A Closed-Form, Consistent and Robust Solution to Uncalibrated Photometric Stereo Via Local Diffuse Reflectance Maxima

Images of an object under different illumination are known to provide strong cues about the object surface. A mathematical formalization of how to recover the normal map of such a surface leads to the so-called uncalibrated photometric stereo problem. In the simplest instance, this problem can be reduced to the task of identifying only three parameters: the so-called generalized bas-relief (GBR) ambiguity. The challenge is to find additional general assumptions about the object, that identify these parameters uniquely. Current approaches are not consistent, i.e., they provide different solutions when run multiple times on the same data. To address this limitation, we propose exploiting local diffuse reflectance (LDR) maxima, i.e., points in the scene where the normal vector is parallel to the illumination direction (see Fig. 1). We demonstrate several noteworthy properties of these maxima: a closed-form solution, computational efficiency and GBR consistency. An LDR maximum yields a simple closed-form solution corresponding to a semi-circle in the GBR parameters space (see Fig. 2); because as few as two diffuse maxima in different images identify a unique solution, the identification of the GBR parameters can be achieved very efficiently; finally, the algorithm is consistent as it always returns the same solution given the same data. Our algorithm is also remarkably robust: It can obtain an accurate estimate of the GBR parameters even with extremely high levels of outliers in the detected maxima (up to 80 % of the observations). The method is validated on real data and achieves state-of-the-art results.

An engineered disulfide bond reversibly traps the IgE-Fc3-4 in a closed, nonreceptor binding conformation

IgE antibodies interact with the high affinity IgE Fc receptor, FcεRI, and activate inflammatory pathways associated with the allergic response. The IgE-Fc region, comprising the C-terminal domains of the IgE heavy chain, binds FcεRI and can adopt different conformations ranging from a closed form incompatible with receptor binding to an open, receptor-bound state. A number of intermediate states are also observed in different IgE-Fc crystal forms. To further explore this apparent IgE-Fc conformational flexibility and to potentially trap a closed, inactive state, we generated a series of disulfide bond mutants. Here we describe the structure and biochemical properties of an IgE-Fc mutant that is trapped in the closed, non-receptor binding state via an engineered disulfide at residue 335 (Cys-335). Reduction of the disulfide at Cys-335 restores the ability of IgE-Fc to bind to its high affinity receptor, FcεRIα. The structure of the Cys-335 mutant shows that its conformation is within the range of previously observed, closed form IgE-Fc structures and that it retains the hydrophobic pocket found in the hinge region of the closed conformation. Locking the IgE-Fc into the closed state with the Cys-335 mutation does not affect binding of two other IgE-Fc ligands, omalizumab and DARPin E2_79, demonstrating selective blocking of the high affinity receptor binding.

Low rank subspace clustering (LRSC)

We consider the problem of fitting a union of subspaces to a collection of data points drawn from one or more subspaces and corrupted by noise and/or gross errors. We pose this problem as a non-convex optimization problem, where the goal is to decompose the corrupted data matrix as the sum of a clean and self-expressive dictionary plus a matrix of noise and/or gross errors. By self-expressive we mean a dictionary whose atoms can be expressed as linear combinations of themselves with low-rank coefficients. In the case of noisy data, our key contribution is to show that this non-convex matrix decomposition problem can be solved in closed form from the SVD of the noisy data matrix. The solution involves a novel polynomial thresholding operator on the singular values of the data matrix, which requires minimal shrinkage. For one subspace, a particular case of our framework leads to classical PCA, which requires no shrinkage. For multiple subspaces, the low-rank coefficients obtained by our framework can be used to construct a data affinity matrix from which the clustering of the data according to the subspaces can be obtained by spectral clustering. In the case of data corrupted by gross errors, we solve the problem using an alternating minimization approach, which combines our polynomial thresholding operator with the more traditional shrinkage-thresholding operator. Experiments on motion segmentation and face clustering show that our framework performs on par with state-of-the-art techniques at a reduced computational cost.

Expectation Conditional Maximization-Based Deformable Shape Registration

This paper addresses the issue of matching statistical and non-rigid shapes, and introduces an Expectation Conditional Maximization-based deformable shape registration (ECM-DSR) algorithm. Similar to previous works, we cast the statistical and non-rigid shape registration problem into a missing data framework and handle the unknown correspondences with Gaussian Mixture Models (GMM). The registration problem is then solved by fitting the GMM centroids to the data. But unlike previous works where equal isotropic covariances are used, our new algorithm uses heteroscedastic covariances whose values are iteratively estimated from the data. A previously introduced virtual observation concept is adopted here to simplify the estimation of the registration parameters. Based on this concept, we derive closed-form solutions to estimate parameters for statistical or non-rigid shape registrations in each iteration. Our experiments conducted on synthesized and real data demonstrate that the ECM-DSR algorithm has various advantages over existing algorithms.

