Strong approximation for ρ-mixing sequences

We establish strong invariance principles for sums of stationary ρ-mixing random variables with finite and infinite second moments under weaker mixing rates.Some earlier results are improved.As applications,some results of the law of the iterated logarithm with finite and infinite variance are obtained,also a conjecture raised by Shao in 1993 is solved.     

Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting

In this article, we derive expressions for conditional expectations in terms of regular expectations without conditioning but involving some weights. For this purpose, we apply two approaches: the conditional density method and the Malliavin method. We use these expressions for the numerical estimation of the price of American options and their deltas in a Lévy and jump-diffusion setting. Several examples of applications to financial and energy markets are given including numerical examples.     

Importance Sampling for p-value Computations in Multivariate Tests

Abstract

An importance sampling procedure is developed to approximate the distribution of an arbitrary function of the eigenvalues for a matrix beta random matrix or a Wishart random matrix. The procedure is easily implemented and provides confidence intervals for the p-values of many of the commonly used test statistics in multivariate analysis. An adaptive procedure allows for the control of either absolute error or relative error in this p-value estimation through the choice of importance sample size.     

Combining GPS carrier phase and Doppler observations for precise velocity determination

The truncation error and propagation error are analyzed for velocity determination through differential GPS carrier phase observations,and an approach for the choice of the best number of points for the central difference method is developed.In order to overcome the disadvantages of existing GPS velocity determination methods,a new velocity determination algorithm is presented,based on combining carrier phase and Doppler observations.The basic idea is that two types of observation are combined by adding the...     

局部方差在图像质量评价中的应用

将灰度图像的局部方差分布（QLS）作为表征图像结构信息的一个重要特征,对局部方差分布矩阵进行奇异值分解,计算得到相应的奇异值特征向量;通过计算降质图像与原参考图像局部方差矩阵奇异值特征向量的夹角大小度量两图像的结构相似度,实现了对降质图像的质量评价。实验结果表明：局部方差分布更能突出图像的结构特征,评价结果优于传统的均方误差（MSE）、峰值信噪比（PSNR）、结构相似度（SSIM）以及直接评价图像像素分布的奇异值分析（SVD）等方法,与人眼视觉感知效果的一致性较好。     

基于主成分的改进雷达图及其在综合评价中的应用

本文从可视化角度出发,在总结传统可视化方法因优点与不足的基础上,将主成分分析、因子分析与雷达图结合,改进了传统的可视化方法。并将新的可视化方法引入到综合评价中,提出了一种基于雷达图面积的综合评价模型,实例验证该种方法切实有效。     

Misclassification rates,critical values and size of the design in measurement systems capability studies

Measurement systems capability analysis aims to test if the variability of a measurement system is small relative to the variability of a monitored process. At present some open questions are related both to the interpretation of the critical values of the indices typically used by practitioners to assess the capability of a gauge and to the choice of the size of the experimental design to test the repeatability and the reproducibility of the measurement process. In this paper, starting from the misclassification rates of a measurement system, we present a solution to these issues. Copyright © 2009 John Wiley & Sons, Ltd.     

闪光照相CCD图像的自适应中值滤波方法

中值滤波是一种在去除噪声的同时能较好地保护图像边缘细节的非线性图像处理方法。为了滤除闪光照相CCD图像中的脉冲噪声，同时能更好地保护图像边缘，提出了一种改进的自适应中值滤波方法。该方法采用局部中值和局部方差作为判断噪声点的阈值，实现了局部自适应的中值滤波，克服了传统自适应中值滤波方法的缺点，对椒盐噪声和随机脉冲噪声均有较好的滤波效果。实验结果表明，该方法消除图像脉冲噪声十分有效，对闪光照相CCD图像的处理结果也较好。