Do We Really Need Gaussian Filters for Feature Detection? (Supplementary Material)
|
|
- Louisa Carter
- 5 years ago
- Views:
Transcription
1 Do We Relly Need Gussin Filters for Feture Detection? (Supplementry Mteril) Lee-Kng Liu, Stnley H. Chn nd Truong Nguyen Februry 5, 0 This document is supplementry mteril to the pper submitted to EUSIPCO 0. Lemm. The derivtives of the Gussin functions re g (t;σ) ( t σ Proof. Direct clcultion. Normlized Derivtive. e g(t;σ) e σ σ ) nd g (t;σ) ( σ σ σ)e. Scle-spce xiom requires tht there is no enhncement to the locl mximum nd locl minimum [. Therefore, the derivtive must be normlized. Defining the mth order γ normlized derivtive opertor s σm,γ (σ ) mγ t m, we tke γ nd m, nd pply the opertor to g(t;σ) to yield σ,[g(t;σ) (σ ) t [g(t;σ) σ g (t;σ). Therefore, in the pper, insted of using g(t;σ) we use σ g(t;σ). In this cse, σ g (t;σ) ( π σ 3 t σ )e σ.
2 Definition. Let T > 0 be constnt. The signl I(t) is defined s {, T t T I(t) 0, otherwise. () Definition. The noise n(t) is i.i.d. Gussin with zero men nd vrince σn, denoted by n(t) N(0,σN ). Proposition. Letting v(t,σ) σ g (t;σ) I(t), nd w(t,σ) σ g (t;σ) n(t), it holds tht Hence, v(t,σ) [ t+t (t+t) π σ e σ + t T (t T) σ e σ, () E[w(t,σ) 0, (3) E[w(t,σ)w(t +τ,σ) σ σ N g ( τ,σ ) g (τ,σ ). () Vr[w(t,σ) E [ w(t,σ) 3σ N 8 πσ. (5) Proof. For simplicity we drop the vrible σ. First, note tht I(t) u(t+t) u(t T), where u(t) is the unit step function. Consequently, v(t;σ) σ g (t) I(t) σ g (τ)i(t τ)dτ ( τ σ σ [ τ π t+t t T π t+t t T ) σ τ e σ [u(t+t τ) u(t T τ)dτ σ 3 σ [ τ σ 3 [ t+t (t+t) π σ e σ Tht the men is zero is due to linerity of convolution: [ E[w(t) E σ g (τ)n(t τ)dτ e τ σ dτ e τ σ dτ π t+t t T + t T (t T) σ e σ. τ σ e σ dτ σ g (τ)e[n(t τ)dτ 0.
3 The utocorreltion of the output is [ E[w(t)w(t +γ) E σ g (τ )n(t τ )dτ σ g (τ )n(t+γ τ )dτ σ g (τ )g (τ )E[n(t τ )n(t+γ τ )dτ τ σ g (τ )g (τ )σn δ( τ γ +τ )dτ dτ σ σ N σ σng (τ ) g (τ )δ(τ (τ +γ))dτ dτ }{{} g (τ )g (τ +γ)dτ σ σ N g ( γ) g (γ). Since E[w(t) 0, we hve Vr[w(t) E[w(t) E[w(t)w(t + γ) γ0. Therefore, Vr[w(t) σ σ N g ( τ) g (τ) τ0. The convolution is g (τ) g ( τ) Putting τ 0 yields [g (τ) g ( τ) τ0 π (γ σ σ )e ( γ τ e σ γ σ σ +τ) σ)((γ σ σ )e ( γ γ γ σ8e γ γ πσ 5. ( (γ +γτ) σ 8 σ 8 γ σ 6 + σ )e σ 8e σ dγ π σ dγ π [ ( )!! σ 8 (+) ( σ ) ((γ +τ) σ σ )e γ +γ +γτ+τ σ dγ (γ+τ) σ dγ γ (γ +τ) σ6 σ 6 + γ +γτ σ )e σ dγ. γ σ dγ γ σ 6 e γ σ dγ + π γ γ σ 6e πσ σ 6 σ dγ + π πσ6 + πσ σ γ σ σe dγ γ σ e σ dγ Therefore, Vr[w(t) σ σ Ng ( τ) g (τ) τ0 3σ N 8 πσ. 3
4 Proposition. Given T, v(0,σ) is locl minimum of v(t,σ) if nd only if σ > T/ 3. Furthermore, the optiml scling prmeter σ for which v(0,σ)/ σ 0 is σ T. Proof. By KrushKuhnTucker optimlity condition, v(0, σ) is locl minimum of v(t, σ) if nd only if v (0) 0 nd v (0) > 0. The first order derivtive is v(t, σ) t [ t0 π σ e (t+t) σ [ π σ e (T) σ ) ( (t+t) σ 3 ) ( (T) σ 3 e (t+t) σ e (T) σ + e ( T) σ σ + + σ e (t T) σ + ) ( ( T) thus the first order criteri is stisfied. The second order derivtive is v(t,σ) t0 t [( t+t π σ 3 + (t+t) ) σ 3 (t+t)3 σ 5 e (t+t) σ [( t T π σ 3 + (t T) σ [(3T T3 [3T T3 σ σ ) e T σ + e T σ Therefore, v (0) > 0 if nd only if 3T T3 σ > 0, which is T σ < 3. ) (t T)3 σ 5 (3T T3 σ σ 3 ) ( (t T) t0 e (t T) σ ) e T σ σ 3 e ( T) σ 0, t0 e (t T) σ The second sttement cn be derived by considering the first order optimlity condition of v(0, σ) over σ, i.e., find σ such tht v(0,σ) σ 0. Since v(0,σ) [ T T e σ π σ, t0 we hve v(0, σ) σ T [ ( )σ e T σ +(σ )( ) T π T [ T π σ σ e T σ T T σ 3 e σ [ T σ e T σ. Setting v(0,σ) σ 0 yields σ T.
