Multiview stereo via volumetric Graph-Cuts and occlusion robust photo-consistency.

This paper presents a volumetric formulation for the multi-view stereo problem which is amenable to a computationally tractable global optimisation using Graph-cuts. Our approach is to seek the optimal partitioning of 3D space into two regions labelled as "object" and "empty" under a cost functional consisting of the following two terms: (1) A term that forces the boundary between the two regions to pass through photo-consistent locations and (2) a ballooning term that inflates the "object" region. To take account of the effect of occlusion on the first term we use an occlusion robust photo-consistency metric based on Normalised Cross Correlation, which does not assume any geometric knowledge about the reconstructed object. The globally optimal 3D partitioning can be obtained as the minimum cut solution of a weighted graph.

Instabilities in the oscillatory flow of a complex fluid.

The dynamics of a fluid in a vertical tube, subjected to an oscillatory pressure gradient, is studied experimentally for both a Newtonian and a viscoelastic shear-thinning fluid. Particle image velocimetry is used to determine the two-dimensional velocity fields in the vertical plane of the tube axis, in a range of driving amplitudes from 0.8 to 2.5 mm and of driving frequencies from 2.0 to 11.5 Hz. The Newtonian fluid exhibits a laminar flow regime, independent of the axial position, in the whole range of drivings. For the complex fluid, instead, the parallel shear flow regime exhibited at low amplitudes [Torralba, Phys. Rev. E 72, 016308 (2005)] becomes unstable at higher drivings against the formation of symmetric vortices, equally spaced along the tube. At even higher drivings the vortex structure itself becomes unstable, and complex nonsymmetric structures develop. Given that inertial effects remain negligible even at the hardest drivings (Re < 10(-1)), it is the complex rheology of the fluid that is responsible for the instabilities observed. The system studied represents an interesting example of the development of shear-induced instabilities in nonlinear complex fluids in purely parallel shear flow.

Automatic object segmentation from calibrated images

This paper addresses the problem of automatically obtaining the object/background segmentation of a rigid 3D object observed in a set of images that have been calibrated for camera pose and intrinsics. Such segmentations can be used to obtain a shape representation of a potentially texture-less object by computing a visual hull. We propose an automatic approach where the object to be segmented is identified by the pose of the cameras instead of user input such as 2D bounding rectangles or brush-strokes. The key behind our method is a pairwise MRF framework that combines (a) foreground/background appearance models, (b) epipolar constraints and (c) weak stereo correspondence into a single segmentation cost function that can be efficiently solved by Graph-cuts. The segmentation thus obtained is further improved using silhouette coherency and then used to update the foreground/background appearance models which are fed into the next Graph-cut computation. These two steps are iterated until segmentation convergences. Our method can automatically provide a 3D surface representation even in texture-less scenes where MVS methods might fail. Furthermore, it confers improved performance in images where the object is not readily separable from the background in colour space, an area that previous segmentation approaches have found challenging. © 2011 IEEE.

Live 3D shape reconstruction, recognition and registration

We present a video-based system which interactively captures the geometry of a 3D object in the form of a point cloud, then recognizes and registers known objects in this point cloud in a matter of seconds (fig. 1). In order to achieve interactive speed, we exploit both efficient inference algorithms and parallel computation, often on a GPU. The system can be broken down into two distinct phases: geometry capture, and object inference. We now discuss these in further detail. © 2011 IEEE.

Gaussian Process Vine Copulas for Multivariate Dependence

Copulas allow to learn marginal distributions separately from the multivariate dependence structure (copula) that links them together into a density function. Vine factorizations ease the learning of high-dimensional copulas by constructing a hierarchy of conditional bivariate copulas. However, to simplify inference, it is common to assume that each of these conditional bivariate copulas is independent from its conditioning variables. In this paper, we relax this assumption by discovering the latent functions that specify the shape of a conditional copula given its conditioning variables We learn these functions by following a Bayesian approach based on sparse Gaussian processes with expectation propagation for scalable, approximate inference. Experiments on real-world datasets show that, when modeling all conditional dependencies, we obtain better estimates of the underlying copula of the data.

Dynamic Covariance Models for Multivariate Financial Time Series

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To address these problems we introduce a novel dynamic model for time-changing covariances. Over-fitting and local optima are avoided by following a Bayesian approach instead of computing point estimates. Changes in market conditions are captured by assuming a diffusion process in parameter values, and finally computationally efficient and scalable inference is performed using particle filters. Experiments with financial data show excellent performance of the proposed method with respect to current standard models.

Predictive entropy search for efficient global optimization of black-box functions

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the global maximum. PES codifies this intractable acquisition function in terms of the expected reduction in the differential entropy of the predictive distribution. This reformulation allows PES to obtain approximations that are both more accurate and efficient than other alternatives such as Entropy Search (ES). Furthermore, PES can easily perform a fully Bayesian treatment of the model hyperparameters while ES cannot. We evaluate PES in both synthetic and real-world applications, including optimization problems in machine learning, finance, biotechnology, and robotics. We show that the increased accuracy of PES leads to significant gains in optimization performance.