prompt_front: Now, answer the following question based on the text below, only give me the answer and do not output any other words.

Question: What is the advantage of decorrelating the data before running the PLS algorithm?

Read the following text and answer briefly.

Context 1: Paper Info

Title: Efficient nonparametric estimation of Toeplitz covariance matrices
Publish Date: March 20, 2023
Author List: Karolina Klockmann (from Department of Statistics and Operations Research, Universität Wien), Tatyana Krivobokova (from Department of Statistics and Operations Research, Universität Wien)

Figure

Figure 1: Spectral density functions (first row) and autocovariance functions (second row) for examples 1, 2, 3 
Figure 2: Distance between the first atom and the first center of mass of aquaporin (left) and the opening diameter y t over time t (right) 
black line in the left plot) confirms that the covariance matrix estimated with our VST-DCT method almost completely decorrelates the channel diameter Y on the training data set Next, we estimated the regression coefficients β with the usual PLS algorithm, ignoring the dependence in the data Finally, we estimated β with PLS that takes into account dependence using our covariance estimator Σ Based on these regression coefficient estimators, the prediction on the test set was calculated The plot on the right side of Figure 2 shows the Pearson correlation between the true channel diameter on the test set and the prediction on the same test set based on raw (grey) and decorrelated data (black) 
Figure 3: On the left, the auto-correlation function of Y (grey) and of Σ−1/2 Y (black), where Σ is estimated with the VST-DCT method; On the right, correlation between the true values on the test data set and prediction based on partial least squares (in grey) and corrected partial least squares (black) 
Uniform distributionThe observations follow a uniform distribution with covariance matrices Σ 1 , Σ 2 , Σ 3 of examples 1, 2, 3, i e , Y i = Σ 1/2 j X i , j = 1, 3, with X 1 ,    the parameter innov of the R function arima sim is used to pass the innovations X 1 ,    , X n i i d Table4, 5 and 6 show respectively the results for (A) p = 5000, n = 1, (B) p = 1000, n = 50 and (C) p = 5000, n = 10 
(A) p = 5000, n = 1: Errors of the Toeplitz covariance matrix and the spectral density estimators with respect to the spectral and L 2 norm, respectively, as well as the average computation time of the covariance estimators in seconds for one Monte Carlo sample (last column) 
(C) p = 5000, n = 10: Errors of the Toeplitz covariance matrix and the spectral density estimators with respect to the spectral and L 2 norm, respectively, as well as the average computation time of the covariance estimators in seconds for one Monte Carlo sample (last column) 
(A) p = 5000, n = 1: Errors of the Toeplitz covariance matrix and the spectral density estimators with respect to the spectral norm and the L 2 norm, respectively Average computation time of the covariance estimators in seconds for one Monte Carlo sample (last column) 
(B) p = 1000, n = 50: Errors of the Toeplitz covariance matrix and the spectral density estimators with respect to the spectral norm and the L 2 norm, respectively Average computation time of the covariance estimators in seconds for one Monte Carlo sample (last column) 
(C) p = 5000, n = 10: Errors of the Toeplitz covariance matrix and the spectral density estimators with respect to the spectral norm and the L 2 norm, respectively Average computation time of the covariance estimators in seconds for one Monte Carlo sample (last column) 

abstract

A new nonparametric estimator for Toeplitz covariance matrices is proposed  This estimator is based on a data transformation that translates the problem of Toeplitz covariance matrix estimation to the problem of mean estimation in an approximate Gaussian regression  The resulting Toeplitz covariance matrix estimator is positive definite by construction, fully data-driven and computationally very fast 
Moreover, this estimator is shown to be minimax optimal under the spectral norm for a large class of Toeplitz matrices  These results are readily extended to estimation of inverses of Toeplitz covariance matrices  Also, an alternative version of the Whittle likelihood for the spectral density based on the Discrete Cosine Transform (DCT) is proposed 
The method is implemented in the R package vstdct that accompanies the paper 

Introduction

Estimation of covariance and precision matrices is a fundamental problem in statistical data analysis with countless applications in the natural and social sciences  Covariance matrices with a Toeplitz structure arise in the study of stationary stochastic n = 1, to the best of our knowledge, there is no fully data-driven approach for selecting the banding/tapering/thresholding parameter 
suggested first to split the time series into non-overlapping subseries and then apply the cross-validation criterion of   However, it turns out that the right choice of the subseries length is crucial for this approach, but there is no data-based method available for this  In this work, an alternative way to estimate a Toeplitz covariance matrix and its inverse is chosen 
Our approach exploits the one-to-one correspondence between Toeplitz covariance matrices and their spectral densities  First, the given data are transformed into approximate Gaussian random variables whose mean equals to the logarithm of the spectral density  Then, the log-spectral density is estimated by a periodic smoothing spline with a data-driven smoothing parameter 
Finally, the resulting spectral density estimator is transformed into an estimator for Σ or its inverse  It is shown that this procedure leads to an estimator that is fully data-driven, automatically positive definite and achieves the minimax optimal convergence rate under the spectral norm over a large class of Toeplitz covariance matrices 
In particular, this class includes Toeplitz covariance matrices that correspond to long-memory processes with bounded spectral densities  Moreover, the computation is very efficient, does not require iterative or resampling schemes and allows to apply any inference and adaptive estimation procedures developed in the context of nonparametric Gaussian regression 
Estimation of the spectral density from a stationary time series is a research topic with a long history  Earlier nonparametric methods are based on smoothing of the (log-)periodogram, which itself is not a consistent estimator   Another line of nonparametric methods for estimating the spectral density is based on the Whittle likelihood, which is an ap-proximation to the exact likelihood of the time series in the frequency domain 
For example, estimated the spectral density from a penalized Whittle likelihood, while used polynomial splines to estimate the log-spectral density function maximizing the Whittle likelihood  Recently, Bayesian methods for spectral density estimation have been proposed (see , but these may become very computationally intensive in large samples due to posterior sampling 
The minimax optimal convergence rate for nonparametric estimators of Hölder continuous spectral densities from Gaussian stationary time series was obtained by under the L p , 1 ≤ p ≤ ∞, norm  Only few works on spectral density estimation show the optimality of the corresponding estimators  In particular, and derived convergence rates of their estimators for the log-spectral density under the L 2 norm, while neglecting the Whittle likelihood approximation error 
In general, most works on spectral density estimation do not exploit further the close connection to the corresponding Toeplitz covariance matrix estimation  In particular, an upper bound for the L ∞ risk of a spectral density estimator automatically provides an upper bound for the risk of the corresponding Toeplitz covariance matrix estimator under the spectral norm 
This fact is used to establish the minimax optimality of our nonparametric estimator for the Toeplitz covariance matrices  The main contribution of this work is to show that our proposed spectral density estimator is not only numerically very efficient, but also achieves the minimax optimal rate in the L ∞ norm, which in turn ensures the minimax optimality of the corresponding Toeplitz covariance matrix estimator 
The paper is structured as follows  In Section 2, the model is introduced and ap-proximate diagonalization of Toeplitz covariance matrices with the discrete cosine transform is discussed  Moreover, an alternative version of the Whittle's likelihood is proposed  In Section 3, new estimators for the Toeplitz covariance matrix and the precision matrix are derived, while in Section 4 their theoretical properties are presented 
Section 5 contains simulation results, Section 6 presents a real data example, and Section 7 closes the paper with a discussion  The proofs are given in the appendix to the paper 