5 Proposition 3. Given σ, nd let C rgmin C [ σ g (t;σ) h (t;σ) dt, then C ασ where α 0.9 is constnt. Proof. We let f(t) def σ g (t) ( t π σ 3 ) e σ σ, nd ˆf(t) def h (t) 6C [u(t+3c) u(t+c) 6C [u(t+c) u(t C)+ 6C [u(t C) u(t 3C), where u(t) is the unit step function. Our gol is to find C such tht it minimizes the residue C rgmin C where f(t) ˆf(t) f(t) ˆf(t) L, (6) L [f(t) ˆf(t) dt. Observe tht f(t) ˆf(t) f(t) f(t), ˆf(t) + ˆf(t). L We now investigte ech term individully. ˆf(t) C 3C (6C) [U(t+3C) U(t 3C)dt C +3C 36C (6C) [U(t+C) U(t C)dt+ 36C dt+ + C 36C 3C. C C (C +C) 36C 36C dt+ + 3C C 36C 3C C 36C dt (6C) [U(t C) U(t 3C)dt Before we clculte f(t), ˆf(t), we clculte b f(t)dt in dvnce. Due to the unit step function, 5
6 the integrl will be in certin intervl [, b. b f(t)dt b ( t π σ 3 ) e σ σ dt [ b t t π σ 3e σ dt b e σ σ dt [ t [ b e σ π σ + b π t σ e σ dt π [ b [ t b e σ π σ [ b b e σ π σ + e σ σ t σ e σ dt Using previous result, we cn simplified the following eqution. f(t), ˆf(t) f(t)ˆf(t)dt C f(t)dt C f(t)dt+ 3C f(t)dt 6C 3C 6C C 6C C [ C 6C C π σ e σ 3C [ C σ e 9C σ 6C C π σ e σ C σ e 9C σ [ + 6C 3C π σ e 9C σ + C C e σ σ [ 6C 6C C π σ e σ 6C σ e 9C σ [ e C σ e 9C σ. Finlly, we hve f(t) f (t)dt ( t π σ 3 σ ( t σ [ t σ dt σe ) e σ dt ) σ + e σ dt ( t π σ 6 σ + ) σ e σ dt t e σ σ dt+ [ σ t e σ dt 0 σ t e σ dt+ 0 [ ( )!! πσ σ + 0 πσ6 σ + πσ [ 3 σ 8 σ5 π σ3 π + πσ σ 3 8 πσ e σ dt e σ dt Therefore, f(t) ˆf(t) 3C [ e C σ e 9C σ πσ. 6
7 Given vlue C, we cn find the locl minim by considering the first derivtive of of the cost function ε(σ) (f(t) ˆf(t) with respect to σ. ε(σ) σ [ σ 3C ( ) e C σ e 9C σ πσ 0 [ σ e C σ +σ ( C π + [ σ e 9C σ +σ ( 9C π )( )σ 3 e C σ )( )σ 3 e 9C σ +( σ 3 8 π ) [ (C σ σ ) e C σ ( 9C σ σ ) e 9C σ 3σ π 8 π. No nlyticl solution exists for solving ε(σ) σ 0. However, numericl results suggest tht there exists liner reltionship between C nd σ, shown in Fig.. 5 Optiml σ given C σc/0.98 Fixed vlue C nd optiml sigm 0 optiml σ Fixed Vlue C Figure : Liner reltionship between C nd σ is found with the rtio σ C
8 Proposition. Letting v(t) h (t;σ) I(t), nd w(t) h (t;σ) n(t), then 3, t 0, v(t) 3 t C, 0 < t C, nd Vr[w(t) 3 + t 6C, C < t C, σ N 3C. Proof. SinceE[w(t) 0,wehveVr[w(t) E[w(t) E[w(t)w(t+γ) γ0. Therefore,Vr[w(t) σ N h( τ) h(τ) τ0. The convolution is the summtion of squre of mplitude times the intervl Therefore, the Vr[w(t) σ N 3C. h( τ) h(τ) τ0 C (6C) + C (6C) + C (6C) (7) C 36C 3C. (8) References [ Tony Lindeberg. Feture detection with utomtic scle selection. Interntionl Journl of Computer Vision, 30:79 6,
Research Article Existence of Positive Solution to Second-Order Three-Point BVPs on Time Scales
Hindwi Publishing Corportion Boundry Vlue Problems Volume 2009, Article ID 685040, 6 pges doi:10.1155/2009/685040 Reserch Article Existence of Positive Solution to Second-Order hree-point BVPs on ime Scles
More information(a) by substituting u = x + 10 and applying the result on page 869 on the text, (b) integrating by parts with u = ln(x + 10), dv = dx, v = x, and
Supplementry Questions for HP Chpter 5. Derive the formul ln( + 0) d = ( + 0) ln( + 0) + C in three wys: () by substituting u = + 0 nd pplying the result on pge 869 on the tet, (b) integrting by prts with
More informationAddition and Subtraction
Addition nd Subtrction Nme: Dte: Definition: rtionl expression A rtionl expression is n lgebric expression in frction form, with polynomils in the numertor nd denomintor such tht t lest one vrible ppers
More informationMath F412: Homework 4 Solutions February 20, κ I = s α κ α
