bluuebunny/crossref_metadata_2025 huggingface dataset:
Computational Geometry Education for Computer Graphics Students
Authors: Kolingerovà I.
Published: September 2008

The paper surveys main features of computational geometry and presents the argument that a course oriented to applied computational geometry should be a part of the computer graphics curriculum, as it teaches effective algorithmic methods and helps to develop abstract thinking. Possible contents of the course and forms suitable and interesting for computer graphics students are discussed. The students' feedback on such a course has been mostly positive.
Improving Multipath Radiosity with Bundles of Parallel Lines
Authors: Martínez Roel , Sbert Mateu , Szirmay‐Kalos László
Published: September 2008

Monte Carlo approaches use random lines to distribute the light power in the scene but the cost of creating a set of random single lines is very costly. In this paper, we present several software and hardware techniques in order to reduce the computational cost of the generation of random single lines by using bundles of parallel lines. The bundle of parallel lines is simulated with a general purpose polygon filling algorithm, like the painter's algorithm. We also present two graphics hardware implementations. The first approach uses two depth buffers in order to represent stochastically a bundle of parallel global lines. The second one uses multiple depth buffers and the aim is to exploit coherence between projection planes for each iteration. All algorithms were implemented with the multipath method.
Practical HDR Texture Compression
Authors: Munkberg J. , Clarberg P. , Hasselgren J. , Akenine‐Möller T.
Published: September 2008

The use of high dynamic range (HDR) textures in real‐time graphics applications can increase realism and provide a more vivid experience. However, the increased bandwidth and storage requirements for uncompressed HDR data can become a major bottleneck. Hence, several recent algorithms for HDR texture compression have been proposed. In this paper, we discuss several practical issues one has to confront in order to develop and implement HDR texture compression schemes. These include improved texture filtering and efficient offline compression. For compression, we describe how Procrustes analysis can be used to quickly match a predefined template shape against chrominance data. To reduce the cost of HDR texture filtering, we perform filtering prior to the colour transformation, and use a simple trick to reduce the incurred errors. We also introduce a number of novel compression modes, which can be combined with existing compression schemes, or used on their own.
Image‐Based Surface Compression
Authors: Ochotta Tilo , Saupe Dietmar
Published: September 2008

We present a generic framework for compression of densely sampled three‐dimensional (3D) surfaces in order to satisfy the increasing demand for storing large amounts of 3D content. We decompose a given surface into patches that are parameterized as elevation maps over planar domains and resampled on regular grids. The resulting shaped images are encoded using a state‐of‐the‐art wavelet image coder. We show that our method is not only applicable to mesh‐ and point‐based geometry, but also outperforms current surface encoders for both primitives.
Efficient CPU‐based Volume Ray Tracing Techniques
Authors: Marmitt Gerd , Friedrich Heiko , Slusallek Philipp
Published: September 2008

Recent research on high‐performance ray tracing has achieved real‐time performance even for highly complex surface models already on a single PC. In this report, we provide an overview of techniques for extending real‐time ray tracing also to interactive volume rendering. We review fast rendering techniques for different volume representations and rendering modes in a variety of computing environments. The physically‐based rendering approach of ray tracing enables high image quality and allows for easily mixing surface, volume and other primitives in a scene, while fully accounting for all of their optical interactions. We present optimized implementations and discuss the use of upcoming high‐performance processors for volume ray tracing.
Calculating Compensation for Loss of Future Earnings: Estimating and using Work Life Expectancy
Authors: Butt Zoltan , Haberman Steven , Verrall Richard , Wass Victoria
Published: September 2008

Where personal injury results in displacement and/or continuing disability (or death), damages include an element of compensation for loss of future earnings. This is calculated with reference to the loss of future expected time in gainful employment. We estimate employment risks in the form of reductions to work life expectancies for the UK workforce by using data from the Labour Force Survey with the purpose of improving the accuracy of the calculation of future lifetime earnings. Work life expectancies and reduction factors are modelled within the framework of a multiple-state Markov process, conditional on age, sex, starting employment state, educational attainment and disability.
Estimating the Intensity of Conflict in Iraq
Authors: Nason Guy P. , Bailey Daniel
Published: September 2008

Since 2003 several Web sites have appeared that track the number of deaths of coalition personnel in the current Iraq conflict. The paper proposes the use of a recently developed multiscale variance stabilization method (the data-driven Haar–Fisz transform) to obtain good estimates of the mean intensity of deaths and demonstrates its statistical advantages over both the running mean (which is currently used on some Web sites) and also the Box–Cox transformation. The paper analyses both the number of deaths due to all causes and also due to hostile actions between June 2003 and March 2006. In both cases it appears that the marginal variance of both time series is an increasing function of the marginal mean. Further, although our estimates exhibit peaks that are related to local increases in intensity of conflict there appears to be a clear underlying increase in intensity of conflict during the conflict but with a decline and levelling off since June 2005. The paper also proposes a tentative inverse relationship between deaths due to non-hostile actions and deaths due to hostile actions.
Unemployed, Uneducated and Sick: The Effects of Socio-Economic Status on Health Duration in the European Union
Authors: Cooper D. , McCausland W. D. , Theodossiou I.
Published: September 2008

