scholarly journals Computing the Partial Correlation of ICA Models for Non-Gaussian Graph Signal Processing

Entropy ◽  
2018 ◽  
Vol 21 (1) ◽  
pp. 22 ◽  
Author(s):  
Jordi Belda ◽  
Luis Vergara ◽  
Gonzalo Safont ◽  
Addisson Salazar
Keyword(s):  
Signal Processing ◽  
Partial Correlation ◽  
Correlation Coefficients ◽  
Real Data ◽  
Linear Estimation ◽  
Precision Matrix ◽  
Conditional Mean ◽  
Graph Signal Processing ◽  
Gaussian Case ◽  
Non Gaussian

Conventional partial correlation coefficients (PCC) were extended to the non-Gaussian case, in particular to independent component analysis (ICA) models of the observed multivariate samples. Thus, the usual methods that define the pairwise connections of a graph from the precision matrix were correspondingly extended. The basic concept involved replacing the implicit linear estimation of conventional PCC with a nonlinear estimation (conditional mean) assuming ICA. Thus, it is better eliminated the correlation between a given pair of nodes induced by the rest of nodes, and hence the specific connectivity weights can be better estimated. Some synthetic and real data examples illustrate the approach in a graph signal processing context.

scholarly journals MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES

2019 ◽  
Vol 35 (6) ◽  
pp. 1234-1270 ◽  
Author(s):  
Sébastien Fries ◽  
Jean-Michel Zakoian
Keyword(s):  
Conditional Distribution ◽  
Stable Distribution ◽  
Financial Time Series ◽  
Domain Of Attraction ◽  
Real Data ◽  
Autoregressive Processes ◽  
Financial Time ◽  
Causal Representation ◽  
Heavy Tailed ◽  
Non Gaussian

Noncausal autoregressive models with heavy-tailed errors generate locally explosive processes and, therefore, provide a convenient framework for modelling bubbles in economic and financial time series. We investigate the probability properties of mixed causal-noncausal autoregressive processes, assuming the errors follow a stable non-Gaussian distribution. Extending the study of the noncausal AR(1) model by Gouriéroux and Zakoian (2017), we show that the conditional distribution in direct time is lighter-tailed than the errors distribution, and we emphasize the presence of ARCH effects in a causal representation of the process. Under the assumption that the errors belong to the domain of attraction of a stable distribution, we show that a causal AR representation with non-i.i.d. errors can be consistently estimated by classical least-squares. We derive a portmanteau test to check the validity of the estimated AR representation and propose a method based on extreme residuals clustering to determine whether the AR generating process is causal, noncausal, or mixed. An empirical study on simulated and real data illustrates the potential usefulness of the results.

scholarly journals The First National Survey of Cadmium in Cacao Farm Soil in Colombia

Agronomy ◽  
2021 ◽  
Vol 11 (4) ◽  
pp. 761
Author(s):  
Daniel Bravo ◽  
Clara Leon-Moreno ◽  
Carlos Alberto Martínez ◽  
Viviana Marcela Varón-Ramírez ◽  
Gustavo Alfonso Araujo-Carrillo ◽  
...  
Keyword(s):  
Graphical Models ◽  
Partial Correlation ◽  
National Level ◽  
Prediction Method ◽  
Correlation Coefficients ◽  
Predictive Performance ◽  
Nationwide Survey ◽  
Critical Discussion ◽  
Cadmium Content ◽  
Soil Variables

This study represents the first nationwide survey regarding the distribution of Cd content in cacao-growing soils in Colombia. The soil Cd distribution was analyzed using a cold/hotspots model. Moreover, both descriptive and predictive analytical tools were used to assess the key factors regulating the Cd concentration, considering Cd content and eight soil variables in the cacao systems. A critical discussion was performed in four main cacao-growing districts. Our results suggest that the performance of a model using all the variables will always be superior to the one using Zn alone. The analyzed variables featured an appropriate predictive performance, nonetheless, that performance has to be improved to develop a prediction method that might be used nationwide. Results from the fitted graphical models showed that the largest associations (as measured by the partial correlation coefficients) were those between Cd and Zn. Ca had the second-largest partial correlation with Cd and its predictive performance ranked second. Interestingly, it was found that there was a high variability in the factors correlated with Cd in cacao growing soils at a national level. Therefore, this study constitutes a baseline for the forthcoming studies in the country and should be reinforced with an analysis of cadmium content in cacao beans.

scholarly journals Graphon Filters: Graph Signal Processing in the Limit

2021 ◽  
Vol 69 ◽  
pp. 1740-1754
Author(s):  
Matthew W. Morency ◽  
Geert Leus
Keyword(s):  
Signal Processing ◽  
Graph Signal Processing

A novel intrinsic time–scale decomposition–graph signal processing–based characteristic extraction method for rotor–stator rubbing of aeroengine

2021 ◽  
pp. 107754632098596
Author(s):  
Mingyue Yu
Keyword(s):  
Signal Processing ◽  
Autocorrelation Function ◽  
Time Scale ◽  
Energy Index ◽  
Signal Processing Algorithm ◽  
Intrinsic Time ◽  
Graph Signal Processing ◽  
Laplacian Energy ◽  
Rotational Components ◽  
Time Scale Decomposition

