Color photometric stereo for multicolored surfaces

We present a multispectral photometric stereo method for capturing geometry of deforming surfaces. A novel photometric calibration technique allows calibration of scenes containing multiple piecewise constant chromaticities. This method estimates per-pixel photometric properties, then uses a RANSAC-based approach to estimate the dominant chromaticities in the scene. A likelihood term is developed linking surface normal, image intensity and photometric properties, which allows estimating the number of chromaticities present in a scene to be framed as a model estimation problem. The Bayesian Information Criterion is applied to automatically estimate the number of chromaticities present during calibration. A two-camera stereo system provides low resolution geometry, allowing the likelihood term to be used in segmenting new images into regions of constant chromaticity. This segmentation is carried out in a Markov Random Field framework and allows the correct photometric properties to be used at each pixel to estimate a dense normal map. Results are shown on several challenging real-world sequences, demonstrating state-of-the-art results using only two cameras and three light sources. Quantitative evaluation is provided against synthetic ground truth data. © 2011 IEEE.

Combining information sources for confidence estimation with CRF models

Obtaining accurate confidence measures for automatic speech recognition (ASR) transcriptions is an important task which stands to benefit from the use of multiple information sources. This paper investigates the application of conditional random field (CRF) models as a principled technique for combining multiple features from such sources. A novel method for combining suitably defined features is presented, allowing for confidence annotation using lattice-based features of hypotheses other than the lattice 1-best. The resulting framework is applied to different stages of a state-of-the-art large vocabulary speech recognition pipeline, and consistent improvements are shown over a sophisticated baseline system. Copyright © 2011 ISCA.

A confidence-based approach for improving keyword hypothesis scores

The task in keyword spotting (KWS) is to hypothesise times at which any of a set of key terms occurs in audio. An important aspect of such systems are the scores assigned to these hypotheses, the accuracy of which have a significant impact on performance. Estimating these scores may be formulated as a confidence estimation problem, where a measure of confidence is assigned to each key term hypothesis. In this work, a set of discriminative features is defined, and combined using a conditional random field (CRF) model for improved confidence estimation. An extension to this model to directly address the problem of score normalisation across key terms is also introduced. The implicit score normalisation which results from applying this approach to separate systems in a hybrid configuration yields further benefits. Results are presented which show notable improvements in KWS performance using the techniques presented in this work. © 2013 IEEE.

Classification using log Gaussian Cox processes

McCullagh and Yang (2006) suggest a family of classification algorithms based on Cox processes. We further investigate the log Gaussian variant which has a number of appealing properties. Conditioned on the covariates, the distribution over labels is given by a type of conditional Markov random field. In the supervised case, computation of the predictive probability of a single test point scales linearly with the number of training points and the multiclass generalization is straightforward. We show new links between the supervised method and classical nonparametric methods. We give a detailed analysis of the pairwise graph representable Markov random field, which we use to extend the model to semi-supervised learning problems, and propose an inference method based on graph min-cuts. We give the first experimental analysis on supervised and semi-supervised datasets and show good empirical performance.

Color to Gray: Visual Cue Preservation

Both commercial and scientific applications often need to transform color images into gray-scale images, e. g., to reduce the publication cost in printing color images or to help color blind people see visual cues of color images. However, conventional color to gray algorithms are not ready for practical applications because they encounter the following problems: 1) Visual cues are not well defined so it is unclear how to preserve important cues in the transformed gray-scale images; 2) some algorithms have extremely high time cost for computation; and 3) some require human-computer interactions to have a reasonable transformation. To solve or at least reduce these problems, we propose a new algorithm based on a probabilistic graphical model with the assumption that the image is defined over a Markov random field. Thus, color to gray procedure can be regarded as a labeling process to preserve the newly well-defined visual cues of a color image in the transformed gray-scale image. Visual cues are measurements that can be extracted from a color image by a perceiver. They indicate the state of some properties of the image that the perceiver is interested in perceiving. Different people may perceive different cues from the same color image and three cues are defined in this paper, namely, color spatial consistency, image structure information, and color channel perception priority. We cast color to gray as a visual cue preservation procedure based on a probabilistic graphical model and optimize the model based on an integral minimization problem. We apply the new algorithm to both natural color images and artificial pictures, and demonstrate that the proposed approach outperforms representative conventional algorithms in terms of effectiveness and efficiency. In addition, it requires no human-computer interactions.