We employ a hazard function approach to estimate the effect of socio-economic and individual characteristics on the length of time that an individual remains in good health. The European Community Household Panel data set, for 13 European countries, for the years 1994–2002 is used. The study employs a relatively objective measure of physical health, the physical and mental health problems, illnesses and disabilities measure. The results show that socio-economic status does affect the likelihood of individuals entering bad health. In particular, unemployment experience increases and educational attainment decreases the probability that a person will cease to enjoy good health. Income effects are, however, somewhat weaker, being confined to a small number of countries and being mainly observed only for the highest income quartile. Age and gender effects are also found.
Two Sides to Every Story: Measuring Polarization and Inequality in the Distribution of Work
Authors: Gregg Paul , Wadsworth Jonathan
Published: September 2008

Individual- and household-based aggregate measures of joblessness can offer conflicting signals about labour market performance if work is unequally distributed. The paper introduces an index that can be used to measure both the extent and the sources of divergence between non-employment rates calculated at the two levels of aggregation. Built around a comparison of the actual household joblessness rate with that which would occur if work were equally distributed, the index conforms to basic axioms of consistency and can be decomposed and applied to any binary variable of interest measured at two different levels of aggregation. Applying these measures to data for Britain, we show that rising inequality in the distribution of work is mostly within group, largely unrelated to changes in size of household or the principal characteristics that are associated with individual joblessness.
Conflicting Evidence in a Bayesian Synthesis of Surveillance Data to Estimate Human Immunodeficiency Virus Prevalence
Authors: Presanis A. M. , De Angelis D. , Spiegelhalter D. J. , Seaman S. , Goubar A. , Ades A. E.
Published: September 2008

Inferential approaches based on the synthesis of diverse sources of evidence are increasingly employed in epidemiology as a means of exploiting all available information, perhaps from studies of differing designs. The application of the synthesis of evidence to real world problems generally leads to the formulation of probability models which are highly complex and for which there is a clear need for a well-defined iterative process of model criticism. This process should include an appraisal of model fit and the detection of inconsistent or conflicting evidence. The latter is especially relevant as, typically, multiple sources of data provide information on the same parameter. Detected conflicts need then to be resolved. We present a case-study of the detection and resolution of conflicting evidence, using as an illustration the estimation of the prevalence of human immunodeficiency virus (HIV) infection in England and Wales. We employ a Bayesian model to synthesize routine surveillance and survey data. The population aged 15–44 years is divided into mutually exclusive exposure groups. In each group g, we simultaneously estimate the proportion of the total population belonging to the group (ρ≫), the proportion of individuals infected with HIV (π≫) and the proportion of HIV positive individuals who are diagnosed (δ≫). The total number of HIV infections, both diagnosed and undiagnosed, is then estimated as a function of the parameters ρ≫, π≫ and δ≫. Model fit is assessed by examining the posterior mean deviance. Identification of the data items to which the model exhibits a lack of fit leads to the detection of conflicting evidence, one example of which is a conflict between census data and survey data over the size of the female Sub-Saharan African born population. This conflict arises from a naive interpretation of the representativeness of the survey data and is resolved by using two approaches: exclusion of data and expansion of the model to accommodate the bias.
Locally Dependent Latent Class Models with Covariates: An Application to Under-Age Drinking in the USA
Authors: Reboussin Beth A. , Ip Edward H. , Wolfson Mark
Published: September 2008

Under-age drinking is a long-standing public health problem in the USA and the identification of underage drinkers suffering alcohol-related problems has been difficult by using diagnostic criteria that were developed in adult populations. For this reason, it is important to characterize patterns of drinking in adolescents that are associated with alcohol-related problems. Latent class analysis is a statistical technique for explaining heterogeneity in individual response patterns in terms of a smaller number of classes. However, the latent class analysis assumption of local independence may not be appropriate when examining behavioural profiles and could have implications for statistical inference. In addition, if covariates are included in the model, non-differential measurement is also assumed. We propose a flexible set of models for local dependence and differential measurement that use easily interpretable odds ratio parameterizations while simultaneously fitting a marginal regression model for the latent class prevalences. Estimation is based on solving a set of second-order estimating equations. This approach requires only specification of the first two moments and allows for the choice of simple ‘working’ covariance structures. The method is illustrated by using data from a large-scale survey of under-age drinking. This new approach indicates the effectiveness of introducing local dependence and differential measurement into latent class models for selecting substantively interpretable models over more complex models that are deemed empirically superior.
Research Prioritization Based on Expected Value of Partial Perfect Information: A Case-Study on Interventions to Increase Uptake of Breast Cancer Screening
Authors: Welton N. J. , Ades A. E. , Caldwell D. M. , Peters T. J.
Published: September 2008

