914 resultados para Projections onto convex sets
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Several of multiasset derivatives like basket options or options on the weighted maximum of assets exhibit the property that their prices determine uniquely the underlying asset distribution. Related to that the question how to retrieve this distributions from the corresponding derivatives quotes will be discussed. On the contrary, the prices of exchange options do not uniquely determine the underlying distributions of asset prices and the extent of this non-uniqueness can be characterised. The discussion is related to a geometric interpretation of multiasset derivatives as support functions of convex sets. Following this, various symmetry properties for basket, maximum and exchange options are discussed alongside with their geometric interpretations and some decomposition results for more general payoff functions.
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Entangled quantum states can be given a separable decomposition if we relax the restriction that the local operators be quantum states. Motivated by the construction of classical simulations and local hidden variable models, we construct `smallest' local sets of operators that achieve this. In other words, given an arbitrary bipartite quantum state we construct convex sets of local operators that allow for a separable decomposition, but that cannot be made smaller while continuing to do so. We then consider two further variants of the problem where the local state spaces are required to contain the local quantum states, and obtain solutions for a variety of cases including a region of pure states around the maximally entangled state. The methods involve calculating certain forms of cross norm. Two of the variants of the problem have a strong relationship to theorems on ensemble decompositions of positive operators, and our results thereby give those theorems an added interpretation. The results generalise those obtained in our previous work on this topic [New J. Phys. 17, 093047 (2015)].
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We apply the theory of Peres and Schlag to obtain generic lower bounds for Hausdorff dimension of images of sets by orthogonal projections on simply connected two-dimensional Riemannian manifolds of constant curvature. As a conclusion we obtain appropriate versions of Marstrand's theorem, Kaufman's theorem, and Falconer's theorem in the above geometrical settings.
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We show the existence of sets with n points (n ? 4) for which every convex decomposition contains more than (35/32)n?(3/2) polygons,which refutes the conjecture that for every set of n points there is a convex decomposition with at most n+C polygons. For sets having exactly three extreme pointswe show that more than n+sqr(2(n ? 3))?4 polygons may be necessary to form a convex decomposition.
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2000 Mathematics Subject Classification: 90C26, 90C20, 49J52, 47H05, 47J20.
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This is a study in the rat of the distribution of specific neurotransmitters in neurones projecting from the substantia nigra reticulata (SNR) to the ventrolateral (VL) and ventromedial (VM) thalamic nuclei. Individual axons projecting from the SNR to these thalamic nuclei have also been reconstructed following small injection of the anterograde tracer dextran biotin into the the SNR. Analysis of reconstructions revealed two populations of SNR neurones projecting onto the VL and VM thalamic nuclei. One group projects directly onto the VM and VL, and the other projects to the VM/VL and to the parafascicular nucleus. In another set of experiments Fluoro-Gold was injected into the VL/VM to label SNR projection neurones retrogradely, and immunohistochemistry was performed to determine the distribution of choline acetyltransferase (ChAT), vesicular acetylcholine transporter (VAChT), gamma -aminobutyric acid (GABA), and glutamate in Fluoro-Gold-labelled SNR projection neurones. Most SNR-VL/VM thalamic projection neurones were immunoreactive to acetylcholine or glutamate, whereas only 25% of the projection neurones were found to be immunoreactive to GABA. (C) 2001 Wiley-Liss, Inc.