All prts of this homework to be completed in Mple should be done in single worksheet. You cn submit either the worksheet by emil or printout of it with your homework. 1. Opre 1.4.1 Let α be not-necessrily
More informationCH 71 COMPLETING THE SQUARE INTRODUCTION FACTORING PERFECT SQUARE TRINOMIALS
CH 7 COMPLETING THE SQUARE INTRODUCTION I t s now time to py our dues regrding the Qudrtic Formul. Wht, you my sk, does this men? It mens tht the formul ws merely given to you once or twice in this course,
More informationUNIT 7 SINGLE SAMPLING PLANS
UNIT 7 SINGLE SAMPLING PLANS Structure 7. Introduction Objectives 7. Single Smpling Pln 7.3 Operting Chrcteristics (OC) Curve 7.4 Producer s Risk nd Consumer s Risk 7.5 Averge Outgoing Qulity (AOQ) 7.6
More informationPRICING CONVERTIBLE BONDS WITH KNOWN INTEREST RATE. Jong Heon Kim
Kngweon-Kyungki Mth. Jour. 14 2006, No. 2, pp. 185 202 PRICING CONVERTIBLE BONDS WITH KNOWN INTEREST RATE Jong Heon Kim Abstrct. In this pper, using the Blck-Scholes nlysis, we will derive the prtil differentil
More informationA Fuzzy Inventory Model With Lot Size Dependent Carrying / Holding Cost
IOSR Journl of Mthemtics (IOSR-JM e-issn: 78-578,p-ISSN: 9-765X, Volume 7, Issue 6 (Sep. - Oct. 0, PP 06-0 www.iosrournls.org A Fuzzy Inventory Model With Lot Size Dependent Crrying / olding Cost P. Prvthi,
More informationMATH 236 ELAC MATH DEPARTMENT FALL 2017 SHORT ANSWER. Write the word or phrase that best completes each statement or answers the question.
MATH 236 ELAC MATH DEPARTMENT FALL 2017 TEST 1 REVIEW SHORT ANSWER. Write the word or phrse tht best completes ech sttement or nswers the question. 1) The supply nd demnd equtions for certin product re
More informationThe Okun curve is non-linear
Economics Letters 70 (00) 53 57 www.elsevier.com/ locte/ econbse The Okun curve is non-liner Mtti Viren * Deprtment of Economics, 004 University of Turku, Turku, Finlnd Received 5 My 999; ccepted 0 April
More information3: Inventory management
INSE6300 Ji Yun Yu 3: Inventory mngement Concordi Februry 9, 2016 Supply chin mngement is bout mking sequence of decisions over sequence of time steps, fter mking observtions t ech of these time steps.
More informationA ppendix to. I soquants. Producing at Least Cost. Chapter
A ppendix to Chpter 0 Producing t est Cost This ppendix descries set of useful tools for studying firm s long-run production nd costs. The tools re isoqunts nd isocost lines. I soqunts FIGURE A0. SHOWS
More informationRicardian Model. Mercantilism: 17 th and 18 th Century. Adam Smith s Absolute Income Hypothesis, End of 18 th Century: Major Shift in Paradigm
Mercntilism: th nd th Century Ricrdin Model lesson in Comprtive dvntge Trde ws considered s Zero-Sum Gme It ws viewed mens to ccumulte Gold & Silver Exports were encourged Imports were discourged End of
More informationInternational Monopoly under Uncertainty
Interntionl Monopoly under Uncertinty Henry Ary University of Grnd Astrct A domestic monopolistic firm hs the option to service foreign mrket through export or y setting up plnt in the host country under
More informationWhat is Monte Carlo Simulation? Monte Carlo Simulation
Wht is Monte Crlo Simultion? Monte Crlo methods re widely used clss of computtionl lgorithms for simulting the ehvior of vrious physicl nd mthemticl systems, nd for other computtions. Monte Crlo lgorithm
More information3/1/2016. Intermediate Microeconomics W3211. Lecture 7: The Endowment Economy. Today s Aims. The Story So Far. An Endowment Economy.
