Cramer-Rao-Type Bounds for Sparse Bayesian Learning

In this paper, we derive Hybrid, Bayesian and Marginalized Cramer-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their prior distribution parameters. We assume the unknown vector to be drawn from a compressible Student-prior distribution. We derive CRBs that encompass the deterministic or random nature of the unknown parameters of the prior distribution and the regression noise variance. We extend the MCRB to the case where the compressible vector is distributed according to a general compressible prior distribution, of which the generalized Pareto distribution is a special case. We use the derived bounds to uncover the relationship between the compressibility and Mean Square Error (MSE) in the estimates. Further, we illustrate the tightness and utility of the bounds through simulations, by comparing them with the MSE performance of two popular SBL-based estimators. We find that the MCRB is generally the tightest among the bounds derived and that the MSE performance of the Expectation-Maximization (EM) algorithm coincides with the MCRB for the compressible vector. We also illustrate the dependence of the MSE performance of SBL based estimators on the compressibility of the vector for several values of the number of observations and at different signal powers.

Error exponent analysis of energy-based bayesian spectrum sensing under fading channels

This paper analyzes the error exponents in Bayesian decentralized spectrum sensing, i.e., the detection of occupancy of the primary spectrum by a cognitive radio, with probability of error as the performance metric. At the individual sensors, the error exponents of a Central Limit Theorem (CLT) based detection scheme are analyzed. At the fusion center, a K-out-of-N rule is employed to arrive at the overall decision. It is shown that, in the presence of fading, for a fixed number of sensors, the error exponents with respect to the number of observations at both the individual sensors as well as at the fusion center are zero. This motivates the development of the error exponent with a certain probability as a novel metric that can be used to compare different detection schemes in the presence of fading. The metric is useful, for example, in answering the question of whether to sense for a pilot tone in a narrow band (and suffer Rayleigh fading) or to sense the entire wide-band signal (and suffer log-normal shadowing), in terms of the error exponent performance. The error exponents with a certain probability at both the individual sensors and at the fusion center are derived, with both Rayleigh as well as log-normal shadow fading. Numerical results are used to illustrate and provide a visual feel for the theoretical expressions obtained.

Nonparametric distributed sequential detection via universal source coding

We consider nonparametric or universal sequential hypothesis testing when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are primarily motivated from spectrum sensing in Cognitive Radios and intruder detection in wireless sensor networks. We use easily implementable universal lossless source codes to propose simple algorithms for such a setup. The algorithms are first proposed for discrete alphabet. Their performance and asymptotic properties are studied theoretically. Later these are extended to continuous alphabets. Their performance with two well known universal source codes, Lempel-Ziv code and KT-estimator with Arithmetic Encoder are compared. These algorithms are also compared with the tests using various other nonparametric estimators. Finally a decentralized version utilizing spatial diversity is also proposed and analysed.

Bayesian Accelerated Life Testing under Competing Weibull Causes of Failure

Consider a J-component series system which is put on Accelerated Life Test (ALT) involving K stress variables. First, a general formulation of ALT is provided for log-location-scale family of distributions. A general stress translation function of location parameter of the component log-lifetime distribution is proposed which can accommodate standard ones like Arrhenius, power-rule, log-linear model, etc., as special cases. Later, the component lives are assumed to be independent Weibull random variables with a common shape parameter. A full Bayesian methodology is then developed by letting only the scale parameters of the Weibull component lives depend on the stress variables through the general stress translation function. Priors on all the parameters, namely the stress coefficients and the Weibull shape parameter, are assumed to be log-concave and independent of each other. This assumption is to facilitate Gibbs sampling from the joint posterior. The samples thus generated from the joint posterior is then used to obtain the Bayesian point and interval estimates of the system reliability at usage condition.

Bayesian Accelerated Life Testing under Competing Weibull Causes of Failure

Consider a J-component series system which is put on Accelerated Life Test (ALT) involving K stress variables. First, a general formulation of ALT is provided for log-location-scale family of distributions. A general stress translation function of location parameter of the component log-lifetime distribution is proposed which can accommodate standard ones like Arrhenius, power-rule, log-linear model, etc., as special cases. Later, the component lives are assumed to be independent Weibull random variables with a common shape parameter. A full Bayesian methodology is then developed by letting only the scale parameters of the Weibull component lives depend on the stress variables through the general stress translation function. Priors on all the parameters, namely the stress coefficients and the Weibull shape parameter, are assumed to be log-concave and independent of each other. This assumption is to facilitate Gibbs sampling from the joint posterior. The samples thus generated from the joint posterior is then used to obtain the Bayesian point and interval estimates of the system reliability at usage condition.

