Search results for "Gauss"

showing 10 items of 701 documents

Multispectral image denoising with optimized vector non-local mean filter

2016

Nowadays, many applications rely on images of high quality to ensure good performance in conducting their tasks. However, noise goes against this objective as it is an unavoidable issue in most applications. Therefore, it is essential to develop techniques to attenuate the impact of noise, while maintaining the integrity of relevant information in images. We propose in this work to extend the application of the Non-Local Means filter (NLM) to the vector case and apply it for denoising multispectral images. The objective is to benefit from the additional information brought by multispectral imaging systems. The NLM filter exploits the redundancy of information in an image to remove noise. A …

FOS: Computer and information sciencesMulti-spectral imaging systemsComputer Vision and Pattern Recognition (cs.CV)Optimization frameworkMultispectral imageComputer Science - Computer Vision and Pattern Recognition02 engineering and technologyWhite noisePixels[SPI]Engineering Sciences [physics][ SPI ] Engineering Sciences [physics]0202 electrical engineering electronic engineering information engineeringComputer visionUnbiased risk estimatorMultispectral imageMathematicsMultispectral imagesApplied MathematicsBilateral FilterNumerical Analysis (math.NA)Non-local meansAdditive White Gaussian noiseStein's unbiased risk estimatorIlluminationComputational Theory and MathematicsRestorationImage denoisingsymbols020201 artificial intelligence & image processingNon-local mean filtersComputer Vision and Pattern RecognitionStatistics Probability and UncertaintyGaussian noise (electronic)Non- local means filtersAlgorithmsNoise reductionComputingMethodologies_IMAGEPROCESSINGANDCOMPUTERVISIONFace Recognitionsymbols.namesakeNoise RemovalArtificial IntelligenceFOS: MathematicsParameter estimationMedian filterMathematics - Numerical AnalysisElectrical and Electronic EngineeringFusionPixelbusiness.industryVector non-local mean filter020206 networking & telecommunicationsPattern recognitionFilter (signal processing)Bandpass filters[ SPI.TRON ] Engineering Sciences [physics]/Electronics[SPI.TRON]Engineering Sciences [physics]/ElectronicsStein's unbiased risk estimators (SURE)NoiseAdditive white Gaussian noiseComputer Science::Computer Vision and Pattern RecognitionSignal ProcessingArtificial intelligenceReconstructionbusinessModel
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Fractional Spectral Moments for Digital Simulation of Multivariate Wind Velocity Fields

2012

In this paper, a method for the digital simulation of wind velocity fields by Fractional Spectral Moment function is proposed. It is shown that by constructing a digital filter whose coefficients are the fractional spectral moments, it is possible to simulate samples of the target process as superposition of Riesz fractional derivatives of a Gaussian white noise processes. The key of this simulation technique is the generalized Taylor expansion proposed by the authors. The method is extended to multivariate processes and practical issues on the implementation of the method are reported.

FOS: Computer and information sciencesMultivariate wind velocity fieldMultivariate statisticsStatistical Mechanics (cond-mat.stat-mech)Fractional spectral momentRenewable Energy Sustainability and the EnvironmentMechanical EngineeringMathematical analysisFOS: Physical sciencesGeneralized Taylor formWhite noiseFunction (mathematics)Digital simulation of Gaussian stationary processeFractional calculuStatistics - ComputationTransfer functionWind speedFractional calculusSuperposition principleSettore ICAR/08 - Scienza Delle CostruzioniComputation (stat.CO)Condensed Matter - Statistical MechanicsLinear filterCivil and Structural EngineeringMathematics
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Corrigendum: ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density

2018

The study of reaction times and their underlying cognitive processes is an important field in Psychology. Reaction times are usually modeled through the ex-Gaussian distribution, because it provides a good fit to multiple empirical data. The complexity of this distribution makes the use of computational tools an essential element in the field. Therefore, there is a strong need for efficient and versatile computational tools for the research in this area. In this manuscript we discuss some mathematical details of the ex-Gaussian distribution and apply the ExGUtils package, a set of functions and numerical tools, programmed for python, developed for numerical analysis of data involving the ex…

FOS: Computer and information sciencesResponse timeslcsh:BF1-990Probability density functionex-Gaussian fitStatistics - Applications050105 experimental psychology03 medical and health sciences0302 clinical medicineSignificance testingresponse componentsConceptual AnalysisPsychology0501 psychology and cognitive sciencesStatistical analysisApplications (stat.AP)Ex-Gaussian fitTempo de reaçãoGeneral Psychologycomputer.programming_languagesignificance testingResponse componentsNumerical analysis05 social sciencesAnálise estatísticaCorrectionPython (programming language)Ex gaussianDistribuição Gaussianapythonlcsh:PsychologyOutlierTrimmingPsychologyMATEMATICA APLICADAAlgorithmcomputerSignificance testing030217 neurology & neurosurgeryresponse timesPython
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Conditional particle filters with diffuse initial distributions