1 Intermedite Microeconomics W3211 Lecture 7: The Endowment Economy Introduction Columbi University, Spring 2016 Mrk Den: mrk.den@columbi.edu 2 The Story So Fr. 3 Tody s Aims 4 Remember: the course hd
More informationGet Solution of These Packages & Learn by Video Tutorials on KEY CONCEPTS
FREE Downlod Study Pckge from wesite: www.tekoclsses.com & www.mthsbysuhg.com Get Solution of These Pckges & Lern y Video Tutorils on www.mthsbysuhg.com KEY CONCEPTS THINGS TO REMEMBER :. The re ounded
More informationOptimal firm's policy under lead time- and price-dependent demand: interest of customers rejection policy
Optiml firm's policy under led time- nd price-dependent demnd: interest of customers rejection policy Abduh Syid Albn Université Grenoble Alpes, G-SCOP, F-38000 Grenoble, Frnce bduh-syid.lbn@grenoble-inp.org
More informationTime Scales: From Nabla Calculus to Delta Calculus and Vice Versa via Duality
Interntionl Journl of Difference Equtions ISSN 0973-6069, Volume 5, Number 1, pp. 25 40 (2010) http://cmpus.mst.edu/ijde Time Scles: From Nbl Clculus to Delt Clculus nd Vice Vers vi Dulity M. Cristin Cputo
More informationAn Adaptive Nonlinear Function Controlled by Kurtosis for Blind Source Separation
An Adptive Nonliner Function Controlled b Kurtosis for Blind Source Seprtion Kenji NAKAYAMA Akihiro HIRANO Tkuki SAKAI Dept of Informtion nd Sstems Eng., Fcult of Eng., Knzw Univ. 2 2 Kodtsuno, Knzw, 92
More informationTechnical Appendix. The Behavior of Growth Mixture Models Under Nonnormality: A Monte Carlo Analysis
Monte Crlo Technicl Appendix 1 Technicl Appendix The Behvior of Growth Mixture Models Under Nonnormlity: A Monte Crlo Anlysis Dniel J. Buer & Ptrick J. Currn 10/11/2002 These results re presented s compnion
More informationJFE Online Appendix: The QUAD Method
JFE Online Appendix: The QUAD Method Prt of the QUAD technique is the use of qudrture for numericl solution of option pricing problems. Andricopoulos et l. (00, 007 use qudrture s the only computtionl
More informationBuckling of Stiffened Panels 1 overall buckling vs plate buckling PCCB Panel Collapse Combined Buckling
Buckling of Stiffened Pnels overll uckling vs plte uckling PCCB Pnel Collpse Comined Buckling Vrious estimtes hve een developed to determine the minimum size stiffener to insure the plte uckles while the
More informationTHE FINAL PROOF SUPPORTING THE TURNOVER FORMULA.
THE FINAL PROOF SUPPORTING THE TURNOVER FORMULA. I would like to thnk Aris for his mthemticl contriutions nd his swet which hs enled deeper understnding of the turnover formul to emerge. His contriution
More informationCHAPTER-IV PRE-TEST ESTIMATOR OF REGRESSION COEFFICIENTS: PERFORMANCE UNDER LINEX LOSS FUNCTION
CHAPTER-IV PRE-TEST ESTIMATOR OF REGRESSION COEFFICIENTS: PERFORMANCE UNDER LINEX LOSS FUNCTION 4.1 INTRODUCTION It hs lredy been demonstrted tht the restricted lest squres estimtor is more efficient thn
More information164 CHAPTER 2. VECTOR FUNCTIONS
164 CHAPTER. VECTOR FUNCTIONS.4 Curvture.4.1 Definitions nd Exmples The notion of curvture mesures how shrply curve bends. We would expect the curvture to be 0 for stright line, to be very smll for curves
More informationHedging the volatility of Claim Expenses using Weather Future Contracts
Mrshll School of Business, USC Business Field Project t Helth Net, Inc. Investment Deprtment Hedging the voltility of Clim Epenses using Wether Future Contrcts by Arm Gbrielyn MSBA Cndidte co written by
More informationRational Equity Bubbles
ANNALS OF ECONOMICS AND FINANCE 14-2(A), 513 529 (2013) Rtionl Equity Bubbles Ge Zhou * College of Economics, Zhejing University Acdemy of Finncil Reserch, Zhejing University E-mil: flhszh@gmil.com This
More informationChoice of strategic variables under relative profit maximization in asymmetric oligopoly
Economics nd Business Letters () 5-6 04 Choice of strtegic vriles under reltive profit mximiztion in symmetric oligopoly Atsuhiro Stoh Ysuhito Tnk * Fculty of Economics Doshish University Kyoto Jpn Received:
More informationNotes on the BENCHOP implementations for the COS method
Notes on the BENCHOP implementtions for the COS method M. J. uijter C. W. Oosterlee Mrch 29, 2015 Abstrct This text describes the COS method nd its implementtion for the BENCHOP-project. 1 Fourier cosine
More informationAsymptotic Stability of a Rate Control System. with Communication Delays
Asymptotic Stbility of Rte Control System with Communiction Delys Richrd J. L nd Priy Rnjn University of Mrylnd, College Prk {hyongl, priy}@eng.umd.edu 1 Abstrct We study the issue of symptotic stbility
More informationSmart Investment Strategies
