Sorry, you need to enable JavaScript to visit this website.

Statistical Signal Processing

Distributed Estimation of Latent Parameters in State Space Models Using Separable Likelihoods


This work is a part of our research on scalable and/or distributed fusion and sensor calibration. We address parameter estimation in multi-sensor state space models which underpins surveillance applications with sensor networks. The parameter likelihood of the problem involves centralised Bayesian filtering of multi-sensor data, which lacks scalability with the number of sensors and induces a large communication load. We propose separable likelihoods which approximate the centralised likelihood with single sensor filtering terms.

Paper Details

Authors:
Murat Uney, Bernard Mulgrew, Daniel E. Clark
Submitted On:
22 March 2016 - 4:44pm
Short Link:
Type:
Event:
Presenter's Name:
Paper Code:
Document Year:
Cite

Document Files

icassp2016-muney-Presentation_0.1.pdf

(354 downloads)

Subscribe

[1] Murat Uney, Bernard Mulgrew, Daniel E. Clark, "Distributed Estimation of Latent Parameters in State Space Models Using Separable Likelihoods", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/975. Accessed: Nov. 19, 2018.
@article{975-16,
url = {http://sigport.org/975},
author = {Murat Uney; Bernard Mulgrew; Daniel E. Clark },
publisher = {IEEE SigPort},
title = {Distributed Estimation of Latent Parameters in State Space Models Using Separable Likelihoods},
year = {2016} }
TY - EJOUR
T1 - Distributed Estimation of Latent Parameters in State Space Models Using Separable Likelihoods
AU - Murat Uney; Bernard Mulgrew; Daniel E. Clark
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/975
ER -
Murat Uney, Bernard Mulgrew, Daniel E. Clark. (2016). Distributed Estimation of Latent Parameters in State Space Models Using Separable Likelihoods. IEEE SigPort. http://sigport.org/975
Murat Uney, Bernard Mulgrew, Daniel E. Clark, 2016. Distributed Estimation of Latent Parameters in State Space Models Using Separable Likelihoods. Available at: http://sigport.org/975.
Murat Uney, Bernard Mulgrew, Daniel E. Clark. (2016). "Distributed Estimation of Latent Parameters in State Space Models Using Separable Likelihoods." Web.
1. Murat Uney, Bernard Mulgrew, Daniel E. Clark. Distributed Estimation of Latent Parameters in State Space Models Using Separable Likelihoods [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/975

Particle flow for particle filtering

Paper Details

Authors:
Yunpeng Li, Lingling Zhao, Mark Coates
Submitted On:
22 March 2016 - 2:38am
Short Link:
Type:
Event:
Presenter's Name:
Paper Code:
Document Year:
Cite

Document Files

ICASSP_2016_V3.pdf

(336 downloads)

Subscribe

[1] Yunpeng Li, Lingling Zhao, Mark Coates, "Particle flow for particle filtering", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/957. Accessed: Nov. 19, 2018.
@article{957-16,
url = {http://sigport.org/957},
author = {Yunpeng Li; Lingling Zhao; Mark Coates },
publisher = {IEEE SigPort},
title = {Particle flow for particle filtering},
year = {2016} }
TY - EJOUR
T1 - Particle flow for particle filtering
AU - Yunpeng Li; Lingling Zhao; Mark Coates
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/957
ER -
Yunpeng Li, Lingling Zhao, Mark Coates. (2016). Particle flow for particle filtering. IEEE SigPort. http://sigport.org/957
Yunpeng Li, Lingling Zhao, Mark Coates, 2016. Particle flow for particle filtering. Available at: http://sigport.org/957.
Yunpeng Li, Lingling Zhao, Mark Coates. (2016). "Particle flow for particle filtering." Web.
1. Yunpeng Li, Lingling Zhao, Mark Coates. Particle flow for particle filtering [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/957

Decreasing the Measurement Time of Blood Sugar Tests using Particle Filtering

Paper Details

Authors:
Ann-Kathrin Seifert, Nevine Demitri, Abdelhak M. Zoubir
Submitted On:
20 March 2016 - 11:29pm
Short Link:
Type:
Event:
Presenter's Name:
Paper Code:
Document Year:
Cite

Document Files

poster_seifert.pdf

(311 downloads)

