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Performances of the Multivariate Kurtosis are investigated when applied to colored data, with or without Auto-Regressive pre-whitening, and with or without projection onto a lower-dimensional random subspace. Computer experiments demonstrate the importance of taking into account the possible color of the process in calculating the power of the normality test, in all the scenarios.

Extensive literature exists on how to test for normality, especially for identically and independently distributed (i.i.d) processes. The case of dependent samples has also been addressed, but only for scalar random processes. For this reason, we have proposed a joint normality test for multivariate time-series, extending Mardia's Kurtosis test. In the continuity of this work, we provide here an original performance study of the latter test applied to two-dimensional projections. By leveraging copula, we conduct a comparative study between the bivariate tests and their scalar counterparts. This simulation study reveals that one-dimensional random projections lead to notably less powerful tests than two-dimensional ones.

Most normality tests in the literature are performed for scalar and independent samples. Thus, they become unreliable when applied to colored processes, hampering their use in realistic scenarios.We focus on Mardia's multivariate kurtosis, derive closed-form expressions of its asymptotic distribution for statistically dependent samples, under the null hypothesis of normality and a mixing condition. The calculus is long and tedious but the final result is simple and is implemented with a low computational burden. The proposed expression of the test power exhibits good properties on various scenarios; this is illustrated by computer experiments by means of copulas.

The measure timetable plays a critical role for the accuracy of the estimator. This article deals with the optimization of the schedule of measures for observing a random process in time using a Kalman filter, when the length of the process is finite and fixed, and a fixed number of measures are available. The measuring devices are allowed to differ. The mean variance of the estimator is chosen as criterion for optimality. The cases of $1$ or $2$ measures are studied in detail, and analytical formulas are provided., Comment: 12 pages, 9 figures

In this study, a multiple-comparison approach is developed for detecting faint hyperspectral sources. The detection method relies on a sparse and non-negative representation on a highly coherent dictionary to track a spatially varying source. A robust control of the detection errors is ensured by learning the test statistic distributions on the data. The resulting control is based on the false discovery rate, to take into account the large number of pixels to be tested. This method is applied to data recently recorded by the three-dimensional spectrograph Multi-Unit Spectrograph Explorer.

This paper proposes a new perspective on the problem of multidimensional spectral factorization, through helical mapping: $d$-dimensional ($d$D) data arrays are vectorized, processed by $1$D cepstral analysis and then remapped onto the original space. Partial differential equations (PDEs) are the basic framework to describe the evolution of physical phenomena. We observe that the minimum phase helical solution asymptotically converges to the $d$D semi-causal solution, and allows to decouple the two solutions arising from PDEs describing physical systems. We prove this equivalence in the theoretical framework of cepstral analysis, and we also illustrate the validity of helical factorization through a $2$D wave propagation example and a $3$D application to helioseismology., Comment: 10 pages, 10 figures

In passive monitoring using sensor networks, low energy supplies drastically constrain sensors in terms of calculation and communication abilities. Designing processing algorithms at the sensor level that take into account these constraints is an important problem in this context. We study here the estimation of correlation functions between sensors using compressed acquisition and one-bit-quantization. The estimation is achieved directly using compressed samples, without considering any reconstruction of the signals. We show that if the signals of interest are far from white noise, estimation of the correlation using $M$ compressed samples out of $N\geq M$ can be more advantageous than estimation of the correlation using $M$ consecutive samples. The analysis consists of studying the asymptotic performance of the estimators at a fixed compression rate. We provide the analysis when the compression is realized by a random projection matrix composed of independent and identically distributed entries. The framework includes widely used random projection matrices, such as Gaussian and Bernoulli matrices, and it also includes very sparse matrices. However, it does not include subsampling without replacement, for which a separate analysis is provided. When considering one-bit-quantization as well, the theoretical analysis is not tractable. However, empirical evidence allows the conclusion that in practical situations, compressed and quantized estimators behave sufficiently correctly to be useful in, for example, time-delay estimation and model estimation., Comment: submitted

