No Arabic abstract
Resume: Le principal objet de cette communication est de faire une retro perspective succincte de lutilisation de lentropie et du principe du maximum dentropie dans le domaine du traitement du signal. Apr`es un bref rappel de quelques definitions et du principe du maximum dentropie, nous verrons successivement comment lentropie est utilisee en separation de sources, en modelisation de signaux, en analyse spectrale et pour la resolution des probl`emes inverses lineaires. Mots cles : Entropie, Entropie croisee, Distance de Kullback, Information mutuelle, Estimation spectrale, Probl`emes inverses Abstract: The main object of this work is to give a brief overview of the different ways the entropy has been used in signal and image processing. After a short introduction of different quantities related to the entropy and the maximum entropy principle, we will study their use in different fields of signal processing such as: source separation, model order selection, spectral estimation and, finally, general linear inverse problems. Keywords : Entropy, Relative entropy, Kullback distance, Mutual information, Spectral estimation, Inverse problems.
The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval tau of signal-response models, and we find an integral fluctuation theorem that sets the backward transfer entropy as a lower bound to the conditional entropy production. We apply this to a linear signal-response model providing analytical solutions, and to a nonlinear model of receptor-ligand systems. We show that the observational time tau has to be fine-tuned for an efficient detection of the irreversibility in time-series.
A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegraph signal of Mittag-Leffler type. Analytical predictions are compared to Monte Carlo simulations. Non-Poisson dichotomous noise is non-stationary and standard spectral methods fail to describe it properly as they assume stationarity.
The 1-bit compressed sensing framework enables the recovery of a sparse vector x from the sign information of each entry of its linear transformation. Discarding the amplitude information can significantly reduce the amount of data, which is highly beneficial in practical applications. In this paper, we present a Bayesian approach to signal reconstruction for 1-bit compressed sensing, and analyze its typical performance using statistical mechanics. Utilizing the replica method, we show that the Bayesian approach enables better reconstruction than the L1-norm minimization approach, asymptotically saturating the performance obtained when the non-zero entries positions of the signal are known. We also test a message passing algorithm for signal reconstruction on the basis of belief propagation. The results of numerical experiments are consistent with those of the theoretical analysis.
An algorithm for optimization of signal significance or any other classification figure of merit suited for analysis of high energy physics (HEP) data is described. This algorithm trains decision trees on many bootstrap replicas of training data with each tree required to optimize the signal significance or any other chosen figure of merit. New data are then classified by a simple majority vote of the built trees. The performance of this algorithm has been studied using a search for the radiative leptonic decay B->gamma l nu at BaBar and shown to be superior to that of all other attempted classifiers including such powerful methods as boosted decision trees. In the B->gamma e nu channel, the described algorithm increases the expected signal significance from 2.4 sigma obtained by an original method designed for the B->gamma l nu analysis to 3.0 sigma.
Signal estimation in the presence of background noise is a common problem in several scientific disciplines. An On/Off measurement is performed when the background itself is not known, being estimated from a background control sample. The frequentist and Bayesian approaches for signal estimation in On/Off measurements are reviewed and compared, focusing on the weakness of the former and on the advantages of the latter in correctly addressing the Poissonian nature of the problem. In this work, we devise a novel reconstruction method, dubbed BASiL (Bayesian Analysis including Single-event Likelihoods), for estimating the signal rate based on the Bayesian formalism. It uses information on event-by-event individual parameters and their distribution for the signal and background population. Events are thereby weighted according to their likelihood of being a signal or a background event and background suppression can be achieved without performing fixed fiducial cuts. Throughout the work, we maintain a general notation, that allows to apply the method generically, and provide a performance test using real data and simulations of observations with the MAGIC telescopes, as demonstration of the performance for Cherenkov telescopes. BASiL allows to estimate the signal more precisely, avoiding loss of exposure due to signal extraction cuts. We expect its applicability to be straightforward in similar cases.