Left-invariant evolutions of wavelet transforms on the Similitude Group

Enhancement of multiple-scale elongated structures in noisy image data is relevant for many biomedical applications but commonly used PDE-based enhancement techniques often fail at crossings in an image. To get an overview of how an image is composed of local multiple-scale elongated structures we construct a multiple scale orientation score, which is a continuous wavelet transform on the similitude group, SIM(2). Our unitary transform maps the space of images onto a reproducing kernel space defined on SIM(2), allowing us to robustly relate Euclidean (and scaling) invariant operators on images to left-invariant operators on the corresponding continuous wavelet transform. Rather than often used wavelet (soft-)thresholding techniques, we employ the group structure in the wavelet domain to arrive at left-invariant evolutions and flows (diffusion), for contextual crossing preserving enhancement of multiple scale elongated structures in noisy images. We present experiments that display benefits of our work compared to recent PDE techniques acting directly on the images and to our previous work on left-invariant diffusions on orientation scores defined on Euclidean motion group.Comment: 40 page

A multiresolution framework for local similarity based image denoising

In this paper, we present a generic framework for denoising of images corrupted with additive white Gaussian noise based on the idea of regional similarity. The proposed framework employs a similarity function using the distance between pixels in a multidimensional feature space, whereby multiple feature maps describing various local regional characteristics can be utilized, giving higher weight to pixels having similar regional characteristics. An extension of the proposed framework into a multiresolution setting using wavelets and scale space is presented. It is shown that the resulting multiresolution multilateral (MRM) filtering algorithm not only eliminates the coarse-grain noise but can also faithfully reconstruct anisotropic features, particularly in the presence of high levels of noise

Review of modern numerical methods for a simple vanilla option pricing problem

Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model. The increasing complexity of these market assumptions contributes to the popularity of the numerical treatment of option valuation. Therefore, the pricing and hedging of plain vanilla options under the Black–Scholes model usually serve as a bench-mark for the development of new numerical pricing approaches and methods designed for advanced option pricing models. The objective of the paper is to present and compare the methodological concepts for the valuation of simple vanilla options using the relatively modern numerical techniques in this issue which arise from the discontinuous Galerkin method, the wavelet approach and the fuzzy transform technique. A theoretical comparison is accompanied by an empirical study based on the numerical verification of simple vanilla option prices. The resulting numerical schemes represent a particularly effective option pricing tool that enables some features of options that are depend-ent on the discretization of the computational domain as well as the order of the polynomial approximation to be captured better

Invertible Orientation Scores of 3D Images

The enhancement and detection of elongated structures in noisy image data is relevant for many biomedical applications. To handle complex crossing structures in 2D images, 2D orientation scores were introduced, which already showed their use in a variety of applications. Here we extend this work to 3D orientation scores. First, we construct the orientation score from a given dataset, which is achieved by an invertible coherent state type of transform. For this transformation we introduce 3D versions of the 2D cake-wavelets, which are complex wavelets that can simultaneously detect oriented structures and oriented edges. For efficient implementation of the different steps in the wavelet creation we use a spherical harmonic transform. Finally, we show some first results of practical applications of 3D orientation scores.Comment: ssvm 2015 published version in LNCS contains a mistake (a switch notation spherical angles) that is corrected in this arxiv versio

Task-based adaptive multiresolution for time-space multi-scale reaction-diffusion systems on multi-core architectures

A new solver featuring time-space adaptation and error control has been recently introduced to tackle the numerical solution of stiff reaction-diffusion systems. Based on operator splitting, finite volume adaptive multiresolution and high order time integrators with specific stability properties for each operator, this strategy yields high computational efficiency for large multidimensional computations on standard architectures such as powerful workstations. However, the data structure of the original implementation, based on trees of pointers, provides limited opportunities for efficiency enhancements, while posing serious challenges in terms of parallel programming and load balancing. The present contribution proposes a new implementation of the whole set of numerical methods including Radau5 and ROCK4, relying on a fully different data structure together with the use of a specific library, TBB, for shared-memory, task-based parallelism with work-stealing. The performance of our implementation is assessed in a series of test-cases of increasing difficulty in two and three dimensions on multi-core and many-core architectures, demonstrating high scalability