We investigate whether Bayesian decision theory, in the form of expected value of partial perfect information (EVPPI) analysis, is a realistic and practical approach to research prioritization. We develop a simple cost-effectiveness analysis of breast cancer screening as a typical case-study, motivated by data from a cluster randomized 2 × 2 factorial trial of interventions to increase uptake. An EVPPI analysis is developed which shows that, on the basis of the evidence that was available beforehand, the trial was cost effective, but that after incorporating the results of the trial it would still be cost effective to carry out research that further reduced decision uncertainty. We identify key conceptual and technical issues: the relationship between the target interventions and the previous evidence, the distinction between variation and uncertainty and methods for correlated parameters. EVPPI methods have clear advantages over current methods of research prioritization, but we suggest that some specific sensitivity analyses are required before they can be used confidently in practice. These have limitations, and there is a need to develop robust methods to optimize research portfolios.
DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
Authors: Bielecki Tomasz R. , Crépey Stéphane , Jeanblanc Monique , Rutkowski Marek
Published: September 2008

This paper is a follow‐up to “Valuation and Hedging of Defaultable Game Options in a Hazard Process Model” by the same authors. In the present paper we give user friendly assumptions ensuring that the general conditions in the previous paper are satisfied. We also give a systematic procedure to construct suitable intensity models of credit risk, and, in the Markovian case, we provide a variational inequality approach to the pre‐default pricing problem. We finally illustrate our results on a study of defaultable convertible bonds.
AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
Authors: Eraker Bjørn , Shaliastovich Ivan
Published: September 2008

The paper examines equilibrium models based on Epstein–Zin preferences in a framework in which exogenous state variables follow affine jump diffusion processes. A main insight is that the equilibrium asset prices can be computed using a standard machinery of affine asset pricing theory by imposing parametric restrictions on market prices of risk, determined inside the model by preference and model parameters. An appealing characteristic of the general equilibrium setup is that the state variables have an intuitive and testable interpretation as driving the consumption and dividend dynamics. We present a detailed example where large shocks (jumps) in consumption volatility translate into negative jumps in equilibrium prices of the assets as agents demand a higher premium to compensate for higher risks. This endogenous “leverage effect,” which is purely an equilibrium outcome in the economy, leads to significant premiums for out‐of‐the‐money put options. Our model is thus able to produce an equilibrium “volatility smirk,” which realistically mimics that observed for index options.
OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE
Authors: Evans Jonathan , Henderson Vicky , Hobson David
Published: September 2008

In this paper, we investigate the pricing via utility indifference of the right to sell a non‐traded asset. Consider an agent with power utility who owns a single unit of an indivisible, non‐traded asset, and who wishes to choose the optimum time to sell this asset. Suppose that this right to sell forms just part of the wealth of the agent, and that other wealth may be invested in a complete frictionless market. We formulate the problem as a mixed stochastic control/optimal stopping problem, which we then solve. We determine the optimal behavior of the agent, including the optimal criteria for the timing of the sale. It turns out that the optimal strategy is to sell the non‐traded asset the first time that its value exceeds a certain proportion of the agent's trading wealth. Further, it is possible to characterize this proportion as the solution to a transcendental equation.
OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS
Authors: Liang Jianfeng , Zhang Shuzhong , Li Duan
Published: September 2008

The mean‐variance model of Markowitz and many of its extensions have been playing an instrumental role in guiding the practice of portfolio selection. In this paper we study a mean‐variance formulation for the portfolio selection problem involving options. In particular, the portfolio in question contains a stock index and some European style options on the index. A refined mean‐variance methodology is adopted in our approach to formulate this problem as multistage stochastic optimization. It turns out that there are two different solution techniques, both lead to explicit solutions of the problem: one is based on stochastic programming and optimality conditions, and the other one is based on stochastic control and dynamic programming. We introduce both techniques, because their strengths are very different so as to suit different possible extensions and refinements of the basic model. Attention is paid to the structure of the optimal payoff function, which is shown to possess rich properties. Further refinements of the model, such as the request that the payoff should be monotonic with respect to the index, are discussed. Throughout the paper, various numerical examples are used to illustrate the underlying concepts.
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
Authors: Dai Min , Kuen Kwok Yue , Zong Jianping
Published: September 2008

