Recovering Intrinsic Images from a Single Image

We present an algorithm that uses multiple cues to recover shading and reflectance intrinsic images from a single image. Using both color information and a classifier trained to recognize gray-scale patterns, each image derivative is classified as being caused by shading or a change in the surface's reflectance. Generalized Belief Propagation is then used to propagate information from areas where the correct classification is clear to areas where it is ambiguous. We also show results on real images.

Generalized Low-Rank Approximations

We study the frequent problem of approximating a target matrix with a matrix of lower rank. We provide a simple and efficient (EM) algorithm for solving {\\em weighted} low rank approximation problems, which, unlike simple matrix factorization problems, do not admit a closed form solution in general. We analyze, in addition, the nature of locally optimal solutions that arise in this context, demonstrate the utility of accommodating the weights in reconstructing the underlying low rank representation, and extend the formulation to non-Gaussian noise models such as classification (collaborative filtering).

On Directional Selectivity in Vertebrate Retina: An Experimental and Computational Study

This thesis describes an investigation of retinal directional selectivity. We show intracellular (whole-cell patch) recordings in turtle retina which indicate that this computation occurs prior to the ganglion cell, and we describe a pre-ganglionic circuit model to account for this and other findings which places the non-linear spatio-temporal filter at individual, oriented amacrine cell dendrites. The key non-linearity is provided by interactions between excitatory and inhibitory synaptic inputs onto the dendrites, and their distal tips provide directionally selective excitatory outputs onto ganglion cells. Detailed simulations of putative cells support this model, given reasonable parameter constraints. The performance of the model also suggests that this computational substructure may be relevant within the dendritic trees of CNS neurons in general.

Computational Structure of GPSG Models: Revised Generalized Phrase Structure Grammar

The primary goal of this report is to demonstrate how considerations from computational complexity theory can inform grammatical theorizing. To this end, generalized phrase structure grammar (GPSG) linguistic theory is revised so that its power more closely matches the limited ability of an ideal speaker--hearer: GPSG Recognition is EXP-POLY time hard, while Revised GPSG Recognition is NP-complete. A second goal is to provide a theoretical framework within which to better understand the wide range of existing GPSG models, embodied in formal definitions as well as in implemented computer programs. A grammar for English and an informal explanation of the GPSG/RGPSG syntactic features are included in appendices.

Parallel Methods for Synthesizing Whole-Hand Grasps from Generalized Prototypes

This report addresses the problem of acquiring objects using articulated robotic hands. Standard grasps are used to make the problem tractable, and a technique is developed for generalizing these standard grasps to increase their flexibility to variations in the problem geometry. A generalized grasp description is applied to a new problem situation using a parallel search through hand configuration space, and the result of this operation is a global overview of the space of good solutions. The techniques presented in this report have been implemented, and the results are verified using the Salisbury three-finger robotic hand.

A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks

We propose a nonparametric method for estimating derivative financial asset pricing formulae using learning networks. To demonstrate feasibility, we first simulate Black-Scholes option prices and show that learning networks can recover the Black-Scholes formula from a two-year training set of daily options prices, and that the resulting network formula can be used successfully to both price and delta-hedge options out-of-sample. For comparison, we estimate models using four popular methods: ordinary least squares, radial basis functions, multilayer perceptrons, and projection pursuit. To illustrate practical relevance, we also apply our approach to S&P 500 futures options data from 1987 to 1991.