Generalized least squares-based parametric motion estimation and segmentation

El análisis del movimiento es uno de los campos más importantes de la visión por computador. Esto es debido a que el mundo real está en continuo movimiento y es obvio que podremos obtener mucha más información de escenas en movimiento que de escenas estáticas. En esta tesis se ha trabajado principalmente en desarrollar algoritmos de estimación de movimiento para su aplicación a problemas de registrado de imágenes y a problemas de segmentación del movimiento. Uno de los principales objetivos de este trabajo es desarrollar una técnica de registrado de imágenes de gran exactitud, tolerante a outliers y que sea capaz de realizar su labor incluso en la presencia de deformaciones de gran magnitud tales como traslaciones, rotaciones, cambios de escala, cambios de iluminación globales y no espacialmente uniformes, etc. Otro de los objetivos de esta tesis es trabajar en problemas de estimación y la segmentación del movimiento en secuencias de dos imágenes de forma casi simultánea y sin conocimiento a priori del número de modelos de movimiento presentes. Los experimentos mostrados en este trabajo demuestran que los algoritmos propuestos en esta tesis obtienen resultados de gran exactitud.This thesis proposes several techniques related with the motion estimation problem. In particular, it deals with global motion estimation for image registration and motion segmentation. In the first case, we will suppose that the majority of the pixels of the image follow the same motion model, although the possibility of a large number of outliers are also considered. In the motion segmentation problem, the presence of more than one motion model will be considered. In both cases, sequences of two consecutive grey level images will be used. A new generalized least squares-based motion estimator will be proposed. The proposed formulation of the motion estimation problem provides an additional constraint that helps to match the pixels using image gradient information. That is achieved thanks to the use of a weight for each observation, providing high weight values to the observations considered as inliers, and low values to the ones considered as outliers. To avoid falling in a local minimum, the proposed motion estimator uses a Feature-based method (SIFT-based) to obtain good initial motion parameters. Therefore, it can deal with large motions like translation, rotations, scales changes, viewpoint changes, etc. The accuracy of our approach has been tested using challenging real images using both affine and projective motion models. Two Motion Estimator techniques, which use M-Estimators to deal with outliers into a iteratively reweighted least squared-based strategy, have been selected to compare the accuracy of our approach. The results obtained have showed that the proposed motion estimator can obtain as accurate results as M-Estimator-based techniques and even better in most cases. The problem of estimating accurately the motion under non-uniform illumination changes will also be considered. A modification of the proposed global motion estimator will be proposed to deal with this kind of illumination changes. In particular, a dynamic image model where the illumination factors are functions of the localization will be used replacing the brightens constancy assumption allowing for a more general and accurate image model. Experiments using challenging images will be performed showing that the combination of both techniques is feasible and provides accurate estimates of the motion parameters even in the presence of strong illumination changes between the images. The last part of the thesis deals with the motion estimation and segmentation problem. The proposed algorithm uses temporal information, by using the proposed generalized least-squares motion estimation process and spatial information by using an iterative region growing algorithm which classifies regions of pixels into the different motion models present in the sequence. In addition, it can extract the different moving regions of the scene while estimating its motion quasi-simultaneously and without a priori information of the number of moving objects in the scene. The performance of the algorithm will be tested on synthetic and real images with multiple objects undergoing different types of motion