Quasi-Self-Dual Exponential Lévy Processes

The important application of semistatic hedging in financial markets naturally leads to the notion of quasi--self-dual processes. The focus of our study is to give new characterizations of quasi--self-duality. We analyze quasi--self-dual Lévy driven markets which do not admit arbitrage opportunities and derive a set of equivalent conditions for the stochastic logarithm of quasi--self-dual martingale models. Since for nonvanishing order parameter two martingale properties have to be satisfied simultaneously, there is a nontrivial relation between the order and shift parameter representing carrying costs in financial applications. This leads to an equation containing an integral term which has to be inverted in applications. We first discuss several important properties of this equation and, for some well-known Lévy-driven models, we derive a family of closed-form inversion formulae.

Fast parallel kriging-based stepwise uncertainty reduction with application to the identification of an excursion set

Stepwise uncertainty reduction (SUR) strategies aim at constructing a sequence of points for evaluating a function  f in such a way that the residual uncertainty about a quantity of interest progressively decreases to zero. Using such strategies in the framework of Gaussian process modeling has been shown to be efficient for estimating the volume of excursion of f above a fixed threshold. However, SUR strategies remain cumbersome to use in practice because of their high computational complexity, and the fact that they deliver a single point at each iteration. In this article we introduce several multipoint sampling criteria, allowing the selection of batches of points at which f can be evaluated in parallel. Such criteria are of particular interest when f is costly to evaluate and several CPUs are simultaneously available. We also manage to drastically reduce the computational cost of these strategies through the use of closed form formulas. We illustrate their performances in various numerical experiments, including a nuclear safety test case. Basic notions about kriging, auxiliary problems, complexity calculations, R code, and data are available online as supplementary materials.

Differentiating the Multipoint Expected Improvement for Optimal Batch Design

This work deals with parallel optimization of expensive objective functions which are modelled as sample realizations of Gaussian processes. The study is formalized as a Bayesian optimization problem, or continuous multi-armed bandit problem, where a batch of q > 0 arms is pulled in parallel at each iteration. Several algorithms have been developed for choosing batches by trading off exploitation and exploration. As of today, the maximum Expected Improvement (EI) and Upper Confidence Bound (UCB) selection rules appear as the most prominent approaches for batch selection. Here, we build upon recent work on the multipoint Expected Improvement criterion, for which an analytic expansion relying on Tallis’ formula was recently established. The computational burden of this selection rule being still an issue in application, we derive a closed-form expression for the gradient of the multipoint Expected Improvement, which aims at facilitating its maximization using gradient-based ascent algorithms. Substantial computational savings are shown in application. In addition, our algorithms are tested numerically and compared to state-of-the-art UCB-based batchsequential algorithms. Combining starting designs relying on UCB with gradient-based EI local optimization finally appears as a sound option for batch design in distributed Gaussian Process optimization.

Bifurcation Analysis of Reaction Diffusion Systems on Arbitrary Surfaces

In this article we present a computational framework for isolating spatial patterns arising in the steady states of reaction-diffusion systems. Such systems have been used to model many different phenomena in areas such as developmental and cancer biology, cell motility and material science. Often one is interested in identifying parameters which will lead to a particular pattern. To attempt to answer this, we compute eigenpairs of the Laplacian on a variety of domains and use linear stability analysis to determine parameter values for the system that will lead to spatially inhomogeneous steady states whose patterns correspond to particular eigenfunctions. This method has previously been used on domains and surfaces where the eigenvalues and eigenfunctions are found analytically in closed form. Our contribution to this methodology is that we numerically compute eigenpairs on arbitrary domains and surfaces. Here we present various examples and demonstrate that mode isolation is straightforward especially for low eigenvalues. Additionally we see that if two or more eigenvalues are in a permissible range then the inhomogeneous steady state can be a linear combination of the respective eigenfunctions. Finally we show an example which suggests that pattern formation is robust on similar surfaces in cases that the surface either has or does not have a boundary.

Improved dispersive analysis of the scalar form factor of the nucleon

We present a coupled system of integral equations for the pp → ¯NN and ¯K K → ¯N N S-waves derived from Roy–Steiner equations for pion–nucleon scattering. We discuss the solution of the corresponding two-channel Muskhelishvili–Omnès problem and apply the results to a dispersive analysis of the scalar form factor of the nucleon fully including ¯KK intermediate states. In particular, we determine the corrections Ds and DD, which are needed for the extraction of the pion– nucleon s term from pN scattering, and show that the difference DD −Ds = (−1.8±0.2)MeV is insensitive to the input pN parameters.