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The development of high spatial resolution airborne and spaceborne sensors has improved the capability of ground-based data collection in the fields of agriculture, geography, geology, mineral identification, detection [2, 3], and classification [4–8]. The signal read by the sensor from a given spatial element of resolution and at a given spectral band is a mixing of components originated by the constituent substances, termed endmembers, located at that element of resolution. This chapter addresses hyperspectral unmixing, which is the decomposition of the pixel spectra into a collection of constituent spectra, or spectral signatures, and their corresponding fractional abundances indicating the proportion of each endmember present in the pixel [9, 10]. Depending on the mixing scales at each pixel, the observed mixture is either linear or nonlinear [11, 12]. The linear mixing model holds when the mixing scale is macroscopic [13]. The nonlinear model holds when the mixing scale is microscopic (i.e., intimate mixtures) [14, 15]. The linear model assumes negligible interaction among distinct endmembers [16, 17]. The nonlinear model assumes that incident solar radiation is scattered by the scene through multiple bounces involving several endmembers [18]. Under the linear mixing model and assuming that the number of endmembers and their spectral signatures are known, hyperspectral unmixing is a linear problem, which can be addressed, for example, under the maximum likelihood setup [19], the constrained least-squares approach [20], the spectral signature matching [21], the spectral angle mapper [22], and the subspace projection methods [20, 23, 24]. Orthogonal subspace projection [23] reduces the data dimensionality, suppresses undesired spectral signatures, and detects the presence of a spectral signature of interest. The basic concept is to project each pixel onto a subspace that is orthogonal to the undesired signatures. As shown in Settle [19], the orthogonal subspace projection technique is equivalent to the maximum likelihood estimator. This projection technique was extended by three unconstrained least-squares approaches [24] (signature space orthogonal projection, oblique subspace projection, target signature space orthogonal projection). Other works using maximum a posteriori probability (MAP) framework [25] and projection pursuit [26, 27] have also been applied to hyperspectral data. In most cases the number of endmembers and their signatures are not known. Independent component analysis (ICA) is an unsupervised source separation process that has been applied with success to blind source separation, to feature extraction, and to unsupervised recognition [28, 29]. ICA consists in finding a linear decomposition of observed data yielding statistically independent components. Given that hyperspectral data are, in given circumstances, linear mixtures, ICA comes to mind as a possible tool to unmix this class of data. In fact, the application of ICA to hyperspectral data has been proposed in reference 30, where endmember signatures are treated as sources and the mixing matrix is composed by the abundance fractions, and in references 9, 25, and 31–38, where sources are the abundance fractions of each endmember. In the first approach, we face two problems: (1) The number of samples are limited to the number of channels and (2) the process of pixel selection, playing the role of mixed sources, is not straightforward. In the second approach, ICA is based on the assumption of mutually independent sources, which is not the case of hyperspectral data, since the sum of the abundance fractions is constant, implying dependence among abundances. This dependence compromises ICA applicability to hyperspectral images. In addition, hyperspectral data are immersed in noise, which degrades the ICA performance. IFA [39] was introduced as a method for recovering independent hidden sources from their observed noisy mixtures. IFA implements two steps. First, source densities and noise covariance are estimated from the observed data by maximum likelihood. Second, sources are reconstructed by an optimal nonlinear estimator. Although IFA is a well-suited technique to unmix independent sources under noisy observations, the dependence among abundance fractions in hyperspectral imagery compromises, as in the ICA case, the IFA performance. Considering the linear mixing model, hyperspectral observations are in a simplex whose vertices correspond to the endmembers. Several approaches [40–43] have exploited this geometric feature of hyperspectral mixtures [42]. Minimum volume transform (MVT) algorithm [43] determines the simplex of minimum volume containing the data. The MVT-type approaches are complex from the computational point of view. Usually, these algorithms first find the convex hull defined by the observed data and then fit a minimum volume simplex to it. Aiming at a lower computational complexity, some algorithms such as the vertex component analysis (VCA) [44], the pixel purity index (PPI) [42], and the N-FINDR [45] still find the minimum volume simplex containing the data cloud, but they assume the presence in the data of at least one pure pixel of each endmember. This is a strong requisite that may not hold in some data sets. In any case, these algorithms find the set of most pure pixels in the data. Hyperspectral sensors collects spatial images over many narrow contiguous bands, yielding large amounts of data. For this reason, very often, the processing of hyperspectral data, included unmixing, is preceded by a