Smrt Investment Strtegies Risk-Rewrd Rewrd Strtegy Quntifying Greed How to mke good Portfolio? Entrnce-Exit Exit Strtegy: When to buy? When to sell? 2 Risk vs.. Rewrd Strtegy here is certin mount of risk
More informationPreference Cloud Theory: Imprecise Preferences and Preference Reversals Oben Bayrak and John Hey
Preference Cloud Theory: Imprecise Preferences nd Preference Reversls Oben Byrk nd John Hey This pper presents new theory, clled Preference Cloud Theory, of decision-mking under uncertinty. This new theory
More informationUNIVERSITY OF NOTTINGHAM. Discussion Papers in Economics BERTRAND VS. COURNOT COMPETITION IN ASYMMETRIC DUOPOLY: THE ROLE OF LICENSING
UNIVERSITY OF NOTTINGHAM Discussion Ppers in Economics Discussion Pper No. 0/0 BERTRAND VS. COURNOT COMPETITION IN ASYMMETRIC DUOPOLY: THE ROLE OF LICENSING by Arijit Mukherjee April 00 DP 0/0 ISSN 160-48
More informationArithmetic and Geometric Sequences
Arithmetic nd Geometric Sequences A sequence is list of numbers or objects, clled terms, in certin order. In n rithmetic sequence, the difference between one term nd the next is lwys the sme. This difference
More informationProblem Set for Chapter 3: Simple Regression Analysis ECO382 Econometrics Queens College K.Matsuda
Problem Set for Chpter 3 Simple Regression Anlysis ECO382 Econometrics Queens College K.Mtsud Excel Assignments You re required to hnd in these Excel Assignments by the due Mtsud specifies. Legibility
More informationFractal Analysis on the Stock Price of C to C Electronic Commerce Enterprise Ming Chen
6th Interntionl Conference on Electronic, Mechnicl, Informtion nd Mngement (EMIM 2016) Frctl Anlysis on the Stock Price of C to C Electronic Commerce Enterprise Ming Chen Soochow University, Suzhou, Chin
More informationMarkov Decision Processes II
Markov Decision Processes II Daisuke Oyama Topics in Economic Theory December 17, 2014 Review Finite state space S, finite action space A. The value of a policy σ A S : v σ = β t Q t σr σ, t=0 which satisfies
More informationCache CPI and DFAs and NFAs. CS230 Tutorial 10
Cche CPI nd DFAs nd NFAs CS230 Tutoril 10 Multi-Level Cche: Clculting CPI When memory ccess is ttempted, wht re the possible results? ccess miss miss CPU L1 Cche L2 Cche Memory L1 cche hit L2 cche hit
More informationChapter 4. Profit and Bayesian Optimality
Chpter 4 Profit nd Byesin Optimlity In this chpter we consider the objective of profit. The objective of profit mximiztion dds significnt new chllenge over the previously considered objective of socil
More informationYoung differential equations with power type nonlinearities
Avilble online t www.sciencedirect.com ScienceDirect Stochstic Processes nd their Applictions 127 (217) 342 367 www.elsevier.com/locte/sp Young differentil equtions with power type nonlinerities Jorge
More informationA portfolio approach to the optimal funding of pensions
Economics Letters 69 (000) 01 06 www.elsevier.com/ locte/ econbse A portfolio pproch to the optiml funding of pensions Jysri Dutt, Sndeep Kpur *, J. Michel Orszg b, b Fculty of Economics University of
More information1 Manipulation for binary voters
STAT 206A: Soil Choie nd Networks Fll 2010 Mnipultion nd GS Theorem Otoer 21 Leturer: Elhnn Mossel Srie: Kristen Woyh In this leture we over mnipultion y single voter: whether single voter n lie out his
More information(1) Consider a European call option and a European put option on a nondividend-paying stock. You are given:
(1) Consider a European call option and a European put option on a nondividend-paying stock. You are given: (i) The current price of the stock is $60. (ii) The call option currently sells for $0.15 more
More informationMath 205 Elementary Algebra Fall 2010 Final Exam Study Guide
Mth 0 Elementr Algebr Fll 00 Finl Em Stud Guide The em is on Tuesd, December th from :0m :0m. You re llowed scientific clcultor nd " b " inde crd for notes. On our inde crd be sure to write n formuls ou
More informationPackage ph2bye. August 21, 2016
Type Pckge Pckge ph2ye August 21, 2016 Title Phse II Clinicl Tril Design Using Byesin Methods Version 0.1.4 Author Ylin Zhu, Rui Qin Mintiner Ylin Zhu Clculte the Byesin posterior/predictive
More informationINF 4130 Exercise set 4
INF 4130 Exercise set 4 Exercise 1 List the order in which we extrct the nodes from the Live Set queue when we do redth first serch of the following grph (tree) with the Live Set implemented s LIFO queue.
More informationc 2010 Society for Industrial and Applied Mathematics
SIAM J. MATRIX ANAL. APPL. Vol. 3, No. 5, pp. 580 60 c 00 Society for Industril nd Applied Mthemtics THE CONDITION METRIC IN THE SPACE O RECTANGULAR ULL RANK MATRICES PAOLA BOITO AND JEAN-PIERRE DEDIEU
More informationVayanos and Vila, A Preferred-Habitat Model of the Term Stru. the Term Structure of Interest Rates