We develop a singular stochastic control model for pricing variable annuities with the guaranteed minimum withdrawal benefit. This benefit promises to return the entire initial investment, with withdrawals spread over the term of the contract, irrespective of the market performance of the underlying asset portfolio. A contractual withdrawal rate is set and no penalty is imposed when the policyholder chooses to withdraw at or below this rate. Subject to a penalty fee, the policyholder is allowed to withdraw at a rate higher than the contractual withdrawal rate or surrender the policy instantaneously. We explore the optimal withdrawal strategy adopted by the rational policyholder that maximizes the expected discounted value of the cash flows generated from holding this variable annuity policy. An efficient finite difference algorithm using the penalty approximation approach is proposed for solving the singular stochastic control model. Optimal withdrawal policies of the holders of the variable annuities with the guaranteed minimum withdrawal benefit are explored. We also construct discrete pricing formulation that models withdrawals on discrete dates. Our numerical tests show that the solution values from the discrete model converge to those of the continuous model.
A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES
Authors: Pham Huyên , Tankov Peter
Published: September 2008

We consider a portfolio/consumption choice problem in a market model with liquidity risk. The main feature is that the investor can trade and observe stock prices only at exogenous Poisson arrival times. He may also consume continuously from his cash holdings, and his goal is to maximize his expected utility from consumption. This is a mixed discrete/continuous stochastic control problem, non‐standard in the literature. The dynamic programming principle leads to a coupled system of Integro‐Differential Equations (IDE), and we provide a convergent numerical algorithm for the resolution to this coupled system of IDE. Several numerical experiments illustrate the impact of the restricted liquidity trading opportunities, and we measure in particular the utility loss with respect to the classical Merton consumption problem.
OPTIMAL MULTI‐AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS
Authors: Keun Koo Hyeng , Shim Gyoocheol , Sung Jaeyoung
Published: September 2008

We present a continuous‐time contracting model under moral hazard with many agents. The principal contracts many agents as a team, and they jointly produce correlated outcomes. We show the optimal contract for each agent is linear in outcomes of all other agents as well as his/her own. The structure of the optimal contract strikingly reveals that the optimal aggregate performance measure in general can be orthogonally decomposed into two statistics: one is a sufficient statistic, and the other a nonsufficient statistic. As a consequence, the optimal aggregate performance measure in general is not a sufficient statistic, unless the principal is risk neutral. We further discuss agents' optimal effort choices using a “quadratic‐cost” example, which also strikingly suggests that team contracts sometimes provide lower‐powered effort incentives than individually separate contracts do.
Human security and human rights interaction
Authors: Benedek Wolfgang
Published: September 2008

This contribution analyses the interaction of human rights and human security. First, the author explains the emergence and conceptualisation of human security. By taking into account the actions on both research and policy levels and the human security initiatives by international organisations, such as UNESCO, by governments, NGOs and academia, the contribution sheds light on the potential of a multilayered and multi‐player approach to human security. In a second step the author identifies the interrelation and interdependence of human security and human rights. The results of this more theoretical part are then empirically tested in a case study on the interaction of human security and human rights, with a particular focus on the implementation of a human security approach to the right of education. Further, the contribution identifies human security‐related best practices. The conclusion argues that, in light of the interdependence of human rights and human security a more holistic and integrative approach is necessary. Their international dimension needs to be complemented by a local focus on human security and human rights. An important step towards this goal is the integration, by states, of human security in national human rights learning curricula.
Conceptualising the environmental dimension of human security in the UN
Authors: Brauch Hans Günter
Published: September 2008

Peace and security are goals of the UN Charter. In 2005, Kofi Annan addressed three pillars of human security: freedom from want, freedom from fear and freedom to live in dignity. This chapter examines two conceptual discussions on human and environmental security in the social sciences and in the UN system, and considers conceptual linkages for a people‐centred environmental security concept and the environmental dimension of human security. It assesses the environmental challenges for human security posed by climate change, desertification, water, and natural hazards. It concludes that natural hazards pose manifold threats, challenges, vulnerabilities and risks for human, environmental, national and international security. Addressing environmental dangers to security requires a combination of strategic instruments and policies to reduce the vulnerability to hazards and the risks for affected societal groups. This requires a dual strategy for dealing with the short‐term situational impact of extreme weather events and natural hazards and long‐term structural impacts of global environmental change.
The ethical challenges of human security in the age of globalisation
Authors: Burgess J. Peter
Published: September 2008

The moral innovation of human security is also its terrible Achilles' heel. In a world of globalisation, where the values of the global view are imposed upon most people with the force of necessity, the concerns of individuals resist global action. At the very moment when individual concerns are put on the agenda, the possibility for achieving anything local is nearly erased by individual weakness in a world of massive collective interests. What can the particular interests of individuality make claim to in such a strong environment of universality? The aim of this chapter is to discuss the ethical dimensions of the concept of human security in a principled discussion of ethics and international relations. It starts with the evolution of the concept of human security, its use in international policy and its philosophical history. It ends with a discussion of the paradoxes of different philosophical positions with respect to the concept.
Gender aspects of human security
Authors: Moussa Ghada
Published: September 2008