dimensionality reduction step to reduce computational complexity and to improve the signal-to-noise ratio (SNR). Principal component analysis (PCA) [46], maximum noise fraction (MNF) [47], and singular value decomposition (SVD) [48] are three well-known projection techniques widely used in remote sensing in general and in unmixing in particular. The newly introduced method [49] exploits the structure of hyperspectral mixtures, namely the fact that spectral vectors are nonnegative. The computational complexity associated with these techniques is an obstacle to real-time implementations. To overcome this problem, band selection [50] and non-statistical [51] algorithms have been introduced. This chapter addresses hyperspectral data source dependence and its impact on ICA and IFA performances. The study consider simulated and real data and is based on mutual information minimization. Hyperspectral observations are described by a generative model. This model takes into account the degradation mechanisms normally found in hyperspectral applications—namely, signature variability [52–54], abundance constraints, topography modulation, and system noise. The computation of mutual information is based on fitting mixtures of Gaussians (MOG) to data. The MOG parameters (number of components, means, covariances, and weights) are inferred using the minimum description length (MDL) based algorithm [55]. We study the behavior of the mutual information as a function of the unmixing matrix. The conclusion is that the unmixing matrix minimizing the mutual information might be very far from the true one. Nevertheless, some abundance fractions might be well separated, mainly in the presence of strong signature variability, a large number of endmembers, and high SNR. We end this chapter by sketching a new methodology to blindly unmix hyperspectral data, where abundance fractions are modeled as a mixture of Dirichlet sources. This model enforces positivity and constant sum sources (full additivity) constraints. The mixing matrix is inferred by an expectation-maximization (EM)-type algorithm. This approach is in the vein of references 39 and 56, replacing independent sources represented by MOG with mixture of Dirichlet sources. Compared with the geometric-based approaches, the advantage of this model is that there is no need to have pure pixels in the observations. The chapter is organized as follows. Section 6.2 presents a spectral radiance model and formulates the spectral unmixing as a linear problem accounting for abundance constraints, signature variability, topography modulation, and system noise. Section 6.3 presents a brief resume of ICA and IFA algorithms. Section 6.4 illustrates the performance of IFA and of some well-known ICA algorithms with experimental data. Section 6.5 studies the ICA and IFA limitations in unmixing hyperspectral data. Section 6.6 presents results of ICA based on real data. Section 6.7 describes the new blind unmixing scheme and some illustrative examples. Section 6.8 concludes with some remarks.
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Hyperspectral remote sensing exploits the electromagnetic scattering patterns of the different materials at specific wavelengths [2, 3]. Hyperspectral sensors have been developed to sample the scattered portion of the electromagnetic spectrum extending from the visible region through the near-infrared and mid-infrared, in hundreds of narrow contiguous bands [4, 5]. The number and variety of potential civilian and military applications of hyperspectral remote sensing is enormous [6, 7]. Very often, the resolution cell corresponding to a single pixel in an image contains several substances (endmembers) [4]. In this situation, the scattered energy is a mixing of the endmember spectra. A challenging task underlying many hyperspectral imagery applications is then decomposing a mixed pixel into a collection of reflectance spectra, called endmember signatures, and the corresponding abundance fractions [8–10]. Depending on the mixing scales at each pixel, the observed mixture is either linear or nonlinear [11, 12]. Linear mixing model holds approximately when the mixing scale is macroscopic [13] and there is negligible interaction among distinct endmembers [3, 14]. If, however, the mixing scale is microscopic (or intimate mixtures) [15, 16] and the incident solar radiation is scattered by the scene through multiple bounces involving several endmembers [17], the linear model is no longer accurate. Linear spectral unmixing has been intensively researched in the last years [9, 10, 12, 18–21]. It considers that a mixed pixel is a linear combination of endmember signatures weighted by the correspondent abundance fractions. Under this model, and assuming that the number of substances and their reflectance spectra are known, hyperspectral unmixing is a linear problem for which many solutions have been proposed (e.g., maximum likelihood estimation [8], spectral signature matching [22], spectral angle mapper [23], subspace projection methods [24,25], and constrained least squares [26]). In most cases, the number of substances and their reflectances are not known and, then, hyperspectral unmixing falls into the class of blind source separation problems [27]. Independent component analysis (ICA) has recently been proposed as a tool to blindly unmix hyperspectral data [28–31]. ICA is based on the assumption of mutually independent sources (abundance fractions), which is not the case of hyperspectral data, since the sum of abundance fractions is constant, implying statistical dependence among them. This dependence compromises