Propagation delays are intensively used for Structural Health Monitoring or Sensor Network Localization. In this paper, we study the performances of acoustic propagation delay estimation between two sensors, using sources of opportunity only. Such sources are defined as being uncontrolled by the user (activation time, location, spectral content in time and space), thus preventing the direct estimation with classical active approaches, such as TDOA, RSSI and AOA. Observation models are extended from the literature to account for the spectral characteristics of the sources in this passive context and we show how time-filtered sources of opportunity impact the retrieval of the propagation delay between two sensors. A geometrical analogy is then proposed that leads to a lower bound on the variance of the propagation delay estimation that accounts for both the temporal and the spatial properties of the sources field.

This report reviews the conceptual and theoretical links between Granger causality and directed information theory. We begin with a short historical tour of Granger causality, concentrating on its closeness to information theory. The definitions of Granger causality based on prediction are recalled, and the importance of the observation set is discussed. We present the definitions based on conditional independence. The notion of instantaneous coupling is included in the definitions. The concept of Granger causality graphs is discussed. We present directed information theory from the perspective of studies of causal influences between stochastic processes. Causal conditioning appears to be the cornerstone for the relation between information theory and Granger causality. In the bivariate case, the fundamental measure is the directed information, which decomposes as the sum of the transfer entropies and a term quantifying instantaneous coupling. We show the decomposition of the mutual information into the sums of the transfer entropies and the instantaneous coupling measure, a relation known for the linear Gaussian case. We study the multivariate case, showing that the useful decomposition is blurred by instantaneous coupling. The links are further developed by studying how measures based on directed information theory naturally emerge from Granger causality inference frameworks as hypothesis testing.

The paper investigates the link between Granger causality graphs recently formalized by Eichler and directed information theory developed by Massey and Kramer. We particularly insist on the implication of two notions of causality that may occur in physical systems. It is well accepted that dynamical causality is assessed by the conditional transfer entropy, a measure appearing naturally as a part of directed information. Surprisingly the notion of instantaneous causality is often overlooked, even if it was clearly understood in early works. In the bivariate case, instantaneous coupling is measured adequately by the instantaneous information exchange, a measure that supplements the transfer entropy in the decomposition of directed information. In this paper, the focus is put on the multivariate case and conditional graph modeling issues. In this framework, we show that the decomposition of directed information into the sum of transfer entropy and information exchange does not hold anymore. Nevertheless, the discussion allows to put forward the two measures as pillars for the inference of causality graphs. We illustrate this on two synthetic examples which allow us to discuss not only the theoretical concepts, but also the practical estimation issues., Comment: submitted

Sensor network attitude problem consists in retrieving the attitude of each sensor of a network knowing some relative orientations between pairs of sensors. The attitude of a sensor is its orientation in an absolute axis system. We present in this paper a method for solving the sensor network attitude problem using quaternion formalism which allows to apply linear algebra tools. The proposed algorithm solves the problem when all of the relative attitudes are known. A complete characterisation of the algorithm is established: spatial complexity, time complexity and robustness. Our algorithm is validated in simulations and with real experiments., Comment: 12 pages, 7 figures

In this paper, we build an interpreter by reusing host language functions instead of recoding mechanisms of function application that are already available in the host language (the language which is used to build the interpreter). In order to transform user-defined functions into host language functions we use combinatory logic : lambda-abstractions are transformed into a composition of combinators. We provide a mechanically checked proof that this step is correct for the call-by-value strategy with imperative features., Comment: 33 pages