Joint Approximately Sparse Channel Estimation and Data Detection in OFDM Systems Using Sparse Bayesian Learning

It is well known that the impulse response of a wide-band wireless channel is approximately sparse, in the sense that it has a small number of significant components relative to the channel delay spread. In this paper, we consider the estimation of the unknown channel coefficients and its support in OFDM systems using a sparse Bayesian learning (SBL) framework for exact inference. In a quasi-static, block-fading scenario, we employ the SBL algorithm for channel estimation and propose a joint SBL (J-SBL) and a low-complexity recursive J-SBL algorithm for joint channel estimation and data detection. In a time-varying scenario, we use a first-order autoregressive model for the wireless channel and propose a novel, recursive, low-complexity Kalman filtering-based SBL (KSBL) algorithm for channel estimation. We generalize the KSBL algorithm to obtain the recursive joint KSBL algorithm that performs joint channel estimation and data detection. Our algorithms can efficiently recover a group of approximately sparse vectors even when the measurement matrix is partially unknown due to the presence of unknown data symbols. Moreover, the algorithms can fully exploit the correlation structure in the multiple measurements. Monte Carlo simulations illustrate the efficacy of the proposed techniques in terms of the mean-square error and bit error rate performance.

NESTED SPARSE BAYESIAN LEARNING FOR BLOCK-SPARSE SIGNALS WITH INTRA-BLOCK CORRELATION

In this work, we address the recovery of block sparse vectors with intra-block correlation, i.e., the recovery of vectors in which the correlated nonzero entries are constrained to lie in a few clusters, from noisy underdetermined linear measurements. Among Bayesian sparse recovery techniques, the cluster Sparse Bayesian Learning (SBL) is an efficient tool for block-sparse vector recovery, with intra-block correlation. However, this technique uses a heuristic method to estimate the intra-block correlation. In this paper, we propose the Nested SBL (NSBL) algorithm, which we derive using a novel Bayesian formulation that facilitates the use of the monotonically convergent nested Expectation Maximization (EM) and a Kalman filtering based learning framework. Unlike the cluster-SBL algorithm, this formulation leads to closed-form EMupdates for estimating the correlation coefficient. We demonstrate the efficacy of the proposed NSBL algorithm using Monte Carlo simulations.

Multispectral Bayesian reconstruction technique for real-time two color fluorescence microscopy

We have developed a real-time imaging method for two-color wide-field fluorescence microscopy using a combined approach that integrates multi-spectral imaging and Bayesian image reconstruction technique. To enable simultaneous observation of two dyes (primary and secondary), we exploit their spectral properties that allow parallel recording in both the channels. The key advantage of this technique is the use of a single wavelength of light to excite both the primary dye and the secondary dye. The primary and secondary dyes respectively give rise to fluorescence and bleed-through signal, which after normalization were merged to obtain two-color 3D images. To realize real-time imaging, we employed maximum likelihood (ML) and maximum a posteriori (MAP) techniques on a high-performance computing platform (GPU). The results show two-fold improvement in contrast while the signal-to-background ratio (SBR) is improved by a factor of 4. We report a speed boost of 52 and 350 for 2D and 3D images respectively. Using this system, we have studied the real-time protein aggregation in yeast cells and HeLa cells that exhibits dot-like protein distribution. The proposed technique has the ability to temporally resolve rapidly occurring biological events.

Bayesian parameter identification in dynamic state space models using modified measurement equations

When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.

A New Algorithm for Nonparametric Sequential Detection

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to a general family of distributions. We propose a simple algorithm to address the problem. Its performance is analysed and asymptotic properties are proved. The simulated and analysed performance of the algorithm is compared with an earlier algorithm addressing the same problem with similar assumptions. Finally, we provide a justification for our model motivated by a Cognitive Radio scenario and modify the algorithm for optimizing performance when information about the prior probabilities of occurrence of the two hypotheses is available.

