Monte Carlo likelihood inference for missing data models

We describe a Monte Carlo method to approximate the maximum likelihood estimate (MLE), when there are missing data and the observed data likelihood is not available in closed form. This method uses simulated missing data that are independent and identically distributed and independent of the observed data. Our Monte Carlo approximation to the MLE is a consistent and asymptotically normal estimate of the minimizer $\theta^*$ of the Kullback--Leibler information, as both Monte Carlo and observed data sample sizes go to infinity simultaneously. Plug-in estimates of the asymptotic variance are provided for constructing confidence regions for $\theta^*$. We give Logit--Normal generalized linear mixed model examples, calculated using an R package.Comment: Published at http://dx.doi.org/10.1214/009053606000001389 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

A new automated workflow for 3D character creation based on 3D scanned data

In this paper we present a new workflow allowing the creation of 3D characters in an automated way that does not require the expertise of an animator. This workflow is based of the acquisition of real human data captured by 3D body scanners, which is them processed to generate firstly animatable body meshes, secondly skinned body meshes and finally textured 3D garments