Change-point Problem and Regression: An Annotated Bibliography

The problems of identifying changes at unknown times and of estimating the location of changes in stochastic processes are referred to as the change-point problem or, in the Eastern literature, as disorder . The change-point problem, first introduced in the quality control context, has since developed into a fundamental problem in the areas of statistical control theory, stationarity of a stochastic process, estimation of the current position of a time series, testing and estimation of change in the patterns of a regression model, and most recently in the comparison and matching of DNA sequences in microarray data analysis. Numerous methodological approaches have been implemented in examining change-point models. Maximum-likelihood estimation, Bayesian estimation, isotonic regression, piecewise regression, quasi-likelihood and non-parametric regression are among the methods which have been applied to resolving challenges in change-point problems. Grid-searching approaches have also been used to examine the change-point problem. Statistical analysis of change-point problems depends on the method of data collection. If the data collection is ongoing until some random time, then the appropriate statistical procedure is called sequential. If, however, a large finite set of data is collected with the purpose of determining if at least one change-point occurred, then this may be referred to as non-sequential. Not surprisingly, both the former and the latter have a rich literature with much of the earlier work focusing on sequential methods inspired by applications in quality control for industrial processes. In the regression literature, the change-point model is also referred to as two- or multiple-phase regression, switching regression, segmented regression, two-stage least squares (Shaban, 1980), or broken-line regression. The area of the change-point problem has been the subject of intensive research in the past half-century. The subject has evolved considerably and found applications in many different areas. It seems rather impossible to summarize all of the research carried out over the past 50 years on the change-point problem. We have therefore confined ourselves to those articles on change-point problems which pertain to regression. The important branch of sequential procedures in change-point problems has been left out entirely. We refer the readers to the seminal review papers by Lai (1995, 2001). The so called structural change models, which occupy a considerable portion of the research in the area of change-point, particularly among econometricians, have not been fully considered. We refer the reader to Perron (2005) for an updated review in this area. Articles on change-point in time series are considered only if the methodologies presented in the paper pertain to regression analysis

Learning the dynamics of deformable objects and recursive boundary estimation using curve evolution techniques

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2005.This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.Includes bibliographical references (p. 161-176).The primary objective of this thesis is to develop robust algorithms for the incorporation of statistical information in the problem of estimating object boundaries in image data. We propose two primary algorithms, one which jointly estimates the underlying field and boundary in a static image and another which performs image segmentation across a temporal sequence. Some motivating applications come from the earth sciences and medical imaging. In particular, we examine the problems of oceanic front and sea surface temperature estimation in oceanography, soil boundary and moisture estimation in hydrology, and left ventricle boundary estimation across a cardiac cycle in medical imaging. To accomplish joint estimation in a static image, we introduce a variational technique that incorporates the spatial statistics of the underlying field to segment the boundary and estimate the field on either side of the boundary. For image segmentation across a sequence of frames, we propose a method for learning the dynamics of a deformable boundary that uses these learned dynamics to recursively estimate the boundary in each frame over time. In the recursive estimation algorithm, we extend the traditional particle filtering approach by applying sample-based methods to a complex shape space.(cont.) We find a low-dimensional representation for this shape-shape to make the learning of the dynamics tractable and then incorporate curve evolution into the state estimates to recursively estimate the boundaries. Experimental results are obtained on cardiac magnetic resonance images, sea surface temperature data, and soil moisture maps. Although we focus on these application areas, the underlying mathematical principles posed in the thesis are general enough that they can be applied to other applications as well. We analyze the algorithms on data of differing quality, with both high and low SNR data and also full and sparse observations.by Walter Sun.Ph.D