Vayanos and Vila, A Preferred-Habitat Model of the Term Structure of Interest Rates December 4, 2007 Overview Term-structure model in which investers with preferences for specific maturities and arbitrageurs
More informationMARKET POWER AND MISREPRESENTATION
MARKET POWER AND MISREPRESENTATION MICROECONOMICS Principles nd Anlysis Frnk Cowell Note: the detil in slides mrked * cn only e seen if you run the slideshow July 2017 1 Introduction Presenttion concerns
More informationProblem Set 2 Suggested Solutions
4.472 Prolem Set 2 Suggested Solutions Reecc Zrutskie Question : First find the chnge in the cpitl stock, k, tht will occur when the OLG economy moves to the new stedy stte fter the government imposes
More informationA Theoretical and FEM. Curved Beams. Investigation. Christian Wylonis. Nathan Thielen ES240
Curved Bems A Theoreticl nd FEM Investigtion Nthn Thielen Christin Wylonis ES240 Wht re Curved Bems? A bem is curved if the line formed by the centroids of ll the cross sections is not stright. http://www.timyoung.net/contrst/imges/chin02.jpg
More informationASYMMETRIC SWITCHING COSTS CAN IMPROVE THE PREDICTIVE POWER OF SHY S MODEL
Document de trvil 2012-14 / April 2012 ASYMMETRIC SWITCHIG COSTS CA IMPROVE THE PREDICTIVE POWER OF SHY S MODEL Evens Slies OFCE-Sciences-Po Asymmetric switching costs cn improve the predictive power of
More informationThe Effects of Taxation on Income-Producing Crimes with Variable. Leisure Time
The Effects of Txtion on Income-Producing Crimes with Vrible Leisure Time Avrhm D. Tbbch I. INTRODUCTION The existing literture on the effects of txtion on income-producing crimes lys clim to severl importnt
More informationChapter 3: The Reinforcement Learning Problem. The Agent'Environment Interface. Getting the Degree of Abstraction Right. The Agent Learns a Policy
Chpter 3: The Reinforcement Lerning Problem The Agent'Environment Interfce Objectives of this chpter: describe the RL problem we will be studying for the reminder of the course present idelized form of
More informationRecipe for Predicting Strong Ground Motion from Inland and Subduction-Zone Earthquakes
The 4 th Joint Meeting of US-Jpn Coopertion Ntionl Reserch Erthquke Reserch Pnel, November 6-8, 2002 - Moriok, Jpn - Recipe for Predicting Strong Ground Motion from Inlnd nd Subduction-Zone Erthqukes Kojiro
More informationDYNAMIC PROGRAMMING REINFORCEMENT LEARNING. COGS 202 : Week 7 Presentation
DYNAMIC PROGRAMMING REINFORCEMENT LEARNING COGS 202 : Week 7 Preenttion OUTLINE Recp (Stte Vlue nd Action Vlue function) Computtion in MDP Dynmic Progrmming (DP) Policy Evlution Policy Improvement Policy
More informationMath 6590 Project IV: Some analysis about the snake model and implementation of the geodesic active contour model
Mth 6590 Project IV: Some nlysis bout the snke model nd implementtion of the geodesic ctive contour model Nme: Li Dong RIN: 66143168 Apr 4, 016 Abstrct This report discusses two clssicl model in imge segmenttion
More informationEvolution and interaction of surface cracks under thermal shock load
9 ISSN 1392 127. MECHANIKA. 216 Volume 22(2): 9 95 Evolution nd interction of surfce crcks under therml shock lod Xiosong Wng*, Weizheng Zhng** *Beijing Institute of Technology, Beijing 181, Chin, E-mil:
More informationEffects of Entry Restriction on Free Entry General Competitive Equilibrium. Mitsuo Takase
CAES Working Pper Series Effects of Entry Restriction on Free Entry Generl Competitive Euilirium Mitsuo Tkse Fculty of Economics Fukuok University WP-2018-006 Center for Advnced Economic Study Fukuok University
More informationMath-3 Lesson 2-5 Quadratic Formula
Mth- Lesson - Qudrti Formul Quiz 1. Complete the squre for: 10. Convert this perfet squre trinomil into the squre of inomil: 6 9. Solve ompleting the squre: 0 8 Your turn: Solve ftoring. 1.. 6 7 How would
More informationNonparametric Option Pricing with No-arbitrage Constraints
Nonprmetric Option Pricing with No-rbitrge Constrints Melnie Birke Ruhr-Universität Bochum Fkultät für Mthemtik 4478 Bochum, Germny e-mil: melnie.birke@rub.de Ky F. Pilz Sl. Oppenheim jr. & Cie. KGA Trding
More informationManagerial Incentives and Financial Contagion
WP/04/199 ngeril Incentives nd Finncil Contgion Sujit Chkrvorti nd Subir Lll 004 Interntionl onetry Fund WP/04/199 IF Working Pper Policy Development nd Review Deprtment ngeril Incentives nd Finncil Contgion
More informationDouble sampling plan for Truncated Life test based on Kumaraswamy-Log-Logistic Distribution
IOSR Journl of Mthemtics (IOSR-JM) e-issn: 2278-5728,-ISSN: 239-765X, Volume 7, Issue 4 (Jul. - Aug. 203), PP 29-37 Double smling ln for Truncted Life test bsed on Kumrswmy-Log-Logistic Distribution Dr.