Joint Channel Estimation and Data Detection in MIMO-OFDM Systems: A Sparse Bayesian Learning Approach

The impulse response of wireless channels between the N-t transmit and N-r receive antennas of a MIMO-OFDM system are group approximately sparse (ga-sparse), i.e., NtNt the channels have a small number of significant paths relative to the channel delay spread and the time-lags of the significant paths between transmit and receive antenna pairs coincide. Often, wireless channels are also group approximately cluster-sparse (gac-sparse), i.e., every ga-sparse channel consists of clusters, where a few clusters have all strong components while most clusters have all weak components. In this paper, we cast the problem of estimating the ga-sparse and gac-sparse block-fading and time-varying channels in the sparse Bayesian learning (SBL) framework and propose a bouquet of novel algorithms for pilot-based channel estimation, and joint channel estimation and data detection, in MIMO-OFDM systems. The proposed algorithms are capable of estimating the sparse wireless channels even when the measurement matrix is only partially known. Further, we employ a first-order autoregressive modeling of the temporal variation of the ga-sparse and gac-sparse channels and propose a recursive Kalman filtering and smoothing (KFS) technique for joint channel estimation, tracking, and data detection. We also propose novel, parallel-implementation based, low-complexity techniques for estimating gac-sparse channels. Monte Carlo simulations illustrate the benefit of exploiting the gac-sparse structure in the wireless channel in terms of the mean square error (MSE) and coded bit error rate (BER) performance.

Near-Optimal Detection Thresholds for Bayesian Spectrum Sensing Under Fading

This paper considers the problem of energy-based, Bayesian spectrum sensing in cognitive radios under various fading environments. Under the well-known central limit theorem based model for energy detection, we derive analytically tractable expressions for near-optimal detection thresholds that minimize the probability of error under lognormal, Nakagami-m, and Weibull fading. For the Suzuki fading case, a generalized gamma approximation is provided, which saves on the computation of an integral. In each case, the accuracy of the theoretical expressions as compared to the optimal thresholds are illustrated through simulations.

Error exponent analysis of energy-based Bayesian decentralized spectrum sensing under fading

This paper considers decentralized spectrum sensing, i.e., detection of occupancy of the primary users' spectrum by a set of Cognitive Radio (CR) nodes, under a Bayesian set-up. The nodes use energy detection to make their individual decisions, which are combined at a Fusion Center (FC) using the K-out-of-N fusion rule. The channel from the primary transmitter to the CR nodes is assumed to undergo fading, while that from the nodes to the FC is assumed to be error-free. In this scenario, a novel concept termed as the Error Exponent with a Confidence Level (EECL) is introduced to evaluate and compare the performance of different detection schemes. Expressions for the EECL under general fading conditions are derived. As a special case, it is shown that the conventional error exponent both at individual sensors, and at the FC is zero. Further, closed-form lower bounds on the EECL are derived under Rayleigh fading and lognormal shadowing. As an example application, it answers the question of whether to use pilot-signal based narrowband sensing, where the signal undergoes Rayleigh fading, or to sense over the entire bandwidth of a wideband signal, where the signal undergoes lognormal shadowing. Theoretical results are validated using Monte Carlo simulations. (C) 2015 Elsevier B.V. All rights reserved.

Distributed Nonparametric Sequential Spectrum Sensing under Electromagnetic Interference

We propose a distributed sequential algorithm for quick detection of spectral holes in a Cognitive Radio set up. Two or more local nodes make decisions and inform the fusion centre (FC) over a reporting Multiple Access Channel (MAC), which then makes the final decision. The local nodes use energy detection and the FC uses mean detection in the presence of fading, heavy-tailed electromagnetic interference (EMI) and outliers. The statistics of the primary signal, channel gain and the EMI is not known. Different nonparametric sequential algorithms are compared to choose appropriate algorithms to be used at the local nodes and the Fe. Modification of a recently developed random walk test is selected for the local nodes for energy detection as well as at the fusion centre for mean detection. We show via simulations and analysis that the nonparametric distributed algorithm developed performs well in the presence of fading, EMI and outliers. The algorithm is iterative in nature making the computation and storage requirements minimal.