Bayes meets Bach: applications of Bayesian statistics to audio restoration

Memoryless nonlinear distortion can be present in audio signals, from recording to reproduction: bad quality or amateurishly operated equipments, physically degraded media and low quality reproducing devices are some examples where nonlinearities can naturally appear. Another quite common defect in old recordings are the long pulses, caused in general by the reproduction of disks with deep scratches or severely degraded magnetic tapes. Such defects are characterized by an initial discontinuity in the waveform, followed by a low-frequency transient of long duration. In both cases audible artifacts can be created, causing an unpleasant experience to the listener. It is then important to develop techniques to mitigate such defects, having at hand only the degraded signal, in a way to recover the original signal. In this thesis, techniques to deal with both problems are presented: the restoration of nonlinearly degraded recordings is tackled in a Bayesian context, considering both autoregressive models and sparsity in the DCT domain for the original signal, as well as through a deterministic solution also based on sparsity; for the suppression of long pulses, a parametric approach is revisited with the addition of an efficient initialization procedure, and a nonparametric modeling via Gaussian process is also presented.Distorções não-lineares podem aparecer em sinais de áudio desde o momento da sua gravação até a posterior reprodução: equipamentos precários ou operados de maneira indevida, mídias fisicamente degradadas e baixa qualidade dos aparelhos de reprodução são somente alguns exemplos onde não-linearidades podem aparecer de modo natural. Outro defeito bastante comum em gravações antigas são os pulsos longos, em geral causados pela reprodução de discos com arranhões muito profundos ou fitas magnéticas severamente degradadas. Tais defeitos são caracterizados por uma descontinuidade inicial na forma de onda, seguida de um transitório de baixa frequência e longa duração. Em ambos os casos, artefatos auditivos podem ser criados, causando assim uma experiência ruim para o ouvinte. E importante então desenvolver técnicas para mitigar tais efeitos, tendo como base somente uma versão do sinal degradado, de modo a recuperar o sinal original não degradado. Nessa tese são apresentadas técnicas para lidar com esses dois problemas: o problema de restaurar gravações corrompidas com distorções não-lineares é abordado em um contexto bayesiano, considerando tanto modelos autorregressivos quanto de esparsidade no domínio da DCT para o sinal original, bem como por uma solução determinística também em usando esparsidade; para a supressão de pulsos longos, uma abordagem paramétrica é revisitada, junto com o acréscimo de um eficiente procedimento de inicialização, sendo também apresentada uma abordagem não-paramétricausando processos gaussianos

Directional edge and texture representations for image processing

An efficient representation for natural images is of fundamental importance in image processing and analysis. The commonly used separable transforms such as wavelets axe not best suited for images due to their inability to exploit directional regularities such as edges and oriented textural patterns; while most of the recently proposed directional schemes cannot represent these two types of features in a unified transform. This thesis focuses on the development of directional representations for images which can capture both edges and textures in a multiresolution manner. The thesis first considers the problem of extracting linear features with the multiresolution Fourier transform (MFT). Based on a previous MFT-based linear feature model, the work extends the extraction method into the situation when the image is corrupted by noise. The problem is tackled by the combination of a "Signal+Noise" frequency model, a refinement stage and a robust classification scheme. As a result, the MFT is able to perform linear feature analysis on noisy images on which previous methods failed. A new set of transforms called the multiscale polar cosine transforms (MPCT) are also proposed in order to represent textures. The MPCT can be regarded as real-valued MFT with similar basis functions of oriented sinusoids. It is shown that the transform can represent textural patches more efficiently than the conventional Fourier basis. With a directional best cosine basis, the MPCT packet (MPCPT) is shown to be an efficient representation for edges and textures, despite its high computational burden. The problem of representing edges and textures in a fixed transform with less complexity is then considered. This is achieved by applying a Gaussian frequency filter, which matches the disperson of the magnitude spectrum, on the local MFT coefficients. This is particularly effective in denoising natural images, due to its ability to preserve both types of feature. Further improvements can be made by employing the information given by the linear feature extraction process in the filter's configuration. The denoising results compare favourably against other state-of-the-art directional representations

Proceedings of the Eleventh UK Conference on Boundary Integral Methods (UKBIM 11), 10-11 July 2017, Nottingham Conference Centre, Nottingham Trent University

This book contains the abstracts and papers presented at the Eleventh UK Conference on Boundary Integral Methods (UKBIM 11), held at Nottingham Trent University in July 2017. The work presented at the conference, and published in this volume, demonstrates the wide range of work that is being carried out in the UK, as well as from further afield

"Rotterdam econometrics": publications of the econometric institute 1956-2005

This paper contains a list of all publications over the period 1956-2005, as reported in the Rotterdam Econometric Institute Reprint series during 1957-2005.