The chapter deals with the gender dimensions in human security through focusing on the relationship between gender and human security, first manifested in international declarations and conventions, and subsequently evolving in world women conferences. It aims at analysing the various gender aspects in its relation to different human security dimensions. Gender equality is influenced and affected by many social institutions: the state, the market, the family (kinship) and the community. Human security also takes gender aspects. The author focuses on the dimensions in human security that influence gender equality. These are violence as a threat to human security and negative influences in achieving gender equality, the needs approach, poverty alleviation and considering women as among the most vulnerable groups in the society. Raising the capabilities of women is essential in achieving gender equality, thus security and participation is needed to guarantee equality and to realise gender equality.
Basic elements of a policy framework for human security
Authors: Oquist Paul
Published: September 2008

The species Homo sapiens sapiens is the unit of analysis and action for human security defined as risk reduction and expansion and realisation of potential. In this chapter the history of our existence is explored, as well as the conditions for human existence, prior extinctions and current threats of extinction, including the human impact on the environment and the continued high levels of violence in human relations in an era of nuclear weapons. Many of the very same factors that contributed to our success as a species, especially our transformative capabilities, are now contributing to the destruction of life. The values, ethics and morality of existence and extinction are examined as a foundation for a culturally, historically and ethically based integrated, holistic human security policy framework. Successes and failures in international human security policy are analysed, as well as the advantages of the proposed framework, for which concepts, levels of application and tentative policy areas are outlined. The objectives are to support the humanisation of economics and politics, as well as pointing out which values are dysfunctional for survival, to contribute to the equilibriums that maintains human existence and life on Earth, as well as to discontinue policies and practices that lead to mass extinctions, including our own.
Building the agenda of human security: policy and practice within the Human Security Network
Authors: Krause Keith
Published: September 2008

The Human Security Network (HSN) represented an innovative attempt at flexible multilateralism, working with a small group of like‐minded states. This article traces its origins and evolution, in particular, in the campaign to ban anti‐personnel land mines) and examines the process of developing and implementing policy‐in and beyond the HSN. The HSN struggled to develop a coherent and focused human security agenda and distinguished itself somewhat from other international efforts to define human security. In several different areas (like small arms, the “responsibility to protect” and the civilian protection agenda) the HSN can be shown to have been at the genesis of several concrete initiatives. It has been somewhat less successful at institutionalising its interactions, and in embedding a vision of human security in the foreign policies of participating states. Finally, the article explains how a full appreciation of the impact of the HSN requires examining not just its formal diplomatic and political efforts (which have had limited results), but its broader contribution (along with many other actors) to the setting of the human security agenda worldwide.
Impairment of nigrostriatal dopamine neurotransmission by manganese is mediated by pre‐synaptic mechanism(s): implications to manganese‐induced parkinsonism
Authors: Guilarte Tomás R. , Burton Neal C. , McGlothan Jennifer L. , Verina Tatyana , Zhou Yun , Alexander Mohab , Pham Luu , Griswold Michael , Wong Dean F. , Syversen Tore , Schneider Jay S.
Published: September 2008

The long‐term consequences of chronic manganese (Mn) exposure on neurological health is a topic of great concern to occupationally‐exposed workers and in populations exposed to moderate levels of Mn. We have performed a comprehensive assessment of Mn effects on dopamine (DA) synapse markers using positron emission tomography (PET) in the non‐human primate brain. Young male Cynomolgus macaques were given weekly i.v. injections of 3.3–5.0 mg Mn/kg (n = 4), 5.0–6.7 mg Mn/kg (n = 5), or 8.3–10.0 mg Mn/kg (n = 3) for 7–59 weeks and received PET studies of various DA synapse markers before (baseline) and at one or two time points during the course of Mn exposure. We report that amphetamine‐induced DA release measured by PET is markedly impaired in the striatum of Mn‐exposed animals. The effect of Mn on DA release was present in the absence of changes in markers of dopamine terminal integrity determined in post‐mortem brain tissue from the same animals. These findings provide compelling evidence that the effects of Mn on DA synapses in the striatum are mediated by inhibition of DA neurotransmission and are responsible for the motor deficits documented in these animals.
Caffeine protects against MPTP‐induced blood‐brain barrier dysfunction in mouse striatum
Authors: Chen Xuesong , Lan Xun , Roche Ian , Liu Rugao , Geiger Jonathan D.
Published: September 2008

