316 research outputs found

    Potts model, parametric maxflow and k-submodular functions

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    The problem of minimizing the Potts energy function frequently occurs in computer vision applications. One way to tackle this NP-hard problem was proposed by Kovtun [19,20]. It identifies a part of an optimal solution by running kk maxflow computations, where kk is the number of labels. The number of "labeled" pixels can be significant in some applications, e.g. 50-93% in our tests for stereo. We show how to reduce the runtime to O(logk)O(\log k) maxflow computations (or one {\em parametric maxflow} computation). Furthermore, the output of our algorithm allows to speed-up the subsequent alpha expansion for the unlabeled part, or can be used as it is for time-critical applications. To derive our technique, we generalize the algorithm of Felzenszwalb et al. [7] for {\em Tree Metrics}. We also show a connection to {\em kk-submodular functions} from combinatorial optimization, and discuss {\em kk-submodular relaxations} for general energy functions.Comment: Accepted to ICCV 201

    Complexity of Discrete Energy Minimization Problems

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    Discrete energy minimization is widely-used in computer vision and machine learning for problems such as MAP inference in graphical models. The problem, in general, is notoriously intractable, and finding the global optimal solution is known to be NP-hard. However, is it possible to approximate this problem with a reasonable ratio bound on the solution quality in polynomial time? We show in this paper that the answer is no. Specifically, we show that general energy minimization, even in the 2-label pairwise case, and planar energy minimization with three or more labels are exp-APX-complete. This finding rules out the existence of any approximation algorithm with a sub-exponential approximation ratio in the input size for these two problems, including constant factor approximations. Moreover, we collect and review the computational complexity of several subclass problems and arrange them on a complexity scale consisting of three major complexity classes -- PO, APX, and exp-APX, corresponding to problems that are solvable, approximable, and inapproximable in polynomial time. Problems in the first two complexity classes can serve as alternative tractable formulations to the inapproximable ones. This paper can help vision researchers to select an appropriate model for an application or guide them in designing new algorithms.Comment: ECCV'16 accepte

    Testing for Common Breaks in a Multiple Equations System

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    The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null hypothesis is that breaks in different parameters occur at common locations and are separated by some positive fraction of the sample size unless they occur across different equations. Under the alternative hypothesis, the break dates across parameters are not the same and also need not be separated by a positive fraction of the sample size whether within or across equations. The test considered is the quasi-likelihood ratio test assuming normal errors, though as usual the limit distribution of the test remains valid with non-normal errors. Of independent interest, we provide results about the rate of convergence of the estimates when searching over all possible partitions subject only to the requirement that each regime contains at least as many observations as some positive fraction of the sample size, allowing break dates not separated by a positive fraction of the sample size across equations. Simulations show that the test has good finite sample properties. We also provide an application to issues related to level shifts and persistence for various measures of inflation to illustrate its usefulness.Comment: 44 pages, 2 tables and 1 figur

    Correlations and projective measurements in maximally entangled multipartite states

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    Multipartite quantum states constitute the key resource for quantum computation. The understanding of their internal structure is thus of great importance in the field of quantum information. This paper aims at examining the structure of multipartite maximally entangled pure states, using tools with a simple and intuitive physical meaning, namely, projective measurements and correlations. We first show how, in such states, a very simple relation arises between post-measurement expectation values and pre-measurement correlations. We then infer the consequences of this relation on the structure of the recently introduced \textit{entanglement metric}, allowing us to provide an upper bound for the \textit{persistency of entanglement}. The dependence of these features on the chosen measurement axis is underlined, and two simple optimization procedures are proposed, to find those maximizing the correlations. Finally, we apply our procedures onto some prototypical examples

    Testing for common breaks in a multiple equations system

    Full text link
    The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null hypothesis is that breaks in different parameters occur at common locations and are separated by some positive fraction of the sample size unless they occur across different equations. Under the alternative hypothesis, the break dates across parameters are not the same and also need not be separated by a positive fraction of the sample size whether within or across equations. The test considered is the quasi-likelihood ratio test assuming normal errors, though as usual the limit distribution of the test remains valid with non-normal errors. Of independent interest, we provide results about the rate of convergence of the estimates when searching over all possible partitions subject only to the requirement that each regime contains at least as many observations as some positive fraction of the sample size, allowing break dates not separated by a positive fraction of the sample size across equations. Simulations show that the test has good finite sample properties. We also provide an application to issues related to level shifts and persistence for various measures of inflation to illustrate its usefulness.Accepted manuscrip

    Testing for common breaks in a multiple equations system

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    The issue addressed in this paper is that of testing for common breaks across or within equations. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null hypothesis is that some subsets of the parameters (either regression coe cients or elements of the covariance matrix of the errors) share one or more common break dates, with the break dates in the system asymptotically distinct so that each regime is separated by some positive fraction of the sample size. Under the alternative hypothesis, the break dates are not the same and also need not be separated by a positive fraction of the sample size. The test considered is the quasi-likelihood ratio test assuming normal errors, though as usual the limit distribution of the test remains valid with non-normal errors. Also of independent interest, we provide results about the consistency and rate of convergence when searching over all possible partitions subject only to the requirement that each regime contains at least as many observations as the number of parameters in the model. Simulation results show that the test has good nite sample properties. We also provide an application to various measures of in ation to illustrate its usefulness
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