Probabilistic graphical models are a powerful concept for modeling high-dimensional distributions. Besides modeling distributions, probabilistic graphical models also provide an elegant framework for performing statistical inference; because of the high-dimensional nature, however, one must often use approximate methods for this purpose. Belief propagation performs approximate inference, is efficient, and looks back on a long success-story. Yet, in most cases, belief propagation lacks any performance and convergence guarantees. Many realistic problems are presented by graphical models with loops, however, in which case belief propagation is neither guaranteed to provide accurate estimates nor that it converges at all. This thesis investigates how the model parameters influence the performance of belief propagation. We are particularly interested in their influence on (i) the number of fixed points, (ii) the convergence properties, and (iii) the approximation quality. For this purpose, we take a different perspective ...

In this thesis we investigate centralized and distributed variants of sparse Bayesian learning (SBL), an effective probabilistic regression method used in machine learning. Since inference in an SBL model is not tractable in closed form, approximations are needed. We focus on the variational Bayesian approximation, as opposed to others used in the literature, for three reasons: First, it is a flexible general framework for approximate Bayesian inference that estimates probability densities including point estimates as a special case. Second, it has guaranteed convergence properties. And third, it is a deterministic approximation concept that is even applicable for high dimensional problems where non-deterministic sampling methods may be prohibitive. We resolve some inconsistencies in the literature involved in other SBL approximation techniques with regard to a proper Bayesian treatment and the incorporation of a very desired property, namely scale invariance. More specifically, ...

This dissertation details two classes of cooperative localization methods for wireless networks in mixed line-of-sight and non-line-of-sight (LOS/NLOS) environments. The classes of methods depend on the amount of prior knowledge available. The methods used for both classes are based on the assumptions in practical localization environments that neither NLOS identification nor experimental campaigns are affordable. Two major contributions are, first, in methods that provide satisfactory localization accuracy whilst relaxing the requirement on statistical knowledge about the measurement model. Second, in methods that provide significantly improved localization performance without the requirement of good initialization. In the first half of the dissertation, cooperative localization using received signal strength (RSS) measurements in homogeneous mixed LOS/NLOS environments is considered for the case where the key model parameter, the path loss exponent, is unknown. The approach taken is to model the positions and the path ...

In this thesis, we consider the problem of decentralized estimation under communication constraints in the context of Collaborative Signal and Information Processing. Motivated by sensor network applications, a high volume of data collected at distinct locations and possibly in diverse modalities together with the spatially distributed nature and the resource limitations of the underlying system are of concern. Designing processing schemes which match the constraints imposed by the system while providing a reasonable accuracy has been a major challenge in which we are particularly interested in the tradeoff between the estimation performance and the utilization of communications subject to energy and bandwidth constraints. One remarkable approach for decentralized inference in sensor networks is to exploit graphical models together with message passing algorithms. In this framework, after the so-called information graph of the problem is constructed, it is mapped onto the ...

Error control coding is an essential part of modern communications systems. LDPC codes have been demonstrated to offer performance near the fundamental limits of channels corrupted by random noise. Optimal maximum likelihood decoding of LDPC codes is too complex to be practically useful even at short block lengths and so a graph-based message passing decoder known as the belief propagation algorithm is used instead. In fact, on graphs without closed paths known as cycles the iterative message passing decoding is known to be optimal and may converge in a single iteration, although identifying the message update schedule which allows single-iteration convergence is not trivial. At finite block lengths graphs without cycles have poor minimum distance properties and perform poorly even under optimal decoding. LDPC codes with large block length have been demonstrated to offer performance close to that predicted for ...

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 ...

Making decisions and predictions from noisy observations are two important and challenging problems in many areas of society. Some examples of applications are recommendation systems for online shopping and streaming services, connecting genes with certain diseases and modelling climate change. In this thesis, we make use of Bayesian statistics to construct probabilistic models given prior information and historical data, which can be used for decision support and predictions. The main obstacle with this approach is that it often results in mathematical problems lacking analytical solutions. To cope with this, we make use of statistical simulation algorithms known as Monte Carlo methods to approximate the intractable solution. These methods enjoy well-understood statistical properties but are often computational prohibitive to employ. The main contribution of this thesis is the exploration of different strategies for accelerating inference methods based on sequential Monte Carlo ...

In this dissertation we focus on statistical signal processing for Data Fusion, with a particular focus on wireless sensor networks. Six topics are studied: (i) Data Fusion for classification under model uncertainty; (ii) Decision Fusion over coherent MIMO channels; (iii) Performance analysis of Maximum Ratio Combining in MIMO decision fusion; (iv) Decision Fusion over non-coherent MIMO channels; (v) Decision Fusion for distributed classification of multiple targets; (vi) Data Fusion for inverse localization problems, with application to wideband passive sonar platform estimation. The first topic of this thesis addresses the problem of lack of knowledge of the prior distribution in classification problems that operate on small data sets that may make the application of Bayes' rule questionable. Uniform or arbitrary priors may provide classification answers that, even in simple examples, may end up contradicting our common sense about the problem. Entropic ...