On the automatic detection of otolith features for fish species identification and their age estimation

This thesis deals with the automatic detection of features in signals, either extracted from photographs or captured by means of electronic sensors, and its possible application in the detection of morphological structures in fish otoliths so as to identify species and estimate their age at death. From a more biological perspective, otoliths, which are calcified structures located in the auditory system of all teleostean fish, constitute one of the main elements employed in the study and management of marine ecology. In this sense, the application of Fourier descriptors to otolith images, combined with component analysis, is habitually a first and a key step towards characterizing their morphology and identifying fish species. However, some of the main limitations arise from the poor interpretation that can be obtained with this representation and the use that is made of the coefficients, as generally they are selected manually for classification purposes, both in quantity and representativity. The automatic detection of irregularities in signals, and their interpretation, was first addressed in the so-called Best-Basis paradigm. In this sense, Saito's Local discriminant Bases algorithm (LDB) uses the Discrete Wavelet Packet Transform (DWPT) as the main descriptive tool for positioning the irregularities in the time-frequency space, and an energy-based discriminant measure to guide the automatic search of relevant features in this domain. Current density-based proposals have tried to overcome the limitations of the energy-based functions with relatively little success. However, other measure strategies more consistent with the true classification capability, and which can provide generalization while reducing the dimensionality of features, are yet to be developed. The proposal of this work focuses on a new framework for one-dimensional signals. An important conclusion extracted therein is that such generalization involves a mesure system of bounded values representing the density where no class overlaps. This determines severely the selection of features and the vector size that is needed for proper class identification, which must be implemented not only based on global discriminant values but also on the complementary information regarding the provision of samples in the domain. The new tools have been used in the biological study of different hake species, yielding good classification results. However, a major contribution lies on the further interpretation of features the tool performs, including the structure of irregularities, time-frequency position, extension support and degree of importance, which is highlighted automatically on the same images or signals. As for aging applications, a new demodulation strategy for compensating the nonlinear growth effect on the intensity profile has been developed. Although the method is, in principle, able to adapt automatically to the specific growth of individual specimens, preliminary results with LDB-based techniques suggest to study the effect of lighting conditions on the otoliths in order to design more reliable techniques for reducing image contrast variation. In the meantime, a new theoretic framework for otolith-based fish age estimation has been presented. This theory suggests that if the true fish growth curve is known, the regular periodicity of age structures in the demodulated profile is related to the radial length the original intensity profile is extracted from. Therefore, if this periodicity can be measured, it is possible to infer the exact fish age omitting feature extractors and classifiers. This could have important implications in the use of computational resources anc current aging approaches.El eje principal de esta tesis trata sobre la detección automática de singularidades en señales, tanto si se extraen de imágenes fotográ cas como si se capturan de sensores electrónicos, así como su posible aplicación en la detección de estructuras morfológicas en otolitos de peces para identi car especies, y realizar una estimación de la edad en el momento de su muerte. Desde una vertiente más biológica, los otolitos, que son estructuras calcáreas alojadas en el sistema auditivo de todos los peces teleósteos, constituyen uno de los elementos principales en el estudio y la gestión de la ecología marina. En este sentido, el uso combinado de descriptores de Fourier y el análisis de componentes es el primer paso y la clave para caracterizar su morfología e identi car especies marinas. Sin embargo, una de las limitaciones principales de este sistema de representación subyace en la interpretación limitada que se puede obtener de las irregularidades, así como el uso que se hace de los coe cientes en tareas de clasi cación que, por lo general, acostumbra a seleccionarse manualmente tanto por lo que respecta a la cantidad y a su importancia. La detección automática de irregularidades en señales, y su interpretación, se abordó por primera bajo el marco del Best-Basis paradigm. En este sentido, el algoritmo Local Discriminant Bases (LDB) de N. Saito utiliza la Transformada Wavelet Discreta (DWT) para describir el posicionamiento de características en el espacio tiempo-frecuencia, y una medida discriminante basada en la energía para guiar la búsqueda automática de características en dicho dominio. Propuestas recientes basadas en funciones de densidad han tratado de superar las limitaciones que presentaban las medidas de energía con un éxito relativo. No obstante, todavía están por desarrollar nuevas estrategias más consistentes con la capacidad real de clasi cación y que ofrezcan mayor generalización al reducir la dimensión de los datos de entrada. La propuesta de este trabajo se centra en un nuevo marco para señales unidimensionales. Una conclusión principal que se extrae es que dicha generalización pasa por un marco de medidas de valores acotados que re ejen la densidad donde las clases no se solapan. Esto condiciona severamente el