A Unified Statistical and Information Theoretic Framework for Multi-modal Image Registration

We formulate and interpret several multi-modal registration methods in the context of a unified statistical and information theoretic framework. A unified interpretation clarifies the implicit assumptions of each method yielding a better understanding of their relative strengths and weaknesses. Additionally, we discuss a generative statistical model from which we derive a novel analysis tool, the "auto-information function", as a means of assessing and exploiting the common spatial dependencies inherent in multi-modal imagery. We analytically derive useful properties of the "auto-information" as well as verify them empirically on multi-modal imagery. Among the useful aspects of the "auto-information function" is that it can be computed from imaging modalities independently and it allows one to decompose the search space of registration problems.

A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.