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2013 IEEE Global Conference on Signal and Information Processing最新文献

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Modeling risk of low latency trading strategies 低延迟交易策略的风险建模
2013 IEEE Global Conference on Signal and Information Processing Pub Date : 2013-12-01 DOI: 10.1109/GlobalSIP.2013.6737099
Y. Balasanov, A. Doynikov, V. Korolev, L. Nazarov
{"title":"Modeling risk of low latency trading strategies","authors":"Y. Balasanov, A. Doynikov, V. Korolev, L. Nazarov","doi":"10.1109/GlobalSIP.2013.6737099","DOIUrl":"https://doi.org/10.1109/GlobalSIP.2013.6737099","url":null,"abstract":"We consider trading strategy, which generates dynamic portfolio changing with low latency in response to changing market. Traditional approach to calculation of risk measures, like VaR or expected shortfall, does not apply in this case. We model loss as Cox process and use limit theorems for Cox processes to derive approximation for distribution of maximum loss when intensity of changes is high. In conclusion we discuss practical applications of the approach.","PeriodicalId":311464,"journal":{"name":"2013 IEEE Global Conference on Signal and Information Processing","volume":"63 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128766738","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Deep Learning method for classification of images RSVP events with EEG data 基于脑电数据的图像RSVP事件分类的深度学习方法
2013 IEEE Global Conference on Signal and Information Processing Pub Date : 2013-12-01 DOI: 10.1109/GlobalSIP.2013.6736804
Shaheen Ahmed, L. M. Merino, Z. Mao, Jia Meng, K. Robbins, Yufei Huang
{"title":"A Deep Learning method for classification of images RSVP events with EEG data","authors":"Shaheen Ahmed, L. M. Merino, Z. Mao, Jia Meng, K. Robbins, Yufei Huang","doi":"10.1109/GlobalSIP.2013.6736804","DOIUrl":"https://doi.org/10.1109/GlobalSIP.2013.6736804","url":null,"abstract":"In this paper, we investigated Deep Learning (DL) for characterizing and detecting target images in an image rapid serial visual presentation (RSVP) task based on EEG data. We exploited DL technique with input feature clusters to handle high dimensional features related to time - frequency events. The method was applied to EEG recordings of a RSVP experiment with multiple sessions and subjects. For classification of target and non-target images, a deep belief net (DBN) classifier was based on the uncorrelated features, which was constructed from original correlated features using clustering method. The performance of the proposed DBN was tested for different combinations of hidden units and hidden layers on multiple subjects. The results of DBN were compared with cluster Linear Discriminant Analysis (cLDA) and Support vector machine (SVM) and DBN demonstrated better performance in all tested cases. There was an improvement of 10 - 25% for certain cases. We also demonstrated how DBN is used to characterize brain activities.","PeriodicalId":311464,"journal":{"name":"2013 IEEE Global Conference on Signal and Information Processing","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125375651","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 29
Quickest change detection and identification across a sensor array 最快的变化检测和识别跨传感器阵列
2013 IEEE Global Conference on Signal and Information Processing Pub Date : 2013-12-01 DOI: 10.1109/GlobalSIP.2013.6736836
Di Li, L. Lai, Shuguang Cui
{"title":"Quickest change detection and identification across a sensor array","authors":"Di Li, L. Lai, Shuguang Cui","doi":"10.1109/GlobalSIP.2013.6736836","DOIUrl":"https://doi.org/10.1109/GlobalSIP.2013.6736836","url":null,"abstract":"In this paper, we consider the problem of quickest change detection and identification over a linear array of N sensors, in which a change could first occur at any of these sensors and then propagate to other sensors. Our goal is not only to detect the presence of such a change as quickly as possible, but also to identify the sensor that the change pattern first reaches. We jointly design two decision rules: a stopping rule that determines when we should stop sampling and claim a change has occurred, and a terminal decision rule that decides which sensor that the change pattern reaches first. We characterize the optimal rules that strike a balance among the detection delay, the false alarm probability, and the false identification probability. We show that this problem can be converted to a Markov optimal stopping time problem, from which some technical tools could be borrowed. Furthermore, to avoid the high implementation complexity issue of the optimal rules, we develop a scheme with a much simpler structure and certain performance guarantee.","PeriodicalId":311464,"journal":{"name":"2013 IEEE Global Conference on Signal and Information Processing","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122448858","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
