Bayesian approach to signal modelling

In this paper, an introduction to Bayesian methods in signal processing will be given. The paper starts by considering the important issues of model selection and parameter estimation and derives analytic expressions for the model probabilities of two simple models. The idea of marginal estimation of certain model parameter is then introduced and expressions are derived for the marginal probability densities for frequencies in white Gaussian noise and a Bayesian approach to general changepoint analysis is given. Numerical integration methods are introduced based on Markov chain Monte Carlo techniques and the Gibbs sampler in particular.

Blind frequency synchronisation for OFDM systems with pulse shaping

In multi-carrier systems, small carrier frequency offsets result in significant degradation of performance and this offset should be compensated before demodulation can be performed. In this paper, we consider a generic multi-carrier system with pulse shaping and estimate the frequency offset by exploiting the cyclostationarity of the received signal. By transforming the time domain signal to the cyclic correlation domain we are able to estimate the frequency offset without the aid of pilot symbols or the cyclic prefix. The Bayesian framework is used to obtain the estimate and we show how we can simplify the estimation process. © 1999 IEEE.

The Bayesian Approach to Signal Modelling

In this paper, an introduction to Bayesian methods in signal processing will be given. The paper starts by considering the important issues of model selection and parameter estimation and derives analytic expressions for the model probabilities of two simple models. The idea of marginal estimation of certain model parameter is then introduced and expressions are derived for the marginal probabilitiy densities for frequencies in white Gaussian noise and a Bayesian approach to general changepoint analysis is given. Numerical integration methods are introduced based on Markov chain Monte Carlo techniques and the Gibbs sampler in particular.

Bayesian signal processing

The application of Bayes' Theorem to signal processing provides a consistent framework for proceeding from prior knowledge to a posterior inference conditioned on both the prior knowledge and the observed signal data. The first part of the lecture will illustrate how the Bayesian methodology can be applied to a variety of signal processing problems. The second part of the lecture will introduce the concept of Markov Chain Monte-Carlo (MCMC) methods which is an effective approach to overcoming many of the analytical and computational problems inherent in statistical inference. Such techniques are at the centre of the rapidly developing area of Bayesian signal processing which, with the continual increase in available computational power, is likely to provide the underlying framework for most signal processing applications.

On the relationship between hidden Markov Models and convex functional transforms for simulating scanning probe Microscopy

Models for simulating Scanning Probe Microscopy (SPM) may serve as a reference point for validating experimental data and practice. Generally, simulations use a microscopic model of the sample-probe interaction based on a first-principles approach, or a geometric model of macroscopic distortions due to the probe geometry. Examples of the latter include use of neural networks, the Legendre Transform, and dilation/erosion transforms from mathematical morphology. Dilation and the Legendre Transform fall within a general family of functional transforms, which distort a function by imposing a convex solution.In earlier work, the authors proposed a generalized approach to modeling SPM using a hidden Markov model, wherein both the sample-probe interaction and probe geometry may be taken into account. We present a discussion of the hidden Markov model and its relationship to these convex functional transforms for simulating and restoring SPM images.©2009 SPIE.

3D multi-car tracking based on monocular video

We propose a system that can reliably track multiple cars in congested traffic environments. Our system's key basis is the implementation of a sequential Monte Carlo algorithm, which introduces robustness against problems arising due to the proximity between vehicles. By directly modelling occlusions and collisions between cars we obtain promising results on an urban traffic dataset. Extensions to this initial framework are also suggested. © 2010 IEEE.

Differentiable neural substrates for learned and described value and risk.

Studies of human decision making emerge from two dominant traditions: learning theorists [1-3] study choices in which options are evaluated on the basis of experience, whereas behavioral economists and financial decision theorists study choices in which the key decision variables are explicitly stated. Growing behavioral evidence suggests that valuation based on these different classes of information involves separable mechanisms [4-8], but the relevant neuronal substrates are unknown. This is important for understanding the all-too-common situation in which choices must be made between alternatives that involve one or another kind of information. We studied behavior and brain activity while subjects made decisions between risky financial options, in which the associated utilities were either learned or explicitly described. We show a characteristic effect in subjects' behavior when comparing information acquired from experience with that acquired from description, suggesting that these kinds of information are treated differently. This behavioral effect was reflected neurally, and we show differential sensitivity to learned and described value and risk in brain regions commonly associated with reward processing. Our data indicate that, during decision making under risk, both behavior and the neural encoding of key decision variables are strongly influenced by the manner in which value information is presented.

The role of human orbitofrontal cortex in value comparison for incommensurable objects.

The human orbitofrontal cortex is strongly implicated in appetitive valuation. Whether its role extends to support comparative valuation necessary to explain probabilistic choice patterns for incommensurable goods is unknown. Using a binary choice paradigm, we derived the subjective values of different bundles of goods, under conditions of both gain and loss. We demonstrate that orbitofrontal activation reflects the difference in subjective value between available options, an effect evident across valuation for both gains and losses. In contrast, activation in dorsal striatum and supplementary motor areas reflects subjects' choice probabilities. These findings indicate that orbitofrontal cortex plays a pivotal role in valuation for incommensurable goods, a critical component process in human decision making.

Evaluation of binary decision diagrams for redundancy, shadowing, generalisation and correlation in an Information sharing model.

This paper defines a structured methodology which is based on the foundational work of Al-Shaer et al. in [1] and that of Hamed and Al-Shaer in [2]. It defines a methodology for the declaration of policy field elements, through to the syntax, ontology and functional verification stages. In their works of [1] and [2] the authors concentrated on developing formal definitions of possible anomalies between rules in a network firewall rule set. Their work is considered as the foundation for further works on anomaly detection, including those of Fitzgerald et al. [3], Chen et al. [4], Hu et al. [5], among others. This paper extends this work by applying the methods to information sharing policies, and outlines the evaluation related to these.

Saying isn't necessarily believing: influencing self-theories in computing

Simon, B., Hanks, B., Murphy, L., Fitzgerald, S., McCauley, R., Thomas, L., and Zander, C. 2008. Saying isn't necessarily believing: influencing self-theories in computing. In Proceeding of the Fourth international Workshop on Computing Education Research (Sydney, Australia, September 06 - 07, 2008). ICER '08. ACM, New York, NY, 173-184.

Strategies that students use to trace code: an analysis based in grounded theory

Fitzgerald, S., Simon, B., and Thomas, L. 2005. Strategies that students use to trace code: an analysis based in grounded theory. In Proceedings of the First international Workshop on Computing Education Research (Seattle, WA, USA, October 01 - 02, 2005). ICER '05. ACM, New York, NY, 69-80