基于马尔可夫随机场模型的图像分割技术研究

本文针对基于马尔可夫随机场模型（MRF）的图像分割技术进行研究，通过深入分析马尔可夫随机场模型用于图像分割时的优缺点，提出了改进方案，将其用于单帧图像的无监督分割和动态场景下的运动目标分割。主要研究内容包括以下几部分。 第一部分详细介绍了马尔可夫随机场模型，包括邻域系统和基团的概念、初始标记场的获取、能量函数的确立和MAP估算方法。 第二部分针对噪声图像的预处理，提出一种多尺度双边滤波算法来综合不同尺度下双边滤波的去噪效果。为降低双边滤波的计算复杂性，提出一种双边滤波快速计算方法。该算法能够在去除噪声的同时较好地保留边缘。 第三部分针对MRF模型用于图像分割中遇到的过平滑问题，定义了一种间断自适应高斯马尔可夫随机场模型（DA-GMRF），提出一种基于该模型的无监督图像分割方法。利用灰度直方图势函数自动确定分类数及分割阈值，进行多阈值分割得到标记场的初始化，用Metroplis采样器算法进行标记场的优化，得到最终的分割结果。该方法考虑了平滑约束在图像边缘处的自适应性，避免了边缘处的过平滑，将其应用于无监督图像分割取得了较好的效果。 第四部分针对动态场景下的运动目标分割，提出一种基于间断自适应时空马尔可夫随机场模型的运动目标分割方法。解决了传统时空马尔可夫随机场模型不能对运动造成的显露遮挡现象进行处理问题，也克服了全局一致平滑假设造成的过平滑问题。帧差图像二值化得到初始标记场，初始标记场进行‘与’操作获得共同标记场，用Metroplis采样器算法实现共同标记场的优化。该方法既使用了平滑约束，而又保留了间断，从而使分割得到的运动目标边缘更加准确。

超参数控制下的波阻抗约束反演

The seismic survey is the most effective geophysical method during exploration and development of oil/gas. As a main means in processing and interpreting seismic data, impedance inversion takes up a special position in seismic survey. This is because the impedance parameter is a ligament which connects seismic data with well-logging and geological information, while it is also essential in predicting reservoir properties and sand-body. In fact, the result of traditional impedance inversion is not ideal. This is because the mathematical inverse problem of impedance is poor-pose so that the inverse result has instability and multi-result, so it is necessary to introduce regularization. Most simple regularizations are presented in existent literature, there is a premise that the image(or model) is globally smooth. In fact, as an actual geological model, it not only has made of smooth region but also be separated by the obvious edge, the edge is very important attribute of geological model. It's difficult to preserve these characteristics of the model and to avoid an edge too smooth to clear. Thereby, in this paper, we propose a impedance inverse method controlled by hyperparameters with edge-preserving regularization, the inverse convergence speed and result would be improved. In order to preserve the edge, the potential function of regularization should satisfy nine conditions such as basic assumptions edge preservation and convergence assumptions etc. Eventually, a model with clear background and edge-abnormity can be acquired. The several potential functions and the corresponding weight functions are presented in this paper. The potential functionφLφHL andφGM can meet the need of inverse precision by calculating the models. For the local constant planar and quadric models, we respectively present the neighborhood system of Markov random field corresponding to the regularization term. We linearity nonlinear regularization by using half-quadratic regularization, it not only preserve the edge, and but also simplify the inversion, and can use some linear methods. We introduced two regularization parameters (or hyperparameters) λ2 and δ in the regularization term. λ2 is used to balance the influence between the data term and the transcendental term; δ is a calibrating parameter used to adjust the gradient value at the discontinuous position(or formation interface). Meanwhile, in the inverse procedure, it is important to select the initial value of hyperparameters and to change hyperparameters, these will then have influence on convergence speed and inverse effect. In this paper, we roughly give the initial value of hyperparameters by using a trend- curve of φ-(λ2, δ) and by a method of calculating the upper limit value of hyperparameters. At one time, we change hyperparameters by using a certain coefficient or Maximum Likelihood method, this can be simultaneously fulfilled with the inverse procedure. Actually, we used the Fast Simulated Annealing algorithm in the inverse procedure. This method overcame restrictions from the local extremum without depending on the initial value, and got a global optimal result. Meanwhile, we expound in detail the convergence condition of FSA, the metropolis receiving probability form Metropolis-Hasting, the thermal procession based on the Gibbs sample and other methods integrated with FSA. These content can help us to understand and improve FSA. Through calculating in the theoretic model and applying it to the field data, it is proved that the impedance inverse method in this paper has the advantage of high precision practicability and obvious effect.

