2,430 research outputs found
Semiparametric estimation of shifts on compact Lie groups for image registration
In this paper we focus on estimating the deformations that may exist between similar images in the presence of additive noise when a reference template is unknown. The deformations aremodeled as parameters lying in a finite dimensional compact Lie group. A generalmatching criterion based on the Fourier transformand itswell known shift property on compact Lie groups is introduced. M-estimation and semiparametric theory are then used to study the consistency and asymptotic normality of the resulting estimators. As Lie groups are typically nonlinear spaces, our tools rely on statistical estimation for parameters lying in a manifold and take into account the geometrical aspects of the problem. Some simulations are used to illustrate the usefulness of our approach and applications to various areas in image processing are discussed
Extrinsic local regression on manifold-valued data
We propose an extrinsic regression framework for modeling data with manifold
valued responses and Euclidean predictors. Regression with manifold responses
has wide applications in shape analysis, neuroscience, medical imaging and many
other areas. Our approach embeds the manifold where the responses lie onto a
higher dimensional Euclidean space, obtains a local regression estimate in that
space, and then projects this estimate back onto the image of the manifold.
Outside the regression setting both intrinsic and extrinsic approaches have
been proposed for modeling i.i.d manifold-valued data. However, to our
knowledge our work is the first to take an extrinsic approach to the regression
problem. The proposed extrinsic regression framework is general,
computationally efficient and theoretically appealing. Asymptotic distributions
and convergence rates of the extrinsic regression estimates are derived and a
large class of examples are considered indicating the wide applicability of our
approach
Convexity preserving interpolatory subdivision with conic precision
The paper is concerned with the problem of shape preserving interpolatory
subdivision. For arbitrarily spaced, planar input data an efficient non-linear
subdivision algorithm is presented that results in limit curves,
reproduces conic sections and respects the convexity properties of the initial
data. Significant numerical examples illustrate the effectiveness of the
proposed method
Probabilistic Solutions to Differential Equations and their Application to Riemannian Statistics
We study a probabilistic numerical method for the solution of both boundary
and initial value problems that returns a joint Gaussian process posterior over
the solution. Such methods have concrete value in the statistics on Riemannian
manifolds, where non-analytic ordinary differential equations are involved in
virtually all computations. The probabilistic formulation permits marginalising
the uncertainty of the numerical solution such that statistics are less
sensitive to inaccuracies. This leads to new Riemannian algorithms for mean
value computations and principal geodesic analysis. Marginalisation also means
results can be less precise than point estimates, enabling a noticeable
speed-up over the state of the art. Our approach is an argument for a wider
point that uncertainty caused by numerical calculations should be tracked
throughout the pipeline of machine learning algorithms.Comment: 11 page (9 page conference paper, plus supplements
Real-time Exponential Curve Fits Using Discrete Calculus
This paper presents an improved solution for curve fitting data to an exponential equation (Y = AeBt + C). This improvement is in four areas ? speed, stability, determinant processing time, and the removal of limits. The solution presented in this paper avoids iterative techniques and their stability errors by using three mathematical ideas ? discrete calculus, a special relationship (between exponential curves and the Mean Value Theorem for Derivatives), and a simple linear curve fit algorithm. This method can also be applied to fitting data to the general power law equation Y = AxB + C and the general geometric growth equation Y = AkBt + C
Normals estimation for digital surfaces based on convolutions
International audienceIn this paper, we present a method that we call on-surface convolution which extends the classical notion of a 2D digital filter to the case of digital surfaces (following the cuberille model). We also define an averaging mask with local support which, when applied with the iterated convolution operator, behaves like an averaging with large support. The interesting property of the latter averaging is the way the resulting weights are distributed: given a digital surface obtained by discretization of a differentiable surface of R^3 , the masks isocurves are close to the Riemannian isodistance curves from the center of the mask. We eventually use the iterated averaging followed by convolutions with differentiation masks to estimate partial derivatives and then normal vectors over a surface. The number of iterations required to achieve a good estimate is determined experimentally on digitized spheres and tori. The precision of the normal estimation is also investigated according to the digitization step
- …