M\"obius Invariants of Shapes and Images

Identifying when different images are of the same object despite changes caused by imaging technologies, or processes such as growth, has many applications in fields such as computer vision and biological image analysis. One approach to this problem is to identify the group of possible transformations of the object and to find invariants to the action of that group, meaning that the object has the same values of the invariants despite the action of the group. In this paper we study the invariants of planar shapes and images under the M\"obius group $\mathrm{PSL}(2,\mathbb{C})$, which arises in the conformal camera model of vision and may also correspond to neurological aspects of vision, such as grouping of lines and circles. We survey properties of invariants that are important in applications, and the known M\"obius invariants, and then develop an algorithm by which shapes can be recognised that is M\"obius- and reparametrization-invariant, numerically stable, and robust to noise. We demonstrate the efficacy of this new invariant approach on sets of curves, and then develop a M\"obius-invariant signature of grey-scale images

On the accuracy of phase-type approximations of heavy-tailed risk models

Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If claim sizes are heavy-tailed, then such evaluations are challenging. To overcome this, an attractive way is to approximate the claim sizes with a phase-type distribution. What is not clear though is how many phases are enough in order to achieve a specific accuracy in the approximation of the ruin probability. The goals of this paper are to investigate the number of phases required so that we can achieve a pre-specified accuracy for the ruin probability and to provide error bounds. Also, in the special case of a completely monotone claim size distribution we develop an algorithm to estimate the ruin probability by approximating the excess claim size distribution with a hyperexponential one. Finally, we compare our approximation with the heavy traffic and heavy tail approximations.Comment: 24 pages, 13 figures, 8 tables, 38 reference

Exact and approximate moment closures for non-Markovian network epidemics

Moment-closure techniques are commonly used to generate low-dimensional deterministic models to approximate the average dynamics of stochastic systems on networks. The quality of such closures is usually difficult to asses and the relationship between model assumptions and closure accuracy are often difficult, if not impossible, to quantify. Here we carefully examine some commonly used moment closures, in particular a new one based on the concept of maximum entropy, for approximating the spread of epidemics on networks by reconstructing the probability distributions over triplets based on those over pairs. We consider various models (SI, SIR, SEIR and Reed-Frost-type) under Markovian and non-Markovian assumption characterising the latent and infectious periods. We initially study two special networks, namely the open triplet and closed triangle, for which we can obtain analytical results. We then explore numerically the exactness of moment closures for a wide range of larger motifs, thus gaining understanding of the factors that introduce errors in the approximations, in particular the presence of a random duration of the infectious period and the presence of overlapping triangles in a network. We also derive a simpler and more intuitive proof than previously available concerning the known result that pair-based moment closure is exact for the Markovian SIR model on tree-like networks under pure initial conditions. We also extend such a result to all infectious models, Markovian and non-Markovian, in which susceptibles escape infection independently from each infected neighbour and for which infectives cannot regain susceptible status, provided the network is tree-like and initial conditions are pure. This works represent a valuable step in deepening understanding of the assumptions behind moment closure approximations and for putting them on a more rigorous mathematical footing.Comment: Main text (45 pages, 11 figures and 3 tables) + supplementary material (12 pages, 10 figures and 1 table). Accepted for publication in Journal of Theoretical Biology on 27th April 201

Nilpotent Approximations of Sub-Riemannian Distances for Fast Perceptual Grouping of Blood Vessels in 2D and 3D

We propose an efficient approach for the grouping of local orientations (points on vessels) via nilpotent approximations of sub-Riemannian distances in the 2D and 3D roto-translation groups $SE(2)$ and $SE(3)$. In our distance approximations we consider homogeneous norms on nilpotent groups that locally approximate $SE(n)$, and which are obtained via the exponential and logarithmic map on $SE(n)$. In a qualitative validation we show that the norms provide accurate approximations of the true sub-Riemannian distances, and we discuss their relations to the fundamental solution of the sub-Laplacian on $SE(n)$. The quantitative experiments further confirm the accuracy of the approximations. Quantitative results are obtained by evaluating perceptual grouping performance of retinal blood vessels in 2D images and curves in challenging 3D synthetic volumes. The results show that 1) sub-Riemannian geometry is essential in achieving top performance and 2) that grouping via the fast analytic approximations performs almost equally, or better, than data-adaptive fast marching approaches on $\mathbb{R}^n$ and $SE(n)$.Comment: 18 pages, 9 figures, 3 tables, in review at JMI

Maximum-entropy moment-closure for stochastic systems on networks

Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower dimensional distributions. Whilst undoubtedly useful, several such methods suffer from issues of non-uniqueness and inconsistency. These problems are solved by an approach based on the maximisation of entropy, which is motivated, derived and implemented in this article. A series of numerical experiments are also presented, detailing the application of the method to the Susceptible-Infective-Recovered model of epidemics, as well as cautionary examples showing the sensitivity of moment-closure techniques in general.Comment: 20 pages, 7 figure