A graphical approach to GPS software-defined receiver implementation GPS软件定义接收机实现的图形化方法
2013 IEEE Global Conference on Signal and Information Processing Pub Date : 2013-12-01 DOI: 10.1109/GlobalSIP.2013.6737129
Z. Kassas, J. Bhatti, T. Humphreys
{"title":"A graphical approach to GPS software-defined receiver implementation","authors":"Z. Kassas, J. Bhatti, T. Humphreys","doi":"10.1109/GlobalSIP.2013.6737129","DOIUrl":"https://doi.org/10.1109/GlobalSIP.2013.6737129","url":null,"abstract":"Global positioning system (GPS) software-defined receivers (SDRs) offer many advantages over their hardware-based counterparts, such as flexibility, modularity, and upgradability. A typical GPS receiver is readily expressible as a block diagram, making a graphical approach a natural choice for implementing GPS SDRs. This paper presents a real-time, graphical implementation of a GPS SDR, consisting of two modes: acquisition and tracking. The acquisition mode performs a two-dimensional fast Fourier transform (FFT)-based search over code offsets and Doppler frequencies. The carrier-aided code tracking mode consists of the following main building blocks: correlators, code and carrier phase detectors, code and carrier phase filters, a code generator, and a numerically-controlled oscillator. The presented GPS SDR provides an abstraction level that enables future research endeavors.","PeriodicalId":311464,"journal":{"name":"2013 IEEE Global Conference on Signal and Information Processing","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125927083","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
Lifting scheme on graphs with application to image representation 图的提升方案及其在图像表示中的应用
2013 IEEE Global Conference on Signal and Information Processing Pub Date : 2013-12-01 DOI: 10.1109/GlobalSIP.2013.6736907
Moncef Hidane, O. Lézoray, A. Elmoataz
{"title":"Lifting scheme on graphs with application to image representation","authors":"Moncef Hidane, O. Lézoray, A. Elmoataz","doi":"10.1109/GlobalSIP.2013.6736907","DOIUrl":"https://doi.org/10.1109/GlobalSIP.2013.6736907","url":null,"abstract":"We propose a new multiscale transform for scalar functions defined on the vertex set of a general undirected weighted graph. The transform is based on an adaption of the lifting scheme to graphs. One of the difficulties in applying directly the lifting scheme to graphs is the partitioning of the vertex set. We follow a recent greedy approach and extend it to a multilevel transform. We carefully examine each step of the algorithm, in particular its effect on the underlying basis. We finally investigate the use of the proposed transform to image representation by computing M-term nonlinear approximation errors. We provide a comparison with standard orthogonal and biorthogonal wavelet transforms.","PeriodicalId":311464,"journal":{"name":"2013 IEEE Global Conference on Signal and Information Processing","volume":"83 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126611701","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
Beyond PCA for modeling financial time-series 超越PCA建模金融时间序列
2013 IEEE Global Conference on Signal and Information Processing Pub Date : 2013-12-01 DOI: 10.1109/GlobalSIP.2013.6737103
D. Malioutov
{"title":"Beyond PCA for modeling financial time-series","authors":"D. Malioutov","doi":"10.1109/GlobalSIP.2013.6737103","DOIUrl":"https://doi.org/10.1109/GlobalSIP.2013.6737103","url":null,"abstract":"Statistical factor models based on principal component analysis (PCA) have been widely used to reduce the dimensionality of financial time-series. We investigate the sensitivity of PCA to peculiarities of financial data, such as heavy tails and asymmetry and suggest to use alternatives to PCA. We investigate a recent reformulation of principal components as a search for projections which allows to go beyond the squared-error in the objective. We suggest to use a robust formulation for PCA and also a version of PCA with conditional value at risk (cVaR) as the error metric to drive the low-rank approximation. cVaR has received considerable attention in risk management as a coherent replacement of Value at Risk. We describe a convex formulation for both robust PCA and cVaR-PCA and apply them on an computational example with US equities.","PeriodicalId":311464,"journal":{"name":"2013 IEEE Global Conference on Signal and Information Processing","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121727828","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A topological max-flow-min-cut theorem 拓扑最大流最小切定理
2013 IEEE Global Conference on Signal and Information Processing Pub Date : 2013-12-01 DOI: 10.1109/GlobalSIP.2013.6737016
R. Ghrist, Sanjeevi Krishnan