Set up and diagonalization of Toeplitz matrices

Let Y 1 ,       , Y n i i d  ∼ N p (0 p , Σ), where Σ is a (p × p)-dimensional positive definite covariance matrix with a Toeplitz structure, that is, Σ = {σ |i−j| } p i,j=1 0  The sample size n may tend to infinity or to be a constant  The case n = 1 corresponds to a single observation of a stationary time series, and in this case the data are simply denoted by Y ∼N p (0 p , Σ) 
The dimension p is assumed to grow  The spectral density function f , corresponding to a Toeplitz covariance matrix Σ, is given by so that for f ∈ L 2 (−π, π) the inverse Fourier transform implies Hence, Σ is completely characterized by f , and the non-negativity of the spectral density function implies the positive definiteness of the covariance matrix 
Moreover, the decay of the autocovariance σ k is directly connected to the smoothness of f   Finally, the convergence rate of a Toeplitz covariance estimator and that of the corresponding spectral density estimator are directly related via Σ ≤ f ∞ := sup x∈ |f (x)|, where • denotes the spectral norm (see  
As in , we introduce a class of positive definite Toeplitz covariance matrices with Hölder continuous spectral densities  For β = γ + α > 0, where The optimal convergence rate for estimating Toeplitz covariance matrices over P β (M 0 , M 1 ) depends crucially on β  It is well known that the k-th Fourier coefficient of a function whose γ-th derivative is α-Hölder continuous decays at least with order O(k −β ) (see  
Hence, β determines the decay rate of the autocovariances σ k , which are the Fourier coefficients of the spectral density f , as k → ∞  In particular, this implies that for β ∈ (0, 1], the class P β (M 0 , M 1 ) includes Toeplitz covariance matrices corresponding to long-memory processes with bounded spectral densities, since the sequence of corresponding autocovariances is not summable 
A connection between Toeplitz covariance matrices and their spectral densities is further exploited in the following lemma  Lemma 1  Let Σ ∈ P β (M 0 , M 1 ) and let x j = (j − 1)/(p − 1), j = 1,    , p, then where δ i,j is the Kroneker delta, O(•) terms are uniform over i, j = 1,       , p and divided by √ 2 when i, j ∈ {1, p} is the Discrete Cosine Transform I (DCT-I) matrix 
The proof can be found in Appendix A 1  This result shows that the DCT-I matrix approximately diagonalizes Toeplitz covariance matrices and that the diagonalization error depends to some extent on the smoothness of the corresponding spectral density  In the spectral density literature the discrete Fourier transform (DFT) matrix
, where i is the imaginary unit, is typically employed to approximately diagonalize Toeplitz covariance matrices  Using the fact that introduced an approximation for the likelihood of a single Gaussian stationary time series (case n = 1), the so-called Whittle likelihood (1) The quantity , where F j denotes the j-th column of F , is known as the periodogram at the j-th Fourier frequency 
Note that due to periodogram symmetry, only p/2 data points I 1 ,    , I p/2 are available for estimating the mean f (2πj/p), j = 1,       , p/2 , where x denotes the largest integer strictly smaller than x  The Whittle likelihood has become a popular tool for parameter estimation of stationary time series, e g , for nonparametric and parametric spectral density estimation or for estimation of the Hurst exponent, see e g , ;  
Lemma 1 yields the following alternative version of the Whittle likelihood where W j = (D t j Y ) 2   Note that this likelihood approximation is based on twice as many data points W j as the standard Whittle likelihood  Thus, it allows for a more efficient use of the data Y to estimate the parameter of interest, such as the spectral density or the Hurst parameter 
Equations ( ) or (2) invite for the estimation of f by maximizing the (penalized) likelihood over certain linear spaces (e g , spline spaces), as suggested e g , in or   However, such an approach requires well-designed numerical methods to solve the corresponding optimization problem, since the spectral density in the second term of (1) or ( ) is in the denominator, which does not allow to obtain a closed-form expression for the estimator and often leads to numerical instabilities 
Also, the choice of the smoothing parameter becomes challenging  Therefore, we suggest an alternative approach that allows the spectral density to be estimated as a mean in an approximate Gaussian regression  Such estimators have a closed-form expression, do not require an iterative optimization algorithm and a smoothing parameter can be easily obtained with any conventional criterion 
First Hence, for W j = (D t j Y ) 2 , j = 1,       , p it follows with Lemma 1 that where Γ(a, b) denotes a gamma distribution with a shape parameter a and a scale parameter b  Note that the random variables W 1 ,       , W p are only asymptotically independent  Obviously, E(W j ) = f (πx j ) + O(1), j = 1,      
, p  To estimate f from W 1 ,       , W p , one could use a generalized nonparametric regression framework with a gamma distributed response, see e g , the classical monograph by   However, this approach requires an iterative procedure for estimation, e g , a Newton-Raphson algorithm, with a suitable choice for the smoothing parameter at each iteration step 
Deriving the L ∞ rate for the resulting estimator is also not a trivial task  Instead, we suggest to employ a variance stabilizing transform of that converts the gamma regression into an approximate Gaussian regression  In the next section we present the methodology in more detail for a general setting with n ≥ 1 

Methodology

For Y i ∼ N p (0 p , Σ), i = 1,       , n, it was shown in the previous section that with Lemma 1 the data can be transformed into gamma distributed random variables     , n, j = 1,       , p, where for each fixed i the random variable W i,j has the same distribution as W j given in (3)  Now the approach of Cai et al  ( ) is adapted to the setting n ≥ 1 
First, the transformed data points W i,j are binned, that is, fewer new variables     , T   Note that the number of observations in a bin is m = np/T   In Theorem 1 in Section 4, we show that setting T = p υ for any υ ∈ ((4 − 2 min{β, 1})/3, 1) leads to the minimax optimal rate for the spectral density estimator 
To simplify the notation, m is handled as an integer (otherwise, one can discard several observations in the last bin)  Next, applying the variance stabilizing transform (VST) ∼ where H(y) = {φ(m/2) + log (2y/m)} / √ 2 and φ is the digamma function (see   Now, the scaled and shifted log-spectral density H(f ) can be estimated with a periodic smoothing spline
where h > 0 denotes a smoothing parameter, q ∈ N is the penalty order and S per (2q − 1) a space of periodic splines of degree 2q − 1  The smoothing parameter h can be chosen either with generalized cross-validation (GCV) as derived in or with the restricted maximum likelihood, see   Once an estimator H(f ) is obtained, application of the inverse transform function H −1 (y) = m exp √ 2y − φ (m/2) /2 yields the spectral density estimator f = H −1 H(f )  
Finally, using the inverse Fourier transform leads to the fol- The precision matrix Ω is estimated by the inverse Fourier transform of the reciprocal of the spectral density estimator, i e , Ω = (ω |i−j| ) p i,j=1 with ωk = The estimation procedure for Σ and Ω can be summarised as follows  1  Data Transformation:
where D is the (p × p)-dimensional DCT-I matrix as given in Lemma 1 and D j is its j-th column  2  Binning: Set T = p υ for any υ ∈ ((4 − 2 min{β, 1})/3, 1) and calculate W i,j , k = 1,       , T 

VST:

where k are asymptotically i i d  Gaussian variables  Inverse VST: Estimate the spectral density f with f = H −1 H(f ) , where Note that Σ and Ω are positive definite matrices by construction, since their spectral density functions f and f −1 are non-negative, respectively  Unlike the banding and tapering estimators, the autocovariance estimators σk are controlled by a single smoothing parameter h, which can be estimated fully data-driven with several available automatic methods, which are numerically efficient and well-studied 
In addition, one can also use methods for adaptive mean estimation, see e g , , which in turn leads to adaptive Toeplitz covariance matrix estimation  All inferential procedures developed in the Gaussian regression context can also be adopted accordingly 

Theoretical Properties

In this section, we study the asymptotic properties of the estimators f , Σ and Ω  The results are established under the asymptotic scenario where p → ∞ and p/n → c ∈ (0, ∞], that is, the dimension p grows, while the sample size n either remains fixed or also grows but not faster than p  This corresponds to the asymptotic scenario when the sample covariance matrix is inconsistent 
Let f be the spectral density estimator defined in Section 3, i e , f = m exp{ √ 2 H(f ) − φ(m/2)}/2, where H(f ) is given in (4), m = np/T and φ is the digamma function  Furthermore, let Σ be the Toeplitz covariance matrix estimator and Ω the corresponding precision matrix defined in equations ( ) and (6), respectively 
The following theorem shows that both Σ and Ω attain the minimax optimal rate of convergence over the class and hT → ∞, then with T = p υ for any υ ∈ ((4 − 2 min{β, 1})/3, 1) and q = max{1, γ}, the spectral density estimator f , the corresponding covariance matrix estimator Σ and the precision matrix estimator Ω satisfy sup
For h {log(np)/(np)}   The proof of Theorem 1 can be found in the Appendix A 3 and is the main result of our work  The most important part of this proof is the derivation of the convergence rate for the spectral density estimator f under the L ∞ norm  In the original work, established an L 2 rate for a wavelet nonparametric mean estimator in a gamma regression where the data are assumed to be independent 
In our work, the spectral density estimator f is based on the gamma distributed data W i,1 ,       , W i,p , which are only asymptotically independent  Moreover, the mean of these data is not exactly f (πx 1 ),       , f (πx p ), but is corrupted by the diagonalization error given in Lemma 1  This error adds to the error that arises via binning and VST and that describes the deviation from a Gaussian distribution, as derived in  
Finally, we need to obtain an L ∞ rather than an L 2 rate for our spectral density estimator  Overall, the proof requires different tools than those used in   To get the L ∞ rate for f , we first derive that for the periodic smoothing spline estimator H(f ) of the log-spectral density  To do so, we use a closed-form expression of its effective kernel obtained in , thereby carefully treating various (dependent) errors that describe deviations from a Gaussian nonparametric regression with independent errors and mean f (πx i ) 
Note also that although the periodic smoothing spline estimator is obtained on T binned points, the rate is given in terms of the vector dimension p  Then, using the Cauchy-Schwarz inequality and a mean value argument, this rate is translated into the L ∞ rate for the spectral density estimator f   To obtain the rate for the Toeplitz covariance matrix estimator is enough to note that

