2013, ISSN: 1520-6149. Abstract | Links | BibTeX | Tags: Approximation methods, approximation theory, concave programming, convex programming, Cost function, cross-product LASSO cost function, Dictionaries, dictionary, Encoding, LASSO, learning (artificial intelligence), negative co-occurrence, negative cooccurrence phenomenon, nonconvex optimization problem, Signal processing, signal processing application, signal reconstruction, sparse coding, sparse learning approach, Sparse matrices, sparsity-aware learning, successive convex approximation, Vectors @inproceedings{Luengo2013, title = {Cross-Products LASSO}, author = {David Luengo and Javier Via and Sandra Monzon and Tom Trigano and Antonio Artés-Rodríguez}, url = {http://ieeexplore.ieee.org/articleDetails.jsp?arnumber=6638840}, issn = {1520-6149}, year = {2013}, date = {2013-01-01}, booktitle = {2013 IEEE International Conference on Acoustics, Speech and Signal Processing}, pages = {6118--6122}, publisher = {IEEE}, address = {Vancouver}, abstract = {Negative co-occurrence is a common phenomenon in many signal processing applications. In some cases the signals involved are sparse, and this information can be exploited to recover them. In this paper, we present a sparse learning approach that explicitly takes into account negative co-occurrence. This is achieved by adding a novel penalty term to the LASSO cost function based on the cross-products between the reconstruction coefficients. Although the resulting optimization problem is non-convex, we develop a new and efficient method for solving it based on successive convex approximations. Results on synthetic data, for both complete and overcomplete dictionaries, are provided to validate the proposed approach.}, keywords = {Approximation methods, approximation theory, concave programming, convex programming, Cost function, cross-product LASSO cost function, Dictionaries, dictionary, Encoding, LASSO, learning (artificial intelligence), negative co-occurrence, negative cooccurrence phenomenon, nonconvex optimization problem, Signal processing, signal processing application, signal reconstruction, sparse coding, sparse learning approach, Sparse matrices, sparsity-aware learning, successive convex approximation, Vectors}, pubstate = {published}, tppubtype = {inproceedings} } Negative co-occurrence is a common phenomenon in many signal processing applications. In some cases the signals involved are sparse, and this information can be exploited to recover them. In this paper, we present a sparse learning approach that explicitly takes into account negative co-occurrence. This is achieved by adding a novel penalty term to the LASSO cost function based on the cross-products between the reconstruction coefficients. Although the resulting optimization problem is non-convex, we develop a new and efficient method for solving it based on successive convex approximations. Results on synthetic data, for both complete and overcomplete dictionaries, are provided to validate the proposed approach. |

## 2012 |

## Inproceedings |

Koch, Tobias; Martinez, Alfonso; i Fabregas, Albert Guillen The Capacity Loss of Dense Constellations Inproceedings 2012 IEEE International Symposium on Information Theory Proceedings, pp. 572–576, IEEE, Cambridge, MA, 2012, ISSN: 2157-8095. Abstract | Links | BibTeX | Tags: capacity loss, channel capacity, Constellation diagram, dense constellations, Entropy, general complex-valued additive-noise channels, high signal-to-noise ratio, loss 1.53 dB, power loss, Quadrature amplitude modulation, Random variables, signal constellations, Signal processing, Signal to noise ratio, square signal constellations, Upper bound @inproceedings{Koch2012, title = {The Capacity Loss of Dense Constellations}, author = {Tobias Koch and Alfonso Martinez and Albert Guillen i Fabregas}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=6283482}, issn = {2157-8095}, year = {2012}, date = {2012-01-01}, booktitle = {2012 IEEE International Symposium on Information Theory Proceedings}, pages = {572--576}, publisher = {IEEE}, address = {Cambridge, MA}, abstract = {We determine the loss in capacity incurred by using signal constellations with a bounded support over general complex-valued additive-noise channels for suitably high signal-to-noise ratio. Our expression for the capacity loss recovers the power loss of 1.53 dB for square signal constellations.}, keywords = {capacity loss, channel capacity, Constellation diagram, dense constellations, Entropy, general complex-valued additive-noise channels, high signal-to-noise ratio, loss 1.53 dB, power loss, Quadrature amplitude modulation, Random variables, signal constellations, Signal processing, Signal to noise ratio, square signal constellations, Upper bound}, pubstate = {published}, tppubtype = {inproceedings} } We determine the loss in capacity incurred by using signal constellations with a bounded support over general complex-valued additive-noise channels for suitably high signal-to-noise ratio. Our expression for the capacity loss recovers the power loss of 1.53 dB for square signal constellations. |