Intrinsic time-scale decomposition and graph signal processing are combined to effectively identify a rotor–stator rubbing fault. The vibration signal is decomposed into mutually independent rotational components, and then, the Laplacian energy index is obtained by the graph signal of the autocorrelation function of rotational components, and the signal is reconstructed by an autocorrelation function of each proper rotation (PR) component relative to smaller Laplacian energy index (less complexity). Finally, characteristics are extracted from rotor–stator rubbing faults in an aeroengine according to square demodulation spectrum of a reconstructed signal. To validate the effectiveness of the algorithm, a comparative analysis is made among traditional intrinsic time-scale decomposition algorithm, combination of intrinsic time-scale decomposition and autocorrelation function, and the proposed intrinsic time-scale decomposition–graph signal processing algorithm. Comparative result shows that the proposed intrinsic time-scale decomposition–graph signal processing algorithm is more precise and effective than the traditional intrinsic time-scale decomposition and intrinsic time-scale decomposition and autocorrelation function algorithms in extracting characteristic frequency and frequency multiplication of rotor–stator rubbing faults and can greatly reduce the number of noise components irrelevant to faults.

scholarly journals Community-Aware Graph Signal Processing: Modularity Defines New Ways of Processing Graph Signals

2020 ◽  
Vol 37 (6) ◽  
pp. 150-159
Author(s):  
Miljan Petrovic ◽  
Raphael Liegeois ◽  
Thomas A.W. Bolton ◽  
Dimitri Van De Ville
Keyword(s):  
Signal Processing ◽  
Graph Signal Processing

scholarly journals Robust Weighted l1,2 Norm Filtering in Passive Radar Systems

Sensors ◽  
2020 ◽  
Vol 20 (11) ◽  
pp. 3270 ◽  
Author(s):  
Baris Satar ◽  
Gokhan Soysal ◽  
Xue Jiang ◽  
Murat Efe ◽  
Thiagalingam Kirubarajan
Keyword(s):  
Target Detection ◽  
Impulsive Noise ◽  
Simulated Data ◽  
Real Data ◽  
Detection Performance ◽  
Passive Radar ◽  
Mobile Telecommunication ◽  
Telecommunication System ◽  
Conventional Methods ◽  
Non Gaussian

Conventional methods such as matched filtering, fractional lower order statistics cross ambiguity function, and recent methods such as compressed sensing and track-before-detect are used for target detection by passive radars. Target detection using these algorithms usually assumes that the background noise is Gaussian. However, non-Gaussian impulsive noise is inherent in real world radar problems. In this paper, a new optimization based algorithm that uses weighted l 1 and l 2 norms is proposed as an alternative to the existing algorithms whose performance degrades in the presence of impulsive noise. To determine the weights of these norms, the parameter that quantifies the impulsiveness level of the noise is estimated. In the proposed algorithm, the aim is to increase the target detection performance of a universal mobile telecommunication system (UMTS) based passive radars by facilitating higher resolution with better suppression of the sidelobes in both range and Doppler. The results obtained from both simulated data with α stable distribution, and real data recorded by a UMTS based passive radar platform are presented to demonstrate the superiority of the proposed algorithm. The results show that the proposed algorithm provides more robust and accurate detection performance for noise models with different impulsiveness levels compared to the conventional methods.

SERUM GONADOTROPHINS, TESTOSTERONE AND SPERMATOGENESIS IN SUBFERTILE MEN

1977 ◽  
Vol 86 (3) ◽  
pp. 651-658 ◽  
Author(s):  
J. H. Aafjes ◽  
J. C. M. van der Vijver ◽  
R. Docter ◽  
P. E. Schenck
Keyword(s):  
Partial Correlation ◽  
Sperm Count ◽  
Correlation Coefficients ◽  
Serum Levels ◽  
Significant Negative Correlation ◽  
The Other ◽  
Sperm Production ◽  
Positive Correlation ◽  
Natural Logarithm ◽  
Biopsy Score

ABSTRACT In 210 subfertile men there existed a significant positive correlation between serum FSH and LH (0.41). No correlation was observed between the gonadotrophin levels and testosterone. In contrast to this FSH as well as LH were negatively correlated with the natural logarithm (In) of the sperm count/ml ejaculate (−0.44 and −0.18, respectively). When the positive correlation which existed between FSH and LH was used to calculate partial correlation coefficients, the coefficient between FSH and ln sperm count did hardly change (−0.41) the coefficient between LH and ln sperm count on the other hand became insignificant (−0.05). This suggests that spermatogenesis influences FSH serum levels in subfertile men by a decreased suppression when sperm production is diminished. Testicular biopsies taken from 97 of these patients were used to determine biopsy scores. These scores showed a significant negative correlation with FSH (−0.34) and a positive one with ln sperm count/ml ejaculate (0.45). Interestingly the biopsy score of 16 patients who fertilized their wives, was found to be higher compared with the score of the other patients who did not fertilize. The number of sperm/ml ejaculate and the FSH values of these 2 groups of biopsied patients were, however, not significantly different. This leads to the conclusion that the biopsy score is a better parameter for the evaluation of oligospermic men than either sperm count or FSH serum values.

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