Subscribe

[1] Ann-Kathrin Seifert, Nevine Demitri, Abdelhak M. Zoubir, "Decreasing the Measurement Time of Blood Sugar Tests using Particle Filtering", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/907. Accessed: Nov. 19, 2018.
@article{907-16,
url = {http://sigport.org/907},
author = {Ann-Kathrin Seifert; Nevine Demitri; Abdelhak M. Zoubir },
publisher = {IEEE SigPort},
title = {Decreasing the Measurement Time of Blood Sugar Tests using Particle Filtering},
year = {2016} }
TY - EJOUR
T1 - Decreasing the Measurement Time of Blood Sugar Tests using Particle Filtering
AU - Ann-Kathrin Seifert; Nevine Demitri; Abdelhak M. Zoubir
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/907
ER -
Ann-Kathrin Seifert, Nevine Demitri, Abdelhak M. Zoubir. (2016). Decreasing the Measurement Time of Blood Sugar Tests using Particle Filtering. IEEE SigPort. http://sigport.org/907
Ann-Kathrin Seifert, Nevine Demitri, Abdelhak M. Zoubir, 2016. Decreasing the Measurement Time of Blood Sugar Tests using Particle Filtering. Available at: http://sigport.org/907.
Ann-Kathrin Seifert, Nevine Demitri, Abdelhak M. Zoubir. (2016). "Decreasing the Measurement Time of Blood Sugar Tests using Particle Filtering." Web.
1. Ann-Kathrin Seifert, Nevine Demitri, Abdelhak M. Zoubir. Decreasing the Measurement Time of Blood Sugar Tests using Particle Filtering [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/907

Regression, the Periodogram, and the Lomb-Scargle Periodogram


In \cite{Lomb}, Lomb developed a nonlinear regression approach to estimating the frequency of a noisy sinusoid when the measurement times were not equispaced, and a method for correcting the times so that the resulting regression sum of squares appeared very similar to the usual periodogram.

Paper Details

Authors:
Barry Quinn
Submitted On:
19 March 2016 - 9:10pm
Short Link:
Type:
Event:
Presenter's Name:
Document Year:
Cite

Document Files

184-lombposter.pdf

(371 downloads)

Subscribe

[1] Barry Quinn, "Regression, the Periodogram, and the Lomb-Scargle Periodogram", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/847. Accessed: Nov. 19, 2018.
@article{847-16,
url = {http://sigport.org/847},
author = {Barry Quinn },
publisher = {IEEE SigPort},
title = {Regression, the Periodogram, and the Lomb-Scargle Periodogram},
year = {2016} }
TY - EJOUR
T1 - Regression, the Periodogram, and the Lomb-Scargle Periodogram
AU - Barry Quinn
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/847
ER -
Barry Quinn. (2016). Regression, the Periodogram, and the Lomb-Scargle Periodogram. IEEE SigPort. http://sigport.org/847
Barry Quinn, 2016. Regression, the Periodogram, and the Lomb-Scargle Periodogram. Available at: http://sigport.org/847.
Barry Quinn. (2016). "Regression, the Periodogram, and the Lomb-Scargle Periodogram." Web.
1. Barry Quinn. Regression, the Periodogram, and the Lomb-Scargle Periodogram [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/847

Rate Analysis For Detection Of Sparse Mixtures

Paper Details

Authors:
Jonathan G. Ligo, George V. Moustakides, Venugopal V. Veeravalli
Submitted On:
19 March 2016 - 5:41pm
Short Link:
Type:
Event:
Presenter's Name:
Document Year:
Cite

Document Files

icassp_ligo_moustakides_veeravalli_poster.pdf

(317 downloads)

Subscribe

[1] Jonathan G. Ligo, George V. Moustakides, Venugopal V. Veeravalli, "Rate Analysis For Detection Of Sparse Mixtures", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/836. Accessed: Nov. 19, 2018.
@article{836-16,
url = {http://sigport.org/836},
author = {Jonathan G. Ligo; George V. Moustakides; Venugopal V. Veeravalli },
publisher = {IEEE SigPort},
title = {Rate Analysis For Detection Of Sparse Mixtures},
year = {2016} }
TY - EJOUR
T1 - Rate Analysis For Detection Of Sparse Mixtures
AU - Jonathan G. Ligo; George V. Moustakides; Venugopal V. Veeravalli
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/836
ER -
Jonathan G. Ligo, George V. Moustakides, Venugopal V. Veeravalli. (2016). Rate Analysis For Detection Of Sparse Mixtures. IEEE SigPort. http://sigport.org/836
Jonathan G. Ligo, George V. Moustakides, Venugopal V. Veeravalli, 2016. Rate Analysis For Detection Of Sparse Mixtures. Available at: http://sigport.org/836.
Jonathan G. Ligo, George V. Moustakides, Venugopal V. Veeravalli. (2016). "Rate Analysis For Detection Of Sparse Mixtures." Web.
1. Jonathan G. Ligo, George V. Moustakides, Venugopal V. Veeravalli. Rate Analysis For Detection Of Sparse Mixtures [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/836

