ShearLab 3D: Faithful Digital Shearlet Transforms based on Compactly Supported Shearlets

Wavelets and their associated transforms are highly efficient when approximating and analyzing one-dimensional signals. However, multivariate signals such as images or videos typically exhibit curvilinear singularities, which wavelets are provably deficient of sparsely approximating and also of analyzing in the sense of, for instance, detecting their direction. Shearlets are a directional representation system extending the wavelet framework, which overcomes those deficiencies. Similar to wavelets, shearlets allow a faithful implementation and fast associated transforms. In this paper, we will introduce a comprehensive carefully documented software package coined ShearLab 3D (www.ShearLab.org) and discuss its algorithmic details. This package provides MATLAB code for a novel faithful algorithmic realization of the 2D and 3D shearlet transform (and their inverses) associated with compactly supported universal shearlet systems incorporating the option of using CUDA. We will present extensive numerical experiments in 2D and 3D concerning denoising, inpainting, and feature extraction, comparing the performance of ShearLab 3D with similar transform-based algorithms such as curvelets, contourlets, or surfacelets. In the spirit of reproducible reseaerch, all scripts are accessible on www.ShearLab.org.Comment: There is another shearlet software package (http://www.mathematik.uni-kl.de/imagepro/members/haeuser/ffst/) by S. H\"auser and G. Steidl. We will include this in a revisio

Image Analysis via Applied Harmonic Analysis : Perceptual Image Quality Assessment, Visual Servoing, and Feature Detection

Certain systems of analyzing functions developed in the field of applied harmonic analysis are specifically designed to yield efficient representations of structures which are characteristic of common classes of two-dimensional signals, like images. In particular, functions in these systems are typically sensitive to features that define the geometry of a signal, like edges and curves in the case of images. These properties make them ideal candidates for a wide variety of tasks in image processing and image analysis. This thesis discusses three recently developed approaches to utilizing systems of wavelets, shearlets, and alpha-molecules in specific image analysis tasks. First, a perceptual image similarity measure is introduced that is solely based on the coefficients obtained from six discrete Haar wavelet filters but yields state of the art correlations with human opinion scores on large benchmark databases. The second application concerns visual servoing, which is a technique for controlling the motion of a robot by using feedback from a visual sensor. In particular, it will be investigated how the coefficients yielded by discrete wavelet and shearlet transforms can be used as the visual features that control the motion of a robot with six degrees of freedom. Finally, a novel framework for the detection and characterization of features such as edges, ridges, and blobs in two-dimensional images is presented and evaluated in extensive numerical experiments. Here, versatile and robust feature detectors are obtained by exploiting the special symmetry properties of directionally sensitive analyzing functions in systems created within the recently introduced alpha-molecule framework

Image Analysis via Applied Harmonic Analysis : Perceptual Image Quality Assessment, Visual Servoing, and Feature Detection

Certain systems of analyzing functions developed in the field of applied harmonic analysis are specifically designed to yield efficient representations of structures which are characteristic of common classes of two-dimensional signals, like images. In particular, functions in these systems are typically sensitive to features that define the geometry of a signal, like edges and curves in the case of images. These properties make them ideal candidates for a wide variety of tasks in image processing and image analysis. This thesis discusses three recently developed approaches to utilizing systems of wavelets, shearlets, and alpha-molecules in specific image analysis tasks. First, a perceptual image similarity measure is introduced that is solely based on the coefficients obtained from six discrete Haar wavelet filters but yields state of the art correlations with human opinion scores on large benchmark databases. The second application concerns visual servoing, which is a technique for controlling the motion of a robot by using feedback from a visual sensor. In particular, it will be investigated how the coefficients yielded by discrete wavelet and shearlet transforms can be used as the visual features that control the motion of a robot with six degrees of freedom. Finally, a novel framework for the detection and characterization of features such as edges, ridges, and blobs in two-dimensional images is presented and evaluated in extensive numerical experiments. Here, versatile and robust feature detectors are obtained by exploiting the special symmetry properties of directionally sensitive analyzing functions in systems created within the recently introduced alpha-molecule framework

Bildanalyse mit Methoden der angewandten harmonischen Analysis : Perzeptuelle Bildqualität, Robotersteuerung und Mustererkennung

Certain systems of analyzing functions developed in the field of applied harmonic analysis are specifically designed to yield efficient representations of structures which are characteristic of common classes of two-dimensional signals, like images. In particular, functions in these systems are typically sensitive to features that define the geometry of a signal, like edges and curves in the case of images. These properties make them ideal candidates for a wide variety of tasks in image processing and image analysis. This thesis discusses three recently developed approaches to utilizing systems of wavelets, shearlets, and alpha-molecules in specific image analysis tasks. First, a perceptual image similarity measure is introduced that is solely based on the coefficients obtained from six discrete Haar wavelet filters but yields state of the art correlations with human opinion scores on large benchmark databases. The second application concerns visual servoing, which is a technique for controlling the motion of a robot by using feedback from a visual sensor. In particular, it will be investigated how the coefficients yielded by discrete wavelet and shearlet transforms can be used as the visual features that control the motion of a robot with six degrees of freedom. Finally, a novel framework for the detection and characterization of features such as edges, ridges, and blobs in two-dimensional images is presented and evaluated in extensive numerical experiments. Here, versatile and robust feature detectors are obtained by exploiting the special symmetry properties of directionally sensitive analyzing functions in systems created within the recently introduced alpha-molecule framework

HARNet: a convolutional neural network for realized volatility forecasting

Despite the impressive success of deep neural networks in many application areas, neural network models have so far not been widely adopted in the context of volatility forecasting. In this work, we aim to bridge the conceptual gap between established time series approaches, such as the Heterogeneous Autoregressive (HAR) model (Corsi, 2009), and state-of-the-art deep neural network models. The newly introduced HARNet is based on a hierarchy of dilated convolutional layers, which facilitates an exponential growth of the receptive field of the model in the number of model parameters. HARNets allow for an explicit initialization scheme such that before optimization, a HARNet yields identical predictions as the respective baseline HAR model. Particularly when considering the QLIKE error as a loss function, we find that this approach significantly stabilizes the optimization of HARNets. We evaluate the performance of HARNets with respect to three different stock market indexes. Based on this evaluation, we formulate clear guidelines for the optimization of HARNets and show that HARNets can substantially improve upon the forecasting accuracy of their respective HAR baseline models. In a qualitative analysis of the filter weights learnt by a HARNet, we report clear patterns regarding the predictive power of past information. Among information from the previous week, yesterday and the day before, yesterday's volatility makes by far the most contribution to today's realized volatility forecast. Moroever, within the previous month, the importance of single weeks diminishes almost linearly when moving further into the past

Assessing the heterogeneity in the transmission of infectious diseases from time series of epidemiological data.

Structural features and the heterogeneity of disease transmissions play an essential role in the dynamics of epidemic spread. But these aspects can not completely be assessed from aggregate data or macroscopic indicators such as the effective reproduction number. We propose in this paper an index of effective aggregate dispersion (EffDI) that indicates the significance of infection clusters and superspreading events in the progression of outbreaks by carefully measuring the level of relative stochasticity in time series of reported case numbers using a specially crafted statistical model for reproduction. This allows to detect potential transitions from predominantly clustered spreading to a diffusive regime with diminishing significance of singular clusters, which can be a decisive turning point in the progression of outbreaks and relevant in the planning of containment measures. We evaluate EffDI for SARS-CoV-2 case data in different countries and compare the results with a quantifier for the socio-demographic heterogeneity in disease transmissions in a case study to substantiate that EffDI qualifies as a measure for the heterogeneity in transmission dynamics