The scoring of a subject's sleep stages from electroencephalographic (EEG) signals is a costly process. As such, many approaches to its automation have been proposed, including ones based on Deep Learning. However, said approaches have yet to attain a level of performance good enough for use in clinical settings, in part due to the high variability between EEG recordings, and the challenges inherent to the classification of signals recorded in different environments.In this thesis, we tackle this issue through a novel angle, by representing each epoch within our EEG signals as a timeseries of covariance matrices. Said matrices, although a common tool for EEG analysis in Brain-Computer Interfaces (BCI), are not typically utilized in sleep stage scoring.Covariance matrices tend to be symmetric positive definite (SPD), with the set of SPD matrices forming a non-Euclidean Riemannian manifold. As such, a Euclidean ...

The theory of statistical signal processing finds a wide variety of applications in the fields of data communications, such as in channel estimation, equalization and symbol detection, and sensor array processing, as in beamforming, and radar systems. Indeed, a large number of these applications can be interpreted in terms of a parametric estimation problem, typically approached by a linear filtering operation acting upon a set of multidimensional observations. Moreover, in many cases, the underlying structure of the observable signals is linear in the parameter to be inferred. This dissertation is devoted to the design and evaluation of statistical signal processing methods under realistic implementation conditions encountered in practice. Traditional statistical signal processing techniques intrinsically provide a good performance under the availability of a particularly high number of observations of fixed dimension. Indeed, the original optimality conditions cannot be theoretically guaranteed ...

The first part of this dissertation considers distributed learning problems over networked agents. The general objective of distributed adaptation and learning is the solution of global, stochastic optimization problems through localized interactions and without information about the statistical properties of the data. Regularization is a useful technique to encourage or enforce structural properties on the resulting solution, such as sparsity or constraints. A substantial number of regularizers are inherently non-smooth, while many cost functions are differentiable. We propose distributed and adaptive strategies that are able to minimize aggregate sums of objectives. In doing so, we exploit the structure of the individual objectives as sums of differentiable costs and non-differentiable regularizers. The resulting algorithms are adaptive in nature and able to continuously track drifts in the problem; their recursions, however, are subject to persistent perturbations arising from the stochastic nature of ...

Developing realistic channel models is one of the greatest challenges for describing wireless communications. Their quality is crucial for accurately predicting the performance of a wireless system. While on the one hand, channel models have to be accurate in describing the physical properties of wave propagation, on the other hand, they have to be as least complex as possible. With the recent emergence of antennas with a massive amount of elements as a promising technology for a further enhancement of spectral efficiency, new channel models that characterize the propagation environment in both azimuth and elevation become necessary. While standardization bodies such as 3rd Generation Partnership Project (3GPP) and International Telecommunications Unit (ITU) have introduced a 3-dimensional (3D) geometry-based stochastic channel model, a system-level modeling has been missing to serve the purpose of further analysis and evaluations. Furthermore, with such a ...

This work aims at exploiting compressive sensing paradigms in order to reduce the cost of statistical learning tasks. We first provide a reminder of compressive sensing bases and describe some statistical analysis tasks using similar ideas. Then we describe a framework to perform parameter estimation on probabilistic mixture models in a case where training data is compressed to a fixed-size representation called a sketch. We formulate the estimation as a generalized inverse problem for which we propose a greedy algorithm. We experiment this framework and algorithm on an isotropic Gaussian mixture model. This proof of concept suggests the existence of theoretical recovery guarantees for sparse objects beyond the usual vector and matrix cases. We therefore study the generalization of linear inverse problems stability results on general signal models encompassing the standard cases and the sparse mixtures of probability distributions. We ...

Nonlinear parameter estimation for targets is one of the fundamental problem in statistical signal processing, and has attracted a lot of research interest in the past few decades, where higher estimation accuracy is one of the key objectives. Since there is no general closed-form expression on minimum mean-squared error (MSE), the lower bounds on MSE becomes the benchmark on performance evaluation for estimation algorithms. In the past half century, researches are devoted to find a lower bound with global tightness, strong physical interpretability, and ease of use in specific estimation scenarios. Therein, Ziv-Zakai bound (ZZB) has been proven as one of the globally tightest lower bounds. It establishes the intuitive relationship between the estimation error and the probability of error of a hypothesis testing problem, which provides better physical interpretability compared with other lower bounds. However, it still remains challenging ...

The thriving development of wireless communications calls for innovative and advanced signal processing techniques targeting at an enhanced performance in terms of reliability, throughput, robustness, efficiency, flexibility, etc.. This thesis addresses such a compelling demand and presents new and intriguing progress towards fulfilling it. We mainly concentrate on two advanced multi-dimensional signal processing challenges for wireless systems that have attracted tremendous research attention in recent years, multi-carrier Multiple-Input Multiple-Output (MIMO) systems and multi-dimensional harmonic retrieval. As the key technologies of wireless communications, the numerous benefits of MIMO and multi-carrier modulation, e.g., boosting the data rate and improving the link reliability, have long been identified and have ignited great research interest. In particular, the Orthogonal Frequency Division Multiplexing (OFDM)-based multi-user MIMO downlink with Space-Division Multiple Access (SDMA) combines the twofold advantages of MIMO and multi-carrier modulation. It is the essential element ...