基于MRF模型的油气储层属性随机建模方法研究

Stochastic reservoir modeling is a technique used in reservoir describing. Through this technique, multiple data sources with different scales can be integrated into the reservoir model and its uncertainty can be conveyed to researchers and supervisors. Stochastic reservoir modeling, for its digital models, its changeable scales, its honoring known information and data and its conveying uncertainty in models, provides a mathematical framework or platform for researchers to integrate multiple data sources and information with different scales into their prediction models. As a fresher method, stochastic reservoir modeling is on the upswing. Based on related works, this paper, starting with Markov property in reservoir, illustrates how to constitute spatial models for catalogued variables and continuum variables by use of Markov random fields. In order to explore reservoir properties, researchers should study the properties of rocks embedded in reservoirs. Apart from methods used in laboratories, geophysical means and subsequent interpretations may be the main sources for information and data used in petroleum exploration and exploitation. How to build a model for flow simulations based on incomplete information is to predict the spatial distributions of different reservoir variables. Considering data source, digital extent and methods, reservoir modeling can be catalogued into four sorts: reservoir sedimentology based method, reservoir seismic prediction, kriging and stochastic reservoir modeling. The application of Markov chain models in the analogue of sedimentary strata is introduced in the third of the paper. The concept of Markov chain model, N-step transition probability matrix, stationary distribution, the estimation of transition probability matrix, the testing of Markov property, 2 means for organizing sections-method based on equal intervals and based on rock facies, embedded Markov matrix, semi-Markov chain model, hidden Markov chain model, etc, are presented in this part. Based on 1-D Markov chain model, conditional 1-D Markov chain model is discussed in the fourth part. By extending 1-D Markov chain model to 2-D, 3-D situations, conditional 2-D, 3-D Markov chain models are presented. This part also discusses the estimation of vertical transition probability, lateral transition probability and the initialization of the top boundary. Corresponding digital models are used to specify, or testify related discussions. The fifth part, based on the fourth part and the application of MRF in image analysis, discusses MRF based method to simulate the spatial distribution of catalogued reservoir variables. In the part, the probability of a special catalogued variable mass, the definition of energy function for catalogued variable mass as a Markov random field, Strauss model, estimation of components in energy function are presented. Corresponding digital models are used to specify, or testify, related discussions. As for the simulation of the spatial distribution of continuum reservoir variables, the sixth part mainly explores 2 methods. The first is pure GMRF based method. Related contents include GMRF model and its neighborhood, parameters estimation, and MCMC iteration method. A digital example illustrates the corresponding method. The second is two-stage models method. Based on the results of catalogued variables distribution simulation, this method, taking GMRF as the prior distribution for continuum variables, taking the relationship between catalogued variables such as rock facies, continuum variables such as porosity, permeability, fluid saturation, can bring a series of stochastic images for the spatial distribution of continuum variables. Integrating multiple data sources into the reservoir model is one of the merits of stochastic reservoir modeling. After discussing how to model spatial distributions of catalogued reservoir variables, continuum reservoir variables, the paper explores how to combine conceptual depositional models, well logs, cores, seismic attributes production history.

Learning object segmentation from video data

This memo describes the initial results of a project to create a self-supervised algorithm for learning object segmentation from video data. Developmental psychology and computational experience have demonstrated that the motion segmentation of objects is a simpler, more primitive process than the detection of object boundaries by static image cues. Therefore, motion information provides a plausible supervision signal for learning the static boundary detection task and for evaluating performance on a test set. A video camera and previously developed background subtraction algorithms can automatically produce a large database of motion-segmented images for minimal cost. The purpose of this work is to use the information in such a database to learn how to detect the object boundaries in novel images using static information, such as color, texture, and shape. This work was funded in part by the Office of Naval Research contract #N00014-00-1-0298, in part by the Singapore-MIT Alliance agreement of 11/6/98, and in part by a National Science Foundation Graduate Student Fellowship.

Integration of relational and hierarchical network information for protein function prediction