Generalized least squares-based parametric motion estimation and segmentation

El análisis del movimiento es uno de los campos más importantes de la visión por computador. Esto es debido a que el mundo real está en continuo movimiento y es obvio que podremos obtener mucha más información de escenas en movimiento que de escenas estáticas. En esta tesis se ha trabajado principalmente en desarrollar algoritmos de estimación de movimiento para su aplicación a problemas de registrado de imágenes y a problemas de segmentación del movimiento. Uno de los principales objetivos de este trabajo es desarrollar una técnica de registrado de imágenes de gran exactitud, tolerante a outliers y que sea capaz de realizar su labor incluso en la presencia de deformaciones de gran magnitud tales como traslaciones, rotaciones, cambios de escala, cambios de iluminación globales y no espacialmente uniformes, etc. Otro de los objetivos de esta tesis es trabajar en problemas de estimación y la segmentación del movimiento en secuencias de dos imágenes de forma casi simultánea y sin conocimiento a priori del número de modelos de movimiento presentes. Los experimentos mostrados en este trabajo demuestran que los algoritmos propuestos en esta tesis obtienen resultados de gran exactitud.This thesis proposes several techniques related with the motion estimation problem. In particular, it deals with global motion estimation for image registration and motion segmentation. In the first case, we will suppose that the majority of the pixels of the image follow the same motion model, although the possibility of a large number of outliers are also considered. In the motion segmentation problem, the presence of more than one motion model will be considered. In both cases, sequences of two consecutive grey level images will be used. A new generalized least squares-based motion estimator will be proposed. The proposed formulation of the motion estimation problem provides an additional constraint that helps to match the pixels using image gradient information. That is achieved thanks to the use of a weight for each observation, providing high weight values to the observations considered as inliers, and low values to the ones considered as outliers. To avoid falling in a local minimum, the proposed motion estimator uses a Feature-based method (SIFT-based) to obtain good initial motion parameters. Therefore, it can deal with large motions like translation, rotations, scales changes, viewpoint changes, etc. The accuracy of our approach has been tested using challenging real images using both affine and projective motion models. Two Motion Estimator techniques, which use M-Estimators to deal with outliers into a iteratively reweighted least squared-based strategy, have been selected to compare the accuracy of our approach. The results obtained have showed that the proposed motion estimator can obtain as accurate results as M-Estimator-based techniques and even better in most cases. The problem of estimating accurately the motion under non-uniform illumination changes will also be considered. A modification of the proposed global motion estimator will be proposed to deal with this kind of illumination changes. In particular, a dynamic image model where the illumination factors are functions of the localization will be used replacing the brightens constancy assumption allowing for a more general and accurate image model. Experiments using challenging images will be performed showing that the combination of both techniques is feasible and provides accurate estimates of the motion parameters even in the presence of strong illumination changes between the images. The last part of the thesis deals with the motion estimation and segmentation problem. The proposed algorithm uses temporal information, by using the proposed generalized least-squares motion estimation process and spatial information by using an iterative region growing algorithm which classifies regions of pixels into the different motion models present in the sequence. In addition, it can extract the different moving regions of the scene while estimating its motion quasi-simultaneously and without a priori information of the number of moving objects in the scene. The performance of the algorithm will be tested on synthetic and real images with multiple objects undergoing different types of motion

Maximum Likelihood Estimation for Single Particle, Passive Microrheology Data with Drift

Volume limitations and low yield thresholds of biological fluids have led to widespread use of passive microparticle rheology. The mean-squared-displacement (MSD) statistics of bead position time series (bead paths) are either applied directly to determine the creep compliance [Xu et al (1998)] or transformed to determine dynamic storage and loss moduli [Mason & Weitz (1995)]. A prevalent hurdle arises when there is a non-diffusive experimental drift in the data. Commensurate with the magnitude of drift relative to diffusive mobility, quantified by a P\'eclet number, the MSD statistics are distorted, and thus the path data must be "corrected" for drift. The standard approach is to estimate and subtract the drift from particle paths, and then calculate MSD statistics. We present an alternative, parametric approach using maximum likelihood estimation that simultaneously fits drift and diffusive model parameters from the path data; the MSD statistics (and consequently the compliance and dynamic moduli) then follow directly from the best-fit model. We illustrate and compare both methods on simulated path data over a range of P\'eclet numbers, where exact answers are known. We choose fractional Brownian motion as the numerical model because it affords tunable, sub-diffusive MSD statistics consistent with typical 30 second long, experimental observations of microbeads in several biological fluids. Finally, we apply and compare both methods on data from human bronchial epithelial cell culture mucus.Comment: 29 pages, 12 figure

Learning how to be robust: Deep polynomial regression

Polynomial regression is a recurrent problem with a large number of applications. In computer vision it often appears in motion analysis. Whatever the application, standard methods for regression of polynomial models tend to deliver biased results when the input data is heavily contaminated by outliers. Moreover, the problem is even harder when outliers have strong structure. Departing from problem-tailored heuristics for robust estimation of parametric models, we explore deep convolutional neural networks. Our work aims to find a generic approach for training deep regression models without the explicit need of supervised annotation. We bypass the need for a tailored loss function on the regression parameters by attaching to our model a differentiable hard-wired decoder corresponding to the polynomial operation at hand. We demonstrate the value of our findings by comparing with standard robust regression methods. Furthermore, we demonstrate how to use such models for a real computer vision problem, i.e., video stabilization. The qualitative and quantitative experiments show that neural networks are able to learn robustness for general polynomial regression, with results that well overpass scores of traditional robust estimation methods.Comment: 18 pages, conferenc