Chapter 2 contains a short introduction to the fundamentals of compressed sensing theory, which is the larger context of this thesis. We start with introducing the key concepts of sparsity and sparse representations of signals. We discuss the central problem of compressed sensing, i.e. how to adequately recover sparse signals from a small number of measurements, as well as the multiple formulations of the reconstruction problem. A large part of the chapter is devoted to some of the most important conditions necessary and/or sufficient to guarantee accurate recovery. The aim is to introduce the reader to the basic results, without the burden of detailed proofs. In addition, we also present a few of the popular reconstruction and optimization algorithms that we use throughout the thesis. Chapter 3 presents an alternative sparsity model known as analysis sparsity, that offers similar recovery ...

The thesis addresses the problem of space-time codebook design for communication in multiple-input multiple-output (MIMO) wireless systems. The realistic and challenging non-coherent setup (channel state information is absent at the receiver) is considered. A generalized likelihood ratio test (GLRT)-like detector is assumed at the receiver and contrary to most existing approaches, an arbitrary correlation structure is allowed for the additive Gaussian observation noise. A theoretical analysis of the probability of error is derived, for both the high and low signal-to-noise ratio (SNR) regimes. This leads to a codebook design criterion which shows that optimal codebooks correspond to optimal packings in a Cartesian product of projective spaces. The actual construction of the codebooks involves solving a high-dimensional, nonlinear, nonsmooth optimization problem which is tackled here in two phases: a convex semi-definite programming (SDP) relaxation furnishes an initial point which is then ...

Due to a variety of potential barriers to sample acquisition, many of the datasets encountered in important classification applications, ranging from tumor identification to facial recognition, are characterized by small samples of high-dimensional data. In such situations, linear classifiers are popular as they have less risk of overfitting while being faster and more interpretable than non-linear classifiers. They are also easier to understand and implement for the inexperienced practitioner. In this dissertation, several gaps in the literature regarding the analysis and design of linear classifiers for high-dimensional data are addressed using tools from the field of asymptotic Random Matrix Theory (RMT) which facilitate the derivation of limits of relevant quantities or distributions, such as the probability of misclassification of a particular classifier or the asymptotic distribution of its discriminant, in the RMT regime where both the sample size and dimensionality ...

In the last decade, cooperation among multiple terminals has been seen as one of the more promising strategies to improve transmission speed in wireless communications networks. Basically, the idea is to mimic an antenna array and apply distributed versions of well-known space-diversity techniques. In this context, the simplest cooperative scheme is the relay channel: all the terminals (relays) that overhear a point-to-point communication between a source and a destination may decide to aid the source by forwarding (relaying) its message. In a mobile system, it is common to assume that the relays do not have any information about the channel between them and the destination. Under this hypothesis, the best solution to exploit the diversity offered by multiple transmitting antennas is to use space-time coding (STC). However, classical STC's are designed for systems with a fixed and usually low number ...

In Wireless Sensor Networks (WSN), the ability of sensor nodes to know its position is an enabler for a wide variety of applications for monitoring, control, and automation. Often, sensor data is meaningful only if its position can be determined. Many WSN are deployed indoors or in areas where Global Navigation Satellite System (GNSS) signal coverage is not available, and thus GNSS positioning cannot be guaranteed. In these scenarios, WSN may be relied upon to achieve a satisfactory degree of positioning accuracy. Typically, batteries power sensor nodes in WSN. These batteries are costly to replace. Therefore, power consumption is an important aspect, being performance and lifetime ofWSN strongly relying on the ability to reduce it. It is crucial to design effective strategies to maximize battery lifetime. Optimization of power consumption can be made at different layers. For example, at the ...

In the era of artificial intelligence, there has been a growing consensus that solutions to complex science and engineering problems require novel methodologies that can integrate interpretable physics-based modeling approaches with machine learning techniques, from stochastic optimization to deep neural networks. This thesis aims to develop new methodological and applied frameworks for combining the advantages of physics-based modeling and machine learning, with special attention to two important signal processing tasks: solving inverse problems in hyperspectral imaging and detecting changepoints in time series. The first part of the thesis addresses learning priors in model-based optimization for solving inverse problems in hyperspectral imaging systems. First, we introduce a tuning-free Plug-and-Play algorithm for hyperspectral image deconvolution (HID). Specifically, we decompose the optimization problem into two iterative sub-problems, learn deep priors to solve the blind denoising sub-problem with neural networks, and estimate hyperparameters with ...

This doctorate thesis focuses on sparse regression, a statistical modeling tool for selecting valuable predictors in underdetermined linear models. By imposing different constraints on the structure of the variable vector in the regression problem, one obtains estimates which have sparse supports, i.e., where only a few of the elements in the response variable have non-zero values. The thesis collects six papers which, to a varying extent, deals with the applications, implementations, modifications, translations, and other analysis of such problems. Sparse regression is often used to approximate additive models with intricate, non-linear, non-smooth or otherwise problematic functions, by creating an underdetermined model consisting of candidate values for these functions, and linear response variables which selects among the candidates. Sparse regression is therefore a widely used tool in applications such as, e.g., image processing, audio processing, seismological and biomedical modeling, but is ...

This thesis is concerned with the problem of broadband angle of arrival (AoA) estimation for sensor arrays. There is a rich theory of narrowband solutions to the AoA problem, which typically involves the covariance matrix of the received data and matrix factorisations such as the eigenvalue decomposition (EVD) to reach optimality in various senses. For broadband arrays, such as found in sonar, acoustics or other applications where signals do not fulfil the narrowband assumption, working with phase shifts between different signals — as sufficient in the narrowband case — does not suffice and explicit lags need to be taken into account. The required space-time covariance matrix of the data now has a lag dimension, and classical solutions such as those based on the EVD are no longer directly applicable. There are a number of existing broadband AoA techniques, which are ...