More informationSanna-Randaccio: Lectures n The Ricardian Model
Snn-Rndccio: ectures n. 4-5 he Ricrdin Model Assumtions Absolute dvntge Comrtive dvntge (numericl emle) Comrtive dvntge nd rnsformtion Curve wh the C is liner wh comlete seciliztion ggregte trde benefits
More informationGridworld Values V* Gridworld: Q*
CS 188: Artificil Intelligence Mrkov Deciion Procee II Intructor: Dn Klein nd Pieter Abbeel --- Univerity of Cliforni, Berkeley [Thee lide were creted by Dn Klein nd Pieter Abbeel for CS188 Intro to AI
More informationBehavioural Differential Equations and Coinduction for Binary Trees
Behviourl Differentil Equtions nd Coinduction for Binry Trees Alexndr Silv nd Jn Rutten,2 Centrum voor Wiskunde en Informtic (CWI) 2 Vrije Universiteit Amsterdm (VUA) {ms,jnr}@cwi.nl Abstrct. We study
More informationA comparison of quadratic discriminant function with discriminant function based on absolute deviation from the mean
A comprison of qudrtic discriminnt function with discriminnt function bsed on bsolute devition from the men S. Gneslingm 1, A. Nnthkumr Siv Gnesh 1, 1 Institute of Informtion Sciences nd Technology College
More informationproblem in Gere page 541; Weld design:
prolem. 7.. in Gere pge 54; Weld design: 5 sin_θ cos_θ σ x 6 5 5 sin_θ_sq sin_θ cos_θ_sq cos_θ σ y 5 θ cos θ = 59.6 deg 9deg θ =.964 deg 5 σ w σ y sin_θ_sq τ w σ y sin_θcos_θ σ x cos_θ_sq σ x ( sin_θcos_θ)
More informationChapter55. Algebraic expansion and simplification
Chpter55 Algebric expnsion nd simplifiction Contents: A The distributive lw B The product ( + b)(c + d) C Difference of two squres D Perfect squres expnsion E Further expnsion F The binomil expnsion 88
More informationInformation Acquisition and Disclosure: the Case of Differentiated Goods Duopoly
Informtion Acquisition nd Disclosure: the Cse of Differentited Goods Duopoly Snxi Li Jinye Yn Xundong Yin We thnk Dvid Mrtimort, Thoms Mriotti, Ptrick Rey, Wilfried Snd-Zntmn, Frnces Xu nd Yongsheng Xu
More informationFirst version: September 1997 This version: October On the Relevance of Modeling Volatility for Pricing Purposes
First version: September 1997 This version: October 1999 On the Relevnce of Modeling Voltility for Pricing Purposes Abstrct: Mnuel Moreno 3 Deprtment of Economics nd Business Universitt Pompeu Fbr Crrer
More informationOption exercise with temptation
Economic Theory 2008) 34: 473 501 DOI 10.1007/s00199-006-0194-3 RESEARCH ARTICLE Jinjun Mio Option exercise with tempttion Received: 25 Jnury 2006 / Revised: 5 December 2006 / Published online: 10 Jnury
More informationExercises in Growth Theory and Empirics
Exercises in Growth Theory and Empirics Carl-Johan Dalgaard University of Copenhagen and EPRU May 22, 2003 Exercise 6: Productive government investments and exogenous growth Consider the following growth
More informationUniversità degli Studi di Milano. Jump Telegraph-Diffusion Option Pricing
Università degli Studi di Milano Statistics and Mathematics Year 28 Paper 33 Jump Telegraph-Diffusion Option Pricing Niita Ratanov Universidad del Rosario This woring paper site is hosted by The Bereley
More informationUSE OF MATHEMATICAL EXPRESSIONS CHALLENGES IN ECONOMICS CLASSROOMS. Ashita Raveendran, Lecturer, DESSH, NCERT, New Delhi
USE OF MATHEMATICAL EXPRESSIONS CHALLENGES IN ECONOMICS CLASSROOMS Ashit Rveendrn, Lecturer, DESSH, NCERT, New Delhi Mthemtics definition s Science of order (White hed (1929)) points on to its fetures
More informationA Notes on Partial Fraction
See iscussions, stts, n utho pofiles fo this publiction t: https://www.esechgte.net/publiction/388535 A Notes on Ptil Fction Metho August 07 DOI: 0.340/RG...66.49 CITATIONS 0 utho: Anku Knujiy Inin Institute
More informationValuing volatility and variance swaps for a non-gaussian Ornstein-Uhlenbeck stochastic volatility model
Valuing volatility and variance swaps for a non-gaussian Ornstein-Uhlenbeck stochastic volatility model 1(23) Valuing volatility and variance swaps for a non-gaussian Ornstein-Uhlenbeck stochastic volatility
More informationAssociation of Financial Leverage with Cost of Capital and Shareholder Value: An empirical study of BSE Sensex Companies
Assocition of Finncil Leverge with Cost of Cpitl nd Shreholder Vlue: An empiricl study of BSE Sensex Compnies BHARGAV PANDYA NMIMS JOURNAL OF ECONOMICS AND PUBLIC POLICY Abstrct Purpose - The pper ims
More informationOpen Space Allocation and Travel Costs
Open Spce Alloction nd Trvel Costs By Kent Kovcs Deprtment of Agriculturl nd Resource Economics University of Cliforni, Dvis kovcs@priml.ucdvis.edu Pper prepred for presenttion t the Americn Agriculturl
More informationInteracting with mathematics in Key Stage 3. Year 9 proportional reasoning: mini-pack
Intercting with mthemtics in Key Stge Yer 9 proportionl resoning: mini-pck Intercting with mthemtics Yer 9 proportionl resoning: mini-pck Crown copyright 00 Contents Yer 9 proportionl resoning: smple unit
More informationOutline. CSE 326: Data Structures. Priority Queues Leftist Heaps & Skew Heaps. Announcements. New Heap Operation: Merge
CSE 26: Dt Structures Priority Queues Leftist Heps & Skew Heps Outline Announcements Leftist Heps & Skew Heps Reding: Weiss, Ch. 6 Hl Perkins Spring 2 Lectures 6 & 4//2 4//2 2 Announcements Written HW
More informationIs the Armington Elasticity Really Constant across Importers?