Simulation Study

In this section, we compare the performance of the proposed Toeplitz covariance estimator, denoted as VST-DCT, with the tapering estimator of and with the sample covariance matrix  We consider Gaussian vectors Y 1 ,    , (3) such that the corresponding spectral density is Lipschitz continuous but not differentiable: f (x) = 1 44{| sin(x + 0 5π)| 1 7 + 0 45} 
In particular, var(Y i ) = 1 44 in all three examples  Figure shows the spectral densities and the corresponding autocorrelation functions for the three examples  A Monte Carlo simulation with 100 iterations is performed using R (version 4 1 2, seed 42)  For our VST-DCT estimator, we use a cubic periodic spline, i e , q = 2 is set in (4) 
The binning parameters are set to T = 500 bins with m = 10 points for (A) and T = 500 bins with m = 100 points for both (B) and (C)  To select the regularisation parameter for our estimator, we implemented the restricted maximum likelihood (ML) method, generalized cross validation (GCV) and the corresponding oracle versions, i e , as if Σ were known The tapering parameter
where T ap k (Σ ν 2 ) is the tapering estimator of with parameter k  If n = 1, that is, under scenario (A), suggest to split the time series Y into l non-overlapping subseries of length p/l and then proceed as before to select the tuning parameter k  To the best of our knowledge, there is no data-driven method for selecting this parameter l 
Using the true covariance matrix Σ, we selected l = 30 subseries for the example 1 and l = 15 subseries for the exam-ples 2 and 3  The parameter k can then be chosen by cross-validation as above  We employ this approach under scenario (A) instead of an unavailable fully data-driven criterion and name it semi-oracle 
Finally, for all three scenarios (A), (B) and (C), the oracle tapering parameter is computed using grid search for each Monte Carlo sample as kor = arg min k=2,3,   ,p/2 T ap k ( Σ) − Σ , where Σ is the sample covariance matrix  To speed up the computation, one can replace the spectral norm by the 1 norm, as suggested by  
In Tables , the errors of the Toeplitz covariance estimators with respect to the spectral norm and the computation time for one Monte Carlo iteration are given for scenarios (A), (B) and (C), respectively  To illustrate the goodness-of-fit of the spectral density, the L 2 norm f − f 2 is also computed 
The results show that the tapering and VST-DCT estimator perform overall similar in terms of the spectral norm risk  This is not surprising as both estimators are proved to be rate-optimal  Moreover, both the tapering and VST-DCT estimators are clearly superior to the inconsistent sample Toeplitz covariance matrix 
A closer look at the numbers shows that the VST-DCT method has better constants, i e , VST-DCT estimators have somewhat smaller errors in the spectral norm than the tapering estimators across all examples, but especially under scenario (C)  The oracle estimators show similar behaviour, but are slightly less variable compared to the data-driven estimators 
In general, both the tapering and VST-DCT estimators perform best for example 1, second best for example 3 and worst for example 2, which traces back to functions complexity  In terms of computational time, both methods are similarly fast for scenarios (A) and (B)  For scenario (C), the tapering method is much slower due to the multiple high-dimensional matrix multiplications in the cross-validation method 
It is expected that for larger p the tapering estimator is much more computationally intensive than the corresponding VST-DCT estimator  (1) polynomial σ ( (  To test how robust our approach is to deviations from the Gaussian assumption, we simulated the data from gamma and uniform distributions and conducted a simulation study for the same scenarios and examples 
The results are very similar to those of the Gaussian distribution, see supplementary materials for the details 

Application to Protein Dynamics

We revisit the data analysis of protein dynamics performed in Krivobokova et al  (2012) and   We consider data generated by the molecular dynamics (MD) simulations for the yeast aquaporin (Aqy1) -the gated water channel of the yeast Pichi pastoris  MD simulations are an established tool for studying biological systems at the atomic level on timescales of nano-to microseconds 
The data are given as Euclidean coordinates of all 783 atoms of Aqy1 observed in a 100 nanosecond time frame, split into 20 000 equidistant observations  Additionally, the diameter of the channel y t at time t is given, measured by the distance between two centers of mass of certain residues of the protein 
The aim of the analysis is to identify the collective motions of the atoms responsible for the channel opening  In order to model the response variable y t , which is a distance, based on the motions of the protein atoms, we chose to represent the protein structure by distances between atoms and certain fixed base points instead of Euclidean coordinates 
That is, we calculated where A t,i ∈ R 3 , i = 1,       , 783 denotes the i-th atom of the protein at time t, B j ∈ R 3 , j = 1, 2, 3, 4, is the j-th base point and d(•, •) is the Euclidean distance  Figure shows the diameter y t and the distance between the first atom and the first center of mass  It can therefore be concluded that a linear model Y = Xβ + holds, where
  This linear model has two specific features which are intrinsic to the problem: first, the observations are not independent over time and second, X t is high-dimensional at each t and only few columns of X are relevant for Y   have shown that the partial least squares (PLS) algorithm performs exceptionally well on this type of data, leading to a small-dimensional and robust representation of proteins, which is able to identify the atomic dynamics relevant for Y  
Singer et al  ( ) studied the convergence rates of the PLS algorithm for dependent observations and showed that decorrelating the data before running the PLS algorithm improves its performance  Since Y is a linear combination of columns of X, it can be assumed that Y and all columns of X have the same correlation structure 
Hence, it is sufficient to estimate Σ = cov(Y ) to decorrelate the data for the PLS algorithm, i e , Σ −1/2 Y = Σ −1/2 Xβ + Σ −1/2 results in a standard linear regression with independent errors  Our goal now is to estimate Σ and compare the performance of the PLS algorithm on original and decorrelated data 
For this purpose, we divided the data set into a training and a test set (each with p = 10 000 observations)  First, we tested whether the data are stationary  The augmented Dickey-Fuller test confirmed stationarity for Y with a p-value< 0 01  The Hurst exponent of Y is 0 85, indicating moderate long-range dependence supported by a rather slow decay of the sample autocovariances (see grey line in the left plot of Figure ) 
Therefore, we set q = 1 for the VST-DCT estimator to match the low smoothness of the corresponding spectral density  Moreover, the smoothing parameter is selected with the restricted maximum likelihood method and T = 550 bins are used  Obviously, the performance of the PLS algorithm on the decorrelated data is significantly better for the small number of components 
In particular, with just one PLS component, the correlation between the true opening diameter on the test set and its prediction that takes into account the dependence in the data is already 0 54, while it is close to zero for PLS that ignores the dependence in the data  showed that the estimator of β based on one PLS component is exactly the ensemble-weighted maximally correlated mode (ewMCM), which is defined as the collective mode of atoms that has the highest probability to achieve a specific alteration of the response Y  
Therefore, an accurate estimator of this quantity is crucial for the interpretation of the results and can only be achieved if the dependence in the data is taken into account  Estimating Σ with a tapered covariance estimator has two practical problems  First, since we only have a single realization of a time series Y (n = 1), there is no datadriven method for selecting the tapering parameter 
Second, the tapering estimator turned out not to be positive definite for the data at hand  To solve the second problem, we truncated the corresponding spectral density estimator ftap to a small positive value, i e , f + tap = max{ ftap , 1/ log(p)} (see   To select the tapering parameter with cross-validation, we experimented with different subseries lengths and found that the tapering estimator is very sensitive to this choice 
For example, estimating the tapered covariance matrix based on subseries of length 8/15/30 yields a correlation of 0 42/0 53/0 34 between the true diameter and the first PLS component, respectively  Altogether, our proposed estimator is fully data-driven, fast even for large sample sizes, automatically positive definite and can handle certain long-memory processes 
In contrast, the tapering estimator is not data-driven and must be manipulated to become positive definite  Our method is implemented in the R package vstdct 

Discussion

In this paper, we proposed a simple, fast, fully data-driven, automatically positive definite and minimax optimal estimator of Toeplitz covariance matrices from a large class that also includes covariance matrices of certain long-memory processes  Our estimator is derived under the assumption that the data are Gaussian 
However, simulations show that the suggested approach yields robust estimators even when the data are not normally distributed  In the context of spectral density estima- , for mixing processes (see Theorem 5 3 of Rosenblatt, 2012), as well as for non-linear processes (see   Since DFT and DCT matrices are closely related, we expect that equation (3) also holds asymptotically for these non-Gaussian time series, but consider a rigorous analysis to be beyond the scope of this paper 
In fact, our numerical experiments have even shown that if the spectral density is estimated from W j = f (πx j ) + j , that is, as if W j were Gaussian instead of gamma distributed, then the resulting spectral density estimator has almost the same L ∞ risk (and hence the corresponding covariance matrix has almost the same spectral norm) 
Of course, such an estimator would lead to a wrong inference about f (πx j ), since the growing variance of W j would be ignored  Since our approach translates Toeplitz covariance matrix estimation into a mean estimation in an approximate Gaussian nonparametric regression, all approaches developed in the context of Gaussian nonparametric regression, such as (locally)
adaptive estimation, as well as the corresponding (simultaneous) inference, can be directly applied  Bayesian tools for adaptive estimation and inference in Gaussian nonparametric regression as proposed in can also be employed 