BACKGROUND:In the current climate of high-throughput computational biology, the inference of a protein's function from related measurements, such as protein-protein interaction relations, has become a canonical task. Most existing technologies pursue this task as a classification problem, on a term-by-term basis, for each term in a database, such as the Gene Ontology (GO) database, a popular rigorous vocabulary for biological functions. However, ontology structures are essentially hierarchies, with certain top to bottom annotation rules which protein function predictions should in principle follow. Currently, the most common approach to imposing these hierarchical constraints on network-based classifiers is through the use of transitive closure to predictions.RESULTS:We propose a probabilistic framework to integrate information in relational data, in the form of a protein-protein interaction network, and a hierarchically structured database of terms, in the form of the GO database, for the purpose of protein function prediction. At the heart of our framework is a factorization of local neighborhood information in the protein-protein interaction network across successive ancestral terms in the GO hierarchy. We introduce a classifier within this framework, with computationally efficient implementation, that produces GO-term predictions that naturally obey a hierarchical 'true-path' consistency from root to leaves, without the need for further post-processing.CONCLUSION:A cross-validation study, using data from the yeast Saccharomyces cerevisiae, shows our method offers substantial improvements over both standard 'guilt-by-association' (i.e., Nearest-Neighbor) and more refined Markov random field methods, whether in their original form or when post-processed to artificially impose 'true-path' consistency. Further analysis of the results indicates that these improvements are associated with increased predictive capabilities (i.e., increased positive predictive value), and that this increase is consistent uniformly with GO-term depth. Additional in silico validation on a collection of new annotations recently added to GO confirms the advantages suggested by the cross-validation study. Taken as a whole, our results show that a hierarchical approach to network-based protein function prediction, that exploits the ontological structure of protein annotation databases in a principled manner, can offer substantial advantages over the successive application of 'flat' network-based methods.

Stochastic analysis of free surface flow through earth dams

This research investigated the unconfined flow through dams. The hydraulic conductivity was modeled as spatially random field following lognormal distribution. Results showed that the seepage flow produced from the stochastic solution was smaller than its deterministic value. In addition, the free surface was observed to exit at a point lower than that obtained from the deterministic solution. When the hydraulic conductivity was strongly correlated in the horizontal direction than the vertical direction, the flow through the dam has markedly increased. It is suggested that it may not be necessary to construct a core in dams made from soils that exhibit high degree of variability.

JPEG Image Steganalysis Using Multivariate PDF Estimates With MRF Cliques

Blind steganalysis of JPEG images is addressed by modeling the correlations among the DCT coefficients using K -variate (K = 2) p.d.f. estimates (p.d.f.s) constructed by means of Markov random field (MRF) cliques. The reasoning of using high variate p.d.f.s together with MRF cliques for image steganalysis is explained via a classical detection problem. Although our approach has many improvements over the current state-of-the-art, it suffers from the high dimensionality and the sparseness of the high variate p.d.f.s. The dimensionality problem as well as the sparseness problem are solved heuristically by means of dimensionality reduction and feature selection algorithms. The detection accuracy of the proposed method(s) is evaluated over Memon's (30.000 images) and Goljan's (1912 images) image sets. It is shown that practically applicable steganalysis systems are possible with a suitable dimensionality reduction technique and these systems can provide, in general, improved detection accuracy over the current state-of-the-art. Experimental results also justify this assertion.

Stochastic analysis of seepage under water-retaining structures

This paper investigated the problem of confined flow under dams and water retaining structuresusing stochastic modelling. The approach advocated in the study combined a finite elementsmethod based on the equation governing the dynamics of incompressible fluid flow through aporous medium with a random field generator that generates random hydraulic conductivity basedon lognormal probability distribution. The resulting model was then used to analyse confined flowunder a hydraulic structure. Cases for a structure provided with cutoff wall and when the wall didnot exist were both tested. Various statistical parameters that reflected different degrees ofheterogeneity were examined and the changes in the mean seepage flow, the mean uplift forceand the mean exit gradient observed under the structure were analysed. Results reveal that underheterogeneous conditions, the reduction made by the sheetpile in the uplift force and exit hydraulicgradient may be underestimated when deterministic solutions are used.

Modélisation bayésienne des changements aux niches écologiques causés par le réchauffement climatique

