A Fast MAP Algorithm for High-Resolution Image Reconstruction with Multisensors

In many applications, it is required to reconstruct a high-resolution image from multiple, undersampled and shifted noisy images. Using the regularization techniques such as the classical Tikhonov regularization and maximum a posteriori (MAP) procedure, a high-resolution image reconstruction algorithm is developed. Because of the blurring process, the boundary values of the low-resolution image are not completely determined by the original image inside the scene. This paper addresses how to use (i) the Neumann boundary condition on the image, i.e., we assume that the scene immediately outside is a reflection of the original scene at the boundary, and (ii) the preconditioned conjugate gradient method with cosine transform preconditioners to solve linear systems arising from the high-resolution image reconstruction with multisensors. The usefulness of the algorithm is demonstrated through simulated examples.     

非正则线性增广拉格朗日乘子法的收敛速率研究CSCD

Recently,an indefinite linearized augmented Lagrangian method(IL-ALM)was proposed for the convex programming problems with linear constraints.The IL-ALM differs from the linearized augmented Lagrangian method in that the augmented Lagrangian is linearized by adding an indefinite quadratic proximal term.But,it preserves the algorithmic feature of the linearized ALM and usually has the advantage to improve the performance.The IL-ALM is proved to be convergent from contraction perspective,but its convergence rate is still missing.This is mainly because that the indefinite setting destroys the structures when we directly employ the contraction frameworks.In this paper,we derive the convergence rate for this algorithm by using a different analysis.We prove that a worst-case O(1/t)convergence rate is still hold for this algorithm,where t is the number of iterations.Additionally we show that the customized proximal point algorithm can employ larger step sizes by proving its equivalence to the linearized ALM.     

Extended Gauss–Markov Theorem for Nonparametric Mixed-Effects Models

The Gauss–Markov theorem provides a golden standard for constructing the best linear unbiased estimation for linear models. The main purpose of this article is to extend the Gauss–Markov theorem to include nonparametric mixed-effects models. The extended Gauss–Markov estimation (or prediction) is shown to be equivalent to a regularization method and its minimaxity is addressed. The resulting Gauss–Markov estimation serves as an oracle to guide the exploration for effective nonlinear estimators adaptively. Various examples are discussed. Particularly, the wavelet nonparametric regression example and its connection with a Sobolev regularization is presented.     

A new zero-finder for Tikhonov regularization

Tikhonov regularization with the regularization parameter determined by the discrepancy principle requires the computation of a zero of a rational function. We describe a cubically convergent zero-finder for this purpose. AMS subject classification (2000)  65F22, 65H05, 65R32     

Formal and analytic linearizability of families of conformal map germs (ℂ, 0) → (ℂ, 0)

We consider a nondegenerate one-parameter family of germs of conformal maps of (?, 0) into (?, 0). We prove that such a family is analytically linearizable whenever it is formally linearizable. In this case, the linearizing coordinate change analytically depends on the parameter.     

正项级数的Gauss指标判别法

在正项级数Gauss判别法的基础上,定义了正数列an的Gauss指标G=lim[n ln(an/an+1)-1]ln n.从而得到了正项级数的Gauss指标判别法.通过具体计算已有各种判别法的Gauss指标,结果表明,Gauss指标判别法是达朗贝尔、柯西、拉贝、高斯和Bertrand等5种判别法的推广.     

Applications of a multi-state risk factor/mortality model in life insurance

Mortality rates are known to depend on socio-economic and behavioral risk factors, and actuarial calculations for life insurance policies usually reflect this. It is typically assumed, however, that these risk factors are observed only at policy issue, and the impact of changes that occur later is not considered. In this paper, we present a discrete-time, multi-state model for risk factor changes and mortality. It allows one to more accurately describe mortality dynamics and quantify variability in mortality. This model is extended to reflect health status and then used to analyze the impact of selective lapsation of life insurance policies and to predict mortality under reentry term insurance.     

A complete closed form vectorial solution to the Kepler problem

The paper gives an exact vectorial solution to the Kepler problem. A vectorial regularization that linearizes the Kepler problem is given using a Sundman transformation. Closed form expressions describing the Keplerian motion are deduced. A unified approach to the classic Kepler problem is offered, by studying both rectilinear and non-rectilinear Keplerian motions with the same instrument. The approach is an elementary one and only simple vectorial computations are involved.     

The Quantum Regularization of Singular Black-Hole Solutions in Covariant Quantum Gravity

An excruciating issue that arises in mathematical, theoretical and astro-physics concerns the possibility of regularizing classical singular black hole solutions of general relativity by means of quantum theory. The problem is posed here in the context of a manifestly covariant approach to quantum gravity. Provided a non-vanishing quantum cosmological constant is present, here it is proved how a regular background space-time metric tensor can be obtained starting from a singular one. This is obtained by constructing suitable scale-transformed and conformal solutions for the metric tensor in which the conformal scale form factor is determined uniquely by the quantum Hamilton equations underlying the quantum gravitational field dynamics.     

Adding Prior Information in FWI through Relative Entropy

Full waveform inversion is an advantageous technique for obtaining high-resolution subsurface information. In the petroleum industry, mainly in reservoir characterisation, it is common to use information from wells as previous information to decrease the ambiguity of the obtained results. For this, we propose adding a relative entropy term to the formalism of the full waveform inversion. In this context, entropy will be just a nomenclature for regularisation and will have the role of helping the converge to the global minimum. The application of entropy in inverse problems usually involves formulating the problem, so that it is possible to use statistical concepts. To avoid this step, we propose a deterministic application to the full waveform inversion. We will discuss some aspects of relative entropy and show three different ways of using them to add prior information through entropy in the inverse problem. We use a dynamic weighting scheme to add prior information through entropy. The idea is that the prior information can help to find the path of the global minimum at the beginning of the inversion process. In all cases, the prior information can be incorporated very quickly into the full waveform inversion and lead the inversion to the desired solution. When we include the logarithmic weighting that constitutes entropy to the inverse problem, we will suppress the low-intensity ripples and sharpen the point events. Thus, the addition of entropy relative to full waveform inversion can provide a result with better resolution. In regions where salt is present in the BP 2004 model, we obtained a significant improvement by adding prior information through the relative entropy for synthetic data. We will show that the prior information added through entropy in full-waveform inversion formalism will prove to be a way to avoid local minimums.