19 resultados para stopping rule
em Consorci de Serveis Universitaris de Catalunya (CSUC), Spain
Resumo:
We propose a restoration algorithm for band limited images that considers irregular(perturbed) sampling, denoising, and deconvolution. We explore the application of a family ofregularizers that allow to control the spectral behavior of the solution combined with the irregular toregular sampling algorithms proposed by H.G. Feichtinger, K. Gr¨ochenig, M. Rauth and T. Strohmer.Moreover, the constraints given by the image acquisition model are incorporated as a set of localconstraints. And the analysis of such constraints leads to an early stopping rule meant to improvethe speed of the algorithm. Finally we present experiments focused on the restoration of satellite images, where the micro-vibrations are responsible of the type of distortions we are considering here. We will compare results of the proposed method with previous methods and show an extension tozoom.
Resumo:
The work presented evaluates the statistical characteristics of regional bias and expected error in reconstructions of real positron emission tomography (PET) data of human brain fluoro-deoxiglucose (FDG) studies carried out by the maximum likelihood estimator (MLE) method with a robust stopping rule, and compares them with the results of filtered backprojection (FBP) reconstructions and with the method of sieves. The task of evaluating radioisotope uptake in regions-of-interest (ROIs) is investigated. An assessment of bias and variance in uptake measurements is carried out with simulated data. Then, by using three different transition matrices with different degrees of accuracy and a components of variance model for statistical analysis, it is shown that the characteristics obtained from real human FDG brain data are consistent with the results of the simulation studies.
Resumo:
We present a new domain of preferences under which the majority relation is always quasi-transitive and thus Condorcet winners always exist. We model situations where a set of individuals must choose one individual in the group. Agents are connected through some relationship that can be interpreted as expressing neighborhood, and which is formalized by a graph. Our restriction on preferences is as follows: each agent can freely rank his immediate neighbors, but then he is indifferent between each neighbor and all other agents that this neighbor "leads to". Hence, agents can be highly perceptive regarding their neighbors, while being insensitive to the differences between these and other agents which are further removed from them. We show quasi-transitivity of the majority relation when the graph expressing the neighborhood relation is a tree. We also discuss a further restriction allowing to extend the result for more general graphs. Finally, we compare the proposed restriction with others in the literature, to conclude that it is independent of any previously discussed domain restriction.
Resumo:
We study the existence theory for parabolic variational inequalities in weighted L2 spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for finite and infinite dimensional diffusions as a generalized solution of such a variational inequality. The weighted L2 setting allows us to cover some singular cases, such as optimal stopping for stochastic equations with degenerate diffusion coeficient. As an application of the theory, we consider the pricing of American-style contingent claims. Among others, we treat the cases of assets with stochastic volatility and with path-dependent payoffs.
Resumo:
In this paper, I consider a general and informationally effcient approach to determine the optimal access rule and show that there exists a simple rule that achieves the Ramsey outcome as the unique equilibrium when networks compete in linear prices without network-based price discrimination. My approach is informationally effcient in the sense that the regulator is required to know only the marginal cost structure, i.e. the marginal cost of making and terminating a call. The approach is general in that access prices can depend not only on the marginal costs but also on the retail prices, which can be observed by consumers and therefore by the regulator as well. In particular, I consider the set of linear access pricing rules which includes any fixed access price, the Efficient Component Pricing Rule (ECPR) and the Modified ECPR as special cases. I show that in this set, there is a unique access rule that achieves the Ramsey outcome as the unique equilibrium as long as there exists at least a mild degree of substitutability among networks' services.
Resumo:
Most research on single machine scheduling has assumedthe linearity of job holding costs, which is arguablynot appropriate in some applications. This motivates ourstudy of a model for scheduling $n$ classes of stochasticjobs on a single machine, with the objective of minimizingthe total expected holding cost (discounted or undiscounted). We allow general holding cost rates that are separable,nondecreasing and convex on the number of jobs in eachclass. We formulate the problem as a linear program overa certain greedoid polytope, and establish that it issolved optimally by a dynamic (priority) index rule,whichextends the classical Smith's rule (1956) for the linearcase. Unlike Smith's indices, defined for each class, ournew indices are defined for each extended class, consistingof a class and a number of jobs in that class, and yieldan optimal dynamic index rule: work at each time on a jobwhose current extended class has larger index. We furthershow that the indices possess a decomposition property,as they are computed separately for each class, andinterpret them in economic terms as marginal expected cost rate reductions per unit of expected processing time.We establish the results by deploying a methodology recentlyintroduced by us [J. Niño-Mora (1999). "Restless bandits,partial conservation laws, and indexability. "Forthcomingin Advances in Applied Probability Vol. 33 No. 1, 2001],based on the satisfaction by performance measures of partialconservation laws (PCL) (which extend the generalizedconservation laws of Bertsimas and Niño-Mora (1996)):PCL provide a polyhedral framework for establishing theoptimality of index policies with special structure inscheduling problems under admissible objectives, which weapply to the model of concern.
