Overviews of Optimization Techniques for Geometric Estimation

We summarize techniques for optimal geometric estimation from noisy observations for computer vision applications. We first discuss the interpretation of optimality and point out that geometric estimation is different from the standard statistical estimation. We also describe our noise modeling and a theoretical accuracy limit called the KCR lower bound. Then, we formulate estimation techniques based on minimization of a given cost function: least squares (LS), maximum likelihood (ML), which includes reprojection error minimization as a special case, and Sampson error minimization. We describe bundle adjustment and the FNS scheme for numerically solving them and the hyperaccurate correction that improves the accuracy of ML. Next, we formulate estimation techniques not based on minimization of any cost function: iterative reweight, renormalization, and hyper-renormalization. Finally, we show numerical examples to demonstrate that hyper-renormalization has higher accuracy than ML, which has widely been regarded as the most accurate method of all. We conclude that hyper-renormalization is robust to noise and currently is the best method

Linear Global Translation Estimation with Feature Tracks

This paper derives a novel linear position constraint for cameras seeing a common scene point, which leads to a direct linear method for global camera translation estimation. Unlike previous solutions, this method deals with collinear camera motion and weak image association at the same time. The final linear formulation does not involve the coordinates of scene points, which makes it efficient even for large scale data. We solve the linear equation based on $L_1$ norm, which makes our system more robust to outliers in essential matrices and feature correspondences. We experiment this method on both sequentially captured images and unordered Internet images. The experiments demonstrate its strength in robustness, accuracy, and efficiency.Comment: Changes: 1. Adopt BMVC2015 style; 2. Combine sections 3 and 5; 3. Move "Evaluation on synthetic data" out to supplementary file; 4. Divide subsection "Evaluation on general data" to subsections "Experiment on sequential data" and "Experiment on unordered Internet data"; 5. Change Fig. 1 and Fig.8; 6. Move Fig. 6 and Fig. 7 to supplementary file; 7 Change some symbols; 8. Correct some typo

Generalized Weiszfeld algorithms for Lq optimization

In many computer vision applications, a desired model of some type is computed by minimizing a cost function based on several measurements. Typically, one may compute the model that minimizes the L₂ cost, that is the sum of squares of measurement errors with respect to the model. However, the Lq solution which minimizes the sum of the qth power of errors usually gives more robust results in the presence of outliers for some values of q, for example, q = 1. The Weiszfeld algorithm is a classic algorithm for finding the geometric L1 mean of a set of points in Euclidean space. It is provably optimal and requires neither differentiation, nor line search. The Weiszfeld algorithm has also been generalized to find the L1 mean of a set of points on a Riemannian manifold of non-negative curvature. This paper shows that the Weiszfeld approach may be extended to a wide variety of problems to find an Lq mean for 1 ≤ q <; 2, while maintaining simplicity and provable convergence. We apply this problem to both single-rotation averaging (under which the algorithm provably finds the global Lq optimum) and multiple rotation averaging (for which no such proof exists). Experimental results of Lq optimization for rotations show the improved reliability and robustness compared to L₂ optimization.This research has been funded by National ICT Australia

Infinite horizon control and minimax observer design for linear DAEs

In this paper we construct an infinite horizon minimax state observer for a linear stationary differential-algebraic equation (DAE) with uncertain but bounded input and noisy output. We do not assume regularity or existence of a (unique) solution for any initial state of the DAE. Our approach is based on a generalization of Kalman's duality principle. The latter allows us to transform minimax state estimation problem into a dual control problem for the adjoint DAE: the state estimate in the original problem becomes the control input for the dual problem and the cost function of the latter is, in fact, the worst-case estimation error. Using geometric control theory, we construct an optimal control in the feed-back form and represent it as an output of a stable LTI system. The latter gives the minimax state estimator. In addition, we obtain a solution of infinite-horizon linear quadratic optimal control problem for DAEs.Comment: This is an extended version of the paper which is to appear in the proceedings of the 52nd IEEE Conference on Decision and Control, Florence, Italy, December 10-13, 201

Numerical algebraic geometry for model selection and its application to the life sciences

Researchers working with mathematical models are often confronted by the related problems of parameter estimation, model validation, and model selection. These are all optimization problems, well-known to be challenging due to non-linearity, non-convexity and multiple local optima. Furthermore, the challenges are compounded when only partial data is available. Here, we consider polynomial models (e.g., mass-action chemical reaction networks at steady state) and describe a framework for their analysis based on optimization using numerical algebraic geometry. Specifically, we use probability-one polynomial homotopy continuation methods to compute all critical points of the objective function, then filter to recover the global optima. Our approach exploits the geometric structures relating models and data, and we demonstrate its utility on examples from cell signaling, synthetic biology, and epidemiology.Comment: References added, additional clarification

Distributed Detection and Estimation in Wireless Sensor Networks

In this article we consider the problems of distributed detection and estimation in wireless sensor networks. In the first part, we provide a general framework aimed to show how an efficient design of a sensor network requires a joint organization of in-network processing and communication. Then, we recall the basic features of consensus algorithm, which is a basic tool to reach globally optimal decisions through a distributed approach. The main part of the paper starts addressing the distributed estimation problem. We show first an entirely decentralized approach, where observations and estimations are performed without the intervention of a fusion center. Then, we consider the case where the estimation is performed at a fusion center, showing how to allocate quantization bits and transmit powers in the links between the nodes and the fusion center, in order to accommodate the requirement on the maximum estimation variance, under a constraint on the global transmit power. We extend the approach to the detection problem. Also in this case, we consider the distributed approach, where every node can achieve a globally optimal decision, and the case where the decision is taken at a central node. In the latter case, we show how to allocate coding bits and transmit power in order to maximize the detection probability, under constraints on the false alarm rate and the global transmit power. Then, we generalize consensus algorithms illustrating a distributed procedure that converges to the projection of the observation vector onto a signal subspace. We then address the issue of energy consumption in sensor networks, thus showing how to optimize the network topology in order to minimize the energy necessary to achieve a global consensus. Finally, we address the problem of matching the topology of the network to the graph describing the statistical dependencies among the observed variables.Comment: 92 pages, 24 figures. To appear in E-Reference Signal Processing, R. Chellapa and S. Theodoridis, Eds., Elsevier, 201

Using a Constant Elasticity of Substitution Index to Estimate a Cost of Living Index: From Theory to Practice

Indexes often incorporate various biases due to their methods of construction. The Constant Elasticity of Substitution (CES) index can potentially eliminate substitution bias without needing current period expenditure data. The CES index requires an elasticity parameter. We derive a system of equations from which this parameter is estimated. We find that consumers are highly responsive to price changes at the elementary aggregation level. The results support the use of a geometric rather than arithmetic mean index at the elementary aggregate level. However, we find that even the use of a geometric mean index at the elementary aggregate level may not sufficiently account for the observed level of consumer substitution.Price indexes; elasticity of substitution; scanner data