Contextual models for object detection using boosted random fields

We seek to both detect and segment objects in images. To exploit both local image data as well as contextual information, we introduce Boosted Random Fields (BRFs), which uses Boosting to learn the graph structure and local evidence of a conditional random field (CRF). The graph structure is learned by assembling graph fragments in an additive model. The connections between individual pixels are not very informative, but by using dense graphs, we can pool information from large regions of the image; dense models also support efficient inference. We show how contextual information from other objects can improve detection performance, both in terms of accuracy and speed, by using a computational cascade. We apply our system to detect stuff and things in office and street scenes.

Probabilistic Solution of Inverse Problems

In this thesis we study the general problem of reconstructing a function, defined on a finite lattice from a set of incomplete, noisy and/or ambiguous observations. The goal of this work is to demonstrate the generality and practical value of a probabilistic (in particular, Bayesian) approach to this problem, particularly in the context of Computer Vision. In this approach, the prior knowledge about the solution is expressed in the form of a Gibbsian probability distribution on the space of all possible functions, so that the reconstruction task is formulated as an estimation problem. Our main contributions are the following: (1) We introduce the use of specific error criteria for the design of the optimal Bayesian estimators for several classes of problems, and propose a general (Monte Carlo) procedure for approximating them. This new approach leads to a substantial improvement over the existing schemes, both regarding the quality of the results (particularly for low signal to noise ratios) and the computational efficiency. (2) We apply the Bayesian appraoch to the solution of several problems, some of which are formulated and solved in these terms for the first time. Specifically, these applications are: teh reconstruction of piecewise constant surfaces from sparse and noisy observationsl; the reconstruction of depth from stereoscopic pairs of images and the formation of perceptual clusters. (3) For each one of these applications, we develop fast, deterministic algorithms that approximate the optimal estimators, and illustrate their performance on both synthetic and real data. (4) We propose a new method, based on the analysis of the residual process, for estimating the parameters of the probabilistic models directly from the noisy observations. This scheme leads to an algorithm, which has no free parameters, for the restoration of piecewise uniform images. (5) We analyze the implementation of the algorithms that we develop in non-conventional hardware, such as massively parallel digital machines, and analog and hybrid networks.

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.

Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: the Infinite Horizon Case

We analyze an infinite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are identically distributed 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 maximize expected discounted, or expected average profit over the infinite planning horizon. We show that a stationary (s,S,p) policy is optimal for both the discounted and average profit models with general demand functions. 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.