6 resultados para Covariance matrix estimation

em Universidad Politécnica de Madrid


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Finding the degree-constrained minimum spanning tree (DCMST) of a graph is a widely studied NP-hard problem. One of its most important applications is network design. Here we deal with a new variant of the DCMST problem, which consists of finding not only the degree- but also the role-constrained minimum spanning tree (DRCMST), i.e., we add constraints to restrict the role of the nodes in the tree to root, intermediate or leaf node. Furthermore, we do not limit the number of root nodes to one, thereby, generally, building a forest of DRCMSTs. The modeling of network design problems can benefit from the possibility of generating more than one tree and determining the role of the nodes in the network. We propose a novel permutation-based representation to encode these forests. In this new representation, one permutation simultaneously encodes all the trees to be built. We simulate a wide variety of DRCMST problems which we optimize using eight different evolutionary computation algorithms encoding individuals of the population using the proposed representation. The algorithms we use are: estimation of distribution algorithm, generational genetic algorithm, steady-state genetic algorithm, covariance matrix adaptation evolution strategy, differential evolution, elitist evolution strategy, non-elitist evolution strategy and particle swarm optimization. The best results are for the estimation of distribution algorithms and both types of genetic algorithms, although the genetic algorithms are significantly faster.

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Encontrar el árbol de expansión mínimo con restricción de grado de un grafo (DCMST por sus siglas en inglés) es un problema NP-complejo ampliamente estudiado. Una de sus aplicaciones más importantes es el dise~no de redes. Aquí nosotros tratamos una nueva variante del problema DCMST, que consiste en encontrar el árbol de expansión mínimo no solo con restricciones de grado, sino también con restricciones de rol (DRCMST), es decir, a~nadimos restricciones para restringir el rol que los nodos tienen en el árbol. Estos roles pueden ser nodo raíz, nodo intermedio o nodo hoja. Por otra parte, no limitamos el número de nodos raíz a uno, por lo que, en general, construiremos bosques de DRCMSTs. El modelado en los problemas de dise~no de redes puede beneficiarse de la posibilidad de generar más de un árbol y determinar el rol de los nodos en la red. Proponemos una nueva representación basada en permutaciones para codificar los bosques de DRCMSTs. En esta nueva representación, una permutación codifica simultáneamente todos los árboles que se construirán. Nosotros simulamos una amplia variedad de problemas DRCMST que optimizamos utilizando ocho algoritmos de computación evolutiva diferentes que codifican los individuos de la población utilizando la representación propuesta. Los algoritmos que utilizamos son: algoritmo de estimación de distribuciones (EDA), algoritmo genético generacional (gGA), algoritmo genético de estado estacionario (ssGA), estrategia evolutiva basada en la matriz de covarianzas (CMAES), evolución diferencial (DE), estrategia evolutiva elitista (ElitistES), estrategia evolutiva no elitista (NonElitistES) y optimización por enjambre de partículas (PSO). Los mejores resultados fueron para el algoritmo de estimación de distribuciones utilizado y ambos tipos de algoritmos genéticos, aunque los algoritmos genéticos fueron significativamente más rápidos.---ABSTRACT---Finding the degree-constrained minimum spanning tree (DCMST) of a graph is a widely studied NP-hard problem. One of its most important applications is network design. Here we deal with a new variant of the DCMST problem, which consists of finding not only the degree- but also the role-constrained minimum spanning tree (DRCMST), i.e., we add constraints to restrict the role of the nodes in the tree to root, intermediate or leaf node. Furthermore, we do not limit the number of root nodes to one, thereby, generally, building a forest of DRCMSTs. The modeling of network design problems can benefit from the possibility of generating more than one tree and determining the role of the nodes in the network. We propose a novel permutation-based representation to encode the forest of DRCMSTs. In this new representation, one permutation simultaneously encodes all the trees to be built. We simulate a wide variety of DRCMST problems which we optimize using eight diferent evolutionary computation algorithms encoding individuals of the population using the proposed representation. The algorithms we use are: estimation of distribution algorithm (EDA), generational genetic algorithm (gGA), steady-state genetic algorithm (ssGA), covariance matrix adaptation evolution strategy (CMAES), diferential evolution (DE), elitist evolution strategy (ElististES), non-elitist evolution strategy (NonElististES) and particle swarm optimization (PSO). The best results are for the estimation of distribution algorithm and both types of genetic algorithms, although the genetic algorithms are significantly faster. iv

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Triple-Play (3P) and Quadruple-Play (4P) services are being widely offered by telecommunication services providers. Such services must be able to offer equal or higher quality levels than those obtained with traditional systems, especially for the most demanding services such as broadcast IPTV. This paper presents a matrix-based model, defined in terms of service components, user perceptions, agent capabilities, performance indicators and evaluation functions, which allows to estimate the overall quality of a set of convergent services, as perceived by the users, from a set of performance and/or Quality of Service (QoS) parameters of the convergent IP transport network

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Here, a novel and efficient moving object detection strategy by non-parametric modeling is presented. Whereas the foreground is modeled by combining color and spatial information, the background model is constructed exclusively with color information, thus resulting in a great reduction of the computational and memory requirements. The estimation of the background and foreground covariance matrices, allows us to obtain compact moving regions while the number of false detections is reduced. Additionally, the application of a tracking strategy provides a priori knowledge about the spatial position of the moving objects, which improves the performance of the Bayesian classifier

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Whole brain resting state connectivity is a promising biomarker that might help to obtain an early diagnosis in many neurological diseases, such as dementia. Inferring resting-state connectivity is often based on correlations, which are sensitive to indirect connections, leading to an inaccurate representation of the real backbone of the network. The precision matrix is a better representation for whole brain connectivity, as it considers only direct connections. The network structure can be estimated using the graphical lasso (GL), which achieves sparsity through l1-regularization on the precision matrix. In this paper, we propose a structural connectivity adaptive version of the GL, where weaker anatomical connections are represented as stronger penalties on the corre- sponding functional connections. We applied beamformer source reconstruction to the resting state MEG record- ings of 81 subjects, where 29 were healthy controls, 22 were single-domain amnestic Mild Cognitive Impaired (MCI), and 30 were multiple-domain amnestic MCI. An atlas-based anatomical parcellation of 66 regions was ob- tained for each subject, and time series were assigned to each of the regions. The fiber densities between the re- gions, obtained with deterministic tractography from diffusion-weighted MRI, were used to define the anatomical connectivity. Precision matrices were obtained with the region specific time series in five different frequency bands. We compared our method with the traditional GL and a functional adaptive version of the GL, in terms of log-likelihood and classification accuracies between the three groups. We conclude that introduc- ing an anatomical prior improves the expressivity of the model and, in most cases, leads to a better classification between groups.

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The problem of channel estimation for multicarrier communications is addressed. We focus on systems employing the Discrete Cosine Transform Type-I (DCT1) even at both the transmitter and the receiver, presenting an algorithm which achieves an accurate estimation of symmetric channel filters using only a small number of training symbols. The solution is obtained by using either matrix inversion or compressed sensing algorithms. We provide the theoretical results which guarantee the validity of the proposed technique for the DCT1. Numerical simulations illustrate the good behaviour of the proposed algorithm.