2020

Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in statistical applications. We propose a simple but generally applicable auxiliary variable method, which can be used together with the CPF in order to perform efficient inference with diffuse initial distributions. The method only requires simulatable Markov transitions that are reversible with respect to the initial distribution, which can be improper. We focus in particular on random-walk type transitions which are reversible with respect to a uniform init…

FOS: Computer and information sciencesStatistics and ProbabilityComputer scienceGaussianBayesian inferenceMarkovin ketjut02 engineering and technology01 natural sciencesStatistics - ComputationArticleTheoretical Computer ScienceMethodology (stat.ME)010104 statistics & probabilitysymbols.namesakeAdaptive Markov chain Monte Carlotilastotiede0202 electrical engineering electronic engineering information engineeringStatistical physics0101 mathematicsDiffuse initialisationHidden Markov modelComputation (stat.CO)Statistics - MethodologyState space modelHidden Markov modelbayesian inferenceMarkov chaindiffuse initialisationbayesilainen menetelmäconditional particle filtersmoothingmatemaattiset menetelmät020206 networking & telecommunicationsConditional particle filterCovariancecompartment modelRandom walkCompartment modelstate space modelComputational Theory and MathematicsAutoregressive modelsymbolsStatistics Probability and UncertaintyParticle filterSmoothingSmoothing
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A novel exact representation of stationary colored Gaussian processes (fractional differential approach)

2010

A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic differential equations whose solution is a weighted sum of fractional Brownian motions. The exact form of the weighting coefficients is given and it is shown that it is related to the fractional moments of the target spectral density of the colored noise.

FOS: Computer and information sciencesStatistics and ProbabilityDifferential equationFOS: Physical sciencesGeneral Physics and AstronomyStatistics - ComputationStochastic differential equationsymbols.namesakeSpectral MomentsApplied mathematicsStationary processeGaussian processCondensed Matter - Statistical MechanicsComputation (stat.CO)Mathematical PhysicsMathematicsGeneralized functionStatistical Mechanics (cond-mat.stat-mech)Statistical and Nonlinear PhysicsMathematical Physics (math-ph)White noiseClosed and exact differential formsColors of noiseGaussian noiseFractional CalculuModeling and SimulationsymbolsSettore ICAR/08 - Scienza Delle Costruzioni
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A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps

2021

We develop a new nonparametric approach for estimating the risk-neutral density of asset prices and reformulate its estimation into a double-constrained optimization problem. We evaluate our approach using the S\&P 500 market option prices from 1996 to 2015. A comprehensive cross-validation study shows that our approach outperforms the existing nonparametric quartic B-spline and cubic spline methods, as well as the parametric method based on the Normal Inverse Gaussian distribution. As an application, we use the proposed density estimator to price long-term variance swaps, and the model-implied prices match reasonably well with those of the variance future downloaded from the CBOE websi…

FOS: Computer and information sciencesStatistics and ProbabilityVariance swapOptimization problemvariance swapStatistics - ApplicationsFOS: Economics and businessNormal-inverse Gaussian distributiondouble-constrained optimizationpricingEconometricsApplications (stat.AP)Asset (economics)normal inverse Gaussian distributionMathematicsParametric statisticslcsh:T57-57.97Applied MathematicsNonparametric statisticsEstimatorVariance (accounting)lcsh:Applied mathematics. Quantitative methodsPricing of Securities (q-fin.PR)risk-neutral densitylcsh:Probabilities. Mathematical statisticslcsh:QA273-280Quantitative Finance - Pricing of Securities
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KFAS : Exponential Family State Space Models in R

2017

State space modelling is an efficient and flexible method for statistical inference of a broad class of time series and other data. This paper describes an R package KFAS for state space modelling with the observations from an exponential family, namely Gaussian, Poisson, binomial, negative binomial and gamma distributions. After introducing the basic theory behind Gaussian and non-Gaussian state space models, an illustrative example of Poisson time series forecasting is provided. Finally, a comparison to alternative R packages suitable for non-Gaussian time series modelling is presented.