Robust Inference for State-Space Models with Skewed Measurement Noise


Filtering and smoothing algorithms for linear discrete-time state-space models with skewed and heavy-tailed measurement noise are presented. The algorithms use a variational Bayes approximation of the posterior distribution of models that have normal prior and skew-t-distributed measurement noise.

Paper Details

Authors:
Henri Nurminen, Tohid Ardeshiri, Robert Piche, Fredrik Gustafsson
Submitted On:
19 March 2016 - 12:12pm
Short Link:
Type:
Event:
Presenter's Name:
Document Year:
Cite

Document Files

ICASSP2016_poster.pdf

(326 downloads)

Subscribe

[1] Henri Nurminen, Tohid Ardeshiri, Robert Piche, Fredrik Gustafsson, "Robust Inference for State-Space Models with Skewed Measurement Noise", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/823. Accessed: Nov. 19, 2018.
@article{823-16,
url = {http://sigport.org/823},
author = {Henri Nurminen; Tohid Ardeshiri; Robert Piche; Fredrik Gustafsson },
publisher = {IEEE SigPort},
title = {Robust Inference for State-Space Models with Skewed Measurement Noise},
year = {2016} }
TY - EJOUR
T1 - Robust Inference for State-Space Models with Skewed Measurement Noise
AU - Henri Nurminen; Tohid Ardeshiri; Robert Piche; Fredrik Gustafsson
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/823
ER -
Henri Nurminen, Tohid Ardeshiri, Robert Piche, Fredrik Gustafsson. (2016). Robust Inference for State-Space Models with Skewed Measurement Noise. IEEE SigPort. http://sigport.org/823
Henri Nurminen, Tohid Ardeshiri, Robert Piche, Fredrik Gustafsson, 2016. Robust Inference for State-Space Models with Skewed Measurement Noise. Available at: http://sigport.org/823.
Henri Nurminen, Tohid Ardeshiri, Robert Piche, Fredrik Gustafsson. (2016). "Robust Inference for State-Space Models with Skewed Measurement Noise." Web.
1. Henri Nurminen, Tohid Ardeshiri, Robert Piche, Fredrik Gustafsson. Robust Inference for State-Space Models with Skewed Measurement Noise [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/823

ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION

Paper Details

Authors:
Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar
Submitted On:
19 March 2016 - 7:47am
Short Link:
Type:
Event:
Presenter's Name:
Document Year:
Cite

Document Files

poster_icassp2016_A0.pdf

(356 downloads)

Subscribe

[1] Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar, "ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/802. Accessed: Nov. 19, 2018.
@article{802-16,
url = {http://sigport.org/802},
author = {Mohammadreza Hassannejad Bibalan;Hamidreza Amindavar },
publisher = {IEEE SigPort},
title = {ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION},
year = {2016} }
TY - EJOUR
T1 - ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION
AU - Mohammadreza Hassannejad Bibalan;Hamidreza Amindavar
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/802
ER -
Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar. (2016). ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION. IEEE SigPort. http://sigport.org/802
Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar, 2016. ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION. Available at: http://sigport.org/802.
Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar. (2016). "ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION." Web.
1. Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar. ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/802

Choosing the diagonal loading factor for linear signal estimation using cross validation


Linear signal estimation based on sample covariance matrices (SCMs) can perform poorly if the training data are limited and the SCMs are ill-conditioned. Diagonal loading (DL) may be used to improve robustness in the face of limited training data. This paper introduces two leave-one-out cross-validation schemes for choosing the DL factor. One scheme repeatedly splits the training data with respect to time, while the other repeatedly splits the out-of-training data with respect to space.