Appendix

Throughout the appendix, we denote by c, c 1 , C, C 1 ,       etc  generic constants, that are independent of n and p  To simplify the notation, the constants are sometimes skipped and we write for less than or equal to up to constants  We embed the p-dimensional Toeplitz matrix Σ = toep(σ 0 ,       , σ p−1 ) in a (2p − 2)dimensional circulant matrix Σ = toep(σ 0 ,      
, σ p−1 , σ p−2 ,       , σ 1 )  Then, Σ = with the conjugate transpose U * , and Λ is a diagonal matrix with the k-th diagonal value for k = 1,    , p given by Furthermore, Σ = V * ΛV , where V ∈ C (2p−2)×p contains the first p columns of U   In particular, b(j, r) = b(j, 2p−r) and c(j, r) = −c(j, 2p−r) for r = p+1,      
, 2p−2  Together, we have (A 1) Some calculations show that for r = 1,       p Using the Taylor expansion of cot(x) for 0 < |x| < π one obtains for r = 1,       p where the O term does not depend on j and the hidden constant does not depend on r, p  If i = j, equations (A 1) -(A 3) imply where the O terms do not depend on j 
Since the complex exponential function is Lipschitz continuous with constant L = 1, it holds λ r = λ j + L r,j |r − j|p −1 where −1 ≤ L r,j ≤ 1 is a constant depending on r, j  Then, , it is sufficient to consider j = 1,    , p − 1  We begin with first sum  For a shorter notation, we use k := r − 1 and l := j − 1 in the following 
Then, summing the squares of the first term in (A 4) for l = 0,    , p−2 on sums of reciprocal powers  If p is even, then the residual terms are given by where φ and φ (1) denote the digamma function and its derivative  If p is odd, similar remainder terms can be derived  To see that R i (l, p) = O(p −1 ) for i = 1, 2, 3 and uniformly in l we use that asymptotically φ(x)∼ log(x)−1/(2x) and
The mixed term are both of the order p −1   Furthermore, since the harmonic sum diverges at a rate of log(p)  Finally, λ j = f (x j )+O{log(p)p −β } by the uniform approximation properties of the discrete Fourier series for Hölder continuous functions (see   All together, we have shown that (DΣD) j,j = where the O terms are uniform over j = 1,    , p 
Case i = j and |i − j| is even In this case, (DΣD) i,j = a i a j uniformly in i, j  To show that a i a j 2p−2 r=1 λ r c(i, r)c(j, r) = O(p −1 ), we proceed similarly as before  Setting k=r−1, l=j−1, m=i−1 and using that l =m and |l−m| is even, one obtains where for even p the residual terms are given by If p is odd, analogous residual terms can be derived 
Using similar techniques as before, one can show that the two residual terms and the remaining mixed and square terms vanish at a rate of the order O(p −1 ) and uniformly in i, j  Case i = j and |i − j| is odd |r − i| and |r − j| are either odd and even, or even and odd  Without loss of generality, assume that |r − i| is even 
Then, (DΣD) i,j = a i a j 2p−2 r=1 λ r b(i, r)c(j, r)  Since b(i, •) is an even function, c(j, •) is an odd function and λ r = λ 2p−r , it follows (DΣD) i,j = 0  The structure of the proof is as follows  First, we derive the L ∞ rate of the periodic smoothing spline estimator H(f )  Then, using the Cauchy-Schwarz inequality and a mean value argument, the convergence rate of the spectral density estimator f is
∞ the first claim of the theorem follows  Finally, we prove the second statement on the precision matrices  For the sake of clarity, some technical lemmas used in the proof are listed separately in A 4  hT → ∞, then with T = p υ for any υ ∈ ((4 − 2 min{1, β})/3, 1), the estimator H(f ) described in Section 3 with q = max{1, γ} satisfies
Proof : Application of the triangle inequality yields a bias-variance decomposition Set T = 2T − 2 and x k = (k − 1)/ T for k = 1,    , T   Using Lemma 4, we can write where Mirroring and renumerating ζ k , η k , k is similar as for Y * k , k = 1,    , T   Using the above representation, one can write First we reduce the supremum to a maximum over a finite number of points 
If q > 1, then W (•, x k ) is Lipschitz continuous with constant L > 0  In this case, it holds almost surely that sup ) is a piecewise linear function with knots at x j = j/ T   The factor (ζ k + ξ k ) can be considered as stochastic weights that do not affect the piecewise linear property  Thus, the supremum is attained at one of the knots x j = j/ T , j = 1,    , T , and (A 7) is also valid for q = 1 
Again with (a + b) 2 ≤ 2a 2 + 2b 2 we obtain We start with bounding   This requires a bound on 1 • ψ 2 denotes the sub-Gaussian norm  In case of a Gaussian random variable the norm equals to the variance  Thus with Lemma 2 and Lemma 4, we obtain Lemma 1 6 of ) then yields Recall that T = p υ for some fixed υ ∈ ((4 − 2 min{1, β})/3, 1) 
Using the inequality log(x) ≤ x a /a one can find constants x υ , C υ > 0 depending on υ but not on n, p such that log(2 T ) log(p) Next, we derive a bound for the second term The exponential decay property of the kernel K stated in Lemma 2 yields The first term in (A 9) can be bounded again with Lemma 1 6 of  
We use the fact that for not necessarily independent random variables X 1 ,    , X N R and R > 0 are constants  This is a consequence of Lemma 1 of which yields , it follows that N i=1 a i X i has a subGaussain distribution and the subGaussian norm is bounded by 2R( N i=1 a 2 i ) 1/2   See for further details on the subgaussian distribution 
T h   For the second inequality Lemma 2(ii) is used  Applying Lemma 1 6 of then yields To bound the second term in (A 9), we use the moment bounds for ξ k derived in Lemma 4  Then, for all integers > 1 Combining the error bounds (A 10) and (A 11) and choosing R=m −1/2 gives By assumption T = p υ and m = np (1−υ) for some fixed υ ∈ ((4 − 2 min{1, β})/3, 1) 
If is an integer such that ≥ 1/(1 − υ), then where we used log(x) ≤ x a /a with a = 1/(4 )  Consider 1/2 < β ≤ 1 and let 0 < χ < 1 be a constant  Applying log(x) ≤ x a /a twice with a = χ/(2 ) yields For any fixed υ∈((4 − 2 min{1, β})/3, 1) one can find an integer which is independent of n, p such that the right side of (A 12) holds 
Since p/n → c ∈ (0, ∞] and thus n/p = O(1) and p −1 = O(n −1 ), it follows for satisfying (A 12) that In total, choosing an integer Using the representation in Lemma 4 once more gives for each x ∈ [0, 1] The bounds on k in Lemma 4 imply Consider the case that β ≥ 1  In particular, q = γ and f (q) is α-Hölder continuous 
Since f is a periodic function with f (x) ∈ [δ, M 0 ] and H(y) ∝ φ(m/2)+ log (2y/m), it follows that {H(f )} (q) is also α-Hölder continuous  Extending g := H(f ) to the entire real line, we get Expanding g(t) in a Taylor series around x and using that h −1 K h is a kernel of order 2q, see Lemma 2(iii), it follows that for any x ∈ [0, 1]
where ξ x,t is a point between x and t  Using the fact that the kernel K h decays exponentially and that g (q) is α-Hölder continuous on [δ, M 0 ] with some constant L, the logarithm is Lipschitz continuous on a compact interval, it follows g = H(f ) is β-Hölder continuous  Expanding g to the entire line and using Lemma 2(iii) with
In a similar way as before, one obtains Note that T −β =o(h β ) as β > 1/2, T h → ∞ and h → 0 by assumption  Since the derived bounds are uniform for x ∈ [0, 1] it holds Putting the bounds A 13 and A 14 together gives If h > 0 such that h → 0 and hT → ∞, then with T = p υ for any υ ∈ ((4 − 2 min{1, β})/3, 1), the estimator f described in Section 3 with q = max{1, γ} satisfies
Proof : By the mean value theorem, it holds for some function g between H(f ) and To show that the second term on the right hand side of (A 15) is negligible we use the moment generating function of H(f ) ∞   In the next paragraph, we derive the asymptotic order of E[exp{λ H(f ) ∞ }] for n, p → ∞, where λ > 0 may depend on n, p or not 
By the exponential decay property of the kernel K stated in Lemma 2 holds First, H(f ) ∞ is bounded with the maximum over a finite number of points  Calculating the derivative of s : Since δ δx s(x) > 0 almost surely for x = x k , the extrema occur at x k , k = 1,    , T   Thus, for λ > 0 the moment generating function of H(f ) ∞ is bounded by
Let M j = ( T h) −1 T k=1 γ h (x j , x k ), which by Lemma 2 is bounded uniformly in j by some global constant M > 0  By the convexity of the exponential function we obtain √ 2 and by assumption 0 ≤ δ ≤ f ≤ M 0   Using Lemma 3, Q k can be written as a sum of m = np/T independent gamma random variables, i e 
The moment generating function of | log(X)| when X follows a Γ(a, b)-distribution is given by where Γ(a) is the gamma function and γ(a, b) is the lower incomplete gamma function  In particular, To derive the asymptotic order of E[exp{λ H(f ) ∞ }] for n, p → ∞ we first establish the asymptotic order of the ratio Γ(a + t)/Γ(a) for a → ∞ 
We distinguish the two cases where t is independent of a and where t linearly depends on a  Thus, for 0 < t < a and t independent of a, equation (A 17) implies for a → ∞ that Γ(a + t)/Γ(a) = O(a t )  Similarly, it can be seen that Γ(a − t)/Γ(a) = O(a −t )  If 0 < t < a and t linearly depends on a, i e  t = ca for some constant c ∈ (0, 1), then we get Γ(a ± t)/Γ(a) = O(a ±t exp{a}) for a → ∞ 
Hence, for a fixed λ not depending on n, p and such that 0 < λ < m/( √ 2M j ) we get for sufficiently large n, p If λ = cm such that 0 < λ < m/( √ 2M j ), then for sufficiently large n, p b∈{cδ/m,cM 0 /m} (bm/2) for some constant L > 1  Set K = min j=1,   , T 1/( √ 2M j ) which is a constant independent of n, p  Altogether, we showed that for 0 < λ < Km and n, p → ∞
Bounding the right hand side of (A 15) for some constants c 0 , c 1 > 0 and n, p → ∞ Since g lies between H(f ) and H(f ), and f almost surely pointwise  Thus, for C > f ∞ = M 0 it holds where c 1 := H(C − M 0 )  Applying Markov inequality for t = cm with c ∈ (0, K) and C = 2L 4/c + M 0 where c, K, L are the constants in gives
Together with Proposition 1 follows Using the fact that the spectral norm of a Toeplitz matrix is upper bounded by the sup norm of its spectral density we get sup According to the mean value theorem, for a function g between H(f ) and H(f ), it holds that some constant c 1 > 0 not depending on n, p  Chosing the same constant C as in section A 3 2 it follows
Noting that 1/f ∞ ≤ 1/δ and 2/m exp {φ(m/2)} ∈ [0 25, 1] for m ≥ 1, (A 18) implies for some constants c 2 , c 3 > 0 and n, p → ∞ Since the derived bounds hold for each Σ(f ) ∈ F β , we get all together sup This section states some technical lemmata needed for the proof of Theorem 1  The proofs can be found in the supplementary material 
The first lemma lists some properties of the kernel K h and its extension K h on the real line  The proof is based on   Lemma 2  Let h > 0 be the bandwith parameter depending on N   (i) There are constants 0 < C < ∞ and 0 < γ < 1 such that for all for x, t ∈ [0, 1] Lemma 3 states that the sum of the correlated gamma random variables in each bin can be rewritten as a sum of independent gamma random variables 
for i = 1,    , n and j = (k − 1)m + 1,    , km, and x j = (j − 1)/(2p − 2)  Finally, Lemma 4 gives explicit bounds for the stochastic and deterministic errors of the variance stabilizing transform  Thus, it quantifies the difference to an exact Gaussian regression setting  This result is a generalization of Theorem 1 of Cai et al 
(2010) adapted to our setting with n ≥ 1 observations and correlated observations  √ 2 can be written as where for the proof of the first statement  Furthermore, for x, t ∈ [0, 1] holds In particular, for some constants C 1 , C 2 > 0 depending on γ ∈ (0, 1) but not on h and x, it holds h (iii) See Lemma 15 of with p = 2q − 1 
It is sufficient to show the statement for n = 1 by independence of the Y i   Then, the number of points per bin is m = p/T   For simplicity, the index i is skipped in the following  First, we write Q k as a matrix-vector product and refactor it so that it corresponds to a sum of independent scaled χ 2 random variables 
In the second step, we calculate the scaling factors  Let E (km) be a diagonal matrix with ones on the (k − 1)m + 1,    , km-th entries and otherwise zero diagonal elements  Then, By Theorem 1 of for the gamma distribution it follows where Wi,j iid  ∼ Γ(1/2, 2 f (x * k )) and such that Cov( Wi,j , Wi,h ) = Cov(W i,j , W i,h ) for j = (k − 1)p/T + 1,    , kp/T and h ∈ {1,    , p} \ {(k − 1)p/T + 1,    , kp/T } 
Let θ be the maximum difference of the observations' means in each bin  Then, θ = max are defined via quantile coupling, it holds Z k = Φ −1 {F Q( Qk )} (see   Furthermore, define the uniform random variables Let ρ = Cov(Z k , Z l )  Then, the identity implies F Z,Z (x, y) − Φ(x)Φ(y) ≥ 0 for all x, y ∈ R ⇐⇒ ρ ≥ 0, (see  
Since Cov( Qk , Ql ) ≥ 0 and the ratio of two densities is non-negative, x = − 2/m, it follows that f Q(x) is monotone decreasing for x ≥ − 2/m  Furthermore, F Q(− m/2) ≤ 0 5 for all m ∈ N as f Q(x) is right-skewed  In particular, − m/2 ≤ F −1 Q (1/2) for all m ∈ N  Finally, since f Q(− 2/m) → φ(0) for m → ∞ there is a constant c > 0 not depending on m such that
The simulation study in Section 5 is performed in the same way, but with the uniform and the gamma distribution instead of the Gaussian distribution 
Context 2: Paper Info