FOS: Computer and information sciencesStatistics and ProbabilityaikasarjatGaussianNegative binomial distributionforecastingPoisson distribution01 natural sciencesStatistics - ComputationMethodology (stat.ME)010104 statistics & probability03 medical and health sciencessymbols.namesake0302 clinical medicineExponential familyexponential familyGamma distributionStatistical inferenceState spaceApplied mathematicsSannolikhetsteori och statistik030212 general & internal medicine0101 mathematicsProbability Theory and Statisticslcsh:Statisticslcsh:HA1-4737Computation (stat.CO)Statistics - MethodologyMathematicsR; exponential family; state space models; time series; forecasting; dynamic linear modelsta112state space modelsSeries (mathematics)RStatistics; Computer softwaresymbolsStatistics Probability and Uncertaintytime seriesSoftwaredynamic linear models
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Fast Estimation of Diffusion Tensors under Rician noise by the EM algorithm

2016

Diffusion tensor imaging (DTI) is widely used to characterize, in vivo, the white matter of the central nerve system (CNS). This biological tissue contains much anatomic, structural and orientational information of fibers in human brain. Spectral data from the displacement distribution of water molecules located in the brain tissue are collected by a magnetic resonance scanner and acquired in the Fourier domain. After the Fourier inversion, the noise distribution is Gaussian in both real and imaginary parts and, as a consequence, the recorded magnitude data are corrupted by Rician noise. Statistical estimation of diffusion leads a non-linear regression problem. In this paper, we present a f…

FOS: Computer and information sciencesreduced computationGaussianModels NeurologicalDatasets as Topicta3112Statistics - ComputationStatistics - ApplicationsTime030218 nuclear medicine & medical imagingMethodology (stat.ME)Diffusion03 medical and health sciencessymbols.namesake0302 clinical medicineScoring algorithmRician fadingPrior probabilityExpectation–maximization algorithmImage Processing Computer-AssistedMaximum a posteriori estimationHumansApplications (stat.AP)Computer SimulationComputation (stat.CO)Statistics - MethodologyMathematicsta112Likelihood FunctionsGeneral NeuroscienceBrainEstimatormaximum likelihood estimatorFisher scoringMagnetic Resonance ImagingWhite MatterRician likelihoodDiffusion Tensor ImagingFourier transformNonlinear Dynamicssymbolsmaximum a posteriori estimatorAlgorithmAlgorithms030217 neurology & neurosurgerydata augmentation
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Coexistence of unlimited bipartite and genuine multipartite entanglement: Promiscuous quantum correlations arising from discrete to continuous-variab…

2006

Quantum mechanics imposes 'monogamy' constraints on the sharing of entanglement. We show that, despite these limitations, entanglement can be fully 'promiscuous', i.e. simultaneously present in unlimited two-body and many-body forms in states living in an infinite-dimensional Hilbert space. Monogamy just bounds the divergence rate of the various entanglement contributions. This is demonstrated in simple families of N-mode (N >= 4) Gaussian states of light fields or atomic ensembles, which therefore enable infinitely more freedom in the distribution of information, as opposed to systems of individual qubits. Such a finding is of importance for the quantification, understanding and potenti…

FOS: Physical sciencesQuantum entanglementSquashed entanglementMultipartite entanglementTELEPORTATION NETWORKsymbols.namesakeQuantum mechanicsSEPARABILITY CRITERIONGaussian functionStatistical physicsMathematical PhysicsPhysicsQuantum PhysicsCluster stateMathematical Physics (math-ph)Quantum PhysicsAtomic and Molecular Physics and OpticsCondensed Matter - Other Condensed MatterGAUSSIAN STATESMultipartiteQubitsymbolsW stateQuantum Physics (quant-ph)Physics - OpticsOther Condensed Matter (cond-mat.other)Optics (physics.optics)
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Molecular equilibrium structures from experimental rotational constants and calculated vibration–rotation interaction constants

2002

A detailed study is carried out of the accuracy of molecular equilibrium geometries obtained from least-squares fits involving experimental rotational constants B(0) and sums of ab initio vibration-rotation interaction constants alpha(r)(B). The vibration-rotation interaction constants have been calculated for 18 single-configuration dominated molecules containing hydrogen and first-row atoms at various standard levels of ab initio theory. Comparisons with the experimental data and tests for the internal consistency of the calculations show that the equilibrium structures generated using Hartree-Fock vibration-rotation interaction constants have an accuracy similar to that obtained by a dir…

FREQUENCIESChemistryGAUSSIAN-BASIS SETSAb initioGeneral Physics and AstronomyDiatomic moleculeSTATEBORONBond lengthVibrationHOFMETHANEMolecular geometryCCSD(T) 2ND DERIVATIVESAb initio quantum chemistry methodsACIDWAVE-FUNCTIONSPhysics::Atomic and Molecular ClustersMoleculeQUARTIC FORCE-FIELDPhysics::Chemical PhysicsPhysical and Theoretical ChemistryAtomic physicsRotation (mathematics)The Journal of Chemical Physics
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