Paper Details

Authors:
Jun Tong, Qinghua Guo, Jiangtao Xi, Yanguang Yu, Peter J. Schreier
Submitted On:
18 March 2016 - 4:29pm
Short Link:
Type:
Event:
Presenter's Name:
Document Year:
Cite

Document Files

icassp16pres.pdf

(396 downloads)

Subscribe

[1] Jun Tong, Qinghua Guo, Jiangtao Xi, Yanguang Yu, Peter J. Schreier, "Choosing the diagonal loading factor for linear signal estimation using cross validation", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/777. Accessed: Nov. 19, 2018.
@article{777-16,
url = {http://sigport.org/777},
author = {Jun Tong; Qinghua Guo; Jiangtao Xi; Yanguang Yu; Peter J. Schreier },
publisher = {IEEE SigPort},
title = {Choosing the diagonal loading factor for linear signal estimation using cross validation},
year = {2016} }
TY - EJOUR
T1 - Choosing the diagonal loading factor for linear signal estimation using cross validation
AU - Jun Tong; Qinghua Guo; Jiangtao Xi; Yanguang Yu; Peter J. Schreier
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/777
ER -
Jun Tong, Qinghua Guo, Jiangtao Xi, Yanguang Yu, Peter J. Schreier. (2016). Choosing the diagonal loading factor for linear signal estimation using cross validation. IEEE SigPort. http://sigport.org/777
Jun Tong, Qinghua Guo, Jiangtao Xi, Yanguang Yu, Peter J. Schreier, 2016. Choosing the diagonal loading factor for linear signal estimation using cross validation. Available at: http://sigport.org/777.
Jun Tong, Qinghua Guo, Jiangtao Xi, Yanguang Yu, Peter J. Schreier. (2016). "Choosing the diagonal loading factor for linear signal estimation using cross validation." Web.
1. Jun Tong, Qinghua Guo, Jiangtao Xi, Yanguang Yu, Peter J. Schreier. Choosing the diagonal loading factor for linear signal estimation using cross validation [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/777

Active Online Learning of Trusts in Social Networks

Paper Details

Authors:
Hoi-To Wai, Anna Scaglione, Amir Leshem
Submitted On:
18 March 2016 - 3:01pm
Short Link:
Type:
Event:
Presenter's Name:
Document Year:
Cite

Document Files

icassp16_slides.pdf

(366 downloads)

Subscribe

[1] Hoi-To Wai, Anna Scaglione, Amir Leshem, "Active Online Learning of Trusts in Social Networks", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/776. Accessed: Nov. 19, 2018.
@article{776-16,
url = {http://sigport.org/776},
author = {Hoi-To Wai; Anna Scaglione; Amir Leshem },
publisher = {IEEE SigPort},
title = {Active Online Learning of Trusts in Social Networks},
year = {2016} }
TY - EJOUR
T1 - Active Online Learning of Trusts in Social Networks
AU - Hoi-To Wai; Anna Scaglione; Amir Leshem
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/776
ER -
Hoi-To Wai, Anna Scaglione, Amir Leshem. (2016). Active Online Learning of Trusts in Social Networks. IEEE SigPort. http://sigport.org/776
Hoi-To Wai, Anna Scaglione, Amir Leshem, 2016. Active Online Learning of Trusts in Social Networks. Available at: http://sigport.org/776.
Hoi-To Wai, Anna Scaglione, Amir Leshem. (2016). "Active Online Learning of Trusts in Social Networks." Web.
1. Hoi-To Wai, Anna Scaglione, Amir Leshem. Active Online Learning of Trusts in Social Networks [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/776

ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION

Paper Details

Authors:
Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar
Submitted On:
17 March 2016 - 9:08pm
Short Link:
Type:
Event:
Document Year:
Cite

Document Files

poster_icassp2016_A0.pdf

(316 downloads)

Subscribe

[1] Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar, "ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/755. Accessed: Nov. 19, 2018.
@article{755-16,
url = {http://sigport.org/755},
author = {Mohammadreza Hassannejad Bibalan;Hamidreza Amindavar },
publisher = {IEEE SigPort},
title = {ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION},
year = {2016} }
TY - EJOUR
T1 - ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION
AU - Mohammadreza Hassannejad Bibalan;Hamidreza Amindavar
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/755
ER -
Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar. (2016). ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION. IEEE SigPort. http://sigport.org/755
Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar, 2016. ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION. Available at: http://sigport.org/755.
Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar. (2016). "ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION." Web.
1. Mohammadreza Hassannejad Bibalan,Hamidreza Amindavar. ON PARAMETER ESTIMATION OF SYMMETRIC ALPHA-STABLE DISTRIBUTION [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/755

Pages