Resumo:
The paper deals with a bilateral accident situation in which victims haveheterogeneous costs of care. With perfect information,efficient care bythe injurer raises with the victim's cost. When the injurer cannot observeat all the victim's type, and this fact can be verified by Courts, first-bestcannot be implemented with the use of a negligence rule based on thefirst-best levels of care. Second-best leads the injurer to intermediate care,and the two types of victims to choose the best response to it. This second-bestsolution can be easily implemented by a negligence rule with second-best as duecare. We explore imperfect observation of the victim's type, characterizing theoptimal solution and examining the different legal alternatives when Courts cannotverify the injurers' statements. Counterintuitively, we show that there is nodifference at all between the use by Courts of a rule of complete trust and arule of complete distrust towards the injurers' statements. We then relate thefindings of the model to existing rules and doctrines in Common Law and Civil Lawlegal systems.
Resumo:
We study the standard economic model of unilateral accidents, in its simplest form, assumingthat the injurers have limited assets.We identify a second-best optimal rule that selects as duecare the minimum of first-best care, and a level of care that takes into account the wealth ofthe injurer. We show that such a rule in fact maximizes the precautionary effort by a potentialinjurer. The idea is counterintuitive: Being softer on an injurer, in terms of the required level ofcare, actually improves the incentives to take care when he is potentially insolvent. We extendthe basic result to an entire population of potentially insolvent injurers, and find that the optimalgeneral standards of care do depend on wealth, and distribution of income. We also show theconditions for the result that higher income levels in a given society call for higher levels of carefor accidents.
Resumo:
We study how to promote compliance with rules in everyday situations. Having access to unique data on the universe of users of all public libraries inBarcelona, we test the effect of sending email messages with dierent contents.We find that users return their items earlier if asked to do so in a simple email.Emails reminding users of the penalties associated with late returns are more effective than emails with only a generic reminder. We find differential treatmenteffects by user types. The characteristics we analyze are previous compliance,gender, age, and nationality.
Resumo:
This paper considers a general and informationally efficient approach to determine the optimal access pricing rule for interconnected networks. It shows that there exists a simple rule that achieves the Ramsey outcome as the unique equilibrium when networks compete in linear prices without network-based price discrimination. The approach is informationally efficient in the sense that the regulator is required to know only the marginal cost structure, i.e. the marginal cost of making and terminating a call. The approach is general in that access prices can depend not only on the marginal costs but also on the retail prices, which can be observed by consumers and therefore by the regulator as well. In particular, I consider the set of linear access pricing rules which includes any fixed access price, the Efficient Component Pricing Rule (ECPR) and the Modified ECPR as special cases. I show that in this set, there is a unique rule that implements the Ramsey outcome as the unique equilibrium independently of the underlying demand conditions.
Resumo:
One of the most important problems in optical pattern recognition by correlation is the appearance of sidelobes in the correlation plane, which causes false alarms. We present a method that eliminate sidelobes of up to a given height if certain conditions are satisfied. The method can be applied to any generalized synthetic discriminant function filter and is capable of rejecting lateral peaks that are even higher than the central correlation. Satisfactory results were obtained in both computer simulations and optical implementation.
Resumo:
This article describes the developmentof an Open Source shallow-transfer machine translation system from Czech to Polish in theApertium platform. It gives details ofthe methods and resources used in contructingthe system. Although the resulting system has quite a high error rate, it is still competitive with other systems.
Resumo:
This paper proposes to enrich RBMTdictionaries with Named Entities(NEs) automatically acquired fromWikipedia. The method is appliedto the Apertium English-Spanishsystem and its performance comparedto that of Apertium with and withouthandtagged NEs. The system withautomatic NEs outperforms the onewithout NEs, while results vary whencompared to a system with handtaggedNEs (results are comparable forSpanish to English but slightly worstfor English to Spanish). Apart fromthat, adding automatic NEs contributesto decreasing the amount of unknownterms by more than 10%.
Resumo:
We describe a series of experiments in which we start with English to French and English to Japanese versions of an Open Source rule-based speech translation system for a medical domain, and bootstrap correspondign statistical systems. Comparative evaluation reveals that the rule-based systems are still significantly better than the statistical ones, despite the fact that considerable effort has been invested in tuning both the recognition and translation components; also, a hybrid system only marginally improved recall at the cost of a los in precision. The result suggests that rule-based architectures may still be preferable to statistical ones for safety-critical speech translation tasks.