Learning detectors quickly using structured covariance matrices

Computer vision is increasingly becoming interested in the rapid estimation of object detectors. Canonical hard negative mining strategies are slow as they require multiple passes of the large negative training set. Recent work has demonstrated that if the distribution of negative examples is assumed to be stationary, then Linear Discriminant Analysis (LDA) can learn comparable detectors without ever revisiting the negative set. Even with this insight, however, the time to learn a single object detector can still be on the order of tens of seconds on a modern desktop computer. This paper proposes to leverage the resulting structured covariance matrix to obtain detectors with identical performance in orders of magnitude less time and memory. We elucidate an important connection to the correlation filter literature, demonstrating that these can also be trained without ever revisiting the negative set

Velocity Dealiased Spectral Estimators of Range Migrating Targets using a Single Low-PRF Wideband Waveform

Wideband radars are promising systems that may provide numerous advantages, like simultaneous detection of slow and fast moving targets, high range-velocity resolution classification, and electronic countermeasures. Unfortunately, classical processing algorithms are challenged by the range-migration phenomenon that occurs then for fast moving targets. We propose a new approach where the range migration is used rather as an asset to retrieve information about target velocitiesand, subsequently, to obtain a velocity dealiased mode. More specifically three new complex spectral estimators are devised in case of a single low-PRF (pulse repetition frequency) wideband waveform. The new estimation schemes enable one to decrease the level of sidelobes that arise at ambiguous velocities and, thus, to enhance the discrimination capability of the radar. Synthetic data and experimental data are used to assess the performance of the proposed estimators

A three domain covariance framework for EEG/MEG data

In this paper we introduce a covariance framework for the analysis of EEG and MEG data that takes into account observed temporal stationarity on small time scales and trial-to-trial variations. We formulate a model for the covariance matrix, which is a Kronecker product of three components that correspond to space, time and epochs/trials, and consider maximum likelihood estimation of the unknown parameter values. An iterative algorithm that finds approximations of the maximum likelihood estimates is proposed. We perform a simulation study to assess the performance of the estimator and investigate the influence of different assumptions about the covariance factors on the estimated covariance matrix and on its components. Apart from that, we illustrate our method on real EEG and MEG data sets. The proposed covariance model is applicable in a variety of cases where spontaneous EEG or MEG acts as source of noise and realistic noise covariance estimates are needed for accurate dipole localization, such as in evoked activity studies, or where the properties of spontaneous EEG or MEG are themselves the topic of interest, such as in combined EEG/fMRI experiments in which the correlation between EEG and fMRI signals is investigated.Comment: 25 pages, 8 figures, 1 tabl

Joint Covariance Estimation with Mutual Linear Structure

We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered populations with different covariances, our aim is to determine the mutual structure of these covariance matrices and estimate them. Supposing that the covariances span a low dimensional affine subspace in the space of symmetric matrices, we develop a new efficient algorithm discovering the structure and using it to improve the estimation. Our technique is based on the application of principal component analysis in the matrix space. We also derive an upper performance bound of the proposed algorithm in the Gaussian scenario and compare it with the Cramer-Rao lower bound. Numerical simulations are presented to illustrate the performance benefits of the proposed method

Beware of commonly used approximations I: errors in forecasts

In the era of precision cosmology, establishing the correct magnitude of statistical errors in cosmological parameters is of crucial importance. However, widely used approximations in galaxy surveys analyses can lead to parameter uncertainties that are grossly mis-estimated, even in a regime where the theory is well understood (e.g., linear scales). These approximations can be introduced at three different levels: in the form of the likelihood, in the theoretical modelling of the observable and in the numerical computation of the observable. Their consequences are important both in data analysis through e.g., Markov Chain Monte Carlo parameter inference, and when survey instrument and strategy are designed and their constraining power on cosmological parameters is forecasted, for instance using Fisher matrix analyses. In this work, considering the galaxy angular power spectrum as the target observable, we report one example of approximation for each of such three categories: neglecting off-diagonal terms in the covariance matrix, neglecting cosmic magnification and using the Limber approximation on large scales. We show that these commonly used approximations affect the robustness of the analysis and lead, perhaps counter-intuitively, to unacceptably large mis-estimates of parameters errors (from few~$10\%$ up to few~$100\%$) and correlations. Furthermore, these approximations might even spoil the benefits of the nascent multi-tracer and multi-messenger cosmology. Hence we recommend that the type of analysis presented here should be repeated for every approximation adopted in survey design or data analysis, to quantify how it may affect the results. To this aim, we have developed \texttt{Multi\_CLASS}, a new extension of \texttt{CLASS} that includes the angular power spectrum for multiple (galaxy and other tracers such as gravitational waves) populations.Comment: 43 pages, 9 figures. Matches the published version. \texttt{Multi\_CLASS} is now available at https://github.com/nbellomo/Multi_CLAS

Timescale effect estimation in time-series studies of air pollution and health: A Singular Spectrum Analysis approach

A wealth of epidemiological data suggests an association between mortality/morbidity from pulmonary and cardiovascular adverse events and air pollution, but uncertainty remains as to the extent implied by those associations although the abundance of the data. In this paper we describe an SSA (Singular Spectrum Analysis) based approach in order to decompose the time-series of particulate matter concentration into a set of exposure variables, each one representing a different timescale. We implement our methodology to investigate both acute and long-term effects of $PM_{10}$ exposure on morbidity from respiratory causes within the urban area of Bari, Italy.Comment: Published in at http://dx.doi.org/10.1214/07-EJS123 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org

Flexible Bayesian Dynamic Modeling of Correlation and Covariance Matrices

Modeling correlation (and covariance) matrices can be challenging due to the positive-definiteness constraint and potential high-dimensionality. Our approach is to decompose the covariance matrix into the correlation and variance matrices and propose a novel Bayesian framework based on modeling the correlations as products of unit vectors. By specifying a wide range of distributions on a sphere (e.g. the squared-Dirichlet distribution), the proposed approach induces flexible prior distributions for covariance matrices (that go beyond the commonly used inverse-Wishart prior). For modeling real-life spatio-temporal processes with complex dependence structures, we extend our method to dynamic cases and introduce unit-vector Gaussian process priors in order to capture the evolution of correlation among components of a multivariate time series. To handle the intractability of the resulting posterior, we introduce the adaptive $\Delta$-Spherical Hamiltonian Monte Carlo. We demonstrate the validity and flexibility of our proposed framework in a simulation study of periodic processes and an analysis of rat's local field potential activity in a complex sequence memory task.Comment: 49 pages, 15 figure