Cette thèse présente des méthodes de traitement de données de comptage en particulier et des données discrètes en général. Il s'inscrit dans le cadre d'un projet stratégique du CRNSG, nommé CC-Bio, dont l'objectif est d'évaluer l'impact des changements climatiques sur la répartition des espèces animales et végétales. Après une brève introduction aux notions de biogéographie et aux modèles linéaires mixtes généralisés aux chapitres 1 et 2 respectivement, ma thèse s'articulera autour de trois idées majeures. Premièrement, nous introduisons au chapitre 3 une nouvelle forme de distribution dont les composantes ont pour distributions marginales des lois de Poisson ou des lois de Skellam. Cette nouvelle spécification permet d'incorporer de l'information pertinente sur la nature des corrélations entre toutes les composantes. De plus, nous présentons certaines propriétés de ladite distribution. Contrairement à la distribution multidimensionnelle de Poisson qu'elle généralise, celle-ci permet de traiter les variables avec des corrélations positives et/ou négatives. Une simulation permet d'illustrer les méthodes d'estimation dans le cas bidimensionnel. Les résultats obtenus par les méthodes bayésiennes par les chaînes de Markov par Monte Carlo (CMMC) indiquent un biais relatif assez faible de moins de 5% pour les coefficients de régression des moyennes contrairement à ceux du terme de covariance qui semblent un peu plus volatils. Deuxièmement, le chapitre 4 présente une extension de la régression multidimensionnelle de Poisson avec des effets aléatoires ayant une densité gamma. En effet, conscients du fait que les données d'abondance des espèces présentent une forte dispersion, ce qui rendrait fallacieux les estimateurs et écarts types obtenus, nous privilégions une approche basée sur l'intégration par Monte Carlo grâce à l'échantillonnage préférentiel. L'approche demeure la même qu'au chapitre précédent, c'est-à-dire que l'idée est de simuler des variables latentes indépendantes et de se retrouver dans le cadre d'un modèle linéaire mixte généralisé (GLMM) conventionnel avec des effets aléatoires de densité gamma. Même si l'hypothèse d'une connaissance a priori des paramètres de dispersion semble trop forte, une analyse de sensibilité basée sur la qualité de l'ajustement permet de démontrer la robustesse de notre méthode. Troisièmement, dans le dernier chapitre, nous nous intéressons à la définition et à la construction d'une mesure de concordance donc de corrélation pour les données augmentées en zéro par la modélisation de copules gaussiennes. Contrairement au tau de Kendall dont les valeurs se situent dans un intervalle dont les bornes varient selon la fréquence d'observations d'égalité entre les paires, cette mesure a pour avantage de prendre ses valeurs sur (-1;1). Initialement introduite pour modéliser les corrélations entre des variables continues, son extension au cas discret implique certaines restrictions. En effet, la nouvelle mesure pourrait être interprétée comme la corrélation entre les variables aléatoires continues dont la discrétisation constitue nos observations discrètes non négatives. Deux méthodes d'estimation des modèles augmentés en zéro seront présentées dans les contextes fréquentiste et bayésien basées respectivement sur le maximum de vraisemblance et l'intégration de Gauss-Hermite. Enfin, une étude de simulation permet de montrer la robustesse et les limites de notre approche.

New simulation schemes for the Heston model

Les titres financiers sont souvent modélisés par des équations différentielles stochastiques (ÉDS). Ces équations peuvent décrire le comportement de l'actif, et aussi parfois certains paramètres du modèle. Par exemple, le modèle de Heston (1993), qui s'inscrit dans la catégorie des modèles à volatilité stochastique, décrit le comportement de l'actif et de la variance de ce dernier. Le modèle de Heston est très intéressant puisqu'il admet des formules semi-analytiques pour certains produits dérivés, ainsi qu'un certain réalisme. Cependant, la plupart des algorithmes de simulation pour ce modèle font face à quelques problèmes lorsque la condition de Feller (1951) n'est pas respectée. Dans ce mémoire, nous introduisons trois nouveaux algorithmes de simulation pour le modèle de Heston. Ces nouveaux algorithmes visent à accélérer le célèbre algorithme de Broadie et Kaya (2006); pour ce faire, nous utiliserons, entre autres, des méthodes de Monte Carlo par chaînes de Markov (MCMC) et des approximations. Dans le premier algorithme, nous modifions la seconde étape de la méthode de Broadie et Kaya afin de l'accélérer. Alors, au lieu d'utiliser la méthode de Newton du second ordre et l'approche d'inversion, nous utilisons l'algorithme de Metropolis-Hastings (voir Hastings (1970)). Le second algorithme est une amélioration du premier. Au lieu d'utiliser la vraie densité de la variance intégrée, nous utilisons l'approximation de Smith (2007). Cette amélioration diminue la dimension de l'équation caractéristique et accélère l'algorithme. Notre dernier algorithme n'est pas basé sur une méthode MCMC. Cependant, nous essayons toujours d'accélérer la seconde étape de la méthode de Broadie et Kaya (2006). Afin de réussir ceci, nous utilisons une variable aléatoire gamma dont les moments sont appariés à la vraie variable aléatoire de la variance intégrée par rapport au temps. Selon Stewart et al. (2007), il est possible d'approximer une convolution de variables aléatoires gamma (qui ressemble beaucoup à la représentation donnée par Glasserman et Kim (2008) si le pas de temps est petit) par une simple variable aléatoire gamma.