Gaussian mixture background modelling optimisation for micro-controllers

This paper proposes an optimisation of the adaptive Gaussian mixture background model that allows the deployment of the method on processors with low memory capacity. The effect of the granularity of the Gaussian mean-value and variance in an integer-based implementation is investigated and novel updating rules of the mixture weights are described. Based on the proposed framework, an implementation for a very low power consumption micro-controller is presented. Results show that the proposed method operates in real time on the micro-controller and has similar performance to the original model. © 2012 Springer-Verlag.

A Gaussian-mixture ensemble transform filter

We generalize the popular ensemble Kalman filter to an ensemble transform filter, in which the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous formulation of the Bayesian filter analysis step. We call the new filter algorithm the ensemble Gaussian-mixture filter (EGMF). The EGMF is implemented for three simple test problems (Brownian dynamics in one dimension, Langevin dynamics in two dimensions and the three-dimensional Lorenz-63 model). It is demonstrated that the EGMF is capable of tracking systems with non-Gaussian uni- and multimodal ensemble distributions. Copyright © 2011 Royal Meteorological Society

On-line Gaussian mixture density estimator for adaptive minimum bit-error-rate beamforming receivers

We develop an on-line Gaussian mixture density estimator (OGMDE) in the complex-valued domain to facilitate adaptive minimum bit-error-rate (MBER) beamforming receiver for multiple antenna based space-division multiple access systems. Specifically, the novel OGMDE is proposed to adaptively model the probability density function of the beamformer’s output by tracking the incoming data sample by sample. With the aid of the proposed OGMDE, our adaptive beamformer is capable of updating the beamformer’s weights sample by sample to directly minimize the achievable bit error rate (BER). We show that this OGMDE based MBER beamformer outperforms the existing on-line MBER beamformer, known as the least BER beamformer, in terms of both the convergence speed and the achievable BER.

A Bayesian Spatial Mixture Model for FMRI Analysis

We develop, implement and study a new Bayesian spatial mixture model (BSMM). The proposed BSMM allows for spatial structure in the binary activation indicators through a latent thresholded Gaussian Markov random field. We develop a Gibbs (MCMC) sampler to perform posterior inference on the model parameters, which then allows us to assess the posterior probabilities of activation for each voxel. One purpose of this article is to compare the HJ model and the BSMM in terms of receiver operating characteristics (ROC) curves. Also we consider the accuracy of the spatial mixture model and the BSMM for estimation of the size of the activation region in terms of bias, variance and mean squared error. We perform a simulation study to examine the aforementioned characteristics under a variety of configurations of spatial mixture model and BSMM both as the size of the region changes and as the magnitude of activation changes.

A stochastic model for natural feature representation

This paper presents a robust stochastic model for the incorporation of natural features within data fusion algorithms. The representation combines Isomap, a non-linear manifold learning algorithm, with Expectation Maximization, a statistical learning scheme. The representation is computed offline and results in a non-linear, non-Gaussian likelihood model relating visual observations such as color and texture to the underlying visual states. The likelihood model can be used online to instantiate likelihoods corresponding to observed visual features in real-time. The likelihoods are expressed as a Gaussian Mixture Model so as to permit convenient integration within existing nonlinear filtering algorithms. The resulting compactness of the representation is especially suitable to decentralized sensor networks. Real visual data consisting of natural imagery acquired from an Unmanned Aerial Vehicle is used to demonstrate the versatility of the feature representation.

Vector quantization based Gaussian modeling for speaker verification

Gaussian mixture models (GMMs) have become an established means of modeling feature distributions in speaker recognition systems. It is useful for experimentation and practical implementation purposes to develop and test these models in an efficient manner particularly when computational resources are limited. A method of combining vector quantization (VQ) with single multi-dimensional Gaussians is proposed to rapidly generate a robust model approximation to the Gaussian mixture model. A fast method of testing these systems is also proposed and implemented. Results on the NIST 1996 Speaker Recognition Database suggest comparable and in some cases an improved verification performance to the traditional GMM based analysis scheme. In addition, previous research for the task of speaker identification indicated a similar system perfomance between the VQ Gaussian based technique and GMMs

Fast re-parameterisation of Gaussian mixture models for robotics applications

Autonomous navigation and picture compilation tasks require robust feature descriptions or models. Given the non Gaussian nature of sensor observations, it will be shown that Gaussian mixture models provide a general probabilistic representation allowing analytical solutions to the update and prediction operations in the general Bayesian filtering problem. Each operation in the Bayesian filter for Gaussian mixture models multiplicatively increases the number of parameters in the representation leading to the need for a re-parameterisation step. A computationally efficient re-parameterisation step will be demonstrated resulting in a compact and accurate estimate of the true distribution.