The blood‐brain barrier (BBB) is important physiologically. Pathologically, BBB disruption has been implicated in a wide spectrum of neurological disorders including Parkinson’s disease (PD). Recent studies indicate that caffeine is protective against PD, but by poorly understood mechanisms. Using a MPTP neurotoxin model of PD we tested the hypothesis that the protective actions of caffeine were because of, at least in part, preventing MPTP‐induced BBB dysfunction. FVB mice were pre‐treated with caffeine (10 mg/kg, i.p.) or saline for 7 days prior to initiation of neurotoxin treatments; during the 7 days of neurotoxin treatment, caffeine or saline continued to be administered 10 min before each dose of MPTP (20 mg/kg, i.p.). Striatum (and for some studies hippocampus and cerebral cortex as well) were evaluated for BBB leakage, tight junction protein expression levels, integrity of dopaminergic neurons, and activation of astrocytes and microglia using immunostaining, immunoblotting and real‐time PCR techniques. We found that caffeine blocked MPTP‐induced decreases in numbers of tyrosine hydroxylase‐positive dopaminergic neurons, increases in leakage of Evan’s blue dye and FITC‐albumin in striatum but not in cerebral cortex or hippocampus, decreases in levels of the tight junction proteins occludin and ZO‐1, and increases in reactive gliosis. Our results suggest that caffeine might protect against PD and PD‐like features in animal models, in part, by stabilizing the BBB.
Development and testing of a generic sensor model for pushbroom satellite imagery
Authors: Weser Thomas , Rottensteiner Franz , Willneff Jochen , Poon Joanne , Fraser Clive S.
Published: September 2008

A new generic pushbroom sensor model for high‐resolution satellite images in which the orbit and attitudes are modelled by splines is presented. Direct observations for the satellite orbits and attitudes provided in imagery metadata files are used to determine the parameters of these splines. As such observations are contaminated by systematic errors, the new sensor model also incorporates error correction for the orbit and attitude angles. Camera model parameter definitions and file formats generally differ between satellite pushbroom scanners, and the system image‐ to object‐space transformation models are not always compatible with a sensor model based on the familiar perspective model applied in photogrammetry. In order to make the new sensor model applicable to a large number of satellite imaging systems, these vendor‐specific definitions are first mapped to the definitions of the new sensor model during data import. This is illustrated for QuickBird, SPOT 5 and ALOS PRISM imagery. The model has been extensively tested using imagery from these same three satellites, over test sites in Melbourne and Bhutan. The tests have shown that the new sensor model can produce georeferencing accuracy of 1 pixel and better when biases in orbit and attitude data are compensated.
Potential accuracy of image orientation of small satellites: a case study of CHRIS/Proba data
Authors: Shaker Ahmed , Nichol Janet E. , Wong Man Sing
Published: September 2008

The new technology of small satellites (microsatellites) opens a new era in satellite observation of the earth. Small satellites such as ESA’s Project for On‐Board Autonomy (Proba), launched on 22nd October 2001, are of interest due to their low cost, flexibility of positioning, and capability for multiangular scanning in both across‐track and along‐track directions. Proba’s Compact High Resolution Imaging Spectrometer (CHRIS) provides multidirectional, as well as hyperspectral, data at 18 m resolution and is supplied mainly to the scientific community for experimental environmental applications. This research evaluates the use of various empirical mathematical models for small satellite orientation and terrain modelling using the multidirectional viewing capabilities of CHRIS data. Geometric correction and co‐registration of multiangle images is essential for their use for data extraction. Ideally, rigorous mathematical models should be formulated which precisely describe the satellite motion and represent the relationship between the image and the object spaces. The use of rigorous mathematical models has not been fully investigated using CHRIS/Proba data, because the satellite information provided is not adequate for rigorous sensor modelling. In this paper, several alternative empirical models are tested for the orientation and 3D geopositioning of CHRIS sensor images. The images used in this study cover extremely mountainous terrain in central Hong Kong. A set of five images from CHRIS/Proba taken in December 2005 from different angles are used to test the applicability of different forms of the empirical models for 3D geopositioning. The accuracy of the models is tested for different numbers and distribution of ground control points (GCPs) using different combinations of observation angles and base‐to‐height ratios. The results obtained show high integrity of the models used for CHRIS/Proba image orientation. In some cases, accuracy better than 2 pixels can be achieved using a modest number of GCPs.
Analysis of Cartosat‐1 images regarding image quality, 3D point measurement and DSM generation
Authors: Baltsavias Emmanuel , Kocaman Sultan , Wolff Kirsten
Published: September 2008

