Fast Color Space Transformations Using Minimax Approximations

Color space transformations are frequently used in image processing, graphics, and visualization applications. In many cases, these transformations are complex nonlinear functions, which prohibits their use in time-critical applications. In this paper, we present a new approach called Minimax Approximations for Color-space Transformations (MACT).We demonstrate MACT on three commonly used color space transformations. Extensive experiments on a large and diverse image set and comparisons with well-known multidimensional lookup table interpolation methods show that MACT achieves an excellent balance among four criteria: ease of implementation, memory usage, accuracy, and computational speed

Conservation relation of nonclassicality and entanglement for Gaussian states in a beam-splitter

We study the relation between single-mode nonclassicality and two-mode entanglement in a beam-splitter. We show that not all of the nonclassicality (entanglement potential) is transformed into two-mode entanglement for an incident single-mode light. Some of the entanglement potential remains as single-mode nonclassicality in the two entangled output modes. Two-mode entanglement generated in the process can be equivalently quantified as the increase in the minimum uncertainty widths (or decrease in the squeezing) of the output states compared to the input states. We use the nonclassical depth and logarithmic negativity as single-mode nonclassicality and entanglement measures, respectively. We realize that a conservation relation between the two quantities can be adopted for Gaussian states, if one works in terms of uncertainty width. This conservation relation is extended to many sets of beam-splitters.Comment: 10 pages, 8 figure

Click to Download Data : An Event Study of Internet Access to Economic Statistics

This study examines the online access statistics of the Central Bank of Turkey's Electronic Data Delivery System within an event study framework. The comparisons of pre-event and post-event statistics suggest that announcements of both the policy interest rates and the consumer price data considerably affect society's data access behavior. The timing and amplitude of these effects are further studied with respect to inflation expectations and surprise content of events; yet no solid pattern was revealed.Data access, Macroeconomic data, Market efficiency, Event study

Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey

1990s were the years of enormous growth of information exchange. Rapid development, augmented coverage and wide accessibility of Internet have been the key factors of that amazing growth. People’s access to economic and financial data was one of the major areas in which new trends and patterns of usage were observed. Owing to the elevated importance of financial information in today’s sophisticated markets, it is hypothesized that the linkage between data access patterns and economic events should display some regularity. In addition, one should be able to explain part of the irregularities. This study examines the access statistics of the Central Bank of Turkey’s Electronic Data Delivery System on these grounds. Using OLS and EGARCH models, significant evidence was obtained for the existence of regularities (i.e. calendar effects) in the data.Data access; Macroeconomic data; Return to information; Economics of information

On Euclidean Norm Approximations

Euclidean norm calculations arise frequently in scientific and engineering applications. Several approximations for this norm with differing complexity and accuracy have been proposed in the literature. Earlier approaches were based on minimizing the maximum error. Recently, Seol and Cheun proposed an approximation based on minimizing the average error. In this paper, we first examine these approximations in detail, show that they fit into a single mathematical formulation, and compare their average and maximum errors. We then show that the maximum errors given by Seol and Cheun are significantly optimistic.Comment: 9 pages, 1 figure, Pattern Recognitio

Click to download data: an event study of Internet access to economic statistics

This study examines the online access statistics of the Central Bank of Turkey’s Electronic Data Delivery System within an event study framework. The comparisons of pre-event and post-event statistics suggest that announcements of both the policy interest rates and the consumer price data considerably affect society’s data access behavior. The timing and amplitude of these effects are further studied with respect to inflation expectations and surprise content of events; yet no solid pattern was revealed.Data access; Macroeconomic data; Market efficiency; Event study