Rao-Blackwellized particle smoothers for mixed linear/nonlinear state-space models

We consider the smoothing problem for a class of conditionally linear Gaussian state-space (CLGSS) models, referred to as mixed linear/nonlinear models. In contrast to the better studied hierarchical CLGSS models, these allow for an intricate cross dependence between the linear and the nonlinear parts of the state vector. We derive a Rao-Blackwellized particle smoother (RBPS) for this model class by exploiting its tractable substructure. The smoother is of the forward filtering/backward simulation type. A key feature of the proposed method is that, unlike existing RBPS for this model class, the linear part of the state vector is marginalized out in both the forward direction and in the backward direction. © 2013 IEEE.

Randomized nonlinear component analysis

Copyright © (2014) by the International Machine Learning Society (IMLS) All rights reserved. Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear re-lationships in data. Although nonlinear variants of PCA and CCA have been proposed, these are computationally prohibitive in the large scale. In a separate strand of recent research, randomized methods have been proposed to construct features that help reveal nonlinear patterns in data. For basic tasks such as regression or classification, random features exhibit little or no loss in performance, while achieving drastic savings in computational requirements. In this paper we leverage randomness to design scalable new variants of nonlinear PCA and CCA; our ideas extend to key multivariate analysis tools such as spectral clustering or LDA. We demonstrate our algorithms through experiments on real- world data, on which we compare against the state-of-the-art. A simple R implementation of the presented algorithms is provided.

APSK coded modulation schemes for nonlinear satellite channels with high power and spectral efficiency

A new class of 16-ary Amplitude Phase Shift Keying (APSK) coded modulations deemed double-ring PSK modulations best suited for (satellite) nonlinear channels is proposed. Constellation parameters optimization has been based on geometric and information-theoretic considerations. Furthermore, pre- and post-compensation techniques to reduce the nonlinearity impact have been examined. Digital timing clock and carrier phase have been derived and analyzed for a Turbo coded version of the same new modulation scheme. Finally, the performance of state-of the art Turbo coded modulation for this new 16-ary digital modulation has been investigated and compared to the known TCM schemes. It is shown that for the same coding scheme, double-ring APSK modulation outperforms classical 16-QAM and 16-PSK over a typical satellite nonlinear channel due to its intrinsic robustness against the High Power Amplifier (HPA) nonlinear characteristics. The new modulation is shown to be power- and spectrally-efficient, with interesting applications to satellite communications. © 2002 by the American Institute of Aeronautics and Astronautics, Inc.

An extension of slow feature analysis for nonlinear blind source separation

We present and test an extension of slow feature analysis as a novel approach to nonlinear blind source separation. The algorithm relies on temporal correlations and iteratively reconstructs a set of statistically independent sources from arbitrary nonlinear instantaneous mixtures. Simulations show that it is able to invert a complicated nonlinear mixture of two audio signals with a high reliability. The algorithm is based on a mathematical analysis of slow feature analysis for the case of input data that are generated from statistically independent sources. © 2014 Henning Sprekeler, Tiziano Zito and Laurenz Wiskott.