Online Robust 3D Mapping Using Structure from Motion Cues

This paper presents a complete solution for creating accurate 3D textured models from monocular video sequences. The methods are developed within the framework of sequential structure from motion, where a 3D model of the environment is maintained and updated as new visual information becomes available. The camera position is recovered by directly associating the 3D scene model with local image observations. Compared to standard structure from motion techniques, this approach decreases the error accumulation while increasing the robustness to scene occlusions and feature association failures. The obtained 3D information is used to generate high quality, composite visual maps of the scene (mosaics). The visual maps are used to create texture-mapped, realistic views of the scene

Possible solution of some essential zero problems in compositional data analysis

One of the tantalising remaining problems in compositional data analysis lies in how to deal with data sets in which there are components which are essential zeros. By anessential zero we mean a component which is truly zero, not something recorded as zero simply because the experimental design or the measuring instrument has not been sufficiently sensitive to detect a trace of the part. Such essential zeros occur inmany compositional situations, such as household budget patterns, time budgets,palaeontological zonation studies, ecological abundance studies. Devices such as nonzero replacement and amalgamation are almost invariably ad hoc and unsuccessful insuch situations. From consideration of such examples it seems sensible to build up amodel in two stages, the first determining where the zeros will occur and the secondhow the unit available is distributed among the non-zero parts. In this paper we suggest two such models, an independent binomial conditional logistic normal model and a hierarchical dependent binomial conditional logistic normal model. The compositional data in such modelling consist of an incidence matrix and a conditional compositional matrix. Interesting statistical problems arise, such as the question of estimability of parameters, the nature of the computational process for the estimation of both the incidence and compositional parameters caused by the complexity of the subcompositional structure, the formation of meaningful hypotheses, and the devising of suitable testing methodology within a lattice of such essential zero-compositional hypotheses. The methodology is illustrated by application to both simulated and real compositional data

Risk management under a two-factor model of the term structure of interest rates

This paper presents several applications to interest rate risk managementbased on a two-factor continuous-time model of the term structure of interestrates previously presented in Moreno (1996). This model assumes that defaultfree discount bond prices are determined by the time to maturity and twofactors, the long-term interest rate and the spread (difference between thelong-term rate and the short-term (instantaneous) riskless rate). Several newmeasures of ``generalized duration" are presented and applied in differentsituations in order to manage market risk and yield curve risk. By means ofthese measures, we are able to compute the hedging ratios that allows us toimmunize a bond portfolio by means of options on bonds. Focusing on thehedging problem, it is shown that these new measures allow us to immunize abond portfolio against changes (parallel and/or in the slope) in the yieldcurve. Finally, a proposal of solution of the limitations of conventionalduration by means of these new measures is presented and illustratednumerically.

Auctions of licences and market structure

This paper studies sequential auctions of licences to operate in amarket where those firms that obtain at least one licence then engage ina symmetric market game. I employ a new refinement of Nash equilibrium,the concept of {\sl Markovian recursively undominated equilibrium}.The unique solution satisfies the following properties: (i) when severalfirms own licences before the auction (incumbents), new entrants buylicences in each stage, and (ii) when there is no more than one incumbent,either the single firm preempts entry altogether or entry occurs inevery stage, depending on the parameter configuration.

A two-mean reverting-factor model of the term structure of interest rates

This paper presents a two--factor model of the term structure ofinterest rates. We assume that default free discount bond prices aredetermined by the time to maturity and two factors, the long--term interestrate and the spread (difference between the long--term rate and theshort--term (instantaneous) riskless rate). Assuming that both factorsfollow a joint Ornstein--Uhlenbeck process, a general bond pricing equationis derived. We obtain a closed--form expression for bond prices andexamine its implications for the term structure of interest rates. We alsoderive a closed--form solution for interest rate derivatives prices. Thisexpression is applied to price European options on discount bonds andmore complex types of options. Finally, empirical evidence of the model'sperformance is presented.

Reduction of symmetry in grandite solid solution

The results of a crystal structure refinement of an anisotropic grandite garnet specimen with composition Gro36-4 And63-6 are given. The structure obtained has orthorrombic symmetry (space group Fddd) and is compared with similar results obtained by other authors. In all cases the reduction of symmetry is due to the ordering of Fe3+ and Al in octahedral sites. Non cubic structures of grandites are discussed in connection with optical, morphological an grou-th features of these minerals.

