2,167 research outputs found

### Surface Comparison with Mass Transportation

We use mass-transportation as a tool to compare surfaces (2-manifolds). In
particular, we determine the "similarity" of two given surfaces by solving a
mass-transportation problem between their conformal densities. This mass
transportation problem differs from the standard case in that we require the
solution to be invariant under global M\"obius transformations. Our approach
provides a constructive way of defining a metric in the abstract space of
simply-connected smooth surfaces with boundary (i.e. surfaces of disk-type);
this metric can also be used to define meaningful intrinsic distances between
pairs of "patches" in the two surfaces, which allows automatic alignment of the
surfaces. We provide numerical experiments on "real-life" surfaces to
demonstrate possible applications in natural sciences

### Sparse and stable Markowitz portfolios

We consider the problem of portfolio selection within the classical Markowitz
mean-variance framework, reformulated as a constrained least-squares regression
problem. We propose to add to the objective function a penalty proportional to
the sum of the absolute values of the portfolio weights. This penalty
regularizes (stabilizes) the optimization problem, encourages sparse portfolios
(i.e. portfolios with only few active positions), and allows to account for
transaction costs. Our approach recovers as special cases the
no-short-positions portfolios, but does allow for short positions in limited
number. We implement this methodology on two benchmark data sets constructed by
Fama and French. Using only a modest amount of training data, we construct
portfolios whose out-of-sample performance, as measured by Sharpe ratio, is
consistently and significantly better than that of the naive evenly-weighted
portfolio which constitutes, as shown in recent literature, a very tough
benchmark.Comment: Better emphasis of main result, new abstract, new examples and
figures. New appendix with full details of algorithm. 17 pages, 6 figure

### Variational image restoration by means of wavelets: Simultaneous decomposition, deblurring, and denoising

AbstractInspired by papers of Veseâ€“Osher [Modeling textures with total variation minimization and oscillating patterns in image processing, Technical Report 02-19, 2002] and Osherâ€“SolÃ©â€“Vese [Image decomposition and restoration using total variation minimization and the Hâˆ’1 norm, Technical Report 02-57, 2002] we present a wavelet-based treatment of variational problems arising in the field of image processing. In particular, we follow their approach and discuss a special class of variational functionals that induce a decomposition of images into oscillating and cartoon components and possibly an appropriate â€˜noiseâ€™ component. In the setting of [Modeling textures with total variation minimization and oscillating patterns in image processing, Technical Report 02-19, 2002] and [Image decomposition and restoration using total variation minimization and the Hâˆ’1 norm, Technical Report 02-57, 2002], the cartoon component of an image is modeled by a BV function; the corresponding incorporation of BV penalty terms in the variational functional leads to PDE schemes that are numerically intensive. By replacing the BV penalty term by a B11(L1) term (which amounts to a slightly stronger constraint on the minimizer), and writing the problem in a wavelet framework, we obtain elegant and numerically efficient schemes with results very similar to those obtained in [Modeling textures with total variation minimization and oscillating patterns in image processing, Technical Report 02-19, 2002] and [Image decomposition and restoration using total variation minimization and the Hâˆ’1 norm, Technical Report 02-57, 2002]. This approach allows us, moreover, to incorporate general bounded linear blur operators into the problem so that the minimization leads to a simultaneous decomposition, deblurring and denoising

### Generalization of the interaction between the Haar approximation and polynomial operators to higher order methods

International audienceIn applications it is useful to compute the local average of a function f(u) of an input u from empirical statistics on u. A very simple relation exists when the local averages are given by a Haar approximation. The question is to know if it holds for higher order approximation methods. To do so, it is necessary to use approximate product operators defined over linear approximation spaces. These products are characterized by a Strang and Fix like condition. An explicit construction of these product operators is exhibited for piecewise polynomial functions, using Hermite interpolation. The averaging relation which holds for the Haar approximation is then recovered when the product is defined by a two point Hermite interpolation

### On R-duals and the duality principle in Gabor analysis

The concept of R-duals of a frame was introduced by Casazza, Kutyniok and
Lammers in 2004, with the motivation to obtain a general version of the duality
principle in Gabor analysis. For tight Gabor frames and Gabor Riesz bases the
three authors were actually able to show that the duality principle is a
special case of general results for R-duals. In this paper we introduce various
alternative R-duals, with focus on what we call R-duals of type II and III. We
show how they are related and provide characterizations of the R-duals of type
II and III. In particular, we prove that for tight frames these classes
coincide with the R-duals by Casazza et el., which is desirable in the sense
that the motivating case of tight Gabor frames already is well covered by these
R-duals. On the other hand, all the introduced types of R-duals generalize the
duality principle for larger classes of Gabor frames than just the tight frames
and the Riesz bases; in particular, the R-duals of type III cover the duality
principle for all Gabor frames

### Wavelet Methods in the Relativistic Three-Body Problem

In this paper we discuss the use of wavelet bases to solve the relativistic
three-body problem. Wavelet bases can be used to transform momentum-space
scattering integral equations into an approximate system of linear equations
with a sparse matrix. This has the potential to reduce the size of realistic
three-body calculations with minimal loss of accuracy. The wavelet method leads
to a clean, interaction independent treatment of the scattering singularities
which does not require any subtractions.Comment: 14 pages, 3 figures, corrected referenc

### An Inverse Problem for Localization Operators

A classical result of time-frequency analysis, obtained by I. Daubechies in
1988, states that the eigenfunctions of a time-frequency localization operator
with circular localization domain and Gaussian analysis window are the Hermite
functions. In this contribution, a converse of Daubechies' theorem is proved.
More precisely, it is shown that, for simply connected localization domains, if
one of the eigenfunctions of a time-frequency localization operator with
Gaussian window is a Hermite function, then its localization domain is a disc.
The general problem of obtaining, from some knowledge of its eigenfunctions,
information about the symbol of a time-frequency localization operator, is
denoted as the inverse problem, and the problem studied by Daubechies as the
direct problem of time-frequency analysis. Here, we also solve the
corresponding problem for wavelet localization, providing the inverse problem
analogue of the direct problem studied by Daubechies and Paul.Comment: 18 pages, 1 figur

### Blind Deconvolution of Ultrasonic Signals Using High-Order Spectral Analysis and Wavelets

Defect detection by ultrasonic method is limited by the pulse width.
Resolution can be improved through a deconvolution process with a priori
information of the pulse or by its estimation. In this paper a regularization
of the Wiener filter using wavelet shrinkage is presented for the estimation of
the reflectivity function. The final result shows an improved signal to noise
ratio with better axial resolution.Comment: 8 pages, CIARP 2005, LNCS 377

### Maximal violation of Bell inequalities by position measurements

We show that it is possible to find maximal violations of the CHSH-Bell
inequality using only position measurements on a pair of entangled
non-relativistic free particles. The device settings required in the CHSH
inequality are done by choosing one of two times at which position is measured.
For different assignments of the "+" outcome to positions, namely to an
interval, to a half line, or to a periodic set, we determine violations of the
inequalities, and states where they are attained. These results have
consequences for the hidden variable theories of Bohm and Nelson, in which the
two-time correlations between distant particle trajectories have a joint
distribution, and hence cannot violate any Bell inequality.Comment: 13 pages, 4 figure

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