Estimation of vector fields in unconstrained and inequality constrained variational problems for segmentation and registration

Vector fields arise in many problems of computer vision, particularly in non-rigid registration. In this paper, we develop coupled partial differential equations (PDEs) to estimate vector fields that define the deformation between objects, and the contour or surface that defines the segmentation of the objects as well.We also explore the utility of inequality constraints applied to variational problems in vision such as estimation of deformation fields in non-rigid registration and tracking. To solve inequality constrained vector field estimation problems, we apply tools from the Kuhn-Tucker theorem in optimization theory. Our technique differs from recently popular joint segmentation and registration algorithms, particularly in its coupled set of PDEs derived from the same set of energy terms for registration and segmentation. We present both the theory and results that demonstrate our approach

Localizing Volatilities

We propose two main applications of Gy\"{o}ngy (1986)'s construction of inhomogeneous Markovian stochastic differential equations that mimick the one-dimensional marginals of continuous It\^{o} processes. Firstly, we prove Dupire (1994) and Derman and Kani (1994)'s result. We then present Bessel-based stochastic volatility models in which this relation is used to compute analytical formulas for the local volatility. Secondly, we use these mimicking techniques to extend the well-known local volatility results to a stochastic interest rates framework

Estimating the rate constant of cyclic GMP hydrolysis by activated phosphodiesterase in photoreceptors

The early steps of light response occur in the outer segment of rod and cone photoreceptor. They involve the hydrolysis of cGMP, a soluble cyclic nucleotide, that gates ionic channels located in the outer segment membrane. We shall study here the rate by which cGMP is hydrolyzed by activated phosphodiesterase (PDE). This process has been characterized experimentally by two different rate constants $\beta_d$ and $\beta_{sub}$: $\beta_d$ accounts for the effect of all spontaneously active PDE in the outer segment, and $\beta_{sub}$ characterizes cGMP hydrolysis induced by a single light-activated PDE. So far, no attempt has been made to derive the experimental values of $\beta_d$ and $\beta_{sub}$ from a theoretical model, which is the goal of this work. Using a model of diffusion in the confined rod geometry, we derive analytical expressions for $\beta_d$ and $\beta_{sub}$ by calculating the flux of cGMP molecules to an activated PDE site. We obtain the dependency of these rate constants as a function of the outer segment geometry, the PDE activation and deactivation rates and the aqueous cGMP diffusion constant. Our formulas show good agreement with experimental measurements. Finally, we use our derivation to model the time course of the cGMP concentration in a transversally well stirred outer segment.Comment: 20 pages, revtex4, 5 figure