Residual Stress Measurement on a MEMS Structure With High-Spatial Resolution

A new approach to the local measurement of residual stress in microstructures is described in this paper. The presented technique takes advantage of the combined milling-imaging features of a focused ion beam (FIB) equipment to scale down the widely known hole drilling method. This method consists of drilling a small hole in a solid with inherent residual stresses and measuring the strains/displacements caused by the local stress release, that takes place around the hole. In the presented case, the displacements caused by the milling are determined by applying digital image correlation (DIC) techniques to high resolution micrographs taken before and after the milling process. The residual stress value is then obtained by fitting the measured displacements to the analytical solution of the displacement fields. The feasibility of this approach has been demonstrated on a micromachined silicon nitride membrane showing that this method has high potential for applications in the field of mechanical characterization of micro/nanoelectromechanical systems.

Quantum wire with periodic serial structure

Electron wave motion in a quantum wire with periodic structure is treated by direct solution of the Schrödinger equation as a mode-matching problem. Our method is particularly useful for a wire consisting of several distinct units, where the total transfer matrix for wave propagation is just the product of those for its basic units. It is generally applicable to any linearly connected serial device, and it can be implemented on a small computer. The one-dimensional mesoscopic crystal recently considered by Ulloa, Castaño, and Kirczenow [Phys. Rev. B 41, 12 350 (1990)] is discussed with our method, and is shown to be a strictly one-dimensional problem. Electron motion in the multiple-stub T-shaped potential well considered by Sols et al. [J. Appl. Phys. 66, 3892 (1989)] is also treated. A structure combining features of both of these is investigated

Quantum wire with periodic serial structure

Electron wave motion in a quantum wire with periodic structure is treated by direct solution of the Schrödinger equation as a mode-matching problem. Our method is particularly useful for a wire consisting of several distinct units, where the total transfer matrix for wave propagation is just the product of those for its basic units. It is generally applicable to any linearly connected serial device, and it can be implemented on a small computer. The one-dimensional mesoscopic crystal recently considered by Ulloa, Castaño, and Kirczenow [Phys. Rev. B 41, 12 350 (1990)] is discussed with our method, and is shown to be a strictly one-dimensional problem. Electron motion in the multiple-stub T-shaped potential well considered by Sols et al. [J. Appl. Phys. 66, 3892 (1989)] is also treated. A structure combining features of both of these is investigated.

The organizational structure of online academic advising

Academic advising is a key element for learning success in virtual environments that has received little attention from researchers. This paper focuses on the organizational arrangements needed for the delivery of academic advising in online higher education. We present the general dimensions of organizational structures (division of labor, hierarchy of authority and formalization) and their possible forms when applied to academic advising. The specific solution adopted at the Open University of Catalonia is described and assessed in order to draw general conclusions of interest for other institutions.

Parallel characterizations of a generalized shapley value and a generalized banzhaf value for cooperative games with level structure of cooperation

We present parallel characterizations of two different values in the framework of restricted cooperation games. The restrictions are introduced as a finite sequence of partitions defined on the player set, each of them being coarser than the previous one, hence forming a structure of different levels of a priori unions. On the one hand, we consider a value first introduced in Ref. [18], which extends the Shapley value to games with different levels of a priori unions. On the other hand, we introduce another solution for the same type of games, which extends the Banzhaf value in the same manner. We characterize these two values using logically comparable properties.

On the structure of cooperative and competitive solutions for a generalized assignment game

We study cooperative and competitive solutions for a many- to-many generalization of Shapley and Shubik (1972)'s assignment game. We consider the Core, three other notions of group stability and two al- ternative definitions of competitive equilibrium. We show that (i) each group stable set is closely related with the Core of certain games defined using a proper notion of blocking and (ii) each group stable set contains the set of payoff vectors associated to the two definitions of competitive equilibrium. We also show that all six solutions maintain a strictly nested structure. Moreover, each solution can be identified with a set of ma- trices of (discriminated) prices which indicate how gains from trade are distributed among buyers and sellers. In all cases such matrices arise as solutions of a system of linear inequalities. Hence, all six solutions have the same properties from a structural and computational point of view.