## 2011 |

## Inproceedings |

Achutegui, Katrin; Miguez, Joaquin A Parallel Resampling Scheme and its Application to Distributed Particle Filtering in Wireless Networks Inproceedings 2011 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), pp. 81–84, IEEE, San Juan, 2011, ISBN: 978-1-4577-2105-2. Abstract | Links | BibTeX | Tags: Approximation algorithms, Approximation methods, Artificial neural networks, distributed resampling, DRNA technique, Markov processes, nonproportional allocation algorithm, parallel resampling scheme, PF, quantization, Signal processing, Vectors, Wireless sensor network, Wireless Sensor Networks, WSN @inproceedings{Achutegui2011, title = {A Parallel Resampling Scheme and its Application to Distributed Particle Filtering in Wireless Networks}, author = {Katrin Achutegui and Joaquin Miguez}, url = {http://ieeexplore.ieee.org/articleDetails.jsp?arnumber=6136051}, isbn = {978-1-4577-2105-2}, year = {2011}, date = {2011-01-01}, booktitle = {2011 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)}, pages = {81--84}, publisher = {IEEE}, address = {San Juan}, abstract = {We address the design of a particle filter (PF) that can be implemented in a distributed manner over a network of wireless sensor nodes, each of them collecting their own local data. This is a problem that has received considerable attention lately and several methods based on consensus, the transmission of likelihood information, the truncation and/or the quantization of data have been proposed. However, all existing schemes suffer from limitations related either to the amount of required communications among the nodes or the accuracy of the filter outputs. In this work we propose a novel distributed PF that is built around the distributed resampling with non-proportional allocation (DRNA) algorithm. This scheme guarantees the properness of the particle approximations produced by the filter and has been shown to be both efficient and accurate when compared with centralized PFs. The standard DRNA technique, however, places stringent demands on the communications among nodes that turn out impractical for a typical wireless sensor network (WSN). In this paper we investigate how to reduce this communication load by using (i) a random model for the spread of data over the WSN and (ii) methods that enable the out-of-sequence processing of sensor observations. A simple numerical illustration of the performance of the new algorithm compared with a centralized PF is provided.}, keywords = {Approximation algorithms, Approximation methods, Artificial neural networks, distributed resampling, DRNA technique, Markov processes, nonproportional allocation algorithm, parallel resampling scheme, PF, quantization, Signal processing, Vectors, Wireless sensor network, Wireless Sensor Networks, WSN}, pubstate = {published}, tppubtype = {inproceedings} } We address the design of a particle filter (PF) that can be implemented in a distributed manner over a network of wireless sensor nodes, each of them collecting their own local data. This is a problem that has received considerable attention lately and several methods based on consensus, the transmission of likelihood information, the truncation and/or the quantization of data have been proposed. However, all existing schemes suffer from limitations related either to the amount of required communications among the nodes or the accuracy of the filter outputs. In this work we propose a novel distributed PF that is built around the distributed resampling with non-proportional allocation (DRNA) algorithm. This scheme guarantees the properness of the particle approximations produced by the filter and has been shown to be both efficient and accurate when compared with centralized PFs. The standard DRNA technique, however, places stringent demands on the communications among nodes that turn out impractical for a typical wireless sensor network (WSN). In this paper we investigate how to reduce this communication load by using (i) a random model for the spread of data over the WSN and (ii) methods that enable the out-of-sequence processing of sensor observations. A simple numerical illustration of the performance of the new algorithm compared with a centralized PF is provided. |