The Institute of Geodesy and Photogrammetry (IGP) at ETH Zurich is participating in the Cartosat‐1 evaluation programme, a common initiative of ISRO (India) and ISPRS. Within this programme various test sites with reference data have been established and Cartosat‐1 images have been acquired over these sites. Here, investigations at the Rome (Italy) and Maussane‐les‐Alpilles (France) test sites are reported. First, radiometric problems encountered with the images and pre‐processing for their improvement are reported. Examples are shown, together with pre‐processing methods that can be employed in order to improve image quality, aimed especially at automatic generation of a digital surface model (DSM) with fewer blunders and more matched points. Then, georeferencing is discussed and the 3D point measurement accuracy that can be achieved is introduced, as well as problems encountered with the rational polynomial coefficients (RPCs). The georeferencing results were produced using various options regarding image pre‐processing, the mathematical model used for georeferencing, the number and distribution of ground control points (GCPs) and the GCP image mensuration methods. The best results led to a planimetric and height accuracy (RMSE) of about 1·3 m. Use of an affine transformation after the RPCs, with about six well‐distributed GCPs transferred with matching to the second image, is suggested. Finally, the results of automatic DSM generation using the SAT‐PP program package developed at the IGP are presented. Various DSMs were generated with 10 m grid spacing. The results were checked visually and were also compared to the reference data provided. In the best case, the accuracy achieved is about 2·7 m without any manual editing, in spite of a 3‐year difference between the matching and reference DSMs. Although some aspects regarding image quality and RPC generation could be improved, Cartosat‐1 is a useful sensor for mapping and especially for the generation of DSMs. However, owing to its poor absolute geolocation accuracy, Cartosat‐1 cannot be used for the generation of a global DSM without GCPs.
Orientation and self‐calibration of ALOS PRISM imagery
Authors: Kocaman Sultan , Gruen Armin
Published: September 2008

High‐resolution satellite images (HRSI) at sub‐5 m footprint are becoming increasingly available. A set of algorithms for processing of HRSI has been developed at the Institute of Geodesy and Photogrammetry (IGP), ETH Zurich and realised in a software suite called Satellite Image Precision Processing (SAT‐PP). The software has been used for the processing of a number of high resolution satellite sensors, such as IKONOS, QuickBird, SPOT 5 HRS/HRG, Cartosat‐1 and ALOS PRISM. PRISM is a panchromatic radiometer carried on board the Japanese ALOS satellite. It has three optical systems for forward, nadir and backward view with 2·5 m ground sample distance (GSD). The photogrammetric processing of PRISM imagery has special requirements owing to the linear array CCD sensor structure and special characteristics of the interior geometry and exterior orientation. As a member of the ALOS calibration/validation team, new algorithms for geometric processing of the PRISM images have been implemented at the IGP, in particular for the interior orientation and self‐calibration. The physical sensor model in SAT‐PP is refined according to the multiple camera heads of the sensor. The rigorous model for PRISM is based on a modified bundle adjustment with the possibility of using two different trajectory models. The self‐calibration is introduced into the adjustment to model the systematic errors of the sensor and the system as a whole. The methods of georeferencing and digital surface model (DSM) generation were tested using the PRISM data‐sets acquired over five different testfields. The rigorous sensor model performed well and resulted in sub‐pixel accuracy for point positioning in all testfields. The self‐calibration model has been tested in two different phases of the project separately. In the initial phase, where interior orientation data was not available, the use of the self‐calibration was essential to achieve good accuracy. However, in the later phase the relative positions of the CCD chip detectors on the focal plane were provided by the Japan Aerospace Exploration Agency (JAXA) and the improvements by self‐calibration became less significant. A detailed analysis of the DSM generation is presented in another publication.
Functional Outcomes in Patients with Chronic Nonmalignant Pain on Long‐Term Opioid Therapy
Authors: Soin Amol , Cheng Jianguo , Brown Lora , Moufawad Sami , Mekhail Nagy
Published: September 2008

▪ Abstract  Objectives:  Although long‐term opioid therapy for chronic nonmalignant pain (CNMP) is widely accepted, it is controversial as to whether long‐term benefits outweigh detrimental side effects. This study examines the effect of long‐term opioid therapy on quality of life in terms of both physical and mental health in patients with CNMP.

Methods:  We retrospectively studied a cohort of patients with CNMP. With informed consent, data were collected prior to and at 6–36 months after the institution of opioid therapy in 67 patients with CNMP. The Short Form 36 (SF‐36) health survey was used to compare self‐reported measures of health‐related quality of life in nine subscales. Visual analog scale (VAS) for pain intensity scores, disability status, and ability to return to work were also assessed. The pre‐ and post‐therapy parameters were compared.

Results:  The average scores of self‐reported quality of life improved significantly in eight out of the nine parameters in the SF‐36 after at least 6 months of opioid therapy. The increase in reported scores was statistically significant for physical functioning, physical role, bodily pain, general health, validity, social functioning, emotional role, and mental health. No significant changes were observed in reported health transition, VAS pain scores, disability status, or return to work.