Examining the cost efficiency of Chinese hydroelectric companies using a finite mixture model

This paper evaluates the operational activities of Chinese hydroelectric power companies over the period 2000-2010 using a finite mixture model that controls for unobserved heterogeneity. In so doing, a stochastic frontier latent class model, which allows for the existence of different technologies, is adopted to estimate cost frontiers. This procedure not only enables us to identify different groups among the hydro-power companies analysed, but also permits the analysis of their cost efficiency. The main result is that three groups are identified in the sample, each equipped with different technologies, suggesting that distinct business strategies need to be adapted to the characteristics of China's hydro-power companies. Some managerial implications are developed. © 2012 Elsevier B.V.

Gaussian Schell-model beams and general shape invariance

We present two six-parameter families of anisotropic Gaussian Schell-model beams that propagate in a shape-invariant manner, with the intensity distribution continuously twisting about the beam axis. The two families differ in the sense or helicity of this beam twist. The propagation characteristics of these shape-invariant beams are studied, and the restrictions on the beam parameters that arise from the optical uncertainty principle are brought out. Shape invariance is traced to a fundamental dynamical symmetry that underlies these beams. This symmetry is the product of spatial rotation and fractional Fourier transformation.

Anisotropic Gaussian Schell-model beams: Passage through optical systems and associated invariants

Anisotropic Gaussian Schell-model (AGSM) fields and their transformation by first-order optical systems (FOS’s) forming Sp(4,R) are studied using the generalized pencils of rays. The fact that Sp(4,R), rather than the larger group SL(4,R), is the relevant group is emphasized. A convenient geometrical picture wherein AGSM fields and FOS’s are represented, respectively, by antisymmetric second-rank tensors and de Sitter transformations in a (3+2)-dimensional space is developed. These fields are shown to separate into two qualitatively different families of orbits and the invariants over each orbit, two in number, are worked out. We also develop another geometrical picture in a (2+1)-dimensional Minkowski space suitable for the description of the action of axially symmetric FOS’s on AGSM fields, and the invariants, now seven in number, are derived. Interesting limiting cases forming coherent and quasihomogeneous fields are analyzed.

Bayesian mixture model estimation of aerosol particle size distributions

In this paper, we examine approaches to estimate a Bayesian mixture model at both single and multiple time points for a sample of actual and simulated aerosol particle size distribution (PSD) data. For estimation of a mixture model at a single time point, we use Reversible Jump Markov Chain Monte Carlo (RJMCMC) to estimate mixture model parameters including the number of components which is assumed to be unknown. We compare the results of this approach to a commonly used estimation method in the aerosol physics literature. As PSD data is often measured over time, often at small time intervals, we also examine the use of an informative prior for estimation of the mixture parameters which takes into account the correlated nature of the parameters. The Bayesian mixture model offers a promising approach, providing advantages both in estimation and inference.

Estimation of signals in colored non gaussian noise based on Gaussian Mixture models

Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.

Coherent-mode decomposition of general anisotropic Gaussian Schell-model beams

We present a complete solution to the problem of coherent-mode decomposition of the most general anisotropic Gaussian Schell-model (AGSM) beams, which constitute a ten-parameter family. Our approach is based on symmetry considerations. Concepts and techniques familiar from the context of quantum mechanics in the two-dimensional plane are used to exploit the Sp(4, R) dynamical symmetry underlying the AGSM problem. We take advantage of the fact that the symplectic group of first-order optical system acts unitarily through the metaplectic operators on the Hilbert space of wave amplitudes over the transverse plane, and, using the Iwasawa decomposition for the metaplectic operator and the classic theorem of Williamson on the normal forms of positive definite symmetric matrices under linear canonical transformations, we demonstrate the unitary equivalence of the AGSM problem to a separable problem earlier studied by Li and Wolf [Opt. Lett. 7, 256 (1982)] and Gori and Guattari [Opt. Commun. 48, 7 (1983)]. This conn ction enables one to write down, almost by inspection, the coherent-mode decomposition of the general AGSM beam. A universal feature of the eigenvalue spectrum of the AGSM family is noted.