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.

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.

Virtual Visual Hulls: Example-Based 3D Shape Estimation from a Single Silhouette

Recovering a volumetric model of a person, car, or other object of interest from a single snapshot would be useful for many computer graphics applications. 3D model estimation in general is hard, and currently requires active sensors, multiple views, or integration over time. For a known object class, however, 3D shape can be successfully inferred from a single snapshot. We present a method for generating a ``virtual visual hull''-- an estimate of the 3D shape of an object from a known class, given a single silhouette observed from an unknown viewpoint. For a given class, a large database of multi-view silhouette examples from calibrated, though possibly varied, camera rigs are collected. To infer a novel single view input silhouette's virtual visual hull, we search for 3D shapes in the database which are most consistent with the observed contour. The input is matched to component single views of the multi-view training examples. A set of viewpoint-aligned virtual views are generated from the visual hulls corresponding to these examples. The 3D shape estimate for the input is then found by interpolating between the contours of these aligned views. When the underlying shape is ambiguous given a single view silhouette, we produce multiple visual hull hypotheses; if a sequence of input images is available, a dynamic programming approach is applied to find the maximum likelihood path through the feasible hypotheses over time. We show results of our algorithm on real and synthetic images of people.

Skin Color-Based Video Segmentation under Time-Varying Illumination

A novel approach for real-time skin segmentation in video sequences is described. The approach enables reliable skin segmentation despite wide variation in illumination during tracking. An explicit second order Markov model is used to predict evolution of the skin-color (HSV) histogram over time. Histograms are dynamically updated based on feedback from the current segmentation and predictions of the Markov model. The evolution of the skin-color distribution at each frame is parameterized by translation, scaling and rotation in color space. Consequent changes in geometric parameterization of the distribution are propagated by warping and resampling the histogram. The parameters of the discrete-time dynamic Markov model are estimated using Maximum Likelihood Estimation, and also evolve over time. The accuracy of the new dynamic skin color segmentation algorithm is compared to that obtained via a static color model. Segmentation accuracy is evaluated using labeled ground-truth video sequences taken from staged experiments and popular movies. An overall increase in segmentation accuracy of up to 24% is observed in 17 out of 21 test sequences. In all but one case the skin-color classification rates for our system were higher, with background classification rates comparable to those of the static segmentation.

The Effects of Anti-Hypertensive Drugs Evaluated Using Markov Modelling for Northern Ireland Chronic Kidney Disease Patients

The aim of this paper is to use Markov modelling to
investigate survival for particular types of kidney patients
in relation to their exposure to anti-hypertensive treatment
drugs. In order to monitor kidney function an intuitive three
point assessment is proposed through the collection of blood
samples in relation to Chronic Kidney Disease for Northern
Ireland patients. A five state Markov Model was devised
using specific transition probabilities for males and
females over all age groups. These transition probabilities
were then adjusted appropriately using relative risk scores
for the event death for different subgroups of patients. The
model was built using TreeAge software package in order to
explore the effects of anti-hypertensive drugs on patients.

How to estimate scavenger fish abundance using baited camera data

Baited cameras are often used for abundance estimation wherever alternative techniques are precluded, e.g. in abyssal systems and areas such as reefs. This method has thus far used models of the arrival process that are deterministic and, therefore, permit no estimate of precision.
Furthermore, errors due to multiple counting of fish and missing those not seen by the camera have restricted the technique to using only the time of first arrival, leaving a lot of data redundant. Here, we reformulate the arrival process using a stochastic model, which allows the precision of abundance
estimates to be quantified. Assuming a non-gregarious, cross-current-scavenging fish, we show that prediction of abundance from first arrival time is extremely uncertain. Using example data, we show
that simple regression-based prediction from the initial (rising) slope of numbers at the bait gives good precision, accepting certain assumptions. The most precise abundance estimates were obtained
by including the declining phase of the time series, using a simple model of departures, and taking account of scavengers beyond the camera’s view, using a hidden Markov model.

