169,869 research outputs found
Likelihood Consensus and Its Application to Distributed Particle Filtering
We consider distributed state estimation in a wireless sensor network without
a fusion center. Each sensor performs a global estimation task---based on the
past and current measurements of all sensors---using only local processing and
local communications with its neighbors. In this estimation task, the joint
(all-sensors) likelihood function (JLF) plays a central role as it epitomizes
the measurements of all sensors. We propose a distributed method for computing,
at each sensor, an approximation of the JLF by means of consensus algorithms.
This "likelihood consensus" method is applicable if the local likelihood
functions of the various sensors (viewed as conditional probability density
functions of the local measurements) belong to the exponential family of
distributions. We then use the likelihood consensus method to implement a
distributed particle filter and a distributed Gaussian particle filter. Each
sensor runs a local particle filter, or a local Gaussian particle filter, that
computes a global state estimate. The weight update in each local (Gaussian)
particle filter employs the JLF, which is obtained through the likelihood
consensus scheme. For the distributed Gaussian particle filter, the number of
particles can be significantly reduced by means of an additional consensus
scheme. Simulation results are presented to assess the performance of the
proposed distributed particle filters for a multiple target tracking problem
Foundational principles for large scale inference: Illustrations through correlation mining
When can reliable inference be drawn in the "Big Data" context? This paper
presents a framework for answering this fundamental question in the context of
correlation mining, with implications for general large scale inference. In
large scale data applications like genomics, connectomics, and eco-informatics
the dataset is often variable-rich but sample-starved: a regime where the
number of acquired samples (statistical replicates) is far fewer than the
number of observed variables (genes, neurons, voxels, or chemical
constituents). Much of recent work has focused on understanding the
computational complexity of proposed methods for "Big Data." Sample complexity
however has received relatively less attention, especially in the setting when
the sample size is fixed, and the dimension grows without bound. To
address this gap, we develop a unified statistical framework that explicitly
quantifies the sample complexity of various inferential tasks. Sampling regimes
can be divided into several categories: 1) the classical asymptotic regime
where the variable dimension is fixed and the sample size goes to infinity; 2)
the mixed asymptotic regime where both variable dimension and sample size go to
infinity at comparable rates; 3) the purely high dimensional asymptotic regime
where the variable dimension goes to infinity and the sample size is fixed.
Each regime has its niche but only the latter regime applies to exa-scale data
dimension. We illustrate this high dimensional framework for the problem of
correlation mining, where it is the matrix of pairwise and partial correlations
among the variables that are of interest. We demonstrate various regimes of
correlation mining based on the unifying perspective of high dimensional
learning rates and sample complexity for different structured covariance models
and different inference tasks
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
Partial Relaxation Approach: An Eigenvalue-Based DOA Estimator Framework
In this paper, the partial relaxation approach is introduced and applied to
DOA estimation using spectral search. Unlike existing methods like Capon or
MUSIC which can be considered as single source approximations of multi-source
estimation criteria, the proposed approach accounts for the existence of
multiple sources. At each considered direction, the manifold structure of the
remaining interfering signals impinging on the sensor array is relaxed, which
results in closed form estimates for the interference parameters. The
conventional multidimensional optimization problem reduces, thanks to this
relaxation, to a simple spectral search. Following this principle, we propose
estimators based on the Deterministic Maximum Likelihood, Weighted Subspace
Fitting and covariance fitting methods. To calculate the pseudo-spectra
efficiently, an iterative rooting scheme based on the rational function
approximation is applied to the partial relaxation methods. Simulation results
show that the performance of the proposed estimators is superior to the
conventional methods especially in the case of low Signal-to-Noise-Ratio and
low number of snapshots, irrespectively of any specific structure of the sensor
array while maintaining a comparable computational cost as MUSIC.Comment: This work has been submitted to IEEE for possible publication.
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Joint Multi-Pitch Detection Using Harmonic Envelope Estimation for Polyphonic Music Transcription
In this paper, a method for automatic transcription of music signals based on joint multiple-F0 estimation is proposed. As a time-frequency representation, the constant-Q resonator time-frequency image is employed, while a novel noise suppression technique based on pink noise assumption is applied in a preprocessing step. In the multiple-F0 estimation stage, the optimal tuning and inharmonicity parameters are computed and a salience function is proposed in order to select pitch candidates. For each pitch candidate combination, an overlapping partial treatment procedure is used, which is based on a novel spectral envelope estimation procedure for the log-frequency domain, in order to compute the harmonic envelope of candidate pitches. In order to select the optimal pitch combination for each time frame, a score function is proposed which combines spectral and temporal characteristics of the candidate pitches and also aims to suppress harmonic errors. For postprocessing, hidden Markov models (HMMs) and conditional random fields (CRFs) trained on MIDI data are employed, in order to boost transcription accuracy. The system was trained on isolated piano sounds from the MAPS database and was tested on classic and jazz recordings from the RWC database, as well as on recordings from a Disklavier piano. A comparison with several state-of-the-art systems is provided using a variety of error metrics, where encouraging results are indicated
Group Importance Sampling for Particle Filtering and MCMC
Bayesian methods and their implementations by means of sophisticated Monte
Carlo techniques have become very popular in signal processing over the last
years. Importance Sampling (IS) is a well-known Monte Carlo technique that
approximates integrals involving a posterior distribution by means of weighted
samples. In this work, we study the assignation of a single weighted sample
which compresses the information contained in a population of weighted samples.
Part of the theory that we present as Group Importance Sampling (GIS) has been
employed implicitly in different works in the literature. The provided analysis
yields several theoretical and practical consequences. For instance, we discuss
the application of GIS into the Sequential Importance Resampling framework and
show that Independent Multiple Try Metropolis schemes can be interpreted as a
standard Metropolis-Hastings algorithm, following the GIS approach. We also
introduce two novel Markov Chain Monte Carlo (MCMC) techniques based on GIS.
The first one, named Group Metropolis Sampling method, produces a Markov chain
of sets of weighted samples. All these sets are then employed for obtaining a
unique global estimator. The second one is the Distributed Particle
Metropolis-Hastings technique, where different parallel particle filters are
jointly used to drive an MCMC algorithm. Different resampled trajectories are
compared and then tested with a proper acceptance probability. The novel
schemes are tested in different numerical experiments such as learning the
hyperparameters of Gaussian Processes, two localization problems in a wireless
sensor network (with synthetic and real data) and the tracking of vegetation
parameters given satellite observations, where they are compared with several
benchmark Monte Carlo techniques. Three illustrative Matlab demos are also
provided.Comment: To appear in Digital Signal Processing. Related Matlab demos are
provided at https://github.com/lukafree/GIS.gi
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