Fixed point rules for heteroscedastic Gaussian kernel-based topographic map formation

We develop a number of fixed point rules for training homogeneous, heteroscedastic but otherwise radially-symmetric Gaussian kernel-based topographic maps. We extend the batch map algorithm to the heteroscedastic case and introduce two candidates of fixed point rules for which the end-states, i.e., after the neighborhood range has vanished, are identical to the maximum likelihood Gaussian mixture modeling case. We compare their performance for clustering a number of real world data sets

Advances in Self Organising Maps

The Self-Organizing Map (SOM) with its related extensions is the most popular artificial neural algorithm for use in unsupervised learning, clustering, classification and data visualization. Over 5,000 publications have been reported in the open literature, and many commercial projects employ the SOM as a tool for solving hard real-world problems. Each two years, the "Workshop on Self-Organizing Maps" (WSOM) covers the new developments in the field. The WSOM series of conferences was initiated in 1997 by Prof. Teuvo Kohonen, and has been successfully organized in 1997 and 1999 by the Helsinki University of Technology, in 2001 by the University of Lincolnshire and Humberside, and in 2003 by the Kyushu Institute of Technology. The Universit\'{e} Paris I Panth\'{e}on Sorbonne (SAMOS-MATISSE research centre) organized WSOM 2005 in Paris on September 5-8, 2005.Comment: Special Issue of the Neural Networks Journal after WSOM 05 in Pari

Fixed point rules for heteroscedastic Gaussian kernel-based topographic map formation

We develop a number of fixed point rules for training homogeneous, heteroscedastic but otherwise radially-symmetric Gaussian kernel-based topographic maps. We extend the batch map algorithm to the heteroscedastic case and introduce two candidates of fixed point rules for which the end-states, i.e., after the neighborhood range has vanished, are identical to the maximum likelihood Gaussian mixture modeling case. We compare their performance for clustering a number of real world data sets

Nonparametric estimation of first passage time distributions in flowgraph models

Statistical flowgraphs represent multistate semi-Markov processes using integral transforms of transition time distributions between adjacent states; these are combined algebraically and inverted to derive parametric estimates for first passage time distributions between nonadjacent states. This dissertation extends previous work in the field by developing estimation methods for flowgraphs using empirical transforms based on sample data, with no assumption of specific parametric probability models for transition times. We prove strong convergence of empirical flowgraph results to the exact parametric results; develop alternatives for numerical inversion of empirical transforms and compare them in terms of computational complexity, accuracy, and ability to determine error bounds; discuss (with examples) the difficulties of determining confidence bands for distribution estimates obtained in this way; develop confidence intervals for moment-based quantities such as the mean; and show how methods based on empirical transforms can be modified to accommodate censored data. Several applications of the nonparametric method, based on reliability and survival data, are presented in detail

Analysis of Gaussian Quadratic Forms with Application to Statistical Channel Modeling

Finalmente, en el contexto de modelado de canal, la metodología de análisis de variables propuesta permite obtener dos nuevas generalizaciones del conocido modelo de desvanecimiento kappa-mu shadowed. Estas dos nuevas distribuciones, nombradas Beckmann fluctuante y kappa-mu shadowed correlado, incluyen como casos particulares a la gran mayoría de distribuciones de desvanecimientos usadas en la literatura, abarcando desde los modelos clásicos de Rayleigh y Rice hasta otros más generales y complejos como el Beckmann y el kappa-mu. Para ambas distribuciones, se presenta su caracterización estadística de primer orden, i.e., función generadora de momentos (MGF), PDF y CDF; así como los estadísticos de segundo orden del modelo Beckmann fluctuante. Fecha de lectura de Tesis Doctoral: 24 Enero 2020En esta tesis se presenta una nueva aproximación a la distribución de de formas cuadráticas gaussianas (FCGs) no centrales tanto en variables reales como complejas. Para ello, se propone un nuevo método de análisis de variables aleatorias que, en lugar de centrarse en el estudio de la variable en cuestión, se basa en la caracterización estadística de una secuencia de variables aleatorias auxiliares convenientemente definida. Como consecuencia, las expresiones obtenidas, con independencia del grado de precisión adquirido, siempre representan una distribución válida, siendo ésta su principal ventaja. Aplicando este método, se obtienen simples expresiones recursivas para la función densidad de probabilidad (PDF) y la función de distribución (CDF) de las FCGs reales definidas positivas. En el caso de las formas complejas, esta nueva forma de análisis conduce a aproximaciones para los estadísticos de primer orden en términos de funciones elementales (exponenciales y potencias), siendo más convenientes para cálculos posteriores que otras soluciones disponibles en la literatura. La tratabilidad matemática se ejemplifica mediante el análisis de sistemas de combinación por razón máxima (MRC) sobre canales Rice correlados, proporcionando aproximaciones cerradas para la probabilidad de outage y la probabilidad de error de bit