Model Order Selection Rules For Covariance Structure Classification

The adaptive classification of the interference covariance matrix structure for radar signal processing applications is addressed in this paper. This represents a key issue because many detection architectures are synthesized assuming a specific covariance structure which may not necessarily coincide with the actual one due to the joint action of the system and environment uncertainties. The considered classification problem is cast in terms of a multiple hypotheses test with some nested alternatives and the theory of Model Order Selection (MOS) is exploited to devise suitable decision rules. Several MOS techniques, such as the Akaike, Takeuchi, and Bayesian information criteria are adopted and the corresponding merits and drawbacks are discussed. At the analysis stage, illustrating examples for the probability of correct model selection are presented showing the effectiveness of the proposed rules

Representation Learning: A Review and New Perspectives

The success of machine learning algorithms generally depends on data representation, and we hypothesize that this is because different representations can entangle and hide more or less the different explanatory factors of variation behind the data. Although specific domain knowledge can be used to help design representations, learning with generic priors can also be used, and the quest for AI is motivating the design of more powerful representation-learning algorithms implementing such priors. This paper reviews recent work in the area of unsupervised feature learning and deep learning, covering advances in probabilistic models, auto-encoders, manifold learning, and deep networks. This motivates longer-term unanswered questions about the appropriate objectives for learning good representations, for computing representations (i.e., inference), and the geometrical connections between representation learning, density estimation and manifold learning

Regularization and Bayesian Learning in Dynamical Systems: Past, Present and Future

Regularization and Bayesian methods for system identification have been repopularized in the recent years, and proved to be competitive w.r.t. classical parametric approaches. In this paper we shall make an attempt to illustrate how the use of regularization in system identification has evolved over the years, starting from the early contributions both in the Automatic Control as well as Econometrics and Statistics literature. In particular we shall discuss some fundamental issues such as compound estimation problems and exchangeability which play and important role in regularization and Bayesian approaches, as also illustrated in early publications in Statistics. The historical and foundational issues will be given more emphasis (and space), at the expense of the more recent developments which are only briefly discussed. The main reason for such a choice is that, while the recent literature is readily available, and surveys have already been published on the subject, in the author's opinion a clear link with past work had not been completely clarified.Comment: Plenary Presentation at the IFAC SYSID 2015. Submitted to Annual Reviews in Contro

Bayesian Regression of Piecewise Constant Functions

We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers. We derive simple but good estimates for the in-segment variance. We also propose a Bayesian regression curve as a better way of smoothing data without blurring boundaries. The Bayesian approach also allows straightforward determination of the evidence, break probabilities and error estimates, useful for model selection and significance and robustness studies. We discuss the performance on synthetic and real-world examples. Many possible extensions will be discussed.Comment: 27 pages, 18 figures, 1 table, 3 algorithm

Perfectly Secure Steganography: Capacity, Error Exponents, and Code Constructions

An analysis of steganographic systems subject to the following perfect undetectability condition is presented in this paper. Following embedding of the message into the covertext, the resulting stegotext is required to have exactly the same probability distribution as the covertext. Then no statistical test can reliably detect the presence of the hidden message. We refer to such steganographic schemes as perfectly secure. A few such schemes have been proposed in recent literature, but they have vanishing rate. We prove that communication performance can potentially be vastly improved; specifically, our basic setup assumes independently and identically distributed (i.i.d.) covertext, and we construct perfectly secure steganographic codes from public watermarking codes using binning methods and randomized permutations of the code. The permutation is a secret key shared between encoder and decoder. We derive (positive) capacity and random-coding exponents for perfectly-secure steganographic systems. The error exponents provide estimates of the code length required to achieve a target low error probability. We address the potential loss in communication performance due to the perfect-security requirement. This loss is the same as the loss obtained under a weaker order-1 steganographic requirement that would just require matching of first-order marginals of the covertext and stegotext distributions. Furthermore, no loss occurs if the covertext distribution is uniform and the distortion metric is cyclically symmetric; steganographic capacity is then achieved by randomized linear codes. Our framework may also be useful for developing computationally secure steganographic systems that have near-optimal communication performance.Comment: To appear in IEEE Trans. on Information Theory, June 2008; ignore Version 2 as the file was corrupte

Perfectly Secure Steganography: Capacity, Error Exponents, and Code Constructions

An analysis of steganographic systems subject to the following perfect undetectability condition is presented in this paper. Following embedding of the message into the covertext, the resulting stegotext is required to have exactly the same probability distribution as the covertext. Then no statistical test can reliably detect the presence of the hidden message. We refer to such steganographic schemes as perfectly secure. A few such schemes have been proposed in recent literature, but they have vanishing rate. We prove that communication performance can potentially be vastly improved; specifically, our basic setup assumes independently and identically distributed (i.i.d.) covertext, and we construct perfectly secure steganographic codes from public watermarking codes using binning methods and randomized permutations of the code. The permutation is a secret key shared between encoder and decoder. We derive (positive) capacity and random-coding exponents for perfectly-secure steganographic systems. The error exponents provide estimates of the code length required to achieve a target low error probability. We address the potential loss in communication performance due to the perfect-security requirement. This loss is the same as the loss obtained under a weaker order-1 steganographic requirement that would just require matching of first-order marginals of the covertext and stegotext distributions. Furthermore, no loss occurs if the covertext distribution is uniform and the distortion metric is cyclically symmetric; steganographic capacity is then achieved by randomized linear codes. Our framework may also be useful for developing computationally secure steganographic systems that have near-optimal communication performance.Comment: To appear in IEEE Trans. on Information Theory, June 2008; ignore Version 2 as the file was corrupte