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SigProc 20074.0 Zoubir Iskander Bootstrap Methods in SignalProcessing

SigProc 20074.0 Zoubir Iskander Bootstrap Methods in SignalProcessing

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Published by: Jose Cereceda Cáceres on Jul 28, 2013
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Abdelhak M. Zoubir and D.

Robert Iskander

[from the GUEST EDITORS]

Bootstrap Methods in Signal Processing


cial section is to stimulate more interest assumptions relating to the probability our first reaction when you among signal processing practitioners to distribution of the noise process. In read the title of this issue discover the power of bootstrap methods today’s applications, the Gaussian noise of IEEE Signal Processing and to advocate their systematic use in assumption is not always valid. It may Magazine could have been: inferential signal processing. hold for sensor noise, for example, but “Why a special section on not necessarily for the environmental the bootstrap?” Or maybe “What is the WHAT IS THE BOOTSTRAP? noise encountered in array signal probootstrap?” Maybe you did not ask yourThe bootstrap is a computer-intensive cessing. The signal processing practiself any questions and you are eager to tool for answering inferential questions. tioner thus requires methods that are discover what the authors of this special In essence, the bootstrap does section report on. Regardless with a computer what the of which of the above groups experimenter would do in you belong to, we will attempt IN ESSENCE, THE BOOTSTRAP practice if it were possible: to briefly answer these quesDOES WITH A COMPUTER WHAT they would repeat the experitions and in particular what THE EXPERIMENTER WOULD DO IN ment. The underlying idea of led us to propose a special secPRACTICE IF IT WERE POSSIBLE: THEY the bootstrap is based on the tion on the bootstrap. More WOULD REPEAT THE EXPERIMENT. substitution and simulation importantly, we would like to principles. If you cannot give you a little taste for what rerun your experiment, use promises to be a collection of the already acquired data and create simple and work under minimal assumpexciting tutorial articles with a wide “new” data and recalculate your estitions. At the same time these techniques range of real-life applications and conmate. The “new” data is obtained should be robust against changes in clude with some suggestions for further through random sampling from the origenvironmental conditions and perform reading. inal data. Since random sampling is perequally well under conventional assumpformed on the original data (empirical tions, such as Gaussian noise. THE RATIONALE distribution), you can draw as many data What should we do if in a practical The use of more accurate models has as you wanted and recalculate your estisituation we cannot invoke procedures become a fundamental requirement in mate each time in the same way you based on analytical mathematics and signal processing applications such as obtained it with the original data. These asymptotic approximations? One may wireless communications, radar, sonar, many estimates of the parameter of think of Monte Carlo simulations, but biomedical engineering, machine and interest, originating from resampling how often do we face a situation where car engine monitoring, and speech and your original data, can be used to we cannot repeat the experiment or, even image processing. With improved accuapproximate measures of your estimator if we could, it would be unjustified due to racy, the models have become more such as its distribution function. The changes in experimental conditions or complex and inferential statistical signal cost of resampling and recalculating estidue to the unaffordable cost? A real alterprocessing is often intractable. The sigmates is being constantly reduced by the native to these problems is the bootstrap. nal processing practitioner requires a ever-increasing computational power of It is the statistician’s choice for answersimple but accurate method for assessing today’s computers. ing inferential questions such as detererrors of estimates and answering inferThis intuitive bootstrap approach is mining confidence limits for parameters ential questions. Asymptotic approximabacked up by a vast literature in matheof interest and testing hypotheses. In sigtions are useful only when a sufficient matical statistics, demonstrating its thenal processing terms, the bootstrap amount of data is available, which is not oretical validity. Its applicability is far could provide the tools for the design of always possible due to time constraints, reaching as one can infer from the artia detector for signals buried in noise/ the nature of the signal or the measurecles of this special section, which are all interference of unknown distribution or ment setting. Also, many of the theoretibacked up with real data analysis. for model selection. The aim of this specal derivations for assessing errors make