{"title":"A topological max-flow-min-cut theorem","authors":"R. Ghrist, Sanjeevi Krishnan","doi":"10.1109/GlobalSIP.2013.6737016","DOIUrl":"https://doi.org/10.1109/GlobalSIP.2013.6737016","url":null,"abstract":"This note surveys a novel algebraic-topological version of the max-flow-min-cut (MFMC) theorem for directed networks with capacity constraints. Novel features include the encoding of capacity constraints as a sheaf of semimodules over the network and a realization of flow and cut values as a directed homology taking values in the sheaf. We survey the theorem and give applications to (1) multicommodity flows, (2) multi-source/multi-target flows, and (3) boolean-lattice-valued flows.","PeriodicalId":311464,"journal":{"name":"2013 IEEE Global Conference on Signal and Information Processing","volume":"104 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122447116","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 22
High throughput low latency LDPC decoding on GPU for SDR systems 基于GPU的SDR系统高吞吐量低延迟LDPC解码
2013 IEEE Global Conference on Signal and Information Processing Pub Date : 2013-12-01 DOI: 10.1109/GlobalSIP.2013.6737137
Guohui Wang, Michael Wu, Bei Yin, Joseph R. Cavallaro
{"title":"High throughput low latency LDPC decoding on GPU for SDR systems","authors":"Guohui Wang, Michael Wu, Bei Yin, Joseph R. Cavallaro","doi":"10.1109/GlobalSIP.2013.6737137","DOIUrl":"https://doi.org/10.1109/GlobalSIP.2013.6737137","url":null,"abstract":"In this paper, we present a high throughput and low latency LDPC (low-density parity-check) decoder implementation on GPUs (graphics processing units). The existing GPU-based LDPC decoder implementations suffer from low throughput and long latency, which prevent them from being used in practical SDR (software-defined radio) systems. To overcome this problem, we present optimization techniques for a parallel LDPC decoder including algorithm optimization, fully coalesced memory access, asynchronous data transfer and multi-stream concurrent kernel execution for modern GPU architectures. Experimental results demonstrate that the proposed LDPC decoder achieves 316 Mbps (at 10 iterations) peak throughput on a single GPU. The decoding latency, which is much lower than that of the state of the art, varies from 0.207 ms to 1.266 ms for different throughput requirements from 62.5 Mbps to 304.16 Mbps. When using four GPUs concurrently, we achieve an aggregate peak throughput of 1.25 Gbps (at 10 iterations).","PeriodicalId":311464,"journal":{"name":"2013 IEEE Global Conference on Signal and Information Processing","volume":"278 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122539382","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 65
Performance evaluation of LDPC decoding on a general purpose mobile CPU LDPC解码在通用移动CPU上的性能评价
2013 IEEE Global Conference on Signal and Information Processing Pub Date : 2013-12-01 DOI: 10.1109/GlobalSIP.2013.6737142
S. Gronroos, J. Björkqvist
{"title":"Performance evaluation of LDPC decoding on a general purpose mobile CPU","authors":"S. Gronroos, J. Björkqvist","doi":"10.1109/GlobalSIP.2013.6737142","DOIUrl":"https://doi.org/10.1109/GlobalSIP.2013.6737142","url":null,"abstract":"This paper explores using a mobile platform for performing the calculations required for the building blocks of telecommunication systems. The building block analyzed in this paper is LDPC (low-density parity-check) channel decoding, performed on the LDPC design used in the DVB-T2 standard. Implementation details are given, and a performance analysis on a mobile CPU is performed. The implementation is compared against a very similar implementation running on a desktop computer CPU, as well as a GPU (graphics processing unit) implementation. The results give indications of the current state of typical mobile platforms of today.","PeriodicalId":311464,"journal":{"name":"2013 IEEE Global Conference on Signal and Information Processing","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121763522","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 12
A tightest convex envelope heuristic to row sparse and rank one matrices 一种最紧凸包络启发式方法，用于行稀疏和秩一矩阵
2013 IEEE Global Conference on Signal and Information Processing Pub Date : 2013-12-01 DOI: 10.1109/GlobalSIP.2013.6736964
A. Aghasi, S. Bahmani, J. Romberg
{"title":"A tightest convex envelope heuristic to row sparse and rank one matrices","authors":"A. Aghasi, S. Bahmani, J. Romberg","doi":"10.1109/GlobalSIP.2013.6736964","DOIUrl":"https://doi.org/10.1109/GlobalSIP.2013.6736964","url":null,"abstract":"The main result of this paper is providing a tight convex envelope to row sparse and rank one matrices which is of major interest in signal recovery applications. The resulting convexification turns out to be the ℓ1 norm of the matrix. This result highlights the fact that a joint convexification approach may not significantly improve the signal recovery process.","PeriodicalId":311464,"journal":{"name":"2013 IEEE Global Conference on Signal and Information Processing","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132575956","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
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