Title: CONTOUR COMPLETION USING DEEP STRUCTURAL PRIORS
Publish Date: 9 Feb 2023
Author List: Ali Shiraee, Morteza Rezanejad, Mohammad Khodadad, Dirk Walther, Hamidreza Mahyar

Figure

Figure 1: Just by looking at subfigure (a), we, as humans, can easily perceive a shape like the one in subfigure (b) This is an extraordinary capability of our human brain and in this paper, we tried to see whether convolutional neural networks can show such capabilities 
Figure 2: The trajectory from random noise X N to the incomplete image X I in image space The network will pass a completed version of the image, X C , throughout this trajectory 
Figure 4: This figure shows our iterative process to complete the fragmented contours of an image given as input to our pipeline 
Figure 5: This example shows how different scores change throughout a single run All three scores change in the range of [0, 100] Our goal is to maximize reconstruction_score and minimize the overfit_score, but we should consider that the minimization lower bound is data dependent and is not zero 
Figure 6: Evolutionary process of the deep structure prior The right column shows the incomplete shapes given to the model and the rest of the columns show how the model is overfitting gradually to produce the incomplete shapes In each column, we are showing an intermediate iteration of this process The loss-term setup enables our pipeline to let the completed image appears during this iterative process 
Average MSE and IoU values between the incomplete (Raw) images, the output of DIP and DSP methods, and ground truth for each image are provided in this table 
For this experiment, we ran the model over a subset of complex dataset with 500 incomplete images at various levels of alpha for 250 iterations After the image completion is done, we compared the evaluation metrics between the completed image and the ground truth to examine the performance of the model for different values of alpha 
In this table, we show the effect of the receptive filter size on our algorithm's capability to fill in bigger gap sizes The numbers in this table are showing the percentage of the time that DIP was successful to complete shapes with each gap size and corresponding receptive field size As predicted, the bigger the filter size, the more successful the algorithm is in filling in the gaps 

abstract

Humans can easily perceive illusory contours and complete missing forms in fragmented shapes  This work investigates whether such capability can arise in convolutional neural networks (CNNs) using deep structural priors computed directly from images  In this work, we present a framework that completes disconnected contours and connects fragmented lines and curves 
In our framework, we propose a model that does not even need to know which regions of the contour are eliminated  We introduce an iterative process that completes an incomplete image and we propose novel measures that guide this to find regions it needs to complete  Our model trains on a single image and fills in the contours with no additional training data 
Our work builds a robust framework to achieve contour completion using deep structural priors and extensively investigate how such a model could be implemented 

Introduction

The human visual system is used to seeing incomplete outlines  Our brains can effortlessly group visual elements and fragmented contours that seem to be connected to each other  This power enables us to make shapes, organize disconnected visual features, and even properties of 3D surfaces when projected on 2D planes 
demonstrated how early vision may quickly complete partially-occluded objects using monocular signals  This capability of perceptual grouping has been studied in vision science for decades   Although there has been some work on perceptual grouping in the past couple of years, it has been less studied in the past decade due to the enormous progress of deep neural networks and their success in dealing with the pixel-by-pixel inference of images 
Different types of lines and curves have been studied to maximize the connectivity of two broken ends in the planer contour completion problem   Different types of lines and curves have been studied to maximize the connectivity of two broken ends in the planer contour completion problem  Geometry-based constraints can be utilized to address some challenges of contour completion problems, such as smoothness and curvature consistency  
However, such approaches only work for simple, smooth contours and usually fail in more complex settings  On the other hand, we currently have deep models that could easily take an incomplete image and complete the missing regions using enough training data   The amazing capability of such models especially those that are trained on different modalities with millions or billions of training data raises the question of whether we need such a large amount of training to perceive all the visual cues that are present in an image, which underlies visual perception by humans 
In human vision, Gestalt psychology suggests that our brain is designed to perceive structures and patterns that are grouped by some known rules  In this work, we show that some perceptual structures can also be learned from the image itself directly using architectures that enable such learning  Earlier work has shown  This is an extraordinary capability of our human brain and in this paper, we tried to see whether convolutional neural networks can show such capabilities 
that some forms of perceptual grouping can be achieved using computational models, such as stochastic completion fields   This type of learning resonates with some of the Gestalt perceptual grouping principles including "proximity", "good continuation" and "similarity"  In scenarios where color and/or texture are present, the cue of "similarity" helps us group regions with consistent patterns  
When color and texture are present, they provide a collection of rich information for such cues  In the present article, we probe convolutional neural networks in a scenario where both are absent, and the neural network is dealing with just forms and shapes  Specifically, we explore whether the convolutional neural network architecture itself can give rise to some of these grouping cues when they are fed just contours and shapes alone 
For years, neural networks have been treated as black boxes that can generalize images very well to multiple classes when there are enough training exemplars  One of the reasons that neural networks are trained on many exemplars is to avoid the problem of overfitting  On the other hand, we know that CNNs that generalize well to large classes of exemplars can easily overfit when those class labels are randomly permuted  
Inspired by this observation, suggest that image priors can be learned to a large extent through a generator network architecture that is solely trained on a single image  This encouraged us to take a deeper look at what structural information can be learned from a single-shape image and whether we can reconstruct some of those perceptual grouping capabilities using a generator network 
Inspired by , in this work, we adopt a novel training regime to complete shapes and contours where we use a UNet architecture with random initial weights and try to complete the contours within a single image without any training data  In our model, we imagine that the input image (i e , the only image used to update the model's weights) is an image of fragmented contours 
In this work, instead of training the model on multiple images fetched from a big image dataset, we imagine a random fixed tensor noise image as input to this model  At each iteration, the random noise tensor is inferred through our generative network and the network produces an outcome image  We introduce a novel loss function that enables this network to complete contours 
This process repeats, and the weights of our network are updated gradually based on this loss function, which is an energy term defined based on the input image and the output of the network  The model will reconstruct the missing structures i e , group fragmented contours that perceptually seem to be connected, before it fully overfits to the incomplete input image 
Contributions of our work are summarized as follows: 1  In our pipeline, we propose a novel algorithm that enables us to complete contours that appear to be connected to each other in an illusory form  2  Our model is trained on just one single query image and does not need any training data  3  Our model does not need to know which regions of the image are masked or occluded, i e , we remove the dependency of the algorithm on the guiding mask (a guiding mask is a mask that informs the model on where the missing regions are located at) 
We also introduce two metrics to produce a stopping criterion to know when to stop training before the model fully overfits to the incomplete image, i e , we guide the model to stop when the completed image is produced 