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. |

## 2010 |

## Inproceedings |

Djuric, Petar M; Closas, Pau; Bugallo, Monica F; Miguez, Joaquin Evaluation of a Method's Robustness Inproceedings 2010 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 3598–3601, IEEE, Dallas, 2010, ISSN: 1520-6149. Abstract | Links | BibTeX | Tags: Electronic mail, Extraterrestrial measurements, Filtering, Gaussian processes, method's robustness, Random variables, robustness, sequential methods, Signal processing, statistical distributions, Telecommunications, uniform distribution, Wireless communication @inproceedings{Djuric2010, title = {Evaluation of a Method's Robustness}, author = {Petar M Djuric and Pau Closas and Monica F Bugallo and Joaquin Miguez}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5495921}, issn = {1520-6149}, year = {2010}, date = {2010-01-01}, booktitle = {2010 IEEE International Conference on Acoustics, Speech and Signal Processing}, pages = {3598--3601}, publisher = {IEEE}, address = {Dallas}, abstract = {In signal processing, it is typical to develop or use a method based on a given model. In practice, however, we almost never know the actual model and we hope that the assumed model is in the neighborhood of the true one. If deviations exist, the method may be more or less sensitive to them. Therefore, it is important to know more about this sensitivity, or in other words, how robust the method is to model deviations. To that end, it is useful to have a metric that can quantify the robustness of the method. In this paper we propose a procedure for developing a variety of metrics for measuring robustness. They are based on a discrete random variable that is generated from observed data and data generated according to past data and the adopted model. This random variable is uniform if the model is correct. When the model deviates from the true one, the distribution of the random variable deviates from the uniform distribution. One can then employ measures for differences between distributions in order to quantify robustness. In this paper we describe the proposed methodology and demonstrate it with simulated data.}, keywords = {Electronic mail, Extraterrestrial measurements, Filtering, Gaussian processes, method's robustness, Random variables, robustness, sequential methods, Signal processing, statistical distributions, Telecommunications, uniform distribution, Wireless communication}, pubstate = {published}, tppubtype = {inproceedings} } In signal processing, it is typical to develop or use a method based on a given model. In practice, however, we almost never know the actual model and we hope that the assumed model is in the neighborhood of the true one. If deviations exist, the method may be more or less sensitive to them. Therefore, it is important to know more about this sensitivity, or in other words, how robust the method is to model deviations. To that end, it is useful to have a metric that can quantify the robustness of the method. In this paper we propose a procedure for developing a variety of metrics for measuring robustness. They are based on a discrete random variable that is generated from observed data and data generated according to past data and the adopted model. This random variable is uniform if the model is correct. When the model deviates from the true one, the distribution of the random variable deviates from the uniform distribution. One can then employ measures for differences between distributions in order to quantify robustness. In this paper we describe the proposed methodology and demonstrate it with simulated data. |