MPRA Munich Personl RePEc Archive Is the Armington Elsticity Relly Constnt cross Importers? Hn Yilmzudy June 2009 Online t http://mpr.u.uni-muenchen.de/15954/ MPRA Pper No. 15954, posted 30. June 2009
More informationThe Black-Scholes Equation using Heat Equation
The Black-Scholes Equation using Heat Equation Peter Cassar May 0, 05 Assumptions of the Black-Scholes Model We have a risk free asset given by the price process, dbt = rbt The asset price follows a geometric
More informationθ(t ) = T f(0, T ) + σ2 T
1 Derivatives Pricing and Financial Modelling Andrew Cairns: room M3.08 E-mail: A.Cairns@ma.hw.ac.uk Tutorial 10 1. (Ho-Lee) Let X(T ) = T 0 W t dt. (a) What is the distribution of X(T )? (b) Find E[exp(
More information"Multilateralism, Regionalism, and the Sustainability of 'Natural' Trading Blocs"
"Multilterlism, Regionlism, nd the Sustinility of 'Nturl' Trding Blocs" y Eric Bond Deprtment of Economics Penn Stte June, 1999 Astrct: This pper compres the mximum level of world welfre ttinle in n incentive
More informationLecture 4. Finite difference and finite element methods
Finite difference and finite element methods Lecture 4 Outline Black-Scholes equation From expectation to PDE Goal: compute the value of European option with payoff g which is the conditional expectation
More informationComplete the table below to show the fixed, variable and total costs. In the final column, calculate the profit or loss made by J Kane.
Tsk 1 J Kne sells mchinery to the frm industry. His fixed costs re 10,000 nd ech mchine costs him 400 to buy. He sells them t 600 nd is trying to work out his profit or loss t vrious levels of sles. He
More informationPricing Resources on Demand
Pricing Resources on Demnd Costs Courcouetis, Sergios Soursos nd Richrd Weer Athens University of Economics nd Business Emil: courcou, sns@ue.gr University of Cmridge Emil: rrw@sttsl.cm.c.uk Astrct Trditionl
More informationNBER WORKING PAPER SERIES A SHARPER RATIO: A GENERAL MEASURE FOR CORRECTLY RANKING NON-NORMAL INVESTMENT RISKS. Kent Smetters Xingtan Zhang
BER WORKIG PAPER SERIES A SHARPER RATIO: A GEERAL MEASURE FOR CORRECTLY RAKIG O-ORMAL IVESTMET RISKS Kent Smetters Xingtn Zhng Working Pper 19500 http://www.nber.org/ppers/w19500 ATIOAL BUREAU OF ECOOMIC
More informationA Closer Look at Bond Risk: Duration
W E B E X T E S I O 4C A Closer Look t Bond Risk: Durtion This Extension explins how to mnge the risk of bond portfolio using the concept of durtion. BOD RISK In our discussion of bond vlution in Chpter
More information9.3. Regular Languages
9.3. REGULAR LANGUAGES 139 9.3. Regulr Lnguges 9.3.1. Properties of Regulr Lnguges. Recll tht regulr lnguge is the lnguge ssocited to regulr grmmr, i.e., grmmr G = (N, T, P, σ) in which every production
More informationA Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks
A Shrper Rtio: A Generl Mesure for Correctly Rnking on-orml Investment Risks Kent Smetters Xingtn Zhng This Version: Februry 3, 2014 Abstrct While the Shrpe rtio is still the dominnt mesure for rnking
More informationMulti-Step Reinforcement Learning: A Unifying Algorithm
Multi-Step Reinforcement Lerning: A Unifying Algorithm Kristopher De Asis, 1 J. Fernndo Hernndez-Grci, 1 G. Zchris Hollnd, 1 Richrd S. Sutton Reinforcement Lerning nd Artificil Intelligence Lbortory, University
More informationRoadmap of This Lecture
Reltionl Model Rodmp of This Lecture Structure of Reltionl Dtbses Fundmentl Reltionl-Algebr-Opertions Additionl Reltionl-Algebr-Opertions Extended Reltionl-Algebr-Opertions Null Vlues Modifiction of the
More informationReinforcement Learning. CS 188: Artificial Intelligence Fall Grid World. Markov Decision Processes. What is Markov about MDPs?
CS 188: Artificil Intelligence Fll 2010 Lecture 9: MDP 9/2/2010 Reinforcement Lerning [DEMOS] Bic ide: Receive feedbck in the form of rewrd Agent utility i defined by the rewrd function Mut (lern to) ct
More informationOptimal incentive contracts under loss aversion and inequity aversion
Fuzzy Optim Decis Mking https://doi.org/10.1007/s10700-018-9288-1 Optiml incentive contrcts under loss version nd inequity version Chi Zhou 1 Jin Peng 2 Zhibing Liu 2 Binwei Dong 3 Springer Science+Business
More informationRevision Topic 14: Algebra
Revision Topi 1: Algebr Indies: At Grde B nd C levels, you should be fmilir with the following rules of indies: b b y y y i.e. dd powers when multiplying; y b b y y i.e. subtrt powers when dividing; b
More informationACHIEVING ALARP WITH SAFETY INSTRUMENTED SYSTEMS
ACHIEVING ALARP WITH SAFETY INSTRUMENTED SYSTEMS C.R. Timms, MIEE, United Kingdom, Tel: + 44 (0) 9 88668, Emil: c.timms@ifb.co.uk Keywords: ALARP, hzrds, risk, sfety, SIS. Abstrct This pper sets out methodology
More informationCS 188 Introduction to Artificial Intelligence Fall 2018 Note 4
CS 188 Introduction to Artificil Intelligence Fll 2018 Note 4 These lecture notes re hevily bsed on notes originlly written by Nikhil Shrm. Non-Deterministic Serch Picture runner, coming to the end of
More information