Methods

Our eyes are trained to predict a missing region of an occluded object within a scene  We can easily perceive or make guesses about parts of objects or shapes that we do not necessarily see  Even when we are looking at an image, we might guess about the shape, property, or other attributes of an unknown object within a scene 
Such capability extends beyond just known objects or shapes  We can look at a disconnected set of contours and guess what the connected form may look like  This capability is rooted in our prior knowledge about the world  (see Figure )  In this work, we aim to achieve a similar capability using deep generative networks 
Most neural networks that we work with these days are trained with a massive amount of data and one might think that this is the only way that a neural network can obtain prior information  Authors of Deep Image Prior (DIP) suggest that the convolutional architecture can capture a fair amount of information about image distribution 
They show that the hourglass architectures like UNet can show some good performances in some inverse problems such as image denoising, super-resolution, and inpainting  In this work, we focus on completing fragmented contours end-to-end just by using a single image  To be able to address this problem, we first look at a similar problem in image editing, known as image inpainting 
Image inpainting is the task of completing an image where some regions of that image are covered or filtered by a mask  In image inpainting, the generative model receives a masked image with the mask that guides the algorithm to fill in those missing regions  Although in the problem of contour completion, we have a very similar goal, the additional challenge that we suffer from is that we do not necessarily have a mask that covers the regions of interest for us 
For example, when we look at Figure (left), we are not provided that which regions of the image are incomplete by a guiding mask  Our brain figures this out just by looking at the form and predicting those missing regions  Inspired by the image inpainting work of DIP , we propose a novel algorithm for the contour completion problem (see Figure ), where, unlike DIP, we do not have a guiding mask to know where to fill in the missing regions of our disconnected contours 
Let us assume that we are given a degraded image x I containing a fragmented contour  We propose an iterative process (see Figure ) that can connect those discontinuities and glue those fragmented pieces together as follows  We propose an hour-glass model structure (f ) that is initially set up with completely random parameters (θ 0 ) at first 
Through an iterative process, we start feeding our network with a fixed random tensor noise z signal and obtain the inferred output (f (z)) from that network  We then back-propagate the difference between the inferred output and the incomplete image to the network  We then repeat this process until the difference between the generated outcome of the network (f θ (z)) and the incomplete image (x I ) gets smaller and smaller and finally overfits the incomplete image (x I ) 
In this work, we propose a novel error metric to backpropagate in the model and update its weights  we set the metric in a way that enables us to complete the incomplete image before it overfits the incomplete image  This is where the magic of our algorithm happens  We also propose a stopping criterion, so that when the image is complete, we no longer overfit the outcome of the model and instead produce a plausible connected set of fragmented contour pieces 
As illustrated in Figure , this trajectory will pass through a complete version of the image in image space, which is close to the actual connected ground truth x gt , which we do not have access to directly 

Energy Function

We can model this iterative process mathematically by maximizing a posterior distribution  Let us assume that the optimal image x * that we want to achieve is on a path that connects a random tensor noise z to the incomplete image x I   With this assumption, we can eventually overfit any random tensor noise to the incomplete image x I , and we can formulate the posterior distribution of our wanted optimal image x * as follows:
No Prior To better recapitulate what we want to achieve using our generative model, we solve an energy minimization problem on the parameter space of the model, rather than explicitly working with probability distributions and optimizing on x (image space)  Thus, we solve an energy minimization problem that incorporates the incomplete image (x I ) and model parameters (f θ (z)):
As shown in Figure , the pipeline starts from a random initialized set of parameters θ and updates those weights until it reaches a local minimum θ *   The only information provided for the network is the incomplete image x I   When we reach the optimal θ * , the completed image is obtained as x * = f θ * (z) where z is random tensor noise 
In this work, we use a U-Net architecture with skip connections as the generator model  " As we mentioned previously, in this work we were inspired by an earlier work known as Deep Image Prior (DIP)   In this work, the authors suggested a mean-squared-error loss term that enables the network to compare the output of the generator to the incomplete input image:
where x I is the incomplete image with missing pixels in correspondence of a binary mask m ∈ {0, 1} H×W and operator is for point-wise multiplication of two image matrices  In the inpainting tasks, the existence of a mask is essential as the algorithm needs to know where to fill in the missing area, whereas, in our work, we wanted to know whether the network can perform completion on its own without the need for the mask 
In other words, is it possible for the network to predict where to fill in at the same time that it is trying to reconstruct the incomplete image through the iterative process? To answer this question, we tried to solve a much harder problem in which the mask is not provided to the model and the model is agnostic to it 
To better understand how a solution could be hypothesized for this problem, we first imagine that we want to consider all the available regions in our image that could be potential places to fill in, i e , we set the mask in the previous formula 1 to be equal to the incomplete image x I   This is problematic as the model quickly tries to fill in all white space and quickly reconstructs the incomplete image by doing so 
On the other hand, we can take the inverse problem of the current problem, where the model tries to just fill in the regions that fragmented contour lives in
Context 3: Brooksley Elizabeth Born (born August 27, 1940) is an American attorney and former public official who, from August 26, 1996, to June 1, 1999, was chair of the Commodity Futures Trading Commission (CFTC), the federal agency which oversees the U S  futures and commodity options markets  During her tenure on the CFTC, Born lobbied Congress and the President to give the CFTC oversight of off-exchange markets for derivatives, in addition to its role with respect to exchange-traded derivatives, but her warnings were ignored or dismissed, and her calls for reform resisted by other regulators <ref name="nytimes">Goodman, Peter S  The Reckoning - Taking Hard New Look at a Greenspan Legacy, The New York Times, October 9, 2008 </ref> Born resigned as chairperson on June 1, 1999, shortly after Congress passed legislation prohibiting her agency from regulating derivatives 

In 2009, Born received the John F  Kennedy Profiles in Courage Award, along with Sheila Bair of the Federal Deposit Insurance Corporation, in recognition of the "political courage she demonstrated in sounding early warnings about conditions that contributed" to the 2007-08 financial crisis 

Early life and education
Born graduated from Abraham Lincoln High School (San Francisco, California) at the age of 16  She then attended Stanford University, where she majored in English and was graduated with the class of 1961   She initially wanted to become a doctor, but a guidance counsellor at Stanford advised her against medicine, so she majored in English literature instead 

She then attended Stanford Law School, one of only seven women in her class   She was the first female student ever to be named president of the Stanford Law Review  She received the "Outstanding Senior" award and graduated as valedictorian of the class of 1964 

Legal career
Immediately after law school Born was selected as a law clerk to judge Henry Edgerton of the U S  Court of Appeals for the District of Columbia Circuit  It was during this time that she met her first husband, Jacob C  Landau, who was a journalist covering the Federal courts at the time  Following her clerkship, she became an associate at the Washington, D C -based international law firm of Arnold & Porter  Born was attracted to Arnold & Porter because it was one of the few major law firms to have a woman partner at that time, Carolyn Agger, who was the head of the tax practice  Born took a two-year leave of absence from Arnold & Porter to accompany her first husband to Boston, where he had received a fellowship  During that time she worked as a research assistant to law professor Alan Dershowitz 

Born's early career at Arnold & Porter focused on international trade law, in which she represented a number of Swiss industries and the government of Switzerland  She developed a practice representing clients in numerous complex litigation and arbitration cases involving financial market transactions  Among her high-profile cases was the matter of the Hunt Brothers attempt to corner the market in silver in the 1970s  She made partner at Arnold & Porter, after moving to a three-day schedule to help raise her second child, and eventually rose to be the head of the firm's derivatives practice 

Born was among the first female attorneys to systematically address inequities regarding how the laws treated women  Born and another female lawyer, Marna Tucker, taught what is considered to have been the first "Women and the Law" course at Catholic University’s Columbus School of Law  The class exclusively concerned prejudicial treatment of women under the laws of the United States, past and present   Born and Tucker were surprised to discover that there was no textbook on the issue at the time   Born is also one of the co-founders of the National Women's Law Center  Born also helped rewrite the American Bar Association rules to make it possible for more women and minorities to sit on federal bench



ground_truth: Decorrelating the data before running the PLS algorithm improves the performance of the algorithm.

prompt_front: Now, answer the following question based on the text below, only give me the answer and do not output any other words.

Question: How does the receptive field size affect the completion of shapes?

Read the following text and answer briefly.