A selective overview of nonparametric methods in financial econometrics

This paper gives a brief overview on the nonparametric techniques that are useful for financial econometric problems. The problems include estimation and inferences of instantaneous returns and volatility functions of time-homogeneous and time-dependent diffusion processes, and estimation of transition densities and state price densities. We first briefly describe the problems and then outline main techniques and main results. Some useful probabilistic aspects of diffusion processes are also briefly summarized to facilitate our presentation and applications.Comment: 32 pages include 7 figure

Bayesian uncertainty quantification in linear models for diffusion MRI

Diffusion MRI (dMRI) is a valuable tool in the assessment of tissue microstructure. By fitting a model to the dMRI signal it is possible to derive various quantitative features. Several of the most popular dMRI signal models are expansions in an appropriately chosen basis, where the coefficients are determined using some variation of least-squares. However, such approaches lack any notion of uncertainty, which could be valuable in e.g. group analyses. In this work, we use a probabilistic interpretation of linear least-squares methods to recast popular dMRI models as Bayesian ones. This makes it possible to quantify the uncertainty of any derived quantity. In particular, for quantities that are affine functions of the coefficients, the posterior distribution can be expressed in closed-form. We simulated measurements from single- and double-tensor models where the correct values of several quantities are known, to validate that the theoretically derived quantiles agree with those observed empirically. We included results from residual bootstrap for comparison and found good agreement. The validation employed several different models: Diffusion Tensor Imaging (DTI), Mean Apparent Propagator MRI (MAP-MRI) and Constrained Spherical Deconvolution (CSD). We also used in vivo data to visualize maps of quantitative features and corresponding uncertainties, and to show how our approach can be used in a group analysis to downweight subjects with high uncertainty. In summary, we convert successful linear models for dMRI signal estimation to probabilistic models, capable of accurate uncertainty quantification.Comment: Added results from a group analysis and a comparison with residual bootstra

Identification of nonlinear vibrating structures: Part I -- Formulation

A self-starting multistage, time-domain procedure is presented for the identification of nonlinear, multi-degree-of-freedom systems undergoing free oscillations or subjected to arbitrary direct force excitations and/or nonuniform support motions. Recursive least-squares parameter estimation methods combined with nonparametric identification techniques are used to represent, with sufficient accuracy, the identified system in a form that allows the convenient prediction of its transient response under excitations that differ from the test signals. The utility of this procedure is demonstrated in a companion paper

Multi-Scale 3D Scene Flow from Binocular Stereo Sequences

Scene flow methods estimate the three-dimensional motion field for points in the world, using multi-camera video data. Such methods combine multi-view reconstruction with motion estimation. This paper describes an alternative formulation for dense scene flow estimation that provides reliable results using only two cameras by fusing stereo and optical flow estimation into a single coherent framework. Internally, the proposed algorithm generates probability distributions for optical flow and disparity. Taking into account the uncertainty in the intermediate stages allows for more reliable estimation of the 3D scene flow than previous methods allow. To handle the aperture problems inherent in the estimation of optical flow and disparity, a multi-scale method along with a novel region-based technique is used within a regularized solution. This combined approach both preserves discontinuities and prevents over-regularization – two problems commonly associated with the basic multi-scale approaches. Experiments with synthetic and real test data demonstrate the strength of the proposed approach.National Science Foundation (CNS-0202067, IIS-0208876); Office of Naval Research (N00014-03-1-0108

Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results

Econometric analysis of continuous time models has drawn the attention of Peter Phillips for nearly 40 years, resulting in many important publications by him. In these publications he has dealt with a wide range of continuous time models and econometric problems, from univariate equations to systems of equations, from asymptotic theory to finite sample issues, from parametric models to nonparametric models, from identifocation problems to estimation and inference problems, from stationary models to nonstationary and nearly nonstationary models. This paper provides an overview of Peter Phillips' contributions in the continuous time econometrics literature. We review the problems that have been tackled by him, outline the main techniques suggested by him, and discuss the main results obtained by him. Based on his early work, we compare the performance of two asymptotic distributions in a simple setup. Results indicate that the in-fill asymptotics significantly outperforms the long-span asymptotics.