8 resultados para robust hedging

em Boston University Digital Common


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The algorithm presented in this paper aims to segment the foreground objects in video (e.g., people) given time-varying, textured backgrounds. Examples of time-varying backgrounds include waves on water, clouds moving, trees waving in the wind, automobile traffic, moving crowds, escalators, etc. We have developed a novel foreground-background segmentation algorithm that explicitly accounts for the non-stationary nature and clutter-like appearance of many dynamic textures. The dynamic texture is modeled by an Autoregressive Moving Average Model (ARMA). A robust Kalman filter algorithm iteratively estimates the intrinsic appearance of the dynamic texture, as well as the regions of the foreground objects. Preliminary experiments with this method have demonstrated promising results.

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This technical report presents a combined solution for two problems, one: tracking objects in 3D space and estimating their trajectories and second: computing the similarity between previously estimated trajectories and clustering them using the similarities that we just computed. For the first part, trajectories are estimated using an EKF formulation that will provide the 3D trajectory up to a constant. To improve accuracy, when occlusions appear, multiple hypotheses are followed. For the second problem we compute the distances between trajectories using a similarity based on LCSS formulation. Similarities are computed between projections of trajectories on coordinate axes. Finally we group trajectories together based on previously computed distances, using a clustering algorithm. To check the validity of our approach, several experiments using real data were performed.

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We propose a new characterization of protein structure based on the natural tetrahedral geometry of the β carbon and a new geometric measure of structural similarity, called visible volume. In our model, the side-chains are replaced by an ideal tetrahedron, the orientation of which is fixed with respect to the backbone and corresponds to the preferred rotamer directions. Visible volume is a measure of the non-occluded empty space surrounding each residue position after the side-chains have been removed. It is a robust, parameter-free, locally-computed quantity that accounts for many of the spatial constraints that are of relevance to the corresponding position in the native structure. When computing visible volume, we ignore the nature of both the residue observed at each site and the ones surrounding it. We focus instead on the space that, together, these residues could occupy. By doing so, we are able to quantify a new kind of invariance beyond the apparent variations in protein families, namely, the conservation of the physical space available at structurally equivalent positions for side-chain packing. Corresponding positions in native structures are likely to be of interest in protein structure prediction, protein design, and homology modeling. Visible volume is related to the degree of exposure of a residue position and to the actual rotamers in native proteins. In this article, we discuss the properties of this new measure, namely, its robustness with respect to both crystallographic uncertainties and naturally occurring variations in atomic coordinates, and the remarkable fact that it is essentially independent of the choice of the parameters used in calculating it. We also show how visible volume can be used to align protein structures, to identify structurally equivalent positions that are conserved in a family of proteins, and to single out positions in a protein that are likely to be of biological interest. These properties qualify visible volume as a powerful tool in a variety of applications, from the detailed analysis of protein structure to homology modeling, protein structural alignment, and the definition of better scoring functions for threading purposes.

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A novel method for 3D head tracking in the presence of large head rotations and facial expression changes is described. Tracking is formulated in terms of color image registration in the texture map of a 3D surface model. Model appearance is recursively updated via image mosaicking in the texture map as the head orientation varies. The resulting dynamic texture map provides a stabilized view of the face that can be used as input to many existing 2D techniques for face recognition, facial expressions analysis, lip reading, and eye tracking. Parameters are estimated via a robust minimization procedure; this provides robustness to occlusions, wrinkles, shadows, and specular highlights. The system was tested on a variety of sequences taken with low quality, uncalibrated video cameras. Experimental results are reported.

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ERRATA: We present corrections to Fact 3 and (as a consequence) to Lemma 1 of BUCS Technical Report BUCS-TR-2000-013 (also published in IEEE INCP'2000)[1]. These corrections result in slight changes to the formulae used for the identifications of shared losses, which we quantify.

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We consider the problem of building robust fuzzy extractors, which allow two parties holding similar random variables W, W' to agree on a secret key R in the presence of an active adversary. Robust fuzzy extractors were defined by Dodis et al. in Crypto 2006 [6] to be noninteractive, i.e., only one message P, which can be modified by an unbounded adversary, can pass from one party to the other. This allows them to be used by a single party at different points in time (e.g., for key recovery or biometric authentication), but also presents an additional challenge: what if R is used, and thus possibly observed by the adversary, before the adversary has a chance to modify P. Fuzzy extractors secure against such a strong attack are called post-application robust. We construct a fuzzy extractor with post-application robustness that extracts a shared secret key of up to (2m−n)/2 bits (depending on error-tolerance and security parameters), where n is the bit-length and m is the entropy of W . The previously best known result, also of Dodis et al., [6] extracted up to (2m − n)/3 bits (depending on the same parameters).

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Current Internet transport protocols make end-to-end measurements and maintain per-connection state to regulate the use of shared network resources. When two or more such connections share a common endpoint, there is an opportunity to correlate the end-to-end measurements made by these protocols to better diagnose and control the use of shared resources. We develop packet probing techniques to determine whether a pair of connections experience shared congestion. Correct, efficient diagnoses could enable new techniques for aggregate congestion control, QoS admission control, connection scheduling and mirror site selection. Our extensive simulation results demonstrate that the conditional (Bayesian) probing approach we employ provides superior accuracy, converges faster, and tolerates a wider range of network conditions than recently proposed memoryless (Markovian) probing approaches for addressing this opportunity.

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The data streaming model provides an attractive framework for one-pass summarization of massive data sets at a single observation point. However, in an environment where multiple data streams arrive at a set of distributed observation points, sketches must be computed remotely and then must be aggregated through a hierarchy before queries may be conducted. As a result, many sketch-based methods for the single stream case do not apply directly, as either the error introduced becomes large, or because the methods assume that the streams are non-overlapping. These limitations hinder the application of these techniques to practical problems in network traffic monitoring and aggregation in sensor networks. To address this, we develop a general framework for evaluating and enabling robust computation of duplicate-sensitive aggregate functions (e.g., SUM and QUANTILE), over data produced by distributed sources. We instantiate our approach by augmenting the Count-Min and Quantile-Digest sketches to apply in this distributed setting, and analyze their performance. We conclude with experimental evaluation to validate our analysis.