Context 2:  Taking these two at the same time, we came up with a novel loss term for energy minimization term that helps us remove the need for the mask in the case of the contour completion problem:
In this term, we introduce a linear combination of the two loss terms, where one focuses on reconstructing the missing regions in the foreground, and one focuses on avoiding inpainting regions in the background  The logic behind this is that, if we assume the original image to be representative of the mask, then the model tries to reconstruct in all white regions (the foreground), and in the inverse problem we just want to reconstruct the regions that are already part of the ground truth 

Stopping Criteria

As shown in Figure , knowing when to stop iterating to the over-fitted model is a key to obtaining a completed shape  Therefore, we equipped our model with a criterion that uses two individual novel terms to know when to stop and output the result of the network  These two metrics expand the capability of the generator network beyond what it does currently and achieve a full end-to-end contour completion model that trains and infers on a single image of divided contour fragments 
These new terms are: reconstruction_score (ρ) and overfit_score (ω) 

Reconstruction Score

The first score that this paper suggests is the reconstruction score, i  e , we have to make sure that the model is trained enough that it can reconstruct at least the entire set of fragmented contours within the image  This is a trivial score and to compute the reconstruction_score (ρ), we apply a k-dimensional tree (KDTree) nearest-neighbor lookup to find the ratio of points in the original incomplete image (x 0 ) 
This score ranges from [0 − 100] 

Overfit Score

It is evident that the model overfits the fragmented contours  This is due to the fact that the error in our loss term is minimized as the x overfits to x I , i  e , replacing x with x I in the loss term would give us zero  As we hypothesize iterative process also produces the complete image before it overfits to the incomplete image, we can imagine that at some point the image is complete (x C ) and does not need to be fine-tuned any more to overfit to x I  
We suggest a new score called overfit_score  overfit_score determines how much of the reconstructed outcome is over the number of pixels that are already in the incomplete image (x I )  To compute the overfit_score (ω), we apply a k-dimensional tree (KDTree) nearest-neighbor lookup of points in the outcome of the input image and see what portions of those points are novel and not already in the incomplete image (x I ) 
Similar to reconstruction_score, the overfit_score also ranges from [0 − 100]  Our goal is to maximize reconstruction_score and minimize the overfit_score, but we should consider that the minimization lower bound is data dependent and is not zero 

Combined Score

To be able to find the best possible set of completed contours, we combine the two and have a loop that tries to achieve close to full reconstruction and avoids over-fitting at the same time  This is what we call an "ideal" stopping point in the contour completion problem  In each run throughout all iterations, we pick an output of the network that minimizes a dissimilarity term:
where δ represents our dissimilarity score  The reconstruction_score and overfit_score are obtainable given network output and the incomplete image  Ideally, we want to achieve an output image that has a reconstruction_score equal to 100 and an overfit_score of γ which is a hyperparameter that is dependent on the image and complexity of the shape 
Empirically, we observed that this value is highly correlated with the distance between gaps that are observed in fragmented contours, i  e , the larger the gap results in a larger γ value  We will discuss this in more detail in the next section (see Section 3)  For one sample image, we computed the two metrics reconstruction_score and overfit_score and the combined value of dissimilarity (δ) and showed how these values change (see Figure ) 
Our initial observations show that the reconstruction_score will increase to 100 quickly for the incomplete image indicating that the already existing fragments of the contours have been reconstructed in the output  However, as mentioned previously, we cannot solely rely on this score since we also want to minimize the overfitting 
Remember that our goal is to produce an output that: a) preserves the original contours in the incomplete image and b) fills in the gaps between the fragmented contours  It is evident that overfit_score decreases throughout an iterative run of our process until it reaches zero  The dissimilarity will also decrease along with the overfit to a point, then it will increase, as the model tries to reproduce the incomplete image 
This is where an ideal γ value can be picked, i e , where to stop when the reconstruction is good but we have not done a full overfit to the incomplete image  Thus, one should pick the value of γ empirically in the scenario that the ground truth is not available, whereas, assuming that the ground truth is available, we can easily compute the best γ value 
In our experiments, we tried two datasets of images with different gap sizes  We observed that the best the γ for one set of samples is ∼ 5 (the set with shorter gaps) while it is ∼ 23 for samples from the other set, i  e, the set with longer gaps (see Figure for some completed examples) 

Experiments and Results

Performing unsupervised contour completion is a difficult task to benchmark as one can never know what fragments exactly are connected to each other in a real-world scenario  This makes the problem of contour completion a hard problem to solve  In this paper, we tried to create artificial shapes that are occluded by some masks and then tried to see if our model can regenerate the missing pieces and glue those divided contours together 
To demonstrate our model's behavior, we will conduct experiments on datasets created for this task and will report on them in this section  To compare network results in different settings, we will use pixel-wise Mean Squared Error (MSE) and Intersection over Union (IoU) between the produced result of the network and unmasked ground truth data and the reconstructed image on black pixels (where contours live) 

Data

We prepared two datasets, one labeled "Simple" and one "Complex", in accordance with the number of gaps in each shape  Both datasets contain nine different categories of shapes  In order to generate the Complex dataset, we used FlatShapeNet which is a dataset for the educational game Ariga  The dataset includes the following categories: Circle, Kite, Parallelogram, Rectangle, Rhombus, Square, Trapezoid, Triangle and Overlap 
The "overlap" category contains images that are made as a mixture of two shapes that are overlapping from the previous categories  These are some standard shapes with a few gaps in simple dataset, while the complex dataset has some hand-drawn shapes with fragmented lines and more gaps that produce more variety in general 
For each instance, a ground truth image is available for comparison  Most of our experiments have been conducted using the complex dataset in order to evaluate the generalization of our approach  For the analysis of how γ values should be set for each shape, we used the simple dataset as a reference 

Evaluation

In this section, we compare our model to the original Deep Image Prior (DIP) inpainting model  DIP's inpainting module accepts a degraded image and a binary mask corresponding to that image  In order to make a fair comparison, instead of providing a binary mask, we used the incomplete images both as input and as a mask in order to see whether it can produce a result similar to ours 
For DIP, we run the iterative process for a maximum number of 2500 iterations with the U-net backbone  We used the exact same architecture and setting in our model for a fair comparison  Using our ground truth dataset images, we calculate the MSE loss between the network output and ground truth during each iteration instead of relying on our stopping mechanism described in the previous section 
We then store the output with minimal loss throughout all the iterations  Finally, we select the best output among all iterations, report the MSE and IoU with the ground truth, and save the iteration number which resulted in the lowest MSE  Table compares the results that are obtained using the DIP method, the DSP method (ours), and the difference between raw images and the ground truth 
We have presented the average MSE-loss, average IoU, and the average number of iterations for the best output for different methods  As can be seen from the table, our model improves both MSE and IoU between the incomplete image and ground truth in fewer iterations  The DIP method can neither generate a better result than the raw image nor provide stopping criteria to prevent overfitting 
We provide a more detailed analysis of this result in Figure   As results show, our algorithm not only provides a much faster convergence but also consistently provides a better-completed image (consistently less MSE loss and better IoU), whereas it is challenging for the DIP method to accomplish better results without a guiding mask 
We compare MSE loss between the degraded raw images that these algorithms started with (shown in blue) (a) Mean Squared Error Loss: we clearly see that for almost all images, DSP (green) achieves a lower MSE than the incomplete images (blue) whereas, the DIP completed images either do not improve the MSE or even worsen that for the incomplete images 
Note that, the MSE is computed to an available ground truth image hidden from our methods (the lower is better)  (b) Intersection Over Union: here, we are looking at the IoU metric that specifies the amount of intersection over the union between the obtained images and the ground truth data  Again, we see that DSP produces images that are much closer to the ground truth (in most cases) whereas the DIP can not achieve a similar result 
While we see few DIP completed images produce a better IoU than the degraded images (in terms of IoU), most of them are worse than the starting image (the higher is better)  (c) The number of iterations that are needed for each algorithm to obtain its best results  Here, we see that DSP can quickly produce the best outcome with the least MSE loss whereas the DIP algorithm's best results are when we run the iterative process for more iterations (the lower is better) 

Correlation of γ with the Gap Size

To better understand the γ parameter of our combined score, we conducted the following experiment  A total of 12000 samples were obtained by merging all of our images from the two datasets, simple and complex  As we have access to the ground truth for each degraded image in the combined dataset, we can easily calculate reconstruction_score and overfit_score for each degraded-ground truth pair 
As expected, we obtain a reconstruction_score of 100 for all samples, but the overfit_score varies among them  Intuitively, we hypothesized that an optimal value of overfit score should be intertwined with the total area of gaps  To test this hypothesis, we did the following experiment  We first define a function φ(x) which takes a binary, black and white image x and returns the number of black pixels in it 
Then we define a gap term as follows: where x I is the incomplete image and x gt is the ground truth  In this case, gap indicates the total area of the gap with respect to the whole shape  We found out that this term and the best result have a correlation of 97 43%  This indicates that the value of γ is highly correlated with the gap size, that is something expected in a way 

Effect of α

We conducted additional experiments concerning how α affects the quality of reconstruction  In the previous section, we defined Equation 2 as the loss term that guides our iterative process  The term α specifies the amount of emphasis the model should place on reconstructing missing regions, rather than filling in fragmented contours 
A lower α indicates a better grouping quality, as shown in Equation   However, we will not achieve completion if we remove the first term completely from the loss by setting α = 0  Therefore, the first term should be kept, but its weight should be very low in order to achieve a good completion  On the other hand, if we set α = 1 and omit the second term, we lose the contour completion regularization term and obtain the same output as a vanilla deep image prior, which does not complete shapes 

Effect of Receptive Field Size

To better understand the effect of receptive field size on our algorithm, we test the following hypothesis: can models with bigger receptive field size complete shapes with bigger gaps? In Table , we report showing the results of this experiment  As we can see, the bigger the receptive field size, the more complete shapes we can reconstruct using DSP 

Implementation Details

As shown in Figure , we use a model with 5 layers and 128 channels for downsampling and upsampling convolutions, and 64 channels for skip convolutions  The upsampling and downsampling modules use 3 × 3 filters, while the skip module uses 1 × 1 filters  In the upsample part of the network, the nearest neighbor algorithm is used 
We used 256 × 256 images with three channels in all of our experiments  In training, we use the MSE loss between the degraded image and the output of the network, and we optimize the loss using the ADAM optimizer and a learning rate equal to 0 01   In our experiments, we also used α = 0 15 as an optimal proportion coefficient for reconstruction loss 

