7,889 research outputs found
Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 1: The Over-Sampled Case
In \cite{Abramovich04}, it was demonstrated that the likelihood ratio (LR) for multivariate complex Gaussian distribution has the invariance property that can be exploited in many applications. Specifically, the probability density function (p.d.f.) of this LR for the (unknown) actual covariance matrix does not depend on this matrix and is fully specified by the matrix dimension and the number of independent training samples . Since this p.d.f. could therefore be pre-calculated for any a priori known , one gets a possibility to compare the LR of any derived covariance matrix estimate against this p.d.f., and eventually get an estimate that is statistically ``as likely'' as the a priori unknown actual covariance matrix. This ``expected likelihood'' (EL) quality assessment allows for significant improvement of MUSIC DOA estimation performance in the so-called ``threshold area'' \cite{Abramovich04,Abramovich07d}, and for diagonal loading and TVAR model order selection in adaptive detectors \cite{Abramovich07,Abramovich07b}. Recently, a broad class of the so-called complex elliptically symmetric (CES) distributions has been introduced for description of highly in-homogeneous clutter returns. The aim of this series of two papers is to extend the EL approach to this class of CES distributions as well as to a particularly important derivative of CES, namely the complex angular central distribution (ACG). For both cases, we demonstrate a similar invariance property for the LR associated with the true scatter matrix \mSigma_{0}. Furthermore, we derive fixed point regularized covariance matrix estimates using the generalized expected likelihood methodology. This first part is devoted to the conventional scenario () while Part 2 deals with the under-sampled scenario ()
Regularized Nonparametric Volterra Kernel Estimation
In this paper, the regularization approach introduced recently for
nonparametric estimation of linear systems is extended to the estimation of
nonlinear systems modelled as Volterra series. The kernels of order higher than
one, representing higher dimensional impulse responses in the series, are
considered to be realizations of multidimensional Gaussian processes. Based on
this, prior information about the structure of the Volterra kernel is
introduced via an appropriate penalization term in the least squares cost
function. It is shown that the proposed method is able to deliver accurate
estimates of the Volterra kernels even in the case of a small amount of data
points
Regularized adaptive long autoregressive spectral analysis
This paper is devoted to adaptive long autoregressive spectral analysis when
(i) very few data are available, (ii) information does exist beforehand
concerning the spectral smoothness and time continuity of the analyzed signals.
The contribution is founded on two papers by Kitagawa and Gersch. The first one
deals with spectral smoothness, in the regularization framework, while the
second one is devoted to time continuity, in the Kalman formalism. The present
paper proposes an original synthesis of the two contributions: a new
regularized criterion is introduced that takes both information into account.
The criterion is efficiently optimized by a Kalman smoother. One of the major
features of the method is that it is entirely unsupervised: the problem of
automatically adjusting the hyperparameters that balance data-based versus
prior-based information is solved by maximum likelihood. The improvement is
quantified in the field of meteorological radar
Neural Connectivity with Hidden Gaussian Graphical State-Model
The noninvasive procedures for neural connectivity are under questioning.
Theoretical models sustain that the electromagnetic field registered at
external sensors is elicited by currents at neural space. Nevertheless, what we
observe at the sensor space is a superposition of projected fields, from the
whole gray-matter. This is the reason for a major pitfall of noninvasive
Electrophysiology methods: distorted reconstruction of neural activity and its
connectivity or leakage. It has been proven that current methods produce
incorrect connectomes. Somewhat related to the incorrect connectivity
modelling, they disregard either Systems Theory and Bayesian Information
Theory. We introduce a new formalism that attains for it, Hidden Gaussian
Graphical State-Model (HIGGS). A neural Gaussian Graphical Model (GGM) hidden
by the observation equation of Magneto-encephalographic (MEEG) signals. HIGGS
is equivalent to a frequency domain Linear State Space Model (LSSM) but with
sparse connectivity prior. The mathematical contribution here is the theory for
high-dimensional and frequency-domain HIGGS solvers. We demonstrate that HIGGS
can attenuate the leakage effect in the most critical case: the distortion EEG
signal due to head volume conduction heterogeneities. Its application in EEG is
illustrated with retrieved connectivity patterns from human Steady State Visual
Evoked Potentials (SSVEP). We provide for the first time confirmatory evidence
for noninvasive procedures of neural connectivity: concurrent EEG and
Electrocorticography (ECoG) recordings on monkey. Open source packages are
freely available online, to reproduce the results presented in this paper and
to analyze external MEEG databases
Joint deprojection of Sunyaev-Zeldovich and X-ray images of galaxy clusters
We present two non-parametric deprojection methods aimed at recovering the
three-dimensional density and temperature profiles of galaxy clusters from
spatially resolved thermal Sunyaev-Zeldovich (tSZ) and X-ray surface brightness
maps, thus avoiding the use of X-ray spectroscopic data. In both methods,
clusters are assumed to be spherically symmetric and modeled with an onion-skin
structure. The first method follows a direct geometrical approach. The second
method is based on the maximization of a single joint (tSZ and X-ray)
likelihood function, which allows one to fit simultaneously the two signals by
following a Monte Carlo Markov Chain approach. These techniques are tested
against a set of cosmological simulations of clusters, with and without
instrumental noise. We project each cluster along the three orthogonal
directions defined by the principal axes of the momentum of inertia tensor.
This enables us to check any bias in the deprojection associated to the cluster
elongation along the line of sight. After averaging over all the three
projection directions, we find an overall good reconstruction, with a small
(<~10 per cent) overestimate of the gas density profile. This turns into a
comparable overestimate of the gas mass within the virial radius, which we
ascribe to the presence of residual gas clumping. Apart from this small bias
the reconstruction has an intrinsic scatter of about 5 per cent, which is
dominated by gas clumpiness. Cluster elongation along the line of sight biases
the deprojected temperature profile upwards at r<~0.2r_vir and downwards at
larger radii. A comparable bias is also found in the deprojected temperature
profile. Overall, this turns into a systematic underestimate of the gas mass,
up to 10 percent. (Abridged)Comment: 17 pages, 15 figures, accepted by MNRA
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