## 2009 |

## Inproceedings |

Maiz, Cristina S; Miguez, Joaquin; Djuric, Petar M Particle Filtering in the Presence of Outliers Inproceedings 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, pp. 33–36, IEEE, Cardiff, 2009, ISBN: 978-1-4244-2709-3. Abstract | Links | BibTeX | Tags: computer simulations, Degradation, Filtering, multidimensional random variates, Multidimensional signal processing, Multidimensional systems, Nonlinear tracking, Outlier detection, predictive distributions, Signal processing, signal processing tools, signal-power observations, spatial depth, statistical analysis, statistical distributions, statistics, Target tracking, Testing @inproceedings{Maiz2009, title = {Particle Filtering in the Presence of Outliers}, author = {Cristina S Maiz and Joaquin Miguez and Petar M Djuric}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5278645}, isbn = {978-1-4244-2709-3}, year = {2009}, date = {2009-01-01}, booktitle = {2009 IEEE/SP 15th Workshop on Statistical Signal Processing}, pages = {33--36}, publisher = {IEEE}, address = {Cardiff}, abstract = {Particle filters have become very popular signal processing tools for problems that involve nonlinear tracking of an unobserved signal of interest given a series of related observations. In this paper we propose a new scheme for particle filtering when the observed data are possibly contaminated with outliers. An outlier is an observation that has been generated by some (unknown) mechanism different from the assumed model of the data. Therefore, when handled in the same way as regular observations, outliers may drastically degrade the performance of the particle filter. To address this problem, we introduce an auxiliary particle filtering scheme that incorporates an outlier detection step. We propose to implement it by means of a test involving statistics of the predictive distributions of the observations. Specifically, we investigate the use of a proposed statistic called spatial depth that can easily be applied to multidimensional random variates. The performance of the resulting algorithm is assessed by computer simulations of target tracking based on signal-power observations.}, keywords = {computer simulations, Degradation, Filtering, multidimensional random variates, Multidimensional signal processing, Multidimensional systems, Nonlinear tracking, Outlier detection, predictive distributions, Signal processing, signal processing tools, signal-power observations, spatial depth, statistical analysis, statistical distributions, statistics, Target tracking, Testing}, pubstate = {published}, tppubtype = {inproceedings} } Particle filters have become very popular signal processing tools for problems that involve nonlinear tracking of an unobserved signal of interest given a series of related observations. In this paper we propose a new scheme for particle filtering when the observed data are possibly contaminated with outliers. An outlier is an observation that has been generated by some (unknown) mechanism different from the assumed model of the data. Therefore, when handled in the same way as regular observations, outliers may drastically degrade the performance of the particle filter. To address this problem, we introduce an auxiliary particle filtering scheme that incorporates an outlier detection step. We propose to implement it by means of a test involving statistics of the predictive distributions of the observations. Specifically, we investigate the use of a proposed statistic called spatial depth that can easily be applied to multidimensional random variates. The performance of the resulting algorithm is assessed by computer simulations of target tracking based on signal-power observations. |

Vinuelas-Peris, Pablo; Artés-Rodríguez, Antonio Sensing Matrix Optimization in Distributed Compressed Sensing Inproceedings 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, pp. 638–641, IEEE, Cardiff, 2009, ISBN: 978-1-4244-2709-3. Abstract | Links | BibTeX | Tags: Compressed sensing, Computer Simulation, computer simulations, correlated signal, Correlated signals, correlation theory, Dictionaries, distributed coding strategy, distributed compressed sensing, Distributed control, efficient projection method, Encoding, joint recovery method, Matching pursuit algorithms, Optimization methods, orthogonal matching pursuit, Projection Matrix Optimization, sensing matrix optimization, Sensor Network, Sensor phenomena and characterization, Sensor systems, Signal processing, Sparse matrices, Technological innovation @inproceedings{Vinuelas-Peris2009, title = {Sensing Matrix Optimization in Distributed Compressed Sensing}, author = {Pablo Vinuelas-Peris and Antonio Artés-Rodríguez}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5278496}, isbn = {978-1-4244-2709-3}, year = {2009}, date = {2009-01-01}, booktitle = {2009 IEEE/SP 15th Workshop on Statistical Signal Processing}, pages = {638--641}, publisher = {IEEE}, address = {Cardiff}, abstract = {Distributed compressed sensing (DCS) seeks to simultaneously measure signals that are each individually sparse in some domain(s) and also mutually correlated. In this paper we consider the scenario in which the (overcomplete) bases for common component and innovations are different. We propose and analyze a distributed coding strategy for the common component, and also the use of efficient projection (EP) method for optimizing the sensing matrices in this setting. We show the effectiveness of our approach by computer simulations using the orthogonal matching pursuit (OMP) as joint recovery method, and we discuss the configuration of the distribution strategy.}, keywords = {Compressed sensing, Computer Simulation, computer simulations, correlated signal, Correlated signals, correlation theory, Dictionaries, distributed coding strategy, distributed compressed sensing, Distributed control, efficient projection method, Encoding, joint recovery method, Matching pursuit algorithms, Optimization methods, orthogonal matching pursuit, Projection Matrix Optimization, sensing matrix optimization, Sensor Network, Sensor phenomena and characterization, Sensor systems, Signal processing, Sparse matrices, Technological innovation}, pubstate = {published}, tppubtype = {inproceedings} } Distributed compressed sensing (DCS) seeks to simultaneously measure signals that are each individually sparse in some domain(s) and also mutually correlated. In this paper we consider the scenario in which the (overcomplete) bases for common component and innovations are different. We propose and analyze a distributed coding strategy for the common component, and also the use of efficient projection (EP) method for optimizing the sensing matrices in this setting. We show the effectiveness of our approach by computer simulations using the orthogonal matching pursuit (OMP) as joint recovery method, and we discuss the configuration of the distribution strategy. |

