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Description
Information divergence functions, such as the Kullback-Leibler divergence or the Hellinger distance, play a critical role in statistical signal processing and information theory; however estimating them can be challenge. Most often, parametric assumptions are made about the two distributions to estimate the divergence of interest. In cases where no parametric model fits the data, non-parametric density estimation is used. In statistical signal processing applications, Gaussianity is usually assumed since closed-form expressions for common divergence measures have been derived for this family of distributions. Parametric assumptions are preferred when it is known that the data follows the model, however this is rarely the case in real-word scenarios. Non-parametric density estimators are characterized by a very large number of parameters that have to be tuned with costly cross-validation. In this dissertation we focus on a specific family of non-parametric estimators, called direct estimators, that bypass density estimation completely and directly estimate the quantity of interest from the data. We introduce a new divergence measure, the $D_p$-divergence, that can be estimated directly from samples without parametric assumptions on the distribution. We show that the $D_p$-divergence bounds the binary, cross-domain, and multi-class Bayes error rates and, in certain cases, provides provably tighter bounds than the Hellinger divergence. In addition, we also propose a new methodology that allows the experimenter to construct direct estimators for existing divergence measures or to construct new divergence measures with custom properties that are tailored to the application. To examine the practical efficacy of these new methods, we evaluate them in a statistical learning framework on a series of real-world data science problems involving speech-based monitoring of neuro-motor disorders.
ContributorsWisler, Alan (Author) / Berisha, Visar (Thesis advisor) / Spanias, Andreas (Thesis advisor) / Liss, Julie (Committee member) / Bliss, Daniel (Committee member) / Arizona State University (Publisher)
Created2017
Description
Eigenvalues of the Gram matrix formed from received data frequently appear in sufficient detection statistics for multi-channel detection with Generalized Likelihood Ratio (GLRT) and Bayesian tests. In a frequently presented model for passive radar, in which the null hypothesis is that the channels are independent and contain only complex white Gaussian noise and the alternative hypothesis is that the channels contain a common rank-one signal in the mean, the GLRT statistic is the largest eigenvalue $\lambda_1$ of the Gram matrix formed from data. This Gram matrix has a Wishart distribution. Although exact expressions for the distribution of $\lambda_1$ are known under both hypotheses, numerically calculating values of these distribution functions presents difficulties in cases where the dimension of the data vectors is large. This dissertation presents tractable methods for computing the distribution of $\lambda_1$ under both the null and alternative hypotheses through a technique of expanding known expressions for the distribution of $\lambda_1$ as inner products of orthogonal polynomials. These newly presented expressions for the distribution allow for computation of detection thresholds and receiver operating characteristic curves to arbitrary precision in floating point arithmetic. This represents a significant advancement over the state of the art in a problem that could previously only be addressed by Monte Carlo methods.
ContributorsJones, Scott, Ph.D (Author) / Cochran, Douglas (Thesis advisor) / Berisha, Visar (Committee member) / Bliss, Daniel (Committee member) / Kosut, Oliver (Committee member) / Richmond, Christ (Committee member) / Arizona State University (Publisher)
Created2019
Description
The continuous time-tagging of photon arrival times for high count rate sources isnecessary for applications such as optical communications, quantum key encryption,
and astronomical measurements. Detection of Hanbury-Brown and Twiss (HBT) single
photon correlations from thermal sources, such as stars, requires a combination of high
dynamic range, long integration times, and low systematics in the photon detection
and time tagging system. The continuous nature of the measurements and the need
for highly accurate timing resolution requires a customized time-to-digital converter
(TDC). A custom built, two-channel, field programmable gate array (FPGA)-based
TDC capable of continuously time tagging single photons with sub clock cycle timing
resolution was characterized. Auto-correlation and cross-correlation measurements
were used to constrain spurious systematic effects in the pulse count data as a function
of system variables. These variables included, but were not limited to, incident
photon count rate, incoming signal attenuation, and measurements of fixed signals.
Additionally, a generalized likelihood ratio test using maximum likelihood estimators
(MLEs) was derived as a means to detect and estimate correlated photon signal
parameters. The derived GLRT was capable of detecting correlated photon signals in
a laboratory setting with a high degree of statistical confidence. A proof is presented
in which the MLE for the amplitude of the correlated photon signal is shown to be the
minimum variance unbiased estimator (MVUE). The fully characterized TDC was used
in preliminary measurements of astronomical sources using ground based telescopes.
Finally, preliminary theoretical groundwork is established for the deep space optical
communications system of the proposed Breakthrough Starshot project, in which
low-mass craft will travel to the Alpha Centauri system to collect scientific data from
Proxima B. This theoretical groundwork utilizes recent and upcoming space based
optical communication systems as starting points for the Starshot communication
system.
ContributorsHodges, Todd Michael William (Author) / Mauskopf, Philip (Thesis advisor) / Trichopoulos, George (Thesis advisor) / Papandreou-Suppappola, Antonia (Committee member) / Bliss, Daniel (Committee member) / Arizona State University (Publisher)
Created2022