1,721,065 research outputs found
On the Expected Value and Higher-Order Moments of the Euclidean Norm for Elliptical Normal Variates
No full text
A Bayesian Framework for Distributed Estimation of Arrival Rates in Asynchronous Networks
Full text linkIn this paper, we consider a network of agents monitoring a spatially distributed arrival process. Each node measures the number of arrivals seen at its monitoring point in a given time interval with the objective of estimating the unknown local arrival rate. We propose an asynchronous distributed approach based on a Bayesian model with unknown hyperparameter, where each node computes the minimum mean-square error (MMSE) estimator of its local arrival rate in a distributed way. As a result, the estimation at each node “optimally” fuses the information from the whole network through a distributed optimization algorithm. Moreover, we propose an ad-hoc distributed estimator, based on a consensus algorithm for time-varying and directed graphs, which exhibits reduced complexity and exponential convergence. We analyze the performance of the proposed distributed estimators, showing that they i) are reliable even in presence of limited local data and ii) improve the estimation accuracy compared to the purely decentralized setup. Finally, we provide a statistical characterization of the proposed estimators. In particular, for the ad-hoc estimator, we show that as the number of nodes goes to infinity its mean square error converges to the optimal one. Numerical Monte Carlo simulations confirm the theoretical characterization and highlight the appealing performances of the estimators
A Low-Complexity Approach for Improving the Accuracy of Sensor Networks
Full text linkThe paper addresses the problem of improving the accuracy of the measurements collected by a sensor network, where simplicity and cost-effectiveness are of utmost importance. An adaptive Bayesian approach is proposed to this aim, which allows improving the accuracy of the delivered estimates with no significant increase in computational complexity. Remarkably, the resulting cooperative algorithm does not require prior knowledge of the (hyper)parameters and is able to provide a “denoised” version of the monitored field without losing accuracy in detecting extreme (less frequent) values, which can be very important for a number of applications. A novel performance metric is also introduced to suitably quantify the capability to both reduce the measurement error and retain highly-informative characteristics at the same time. The performance assessment shows that the proposed approach is superior to a low-complexity competitor that implements a conventional filtering approach
Robust estimation of the mean probability of binary events: A low-complexity minimax approach
No full textOn the estimation of spatial density from mobile network operator data
No full textWe tackle the problem of estimating the spatial distribution of mobile phones from Mobile Network Operator (MNO) data, namely Call Detail Record (CDR) or signalling data. The process of transforming MNO data to a density map requires geolocating radio cells to determine their spatial footprint. Traditional geolocation solutions rely on Voronoi tessellations and approximate cell footprints by mutually disjoint regions. Recently, some pioneering work started to consider more elaborate geolocation methods with partially overlapping (non-disjoint) cell footprints coupled with a probabilistic model for phone-to-cell association. Estimating the spatial density in such a probabilistic setup is currently an open research problem and is the focus of the present work. We start by reviewing three different estimation methods proposed in literature and provide novel analytical insights that unveil some key aspects of their mutual relationships and properties. Furthermore, we develop a novel estimation approach for which a closed-form solution can be given. Numerical results based on semi-synthetic data are presented to assess the relative accuracy of each method. Our results indicate that the estimators based on overlapping cells have the potential to improve spatial accuracy over traditional approaches based on Voronoi tessellations
Low-Complexity Prediction of Energy Statistic Exceedance Probability for η-μ Variates
No full textCharacterization of the exceedance probability (EP) of the energy statistic (ES) plays a fundamental role in several signal processing applications, including radar (e.g., probability of false alarm) and communications (e.g., outage probability). However, manageable closed-form expressions are not available for general non-Gaussian models such as the η - μ distribution. In this letter, simple formulas for predicting the EP of the ES are provided, based on second- and third-order cumulant series expansion of the tightest Chernoff bound, coupled with low-complexity approximations of Hoyt moments. Results show that the proposed method significantly improves over earlier work based on different bounds, and outperforms the asymptotic approximation via the central limit theorem as well as the Generalized Pareto Distribution fitting of the distribution tail
- …