In this thesis we focus on the development of energy-efficient adaptive algorithms for Wireless Sensor Networks. Its contributions can be arranged in two main lines. Firstly, we focus on the efficient management of energy resources in WSNs equipped with finite-size batteries and energy-harvesting devices. To that end, we propose a censoring scheme by which the nodes are able to decide if a message transmission is worthy or not given their energetic condition. In order to do so, we model the system using a Markov Decision Process and use this model to derive optimal policies. Later, these policies are analyzed in simplified scenarios in order to get insights of their features. Finally, using Stochastic Approximation, we develop low-complexity censoring algorithms that approximate the optimal policy, with less computational complexity and faster convergence speed than other approaches such as Q-learning. Secondly, we ...

Distributed signal or information processing using Internet of Things (IoT), facilitates real-time monitoring of signals, for example, environmental pollutants, health indicators, and electric energy consumption in a smart city. Despite the promising capabilities of IoTs, these distributed deployments often face the challenge of data privacy and communication rate constraints. In traditional machine learning, training data is moved to a data center, which requires massive data movement from distributed IoT devices to a third-party location, thus raising concerns over privacy and inefficient use of communication resources. Moreover, the growing network size, model size, and data volume combined lead to unusual complexity in the design of optimization algorithms beyond the compute capability of a single device. This necessitates novel system architectures to ensure stable and secure operations of such networks. Federated learning (FL) architecture, a novel distributed learning paradigm introduced by McMahan ...

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 ...

In this thesis, advanced robust estimation methodologies for signal processing are developed and analyzed. The developed methodologies solve problems concerning multi-sensor data, robust model selection as well as robustness for dependent data. The work has been applied to solve practical signal processing problems in different areas of biomedical and array signal processing. In particular, for univariate independent data, a robust criterion is presented to select the model order with an application to corneal-height data modeling. The proposed criterion overcomes some limitations of existing robust criteria. For real-world data, it selects the radial model order of the Zernike polynomial of the corneal topography map in accordance with clinical expectations, even if the measurement conditions for the videokeratoscopy, which is the state-of-the-art method to collect corneal-height data, are poor. For multi-sensor data, robust model order selection selection criteria are proposed and applied ...

System designers across all disciplines of technology face the need to develop machines capable of independently processing and analyzing data and predicting future data. This is the fundamental problem of interest in “estimation theory,” wherein probabilistic analyses are used to isolate relationships between variables, and in “statistical inference,” wherein those variables are used to make inferences about real-world quantities. In practice, all estimators are designed based on limited statistical generalizations about the behavior of the observed and latent variables of interest; however, these models are rarely fully representative of reality. In such cases, there exists a “model misspecification,” and the resulting estimators will produce results that differ from those of the properly specified estimators. Evaluating the performance of a given estimator may sometimes be done by direct comparison of estimator outputs to known ground truth. However, in many cases, there ...

The proliferation of handheld devices such as smartphones and tablets brings a new scenario for biometric authentication, and in particular to automatic signature verification. Research on signature verification has been traditionally carried out using signatures acquired on digitizing tablets or Tablet-PCs. This PhD Thesis addresses the problem of user authentication on handled devices using handwritten signatures and graphical passwords based on free-form doodles, as well as the effects of biometric aging on signatures. The Thesis pretends to analyze: (i) which are the effects of mobile conditions on signature and doodle verification, (ii) which are the most distinctive features in mobile conditions, extracted from the pen or fingertip trajectory, (iii) how do different similarity computation (i.e. matching) algorithms behave with signatures and graphical passwords captured on mobile conditions, and (iv) what is the impact of aging on signature features and verification ...

This PhD thesis considers the problem of locating some target nodes in different wireless infrastructures such as wireless cellular radio networks and wireless sensor networks. To be as realistic as possible, mixed line-of-sight and non-line-of-sight (LOS/NLOS) localization environment is introduced. Both the conventional non-cooperative localization and the new emerging cooperative localization have been studied thoroughly. Owing to the random nature of the measurements, probabilistic methods are more advanced as compared to the old-fashioned geometric methods. The gist behind the probabilistic methods is to infer the unknown positions of the target nodes in an estimation process, given a set of noisy position related measurements, a probabilistic measurement model, and a few known reference positions. In contrast to the majority of the existing methods, harsh but practical constraints are taken into account: neither offline calibration nor non-line-of-sight state identification is equipped in ...