ICA applicability to hyperspectral images as shown in Refs. [21, 32]. In fact, ICA finds the endmember signatures by multiplying the spectral vectors with an unmixing matrix, which minimizes the mutual information among sources. If sources are independent, ICA provides the correct unmixing, since the minimum of the mutual information is obtained only when sources are independent. This is no longer true for dependent abundance fractions. Nevertheless, some endmembers may be approximately unmixed. These aspects are addressed in Ref. [33]. Under the linear mixing model, the observations from a scene are in a simplex whose vertices correspond to the endmembers. Several approaches [34–36] have exploited this geometric feature of hyperspectral mixtures [35]. Minimum volume transform (MVT) algorithm [36] determines the simplex of minimum volume containing the data. The method presented in Ref. [37] is also of MVT type but, by introducing the notion of bundles, it takes into account the endmember variability usually present in hyperspectral mixtures. The MVT type approaches are complex from the computational point of view. Usually, these algorithms find in the first place the convex hull defined by the observed data and then fit a minimum volume simplex to it. For example, the gift wrapping algorithm [38] computes the convex hull of n data points in a d-dimensional space with a computational complexity of O(nbd=2cþ1), where bxc is the highest integer lower or equal than x and n is the number of samples. The complexity of the method presented in Ref. [37] is even higher, since the temperature of the simulated annealing algorithm used shall follow a log( ) law [39] to assure convergence (in probability) to the desired solution. Aiming at a lower computational complexity, some algorithms such as the pixel purity index (PPI) [35] and the N-FINDR [40] still find the minimum volume simplex containing the data cloud, but they assume the presence of at least one pure pixel of each endmember in the data. This is a strong requisite that may not hold in some data sets. In any case, these algorithms find the set of most pure pixels in the data. PPI algorithm uses the minimum noise fraction (MNF) [41] as a preprocessing step to reduce dimensionality and to improve the signal-to-noise ratio (SNR). The algorithm then projects every spectral vector onto skewers (large number of random vectors) [35, 42,43]. The points corresponding to extremes, for each skewer direction, are stored. A cumulative account records the number of times each pixel (i.e., a given spectral vector) is found to be an extreme. The pixels with the highest scores are the purest ones. N-FINDR algorithm [40] is based on the fact that in p spectral dimensions, the p-volume defined by a simplex formed by the purest pixels is larger than any other volume defined by any other combination of pixels. This algorithm finds the set of pixels defining the largest volume by inflating a simplex inside the data. ORA SIS [44, 45] is a hyperspectral framework developed by the U.S. Naval Research Laboratory consisting of several algorithms organized in six modules: exemplar selector, adaptative learner, demixer, knowledge base or spectral library, and spatial postrocessor. The first step consists in flat-fielding the spectra. Next, the exemplar selection module is used to select spectral vectors that best represent the smaller convex cone containing the data. The other pixels are rejected when the spectral angle distance (SAD) is less than a given thresh old. The procedure finds the basis for a subspace of a lower dimension using a modified Gram–Schmidt orthogonalizati on. The selected vectors are then projected onto this subspace and a simplex is found by an MV T pro cess. ORA SIS is oriented to real-time target detection from uncrewed air vehicles using hyperspectral data [46]. In this chapter we develop a new algorithm to unmix linear mixtures of endmember spectra. First, the algorithm determines the number of endmembers and the signal subspace using a newly developed concept [47, 48]. Second, the algorithm extracts the most pure pixels present in the data. Unlike other methods, this algorithm is completely automatic and unsupervised. To estimate the number of endmembers and the signal subspace in hyperspectral linear mixtures, the proposed scheme begins by estimating sign al and noise correlation matrices. The latter is based on multiple regression theory. The signal subspace is then identified by selectin g the set of signal eigenvalue s that best represents the data, in the least-square sense [48,49 ], we note, however, that VCA works with projected and with unprojected data. The extraction of the end members exploits two facts: (1) the endmembers are the vertices of a simplex and (2) the affine transformation of a simplex is also a simplex. As PPI and N-FIND R algorithms, VCA also assumes the presence of pure pixels in the data. The algorithm iteratively projects data on to a direction orthogonal to the subspace spanned by the endmembers already determined. The new end member signature corresponds to the extreme of the projection. The algorithm iterates until all end members are exhausted. VCA performs much better than PPI and better than or comparable to N-FI NDR; yet it has a computational complexity between on e and two orders of magnitude lower than N-FINDR. The chapter is structure d as follows. Section 19.2 describes the fundamentals of the proposed method. Section 19.3 and Section 19.4 evaluate the proposed algorithm using simulated and real data, respectively. Section 19.5 presents some concluding remarks.
