The need to model data with higher dimensions, such as a tensor-variate framework where each observation is considered a three-dimensional object, increases due to rapid improvements in computational power and data st...
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The need to model data with higher dimensions, such as a tensor-variate framework where each observation is considered a three-dimensional object, increases due to rapid improvements in computational power and data storage capabilities. In this study, a finite mixture of hidden Markov model for tensor-variate time series data is developed. Simulation studies demonstrate high classification accuracy for both cluster and regime IDs. To further validate the usefulness of the proposed model, it is applied to real-life data with promising results.
We measure the influence of individual observations on the sequence of the hidden states of the Hidden Markov Model (HMM) by means of the Kullback-Leibler distance (KLD). Namely, we consider the KLD between the condit...
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We measure the influence of individual observations on the sequence of the hidden states of the Hidden Markov Model (HMM) by means of the Kullback-Leibler distance (KLD). Namely, we consider the KLD between the conditional distribution of the hidden states' chain given the complete sequence of observations and the conditional distribution of the hidden chain given all the observations but the one under consideration. We introduce a linear complexity algorithm for computing the influence of all the observations. As an illustration, we investigate the application of our algorithm to the problem of detecting meaningful observations} in HMM data series.
This is a semitutorial paper on trellis-based algorithms. We argue that most decoding/detection algorithms described on trellises can be formulated as path-partitioning algorithms, with proper definitions of mappings ...
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This is a semitutorial paper on trellis-based algorithms. We argue that most decoding/detection algorithms described on trellises can be formulated as path-partitioning algorithms, with proper definitions of mappings from subsets of paths to metrics of subsets. Thereby, the only two operations needed are path-concatenation and path-collection, which play the roles of multiplication and addition, respectively. Furthermore, we show that the trellis structure permits the path-partitioning algorithms to be formulated as forward-only algorithms (with structures resembling the Viterbi algorithm), thus eliminating the need for backward computations regardless of what task needs to be performed on the trellis. While all of the actual decoding/detection algorithms presented here are rederivations of variations of previously known methods, we believe that the exposition of the algorithms in a unified manner as forward-only path-partitioning algorithms is the most intuitive manner in which to generalize the Viterbi algorithm. We also believe that this approach may, in fact, influence the practical implementation of the algorithms as well as influence the construction of other forward-only algorithms (e.g., byte-wise forward-only detection algorithms).
In this article, we introduce a new proximal interior point algorithm (PIPA). This algorithm is able to handle convex optimization problems involving various constraints where the objective function is the sum of a Li...
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In this article, we introduce a new proximal interior point algorithm (PIPA). This algorithm is able to handle convex optimization problems involving various constraints where the objective function is the sum of a Lipschitz differentiable term and a possibly nonsmooth one. Each iteration of PIPA involves the minimization of a merit function evaluated for decaying values of a logarithmic barrier parameter. This inner minimization is performed thanks to a finite number of subiterations of a variable metric forward-backward method employing a line search strategy. The convergence of this latter step as well as the convergence the global method itself is analyzed. The numerical efficiency of the proposed approach is demonstrated in two image processing applications.
We consider the problem of semi-supervised segmentation of textured images. Existing model-based approaches model the intensity field of textured images as a Gauss-Markov random field to take into account the local sp...
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We consider the problem of semi-supervised segmentation of textured images. Existing model-based approaches model the intensity field of textured images as a Gauss-Markov random field to take into account the local spatial dependencies between the pixels. Classical Bayesian segmentation consists of also modeling the label field as a Markov random field to ensure that neighboring pixels correspond to the same texture class with high probability. Well-known relaxation techniques are available which find the optimal label field with respect to the maximum a posteriori or the maximum posterior mode criterion. But, these techniques are usually computationally intensive because they require a large number of iterations to converge. In this paper, we propose a new Bayesian framework by modeling two-dimensional textured images as the concatenation of two one-dimensional hidden Markov autoregressive models for the lines and the columns, respectively. A segmentation algorithm, which is similar to turbo decoding in the context of error-correcting codes, is obtained based on a factor graph approach. The proposed method estimates the unknown parameters using the Expectation-Maximization algorithm.
Models that combine Markovian states with implicit geometric state occupancy distributions and semi-Markovian states with explicit state occupancy distributions, are investigated. This type of model retains the flexib...