In this paper we derive relations between the cross-correlation of ambient noises recorded at two different points and the Green's function of the elastic waves in a medium with viscous damping. The Green's function allows to estimate physical parameters such as speeds or distances. Furthermore, this work is extended by introducing the Green's correlation function proposed by J-L. Lacoume in [Lacoume07]. Some recent works proved the possible reconstruction of the Green's function for scalar waves from the cross-correlation function of ambient noise. In this work, we consider vector waves propagating in a three dimensional solid medium. Two approaches are developed. Firstly, we extend theoretical derivations proposed by Y. Colin de Verdi`ere in [ColinDeVerdiere09], relating cross-correlation of scalar waves to 1D Green's function using linear operator theory. The second approach recasts the three dimensional problem in the framework of Fourier theory. This allows to improve physical understanding of the underlying physical processes as outlined in [Lacoume07]., Comment: 24 pages

This paper addresses the problem of inferring circulation of information between multiple stochastic processes. We discuss two possible frameworks in which the problem can be studied: directed information theory and Granger causality. The main goal of the paper is to study the connection between these two frameworks. In the case of directed information theory, we stress the importance of Kramer's causal conditioning. This type of conditioning is necessary not only in the definition of the directed information but also for handling causal side information. We also show how directed information decomposes into the sum of two measures, the first one related to Schreiber's transfer entropy quantifies the dynamical aspects of causality, whereas the second one, termed instantaneous information exchange, quantifies the instantaneous aspect of causality. After having recalled the definition of Granger causality, we establish its connection with directed information theory. The connection is particularly studied in the Gaussian case, showing that Geweke's measures of Granger causality correspond to the transfer entropy and the instantaneous information exchange. This allows to propose an information theoretic formulation of Granger causality., Comment: submitted, completely rehaul, new title, added recent references, more emphasis on general case

This paper proposes an original approach to cluster multi-component data sets, including an estimation of the number of clusters. From the construction of a minimal spanning tree with Prim's algorithm, and the assumption that the vertices are approximately distributed according to a Poisson distribution, the number of clusters is estimated by thresholding the Prim's trajectory. The corresponding cluster centroids are then computed in order to initialize the generalized Lloyd's algorithm, also known as $K$-means, which allows to circumvent initialization problems. Some results are derived for evaluating the false positive rate of our cluster detection algorithm, with the help of approximations relevant in Euclidean spaces. Metrics used for measuring similarity between multi-dimensional data points are based on symmetrical divergences. The use of these informational divergences together with the proposed method leads to better results, compared to other clustering methods for the problem of astrophysical data processing. Some applications of this method in the multi/hyper-spectral imagery domain to a satellite view of Paris and to an image of the Mars planet are also presented. In order to demonstrate the usefulness of divergences in our problem, the method with informational divergence as similarity measure is compared with the same method using classical metrics. In the astrophysics application, we also compare the method with the spectral clustering algorithms., Comment: 16 pages

Cyberbotics Ltd. develops WebotsTM, a mobile robotics simulation software that provides you with a rapid prototyping environment for modelling, programming and simulating mobile robots. The provided robot libraries enable you to transfer your control programs to several commercially available real mobile robots. WebotsTM lets you define and modify a complete mobile robotics setup, even several different robots sharing the same environment. For each object, you can define a number of properties, such as shape, color, texture, mass, friction, etc. You can equip each robot with a large number of available sensors and actuators. You can program these robots using your favorite development environment, simulate them and optionally transfer the resulting programs onto your real robots. WebotsTM has been developed in collaboration with the Swiss Federal Institute of Technology in Lausanne, thoroughly tested, well documented and continuously maintained for over 7 years. It is now the main commercial product available from Cyberbotics Ltd.

We describe here an experimental technique based on the acoustic scattering phenomenon allowing the direct probing of the vorticity field in a turbulent flow. Using time-frequency distributions, recently introduced in signal analysis theory, for the analysis of the scattered acoustic signals, we show how the legibility of these signals is significantly improved (time resolved spectroscopy). The method is illustrated on data extracted from a highly turbulent jet flow : discrete vorticity events are clearly evidenced. We claim that the recourse to time-frequency distributions lead to an operational definition of coherent structures associated with phase stationarity in the time-frequency plane., Comment: 26 pages, 6 figures. Latex2e format Revised version : Added references, figures and Changed content