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Let V be an infinite-dimensional vector space and for every infinite cardinal n such that n≤dimV, let AE(V,n) denote the semigroup of all linear transformations of V whose defect is less than n. In 2009, Mendes-Gonçalves and Sullivan studied the ideal structure of AE(V,n). Here, we consider a similarly-defined semigroup AE(X,q) of transformations defined on an infinite set X. Quite surprisingly, the results obtained for sets differ substantially from the results obtained in the linear setting.
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We study the existence of solutions to general measure-minimization problems over topological classes that are stable under localized Lipschitz homotopy, including the standard Plateau problem without the need for restrictive assumptions such as orientability or even rectifiability of surfaces. In case of problems over an open and bounded domain we establish the existence of a “minimal candidate”, obtained as the limit for the local Hausdorff convergence of a minimizing sequence for which the measure is lower-semicontinuous. Although we do not give a way to control the topological constraint when taking limit yet— except for some examples of topological classes preserving local separation or for periodic two-dimensional sets — we prove that this candidate is an Almgren-minimal set. Thus, using regularity results such as Jean Taylor’s theorem, this could be a way to find solutions to the above minimization problems under a generic setup in arbitrary dimension and codimension.
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We consider linear optimization over a nonempty convex semi-algebraic feasible region F. Semidefinite programming is an example. If F is compact, then for almost every linear objective there is a unique optimal solution, lying on a unique \active" manifold, around which F is \partly smooth", and the second-order sufficient conditions hold. Perturbing the objective results in smooth variation of the optimal solution. The active manifold consists, locally, of these perturbed optimal solutions; it is independent of the representation of F, and is eventually identified by a variety of iterative algorithms such as proximal and projected gradient schemes. These results extend to unbounded sets F.
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Aim To evaluate the effects of using distinct alternative sets of climatic predictor variables on the performance, spatial predictions and future projections of species distribution models (SDMs) for rare plants in an arid environment. . Location Atacama and Peruvian Deserts, South America (18º30'S - 31º30'S, 0 - 3 000 m) Methods We modelled the present and future potential distributions of 13 species of Heliotropium sect. Cochranea, a plant group with a centre of diversity in the Atacama Desert. We developed and applied a sequential procedure, starting from climate monthly variables, to derive six alternative sets of climatic predictor variables. We used them to fit models with eight modelling techniques within an ensemble forecasting framework, and derived climate change projections for each of them. We evaluated the effects of using these alternative sets of predictor variables on performance, spatial predictions and projections of SDMs using Generalised Linear Mixed Models (GLMM). Results The use of distinct sets of climatic predictor variables did not have a significant effect on overall metrics of model performance, but had significant effects on present and future spatial predictions. Main conclusion Using different sets of climatic predictors can yield the same model fits but different spatial predictions of current and future species distributions. This represents a new form of uncertainty in model-based estimates of extinction risk that may need to be better acknowledged and quantified in future SDM studies.