Is the Gaussian distribution "Normal"?: Signal processing with alpha-stable distributions

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• Dr. Ercan E Kuruoglu, ISTI-CNR Pisa Italian National Council of Research and Max Planck Institute for Molecular Genetics, Berlin
• Thursday 20 February 2014, 14:00-15:00
• LR4, Cambridge University Engineering Department.

If you have a question about this talk, please contact Prof. Ramji Venkataramanan.

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, man-made 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 challenge the “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 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 the Collaborative 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 is a recipient of the Alexander von Humboldt Foundation Fellowship (2012‐2014) which allowed him to work in as a visiting scientist at the Department of Theoretical Biophysics, Humboldt‐Universität zu Berlin in 2012 and Max‐Planck Institute for Molecular Biology in 2013-2014. 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.

This talk is part of the Signal Processing and Communications Lab Seminars series.

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