They highlight the limitations of practical scaling analysis and show how. Finally. senior managing editor of IEEE Signal Processing Magazine. They support the theory with applications to signal and image analysis. and Markov chain Monte Carlo (MCMC) methods. . for many years. This is followed by an article by Thomson who. Iskander. The Jackknife and Bootstrap. Their article provides a tutorial to local linear fitting with bootstrap bandwidth estimation. Those readers are encouraged to consult statistical textbooks such as the one by Efron and Tibshirani [2] or the one specially dedicated to signal processing practitioners [6] for further reading. 15. 2000.. REFERENCES [1] B. vol. ˙ Next. and frequency transfer functions in a range of diverse applications ranging from dropped-call rates in cellular phones to 663-year level records of the river Nile. Zoubir and D. no. pp. no. One then refers to computerintensive statistical methods and the bootstrap is only one of them. for example. Statist. 1. and we needed to make many difficult decisions. Polikar reports on bootstrap variants such as bagging and boosting and their application in computational intelligence. pp. have become a popular tool for many signal processing applications such as target tracking. and their shortfalls. vol. Franke and Halim continue with a tutorial on bootstrap hypothesis testing and in particular on the so-called wild bootstrap method. [6] A. This is beyond the scope of this special section.K. Tibshirani. Cambridge. Other methods include the jackknife. 95. All articles are written in a tutorial style.J. Tu. Foster and Zychaluk consider bootstrap techniques in the nonparametric modeling of biological transducer functions.” J. The reviewers were very enthusiastic about each of them and praised the excellent technical content disseminated in a very accessible tutorial style. Efron. SUGGESTED FURTHER READING Some readers will be inspired by the collection of articles in this special section and will want to apply bootstrap techniques to their own signal processing problems. Shao and D. 1. [2] B.: Cambridge Univ. The first three contributions are introductory tutorials with real-life applications while the following four articles focus on the use of the bootstrap in advanced signal processing applications. His article will prove to be useful to all interested in emerging areas of machine learning. Politis. but the reader is referred to [1] and [4] for some answers. We start with our tutorial article. 15. CONTENT OF THIS SPECIAL SECTION The articles in this special section are ordered based on complexity. which is written primarily for a bootstrap novice. The articles of this special section have been chosen with extreme care. The theory conveniently interleaves with practical applications of biological transducer function modeling in animals. Further. In his article. we believe that it will prove to be useful for all signal processing practitioners as it promotes a pragmatic approach to the use of bootstrap methods. “The bootstrap and modern statistics. We also hope that the readers will find inspirations in other tutorials on the bootstrap published earlier in this magazine [3]. 2004. 56–76. but we are confident that those articles will find their place in other journals. Particle filters. ranging from turtles. with the bootstrap. [4] J. the jackknife. Wendt. [3] D. ACKNOWLEDGMENTS We would like to thank all contributors. We are confident that you will share this view. The article covers the many intricacies that need to be taken into account when even basic bootstrap techniques for hypothesis testing are used in a practical application. Zoubir and B.N. for her timely coordination of this special section. coherences. Our thanks also go to Doug Williams. which is closely related to the bootstrap. [5]. for his continued support and encouragement and Geri Krolin-Taylor. 1998. area editor for special sections. which include testing defects in texture analysis. cross-validation. Amer. We are grateful to all reviewers who did excellent work in a timely fashion. An Introduction to the Bootstrap. Efron and R.M. that we could not consider for this special section. pp. U. they can overcome this problem. [5] A. 1995. the author considers the application of the jackknife to multitaper spectra. At the same time. and Jaffard use the bootstrap in multifractal analysis of hydrodynamic turbulence. their advantages. New York: Chapman & Hall. Some readers may want to know more about the differences between these techniques. Space has been critical. through goldfish to guineapigs as well as humans. Press.. [SP] IEEE SIGNAL PROCESSING MAGAZINE [8] JULY 2007 . 1293–1296. New York: Springer Verlag. no. Candy addresses the concept of bootstrap particle filtering and considers the application of tracking in synthetic aperture sonar.M. 1993.” IEEE Signal Processing Mag. Assoc.R. 39–55. 1998. including those who submitted excellent articles. 452.” IEEE Signal Processing Mag. Boashash. vol. “The bootstrap and its application in signal processing. Bootstrap Techniques for Signal Processing.[from the GUEST EDITORS] continued Much statistical work is now performed with computers in ways that are too complicated for realistic analytical treatment. has worked on and advocated another resampling technique. Abry. “Computer-intensive methods in statistical analysis.

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