Conclusion

In this work, we introduced a novel framework for contour completion using deep structure priors (DSP)  This work offers a novel notion of a maskless grouping of fragmented contours  In our proposed framework, we introduced a novel loss metric that does not require a strict definition of the mask  Instead, it lets the model learn the perceivable illusory contours and connects those fragmented pieces using a generator network that is solely trained on just the single incomplete input image 
Our model does not require any pre-training which demonstrates that the convolutional architecture of the hour-glass model is able to connect disconnected contours  We present an extended set of experiments that show the capability of our algorithm  We investigate the effect of each parameter introduced in our algorithm separately and show how one could possibly achieve the best result for their problem using this model 
In future work, we plan to extend this model and try to see how it performs with real images  In particular, we want to determine whether we can inpaint real-world photographs while retaining perceptually aware scene structures  The importance of shape in perception by deep neural networks has been highlighted in many adversarial examples to appearance-based networks  
The outcome of this work has strong potential to impact the designing and implementation of models that are robust to such perturbations 
Context 3: 

During her long legal career, and into her retirement, Born did much pro bono and other types of volunteer work  She was active in the American Bar Association, the largest professional organization of lawyers in the United States   Initially Born was named a member of the governing council of the ABA's Individual Rights Section, eventually becoming chairperson   Born and Tucker founded the ABA Women's Caucus, the first organization of female lawyers in the ABA   She held several other senior positions in the ABA, including being named the first woman member of the ABA's Standing Committee on the Federal Judiciary   As a member of the Judiciary Committee, Born provided testimony and opinion on persons nominated for federal judgeships  In 1980 she was named chair of the committee   As chair of the committee, Born was invited to address the U S  Congress regarding the nomination of Judge Sandra Day O'Connor to the U S  Supreme Court 

In 1993, Born's name was floated as a possible candidate for Attorney General of the United States, but Janet Reno was nominated 

In July 2009, Nancy Pelosi appointed Brooksley Born as a commissioner to the Financial Crisis Inquiry Commission (FCIC) 

Born and the OTC derivatives market
Born was appointed to the CFTC on April 15, 1994, by President Bill Clinton  Due to litigation against Bankers Trust Company by Procter and Gamble and other corporate clients, Born and her team at the CFTC sought comments on the regulation of over-the-counter derivatives, a first step in the process of writing CFTC regulations to supplement the existing regulations of the Federal Reserve System,  the Options Clearing Corporation, and the National Association of Insurance Commissioners  Born was particularly concerned about swaps, financial instruments that are traded over the counter between banks, insurance companies or other funds or companies, and thus have no transparency except to the two counterparties and the counterparties' regulators, if any   CFTC regulation was strenuously opposed by Federal Reserve chairman Alan Greenspan, and by Treasury Secretaries Robert Rubin and Lawrence Summers  On May 7, 1998, former SEC Chairman Arthur Levitt joined Rubin and Greenspan in objecting to the issuance of the CFTC's concept release  Their response dismissed Born's analysis and focused on the hypothetical possibility that CFTC regulation of swaps and other OTC derivative instruments could create a "legal uncertainty" regarding such financial instruments,  hypothetically reducing the value of the instruments  They argued that the imposition of regulatory costs would "stifle financial innovation" and encourage financial capital to transfer its  transactions offshore  The disagreement between Born and the Executive Office's top economic policy advisors has been described not only as a classic Washington turf war, but also a war of ideologies,  insofar as it is possible to argue that Born's actions were consistent with Keynesian and neoclassical economics while Greenspan, Rubin, Levitt, and Summers consistently espoused neoliberal, and neoconservative policies 

In 1998, a trillion-dollar hedge fund called Long Term Capital Management (LTCM) was near collapse   Using mathematical models to calculate debt risk, LTCM used derivatives to leverage $5 billion into more than $1 trillion, doing business with fifteen of Wall Street's largest financial institutions   The derivative transactions were not regulated, nor were investors able to evaluate LTCM's exposures   Born stated, "I thought that LTCM was exactly what I had been worried about"   In the last weekend of September 1998, the President's working group was told that the entire American economy hung in the balance   After intervention by the Federal Reserve, the crisis was averted   In congressional hearings into the crisis, Greenspan acknowledged that language had been introduced into an agriculture bill that would prevent CFTC from regulating the derivatives which were at the center of the crisis that threatened the US economy   U S  Representative Maurice Hinchey (D-NY) asked "How many more failures do you think we'd have to have before some regulation in this area might be appropriate?"  In response, Greenspan brushed aside the substance of Born's warnings with the simple assertion that "the degree of supervision of regulation of the over-the-counter derivatives market is quite adequate to maintain a degree of stability in the system"  Born's warning was that there wasn't any regulation of them   Born's chief of staff, Michael Greenberger summed up Greenspan's position this way: "Greenspan didn't believe that fraud was something that needed to be enforced, and he assumed she probably did  And of course, she did "  Under heavy pressure from the financial lobby, legislation prohibiting regulation of derivatives by Born's agency was passed by the Congress



ground_truth: Bigger receptive field size leads to more successful shape completion.

prompt_front: Now, answer the following question based on the text below, only give me the answer and do not output any other words.

Question: Who was Brooksley Elizabeth's first husband?

Read the following text and answer briefly.

Context 3:   Born resigned on June 1, 1999 

The derivatives market continued to grow yearly throughout both terms of George W  Bush's administration  On September 15, 2008, the bankruptcy of Lehman Brothers forced a broad recognition of a financial crisis in both the US and world capital markets   As Lehman Brothers' failure temporarily reduced financial capital's confidence, a number of newspaper articles and television programs suggested that the failure's possible causes included the conflict between the CFTC and the other regulators Faiola, Anthony, Nakashima, Ellen and Drew, Jill  The Crash: Risk and Regulation - What Went Wrong, The Washington Post, October 15, 2008 

Born declined to publicly comment on the unfolding 2008 crisis until March 2009, when she said: "The market grew so enormously, with so little oversight and regulation, that it made the financial crisis much deeper and more pervasive than it otherwise would have been " She also lamented the influence of Wall Street lobbyists on the process and the refusal of regulators to discuss even modest reforms 

An October 2009 Frontline documentary titled "The Warning"  described Born's thwarted efforts to regulate and bring transparency to the derivatives market, and the continuing opposition thereto  The program concluded with an excerpted interview with Born sounding another warning: "I think we will have continuing danger from these markets and that we will have repeats of the financial crisis -- may differ in details but there will be significant financial downturns and disasters attributed to this regulatory gap, over and over, until we learn from experience "

In 2009 Born, along with Sheila Bair of the FDIC, was awarded the John F  Kennedy Profiles in Courage Award in recognition of the "political courage she demonstrated in sounding early warnings about conditions that contributed" to the 2007-08 financial crisis   According to Caroline Kennedy, "Brooksley Born recognized that the financial security of all Americans was being put at risk by the greed, negligence and opposition of  powerful and well connected interests     The catastrophic financial events of recent months have  proved them [Born and Sheila Bair] right "  One member of the President's working group had a change of heart about Brooksley Born   SEC Chairman Arthur Levitt stated "I've come to know her as one of the most capable, dedicated, intelligent and committed public servants that I have ever come to know", adding that "I could have done much better  I could have made a difference" in response to her warnings 

In 2010, a documentary film Inside Job further alleged that derivatives regulation was ineffective from the Clinton administration on  Along with fellow whistleblower, former IMF Chief Economist Raghuram Rajan, who was also scorned by the economic establishment, Brooksley Born was cited as one of the authorities arguing that financial derivatives increase economic risk 

 Personal life 
Born is married to Alexander E  Bennett (also retired from Arnold & Porter)   She has five adult children - two from a previous marriage to Jacob Landau and three stepchildren  Notably, Born was named a partner at Arnold & Porter while working part-time so she could raise her two young children   When both of her children were school-age, Born returned to practice full-time 

References

External links
Attorney profile at Arnold & Porter
Brooksley Born (2009 Winner) of the Profiles in Courage Award, with acceptance speech transcript and NECN video

Profile at MarketsWiki
Speeches and statements
"Testimony Of Brooksley Born Chairperson of the CFTC Concerning The Over-The-Counter Derivatives Market", before the House Committee On Banking And Financial Services, July 24, 1998 
"The Lessons of Long Term Capital Management L P ", Remarks of Brooksley Born, Chairperson of the CFTC, Chicago-Kent-IIT Commodities Law Institute, Chicago, Illinois, October 15, 1998 
 Interview: Brooksley Born for "PBS Frontline: The Warning", PBS, (streaming VIDEO 1 hour), October 20, 2009 
Articles
Manuel Roig-Franzia  "Credit Crisis Cassandra:Brooksley Born's Unheeded Warning Is a Rueful Echo 10 Years On", The Washington Post, May 26, 2009
 Taibbi, Matt  "The Great American Bubble Machine", Rolling Stone'', July 9–23, 2009

1940 births
American women lawyers
Arnold & Porter people
Clinton administration personnel
Columbus School of Law faculty
Commodity Futures Trading Commission personnel
Heads of United States federal agencies
Lawyers from San Francisco
Living people
Stanford Law School alumni
21st-century American women
Stanford University alumni 



ground_truth: Jacob C. Landau.