Predicting market direction with hidden Markov models

This paper develops the model of Bicego, Grosso, and Otranto (2008) and applies Hidden Markov Models to predict market direction. The paper draws an analogy between financial markets and speech recognition, seeking inspiration from the latter to solve common issues in quantitative investing. Whereas previous works focus mostly on very complex modifications of the original hidden markov model algorithm, the current paper provides an innovative methodology by drawing inspiration from thoroughly tested, yet simple, speech recognition methodologies. By grouping returns into sequences, Hidden Markov Models can then predict market direction the same way they are used to identify phonemes in speech recognition. The model proves highly successful in identifying market direction but fails to consistently identify whether a trend is in place. All in all, the current paper seeks to bridge the gap between speech recognition and quantitative finance and, even though the model is not fully successful, several refinements are suggested and the room for improvement is significant.

Modeling sequencing errors by combining Hidden Markov models.

Among the largest resources for biological sequence data is the large amount of expressed sequence tags (ESTs) available in public and proprietary databases. ESTs provide information on transcripts but for technical reasons they often contain sequencing errors. Therefore, when analyzing EST sequences computationally, such errors must be taken into account. Earlier attempts to model error prone coding regions have shown good performance in detecting and predicting these while correcting sequencing errors using codon usage frequencies. In the research presented here, we improve the detection of translation start and stop sites by integrating a more complex mRNA model with codon usage bias based error correction into one hidden Markov model (HMM), thus generalizing this error correction approach to more complex HMMs. We show that our method maintains the performance in detecting coding sequences.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Deeper model endgame analysis

A reference model of Fallible Endgame Play has been implemented and exercised with the chess-engine WILHELM. Past experiments have demonstrated the value of the model and the robustness of decisions based on it: experiments agree well with a Markov Model theory. Here, the reference model is exercised on the well-known endgame KBBKN.

Model endgame analysis

A reference model of Fallible Endgame Play has been implemented and exercised with the chess engine WILHELM. Various experiments have demonstrated the value of the model and the robustness of decisions based on it. Experimental results have also been compared with the theoretical predictions of a Markov model of the endgame and found to be in close agreement.

Bayesian analysis of correlated evolution of discrete characters by reversible-jump Markov chain Monte Carlo

We describe a Bayesian method for investigating correlated evolution of discrete binary traits on phylogenetic trees. The method fits a continuous-time Markov model to a pair of traits, seeking the best fitting models that describe their joint evolution on a phylogeny. We employ the methodology of reversible-jump ( RJ) Markov chain Monte Carlo to search among the large number of possible models, some of which conform to independent evolution of the two traits, others to correlated evolution. The RJ Markov chain visits these models in proportion to their posterior probabilities, thereby directly estimating the support for the hypothesis of correlated evolution. In addition, the RJ Markov chain simultaneously estimates the posterior distributions of the rate parameters of the model of trait evolution. These posterior distributions can be used to test among alternative evolutionary scenarios to explain the observed data. All results are integrated over a sample of phylogenetic trees to account for phylogenetic uncertainty. We implement the method in a program called RJ Discrete and illustrate it by analyzing the question of whether mating system and advertisement of estrus by females have coevolved in the Old World monkeys and great apes.

Real-time factor model forecasting and the effects of instability

Factor forecasting models are shown to deliver real-time gains over autoregressive models for US real activity variables during the recent period, but are less successful for nominal variables. The gains are largely due to the Financial Crisis period, and are primarily at the shortest (one quarter ahead) horizon. Excluding the pre-Great Moderation years from the factor forecasting model estimation period (but not from the data used to extract factors) results in a marked fillip in factor model forecast accuracy, but does the same for the AR model forecasts. The relative performance of the factor models compared to the AR models is largely unaffected by whether the exercise is in real time or is pseudo out-of-sample.

A chemotactic-based model for spatial activity recognition

Spatial activity recognition in everyday environments is particularly challenging due to noise incorporated during video-tracking. We address the noise issue of spatial recognition with a biologically inspired chemotactic model that is capable of handling noisy data. The model is based on bacterial chemotaxis, a process that allows bacteria to survive by changing motile behaviour in relation to environmental dynamics. Using chemotactic principles, we propose the chemotactic model and evaluate its classification performance in a smart house environment. The model exhibits high classification accuracy (99%) with a diverse 10 class activity dataset and outperforms the discrete hidden Markov model (HMM). High accuracy (>89%) is also maintained across small training sets and through incorporation of varying degrees of artificial noise into testing sequences. Importantly, unlike other bottom–up spatial activity recognition models, we show that the chemotactic model is capable of recognizing simple interwoven activities.