proceso de selección de características y el tamaño del vector necesario para identi car las clases correctamente, que se ha de establecer no sólo en base a valores discriminantes globales sino también en la información complementaria sobre la disposición de las muestras en el dominio. Las nuevas herramientas han sido utilizadas en el estudio biológico de diferentes especies de merluza, donde se han conseguido buenos resultados de identi cación. No obstante, la contribución principal subyace en la interpretación que dicha herramienta hace de las características seleccionadas, y que incluye la estructura de las irregularidades, su posición temporal-frecuencial, extensión en el eje y grado de relevancia, el cual, se resalta automáticamente sobre la misma imagen o señal. Por lo que respecta a la determinación de la edad, se ha planteado una nueva estrategia de demodulación para compensar el efecto del crecimiento no lineal en los per les de intensidad. Inicialmente, aunque el método implementa un proceso de optimización capaz de adaptarse al crecimiento individual de cada pez automáticamente, resultados preliminares obtenidos con técnicas basadas en el LDB sugieren estudiar el efecto de las condiciones lumínicas sobre los otolitos con el n de diseñar algoritmos que reduzcan la variación del contraste de la imagen más ablemente. Mientras tanto, se ha planteado una nueva teoría para estimar la edad de los peces en base a otolitos. Esta teoría sugiere que si la curva de crecimiento real del pez se conoce, el período regular de los anillos en el per l demodulado está relacionado con la longitud total del radio donde se extrae el per l original. Por tanto, si dicha periodicidad es medible, es posible determinar la edad exacta sin necesidad de utilizar extractores de características o clasi cadores, lo cual tendría implicaciones importantes en el uso de recursos computacionales y en las técnicas actuales de estimación de la edad.L'eix principal d'aquesta tesi tracta sobre la detecció automàtica d'irregularitats en senyals, tant si s'extreuen de les imatges fotogrà ques com si es capturen de sensors electrònics, així com la seva possible aplicació en la detecció d'estructures morfològiques en otòlits de peixos per identi car espècies, i realitzar una estimació de l'edat en el moment de la seva mort. Des de la vesant més biològica, els otòlits, que son estructures calcàries que es troben en el sistema auditiu de tots els peixos teleostis, constitueixen un dels elements principals en l'estudi i la gestió de l'ecologia marina. En aquest sentit, l'ús combinat de descriptors de Fourier i l'anàlisi de components es el primer pas i la clau per caracteritzar la seva morfologia i identi car espècies marines. No obstant, una de les limitacions principals d'aquest sistema de representació consisteix en la interpretació limitada de les irregularitats que pot desenvolupar, així com l'ús que es realitza dels coe cients en tasques de classi cació, els quals, acostumen a ser seleccionats manualment tant pel que respecta a la quantitat com la seva importància. La detecció automàtica d'irregularitats en senyals, així com la seva interpretació, es va tractar per primera vegada sota el marc del Best-Basis paradigm. En aquest sentit, l'algorisme Local Discriminant Bases (LDB) de N. Saito es basa en la Transformada Wavelet Discreta (DWT) per descriure el posicionament de característiques dintre de l'espai temporal-freqüencial, i en una mesura discriminant basada en l'energia per guiar la cerca automàtica de característiques dintre d'aquest domini. Propostes més recents basades en funcions de densitat han tractat de superar les limitacions de les mesures d'energia amb un èxit relatiu. No obstant, encara s'han de desenvolupar noves estratègies que siguin més consistents amb la capacitat real de classi cació i ofereixin més generalització al reduir la dimensió de les dades d'entrada. La proposta d'aquest treball es centra en un nou marc per senyals unidimensionals. Una de las conclusions principals que s'extreu es que aquesta generalització passa per establir un marc de mesures acotades on els valors re ecteixin la densitat on cap classe es solapa. Això condiciona bastant el procés de selecció de característiques i la mida del vector necessari per identi car les classes correctament, que s'han d'establir no només en base a valors discriminants globals si no també en informació complementària sobre la disposició de les mostres en el domini. Les noves eines s'han utilitzat en diferents estudis d'espècies de lluç, on s'han obtingut bons resultats d'identi cació. No obstant, l'aportació principal consisteix en la interpretació que l'eina extreu de les característiques seleccionades, i que inclou l'estructura de les irregularitats, la seva posició temporal-freqüencial, extensió en l'eix i grau de rellevància, el qual, es ressalta automàticament sobre les mateixa imatge o senyal. En quan a l'àmbit de determinació de l'edat, s'ha plantejat una nova estratègia de demodulació de senyals per compensar l'efecte del creixement no lineal en els per ls d'intensitat. Tot i que inicialment aquesta tècnica desenvolupa un procés d'optimització capaç d'adaptar-se automàticament al creixement individual de cada peix, els resultats amb el LDB suggereixen estudiar l'efecte de les condicions lumíniques sobre els otòlits amb la nalitat de dissenyar algorismes que redueixin la variació del contrast de les imatges més ablement. Mentrestant s'ha plantejat una nova teoria per realitzar estimacions d'edat en peixos en base als otòlits. Aquesta teoria suggereix que si la corba de creixement és coneguda, el període regular dels anells en el per l d'intensitat demodulat està relacionat amb la longitud total de radi d'on s'agafa el per l original. Per tant, si la periodicitat es pot mesurar, es possible conèixer l'edat exacta del peix sense usar extractors de característiques o classi cadors, la qual cosa tindria implicacions importants en l'ús de recursos computacionals i en les tècniques actuals d'estimació de l'edat.Postprint (published version

