12,419 research outputs found
Inference for Generalized Linear Models via Alternating Directions and Bethe Free Energy Minimization
Generalized Linear Models (GLMs), where a random vector is
observed through a noisy, possibly nonlinear, function of a linear transform
arise in a range of applications in nonlinear
filtering and regression. Approximate Message Passing (AMP) methods, based on
loopy belief propagation, are a promising class of approaches for approximate
inference in these models. AMP methods are computationally simple, general, and
admit precise analyses with testable conditions for optimality for large i.i.d.
transforms . However, the algorithms can easily diverge for general
. This paper presents a convergent approach to the generalized AMP
(GAMP) algorithm based on direct minimization of a large-system limit
approximation of the Bethe Free Energy (LSL-BFE). The proposed method uses a
double-loop procedure, where the outer loop successively linearizes the LSL-BFE
and the inner loop minimizes the linearized LSL-BFE using the Alternating
Direction Method of Multipliers (ADMM). The proposed method, called ADMM-GAMP,
is similar in structure to the original GAMP method, but with an additional
least-squares minimization. It is shown that for strictly convex, smooth
penalties, ADMM-GAMP is guaranteed to converge to a local minima of the
LSL-BFE, thus providing a convergent alternative to GAMP that is stable under
arbitrary transforms. Simulations are also presented that demonstrate the
robustness of the method for non-convex penalties as well
Constrained Bayesian Active Learning of Interference Channels in Cognitive Radio Networks
In this paper, a sequential probing method for interference constraint
learning is proposed to allow a centralized Cognitive Radio Network (CRN)
accessing the frequency band of a Primary User (PU) in an underlay cognitive
scenario with a designed PU protection specification. The main idea is that the
CRN probes the PU and subsequently eavesdrops the reverse PU link to acquire
the binary ACK/NACK packet. This feedback indicates whether the probing-induced
interference is harmful or not and can be used to learn the PU interference
constraint. The cognitive part of this sequential probing process is the
selection of the power levels of the Secondary Users (SUs) which aims to learn
the PU interference constraint with a minimum number of probing attempts while
setting a limit on the number of harmful probing-induced interference events or
equivalently of NACK packet observations over a time window. This constrained
design problem is studied within the Active Learning (AL) framework and an
optimal solution is derived and implemented with a sophisticated, accurate and
fast Bayesian Learning method, the Expectation Propagation (EP). The
performance of this solution is also demonstrated through numerical simulations
and compared with modified versions of AL techniques we developed in earlier
work.Comment: 14 pages, 6 figures, submitted to IEEE JSTSP Special Issue on Machine
Learning for Cognition in Radio Communications and Rada
Receiver Architectures for MIMO-OFDM Based on a Combined VMP-SP Algorithm
Iterative information processing, either based on heuristics or analytical
frameworks, has been shown to be a very powerful tool for the design of
efficient, yet feasible, wireless receiver architectures. Within this context,
algorithms performing message-passing on a probabilistic graph, such as the
sum-product (SP) and variational message passing (VMP) algorithms, have become
increasingly popular.
In this contribution, we apply a combined VMP-SP message-passing technique to
the design of receivers for MIMO-ODFM systems. The message-passing equations of
the combined scheme can be obtained from the equations of the stationary points
of a constrained region-based free energy approximation. When applied to a
MIMO-OFDM probabilistic model, we obtain a generic receiver architecture
performing iterative channel weight and noise precision estimation,
equalization and data decoding. We show that this generic scheme can be
particularized to a variety of different receiver structures, ranging from
high-performance iterative structures to low complexity receivers. This allows
for a flexible design of the signal processing specially tailored for the
requirements of each specific application. The numerical assessment of our
solutions, based on Monte Carlo simulations, corroborates the high performance
of the proposed algorithms and their superiority to heuristic approaches
Probabilistic Constraint Logic Programming
This paper addresses two central problems for probabilistic processing
models: parameter estimation from incomplete data and efficient retrieval of
most probable analyses. These questions have been answered satisfactorily only
for probabilistic regular and context-free models. We address these problems
for a more expressive probabilistic constraint logic programming model. We
present a log-linear probability model for probabilistic constraint logic
programming. On top of this model we define an algorithm to estimate the
parameters and to select the properties of log-linear models from incomplete
data. This algorithm is an extension of the improved iterative scaling
algorithm of Della-Pietra, Della-Pietra, and Lafferty (1995). Our algorithm
applies to log-linear models in general and is accompanied with suitable
approximation methods when applied to large data spaces. Furthermore, we
present an approach for searching for most probable analyses of the
probabilistic constraint logic programming model. This method can be applied to
the ambiguity resolution problem in natural language processing applications.Comment: 35 pages, uses sfbart.cl
Multi-Step Knowledge-Aided Iterative ESPRIT for Direction Finding
In this work, we propose a subspace-based algorithm for DOA estimation which
iteratively reduces the disturbance factors of the estimated data covariance
matrix and incorporates prior knowledge which is gradually obtained on line. An
analysis of the MSE of the reshaped data covariance matrix is carried out along
with comparisons between computational complexities of the proposed and
existing algorithms. Simulations focusing on closely-spaced sources, where they
are uncorrelated and correlated, illustrate the improvements achieved.Comment: 7 figures. arXiv admin note: text overlap with arXiv:1703.1052
An Iterative Receiver for OFDM With Sparsity-Based Parametric Channel Estimation
In this work we design a receiver that iteratively passes soft information
between the channel estimation and data decoding stages. The receiver
incorporates sparsity-based parametric channel estimation. State-of-the-art
sparsity-based iterative receivers simplify the channel estimation problem by
restricting the multipath delays to a grid. Our receiver does not impose such a
restriction. As a result it does not suffer from the leakage effect, which
destroys sparsity. Communication at near capacity rates in high SNR requires a
large modulation order. Due to the close proximity of modulation symbols in
such systems, the grid-based approximation is of insufficient accuracy. We show
numerically that a state-of-the-art iterative receiver with grid-based sparse
channel estimation exhibits a bit-error-rate floor in the high SNR regime. On
the contrary, our receiver performs very close to the perfect channel state
information bound for all SNR values. We also demonstrate both theoretically
and numerically that parametric channel estimation works well in dense
channels, i.e., when the number of multipath components is large and each
individual component cannot be resolved.Comment: Major revision, accepted for IEEE Transactions on Signal Processin
Expectation Propagation for Poisson Data
The Poisson distribution arises naturally when dealing with data involving
counts, and it has found many applications in inverse problems and imaging. In
this work, we develop an approximate Bayesian inference technique based on
expectation propagation for approximating the posterior distribution formed
from the Poisson likelihood function and a Laplace type prior distribution,
e.g., the anisotropic total variation prior. The approach iteratively yields a
Gaussian approximation, and at each iteration, it updates the Gaussian
approximation to one factor of the posterior distribution by moment matching.
We derive explicit update formulas in terms of one-dimensional integrals, and
also discuss stable and efficient quadrature rules for evaluating these
integrals. The method is showcased on two-dimensional PET images.Comment: 25 pages, to be published at Inverse Problem
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