Is the Gaussian distribution

Ercan E. Kuruoglu (Istituto di Scienza e Tecnologie dell'Informazione, Italy)
September 18, 2015 — 10:30 — "None"

Abstract

There are solid reasons for the popularity of Gaussian models. They are easy to deal with, lead to linear equations, and they have a strong theoretical justification given by the Central Limit theorem. However, many data, manmade or natural, exhibit characteristics too impulsive or skewed to be successfully accommodated by the Gaussian model. The wide spread power laws in the nature, in internet, in linguistics, biology are very well known. In this talk we will challengethe “Normality” of the Gaussian distribution and will discuss the alpha‐stable distribution family which satisfies the generalised Central Limit Theorem. Alpha‐Stable distributions have received wide interest in the signal processing community and became state of the art models for impulsive noise and internet traffic in the last 20 years since the influential paper of Nikias and Shao in 1993. We will provide the fundamental theory and discuss the rich class of statistics this family enables us to work with including fractional order statistics, log statistics and extreme value statistics. We will present some application areas where alpha‐stable distributions had important success such as internet traffic modelling, SAR imaging, computational biology, astronomy, etc. We will also present recent research results on generalisation of source separation algorithms by maximizing non-alpha stability and also multivariate analysis using alpha-stable Bayesian networks. We will identify open problems which we hope will lead to fruitful discussion on further research on this family of distributions.

Biography

Ercan E. Kuruoglu was born in Ankara, Turkey in 1969. He obtained his BSc and MSc degrees both in Electrical and Electronics Engineering at Bilkent University in 1991 and 1993 and the MPhil and PhD degrees in Information Engineering at the Cambridge University, in the Signal Processing Laboratory, in 1995 and 1998 respectively. Upon graduation from Cambridge, he joined the Xerox Research Center in Cambridge as a permanent member of theCollaborative Multimedia Systems Group. In 2000, he was in INRIA‐Sophia Antipolis as an ERCIM fellow. In 2002, he joined ISTI‐CNR, Pisa as a permanent member. Since 2006, he is an Associate Professor and Senior Researcher. He was a visiting professor in Georgia Institute of Technology graduate program in Shanghai in 2007 and 2011. He was a 111 Project (Bringing Foreign Experts to China Program) Fellow and was a frequent visitor to Shanghai Jiao Tong University, China (2007‐2011). He was an Visiting Professor in Hong Kong, in August 2012 as a guest of the HK IEEE Chapter. He is a recipient of the Alexander von Humboldt Foundation Fellowship (2012‐2014) which allowed him to work in as a visiting scientist at Max‐Planck Institute for Molecular Biology. He was an Associate Editor for IEEE Transactions on Signal Processing in 2002‐2006 and for IEEE Transactions on Image Processing in 2005‐2009. He is currently the Editor in Chief of Digital Signal Processing: a Review Journal and also is in the editorial board of EURASIP Journal on Advances in Signal Processing. He was the Technical co‐Chair for EUSIPCO 2006, special sessions chair of EUSIPCO 2005 and tutorials co‐chair of ICASSP 2014. He served as an elected member of the IEEE Technical Committee on Signal Processing Theory and Methods (2004‐2010), was a member of IEEE Ethics committee in 2012 and is a Senior Member of IEEE. He was a plenary speaker at Data Analysis for Cosmology (DAC 2007) and ISSPA 2010 and tutorial speaker at ICSPCC 2012 and Bioinformatiha 2013 and 2014 . He is the author of more than 100 peer reviewed publications and holds 5 US, European and Japanese patents. His research interests are in statistical signal processing and information and coding theory with applications in image processing, computational biology, telecommunications, astronomy and geophysics.