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Models that combine Markovian states with implicit geometric state occupancy distributions and semi-Markovian states with explicit state occupancy distributions, are investigated. This type of model retains the flexibility of hidden semi-Markov chains for the modeling of short or medium size homogeneous zones along sequences but also enables the modeling of long zones with Markovian states. The forward-backward algorithm, which in particular enables to implement efficiently the E-step of the EM algorithm, and the Viterbi algorithm for the restoration of the most likely state sequence are derived. It is also shown that macro-states, i.e. series-parallel networks of states with common observation distribution, are not a valid alternative to semi-Markovian states but may be useful at a more macroscopic level to combine Markovian states with semi-Markovian states. This statistical modeling approach is illustrated by the analysis of branching and flowering patterns in plants. (c) 2004 Elsevier B.V. All rights reserved.
A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces, and its convergence is established under the assumption that solutions exist. Unlike existing alternating a...
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A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces, and its convergence is established under the assumption that solutions exist. Unlike existing alternating algorithms, which are limited to two variables and linear coupling, our parallel method can handle an arbitrary number of variables as well as nonlinear coupling schemes. The breadth and flexibility of the proposed framework is illustrated through applications in the areas of evolution inclusions, variational problems, best approximation, and network flows.
Differential pulse-position modulation (DPPM) shows significant power and bandwidth efficiency, but suffers from serious insertion/deletion and substitution errors if the DPPM soft-decision symbol-by-symbol detection ...
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Differential pulse-position modulation (DPPM) shows significant power and bandwidth efficiency, but suffers from serious insertion/deletion and substitution errors if the DPPM soft-decision symbol-by-symbol detection method is used. In this paper, based on the DPPM transmission scheme combining the watermark with the low-density parity-check (LDPC) code, and the equivalent source and channel models, we propose an efficient decoding scheme using hidden Markov model (HMM). Specifically, with the known watermark and the equivalent source and channel models, a hidden markov model is first established to estimate the insertion/deletion errors of the received symbols. Then, a hard-decision forward-backward algorithm is used to recover synchronization and output the estimate of the codeword. Finally, Belief-Propagation (BP) decoding algorithm in the logarithmic domain is performed to correct the residual substitution errors. Simulation results reveal that compared with the decoding scheme using the dynamic programming (DP) and Viterbi algorithms, the proposed decoding scheme has superior performance in correcting insertion, deletion and substitution errors in DPPM transmission.
Spatial modulation, a multi-antenna technology which uses the antenna index as an additional means of conveying information, is an emerging technology for modem wireless communications. In this paper, a new distribute...
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Spatial modulation, a multi-antenna technology which uses the antenna index as an additional means of conveying information, is an emerging technology for modem wireless communications. In this paper, a new distributed version of spatial modulation is proposed which achieves virtual full-duplex communication (VFD-DSM) in order to increase system throughput. This throughput improvement is achieved by allowing the source to transmit new data while the relays implicitly forward the source's data in every time slot (via the index of the active relay) while explicitly transmitting their own data (via a conventional modulation technique). Motivated by the achievable throughput improvement with VFD-DSM, two maximum a posteriori (MAP) detection methods are proposed for implementation at the destination node: the first, called local MAP, is based on processing the signals received over two or three consecutive time slots, while the second, called global MAP, is based on symbol-error-rate optimal detection over an entire frame of data. For each MAP detection method, an error-aware version of the detector is also proposed which takes into account the demodulation error rate at the relays;this can achieve an extra BER advantage at the cost of additional complexity and an increased channel state information (CSI) requirement. Simulation results demonstrate that the proposed VFD-DSM protocol can provide an improved BER compared to the baseline protocol of successive relaying, while also providing a significant increase in the overall throughput since the relays can forward the source symbols while simultaneously transmitting their own data. The proposed VFD-DSM detectors are shown to provide a range of design choices offering different tradeoffs between BER performance and computational complexity. Finally, the impact of the data frame length in VFD-DSM on the error rate performance and system throughput is investigated, and it is shown how to choose the optimal frame length for
We present novel wavelet-based inpainting algorithms. Applying ideas from anisotropic regularization and diffusion, our models can better handle degraded pixels at edges. We interpret our algorithms within the framewo...
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We present novel wavelet-based inpainting algorithms. Applying ideas from anisotropic regularization and diffusion, our models can better handle degraded pixels at edges. We interpret our algorithms within the framework of forward-backward splitting methods in convex analysis and prove that the conditions for ensuring their convergence are fulfilled. Numerical examples illustrate the good performance of our algorithms.
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