## 2008 |

## Inproceedings |

Vila-Forcen, J E; Artés-Rodríguez, Antonio; Garcia-Frias, J Compressive Sensing Detection of Stochastic Signals Inproceedings 2008 42nd Annual Conference on Information Sciences and Systems, pp. 956–960, IEEE, Princeton, 2008, ISBN: 978-1-4244-2246-3. Abstract | Links | BibTeX | Tags: Additive white noise, AWGN, compressive sensing detection, dimensionality reduction techniques, Distortion measurement, Gaussian noise, matrix algebra, Mutual information, optimized projections, projection matrix, signal detection, Signal processing, signal reconstruction, Stochastic processes, stochastic signals, Support vector machine classification, Support vector machines, SVM @inproceedings{Vila-Forcen2008, title = {Compressive Sensing Detection of Stochastic Signals}, author = {J E Vila-Forcen and Antonio Artés-Rodríguez and J Garcia-Frias}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=4558656}, isbn = {978-1-4244-2246-3}, year = {2008}, date = {2008-01-01}, booktitle = {2008 42nd Annual Conference on Information Sciences and Systems}, pages = {956--960}, publisher = {IEEE}, address = {Princeton}, abstract = {Inspired by recent work in compressive sensing, we propose a framework for the detection of stochastic signals from optimized projections. In order to generate a good projection matrix, we use dimensionality reduction techniques based on the maximization of the mutual information between the projected signals and their corresponding class labels. In addition, classification techniques based on support vector machines (SVMs) are applied for the final decision process. Simulation results show that the realizations of the stochastic process are detected with higher accuracy and lower complexity than a scheme performing signal reconstruction first, followed by detection based on the reconstructed signal.}, keywords = {Additive white noise, AWGN, compressive sensing detection, dimensionality reduction techniques, Distortion measurement, Gaussian noise, matrix algebra, Mutual information, optimized projections, projection matrix, signal detection, Signal processing, signal reconstruction, Stochastic processes, stochastic signals, Support vector machine classification, Support vector machines, SVM}, pubstate = {published}, tppubtype = {inproceedings} } Inspired by recent work in compressive sensing, we propose a framework for the detection of stochastic signals from optimized projections. In order to generate a good projection matrix, we use dimensionality reduction techniques based on the maximization of the mutual information between the projected signals and their corresponding class labels. In addition, classification techniques based on support vector machines (SVMs) are applied for the final decision process. Simulation results show that the realizations of the stochastic process are detected with higher accuracy and lower complexity than a scheme performing signal reconstruction first, followed by detection based on the reconstructed signal. |

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. |