Automatic Reconstruction of Textured 3D Models

Three dimensional modeling and visualization of environments is an increasingly important problem. This work addresses the problem of automatic 3D reconstruction and we present a system for unsupervised reconstruction of textured 3D models in the context of modeling indoor environments. We present solutions to all aspects of the modeling process and an integrated system for the automatic creation of large scale 3D models

Mathematical Challenges in Electron Microscopy

Development of electron microscopes first started nearly 100 years ago and they are now a mature imaging modality with many applications and vast potential for the future. The principal feature of electron microscopes is their resolution; they can be up to 1000 times more powerful than a visible light microscope and resolve even the smallest atoms. Furthermore, electron microscopes are also sensitive to many material properties due to the very rich interactions between electrons and other matter. Because of these capabilities, electron microscopy is used in applications as diverse as drug discovery, computer chip manufacture, and the development of solar cells. In parallel to this, the mathematical field of inverse problems has also evolved dramatically. Many new methods have been introduced to improve the recovery of unknown structures from indirect data, typically an ill-posed problem. In particular, sparsity promoting functionals such as the total variation and its extensions have been shown to be very powerful for recovering accurate physical quantities from very little and/or poor quality data. While sparsity-promoting reconstruction methods are powerful, they can also be slow, especially in a big-data setting. This trade-off forms an eternal cycle as new numerical tools are found and more powerful models are developed. The work presented in this thesis aims to marry the tools of inverse problems with the problems of electron microscopy: bringing state-of-the-art image processing techniques to bear on challenges specific to electron microscopy, developing new optimisation methods for these problems, and modelling new inverse problems to extend the capabilities of existing microscopes. One focus is the application of a directional total variation to overcome the limited angle problem in electron tomography, another is the proposal of a new inverse problem for the reconstruction of 3D strain tensor fields from electron microscopy diffraction data. The remaining contributions target numerical aspects of inverse problems, from new algorithms for non-convex problems to convex optimisation with adaptive meshes.Cantab Capital Institute for Mathematics of Informatio