Algebraic Functions For Recognition

In the general case, a trilinear relationship between three perspective views is shown to exist. The trilinearity result is shown to be of much practical use in visual recognition by alignment --- yielding a direct method that cuts through the computations of camera transformation, scene structure and epipolar geometry. The proof of the central result may be of further interest as it demonstrates certain regularities across homographies of the plane and introduces new view invariants. Experiments on simulated and real image data were conducted, including a comparative analysis with epipolar intersection and the linear combination methods, with results indicating a greater degree of robustness in practice and a higher level of performance in re-projection tasks.

On the Relationship Between Generalization Error, Hypothesis Complexity, and Sample Complexity for Radial Basis Functions

In this paper, we bound the generalization error of a class of Radial Basis Function networks, for certain well defined function learning tasks, in terms of the number of parameters and number of examples. We show that the total generalization error is partly due to the insufficient representational capacity of the network (because of its finite size) and partly due to insufficient information about the target function (because of finite number of samples). We make several observations about generalization error which are valid irrespective of the approximation scheme. Our result also sheds light on ways to choose an appropriate network architecture for a particular problem.

Priors Stabilizers and Basis Functions: From Regularization to Radial, Tensor and Additive Splines

We had previously shown that regularization principles lead to approximation schemes, as Radial Basis Functions, which are equivalent to networks with one layer of hidden units, called Regularization Networks. In this paper we show that regularization networks encompass a much broader range of approximation schemes, including many of the popular general additive models, Breiman's hinge functions and some forms of Projection Pursuit Regression. In the probabilistic interpretation of regularization, the different classes of basis functions correspond to different classes of prior probabilities on the approximating function spaces, and therefore to different types of smoothness assumptions. In the final part of the paper, we also show a relation between activation functions of the Gaussian and sigmoidal type.

Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming

We study the preconditioning of symmetric indefinite linear systems of equations that arise in interior point solution of linear optimization problems. The preconditioning method that we study exploits the block structure of the augmented matrix to design a similar block structure preconditioner to improve the spectral properties of the resulting preconditioned matrix so as to improve the convergence rate of the iterative solution of the system. We also propose a two-phase algorithm that takes advantage of the spectral properties of the transformed matrix to solve for the Newton directions in the interior-point method. Numerical experiments have been performed on some LP test problems in the NETLIB suite to demonstrate the potential of the preconditioning method discussed.

Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case

We analyze a finite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective is to find an inventory policy and a pricing strategy maximizing expected profit over the finite horizon. We show that when the demand model is additive, the profit-to-go functions are k-concave and hence an (s,S,p) policy is optimal. In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period. For more general demand functions, i.e., multiplicative plus additive functions, we demonstrate that the profit-to-go function is not necessarily k-concave and an (s,S,p) policy is not necessarily optimal. We introduce a new concept, the symmetric k-concave functions and apply it to provide a characterization of the optimal policy.