Conclusions:  We conclude that judicious use of opioid therapy may lead to improvement in perceived quality of life and certain aspects of functional capacity and daily activities in a highly selected group of patients with CNMP who have not responded to other therapeutic modalities for over 6 months. ▪
Time Inconsistency and Free‐Riding in a Monetary Union
Authors: CHARI VARADARAJAN V. , KEHOE PATRICK J.
Published: September 2008

In monetary unions, a time inconsistency problem in monetary policy leads to a novel type of free‐rider problem in the setting of non‐monetary policies. The free‐rider problem leads union members to pursue lax non‐monetary policies that induce the monetary authority to generate high inflation. Free‐riding can be mitigated by imposing constraints on non‐monetary policies. Without a time inconsistency problem, the union has no free‐rider problem; then constraints on non‐monetary policies are unnecessary and possibly harmful. This theory is here detailed and applied to several non‐monetary policies: labor market policy, fiscal policy, and bank regulation.
Energy Price Shocks and the Macroeconomy: The Role of Consumer Durables
Authors: DHAWAN RAJEEV , JESKE KARSTEN
Published: September 2008

We create a model with a distinction between investment in consumer durables and capital goods, as well as energy use by households and firms, to evaluate the importance of energy price shocks for output fluctuations. Simulation results indicate that this economy has a smaller proportion of output fluctuations attributable to energy price shocks than one without durable goods and household energy use. We show that an energy price hike is absorbed by reducing investment in durables more than in fixed capital. This rebalancing effect cushions the hit to future production. Thus, productivity shocks remain the prime driver for output fluctuations.
Finance, Firm Size, and Growth
Authors: BECK THORSTEN , DEMIRGUC‐KUNT ASLI , LAEVEN LUC , LEVINE ROSS
Published: September 2008

Although research shows that financial development accelerates aggregate economic growth, economists have not resolved conflicting theoretical predictions and ongoing policy disputes about the cross‐firm distributional effects of financial development. Using cross‐industry, cross‐country data, the results are consistent with the view that financial development exerts a disproportionately positive effect on small firms. These results have implications for understanding the political economy of financial sector reform.
Exchange Rate Changes and Inflation in Post‐Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass‐Through
Authors: ITO TAKATOSHI , SATO KIYOTAKA
Published: September 2008

Macro‐economic consequences of large currency depreciations among the crisis‐hit Asian economies varied from one country to another. Inflation did not soar after the Asian currency crisis of 1997–98 in most crisis‐hit countries except Indonesia where high inflation followed a very large nominal depreciation of the rupiah. The high inflation meant a loss of price competitive advantage, a key for economic recovery from a crisis. This paper examines the pass‐through effects of exchange rate changes on the domestic prices in the East Asian economies using a vector autoregression analysis. The main results are as follows: (i) the degree of exchange rate pass‐through to import prices was quite high in the crisis‐hit economies; (ii) the pass‐through to Consumer Price Index (CPI) was generally low, with a notable exception of Indonesia; and (iii) in Indonesia, both the impulse response of monetary policy variables to exchange rate shocks and that of CPI to monetary policy shocks were positive, large, and statistically significant. Thus, Indonesia's accommodative monetary policy, coupled with the high degree of CPI responsiveness to exchange rate changes was an important factor in the inflation‐depreciation spiral in the wake of the currency crisis.
Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia
Authors: PERICOLI MARCELLO , TABOGA MARCO
Published: September 2008

We derive a canonical representation for the no‐arbitrage discrete‐time term structure models with both observable and unobservable state variables, popularized by Ang and Piazzesi (2003). We conduct a specification analysis based on this canonical representation and we analyze how alternative parameterizations affect estimated risk premia, impulse response functions, and variance decompositions. We find a trade‐off between the need to obtain parsimonious parameterizations and the ability of the models to match observed patterns of variation in risk premia. We also find that more richly parameterized models uncover a greater influence of macroeconomic fundamentals on the long‐end of the yield curve.
Sticky Information Phillips Curves: European Evidence
Authors: DÖPKE JÖRG , DOVERN JONAS , FRITSCHE ULRICH , SLACALEK JIRI
Published: September 2008

We estimate the Sticky Information Phillips Curve model of Mankiw and Reis (2002) using survey expectations of professional forecasters from four major European economies. Our estimates imply that inflation expectations in France, Germany, and the United Kingdom are updated about once a year, while in Italy, about once each 6 months.
Incomplete Intertemporal Consumption Smoothing and Incomplete Risk Sharing
Authors: ASDRUBALI PIERFEDERICO , KIM SOYOUNG
Published: September 2008

This paper develops a method to estimate jointly the degree of intertemporal consumption smoothing and the degree of “inter‐regional” risk sharing. The empirical results for the U.S. states and OECD and EU countries suggest that: (i) regardless of the assumption on the degree of intertemporal consumption smoothing, the degree of risk sharing within a country is larger than across countries; (ii) the degree of intertemporal consumption smoothing within a country is also larger than across countries; and (iii) the difference between the degree of intertemporal consumption smoothing within U.S. states and across OECD and EU countries is as large as the difference between the degree of risk sharing, contrary to the findings of some past studies.