bluuebunny/crossref_metadata_2025_split huggingface dataset:
Efficient Morphological Set Transformations on Line Drawings
Authors: Cardoner Rafael , Thomas Federico 
Published: October 2003

Image compression techniques have been recently used not only for reducing storage requirements, but also computational costs when processing images on low cost computers. This approach might be also of interest for processing large engineering drawings, where feature extraction techniques must be intensively applied for their segmentation into regions of interest for subsequent analysis. This paper explores this alternative using a simple run-length compression, leading to excellent results. Although this approach is not new and can be classified within the decomposition paradigm used since the early stages of line drawing image processing, the developed formalism allows directional morphological set transformations to be performed, on a low cost personal computer, faster than on costly parallel computers for the same, but uncompressed, images. This good performance is proved in two different applications: the generation of homotopic skeletons through thinning processes, and the extraction of linear features through serializing multiangle parallelism operations.
Towards Developing a Practical System to Recover Light, Reflectance and Shape
Authors: Bakshi Sanjay , Yang Yee-Hong 
Published: October 2003

Due to the complexity of the shape-from-shading problem, most solutions rely on idealistic conditions. Orthographic imaging, a known distant point light source, and known surface reflectance properties are usually assumed. Furthermore, most real surfaces are neither perfectly diffuse (Lambertian) nor ideally specular (mirror-like); however most shape-from-shading algorithms assume Lambertian reflectance. The behavior of shape-from-shading algorithms that rely on idealistic conditions is unpredictable in real imaging situations. In this paper, the LIRAS (LIght, Reflectance, And Shape) Recovery System is proposed. LIRAS is a practical approach to the shape-from-shading problem, as many of these assumptions are relaxed. LIRAS is also a modular system: there is a component that recovers the surface reflectance properties, thus the assumption of Lambertian reflectance is relaxed. Rather than assume a known illuminant direction, a component exists that can recover the light orientation. Once the reflectance map is determined, another LIRAS module can use this information to recover the shape for non-Lambertian surfaces. Each of these modules is described and a discussion of how the components cooperate to recover three-dimensional shape information in real environments is given. Extensive experimental evaluation is conducted using both synthetic and real images and the results are very encouraging. The contributions of this paper include the design and implementation of LIRAS and the extensive quantative and qualitative experimental results, which can provide guidelines for future refinements of other shape recovery systems.
Parallel Tools for Colored Image Processing
Authors: Lozano Vincent , Ubéda Stéphane , Vigouroux Xavier 
Published: October 2003

Over recent years clusters of workstations have begun to replace systems of mainframes. These workstations can be used to behave as a parallel machine, and then could supply supercomputing performance at modest cost. We report an experiment of such a network within PVM framework for an industrial image analysis application. The goal of the application is to build an automated process of textile color pattern analysis. We plan to build several tools for parallel image analysis, and among those tools, we present here first the parallelization of a quantization algorithm and a way to parallelize a color image pyramid using the Parallel Virtual Machine environment. One important point is the use of the distributed storage that represents a set of workstations. This distribution allows the complete parallelization of the Read/Write operations.
Complexity Analysis of a Parallel Implementation of the Marching-Cubes Algorithm
Authors: Miguet Serge , Nicod Jean-Marc 
Published: October 2003

This paper presents a load-balanced parallelization of the well known Marching-Cubes algorithm, that aims at constructing an iso-surface in a 3D image. We first derive a modelization for the computation time as a function of the generated surface complexity. The workload associated to each slice of the input data is evaluated by counting the number of vertices that will be generated on that slice. The slices are then locally redistributed to ensure a balanced workload. We give an upper bound on the number of polygons of the triangulation, and present a family of surfaces whose number of triangles tends to this bound. This analysis allows us to foresee (and thus to allocate) the memory size needed for the data structures and to assign to each vertex a unique global reference. Experiments done on an Intel Paragon machine are given both for synthetic and medical images. They show the usefulness of our dynamic data redistribution scheme.
An Automated Technique for Statistical Characterization of Brain Tissues in Magnetic Resonance Imaging
Authors: Pham Dzung , Prince Jerry L. , Xu Chenyang , Dagher Azar P. 
Published: October 2003

A procedure for estimating the joint probability density function (pdf) of T1, T2 and proton spin density (PD) for gray matter (GM), white matter (WM), and cerebrospinal fluid (CSF) in the brain is presented. The pdf's have numerous applications, including the study of tissue parameter variability in pathology and across populations. The procedure requires a multispectral, spin echo magnetic resonance imaging (MRI) data set of the brain. It consists of five automated steps: (i) preprocess the data to remove extracranial tissue using a sequence of image processing operators; (ii) estimate T1, T2 and PD by fitting the preprocessed data to an imaging equation; (iii) perform a fuzzy c-means clustering on the same preprocessed data to obtain a spatial map representing the membership value of the three tissue classes at each pixel location; (iv) reject estimates which are not from pure tissue or have poor fits in the parameter estimation, and classify the remaining estimates as either GM, WM or CSF; (v) compute statistics on the classified estimates to obtain a probability mass function and a Gaussian joint pdf of the tissue parameters for each tissue class. Some preliminary results are shown comparing computed pdf's of young, elderly and Alzheimer's subjects. Two brief examples applying the joint pdf's to pulse sequence optimization and generation of computational phantoms are also provided.
Animal: Validation and Applications of Nonlinear Registration-Based Segmentation
Authors: Collins D. L. , Evans A. C. 
Published: October 2003

Magnetic resonance imaging (MRI) has become the modality of choice for neuro-anatomical imaging. Quantitative analysis requires the accurate and reproducible labeling of all voxels in any given structure within the brain. Since manual labeling is prohibitively time-consuming and error-prone we have designed an automated procedure called ANIMAL (Automatic Nonlinear Image Matching and Anatomical Labeling) to objectively segment gross anatomical structures from 3D MRIs of normal brains. The procedure is based on nonlinear registration with a previously labeled target brain, followed by numerical inverse transformation of the labels to the native MRI space. Besides segmentation, ANIMAL has been applied to non-rigid registration and to the analysis of morphometric variability. In this paper, the nonlinear registration approach is validated on five test volumes, produced with simulated deformations. Experiments show that the ANIMAL recovers 64% of the nonlinear residual variability remaining after linear registration. Segmentations of the same test data are presented as well. The paper concludes with two applications of ANIMAL using real data. In the first, one MRI volume is nonlinearly matched to a second and is automatically segmented using labels, predefined on the second MRI volume. The automatic segmentation compares well with manual labeling of the same structures. In the second application, ANIMAL is applied to seventeen MRI data sets, and a 3D map of anatomical variability estimates is produced. The automatic variability estimates correlate well (r =0.867, p = 0.01) with manual estimates of inter-subject variability.
An Analysis of the Marshak Conditions for Matching Boltzmann and Euler Equations
Authors: Arnold Anton , Giering Ulrich 
Published: October 2003

Domain decomposition methods based on matching the Boltzmann and Euler equations without overlapping are an important simulation technique in rarefied gas dynamics and semiconductor device modeling. Many existing codes use the Marshak boundary conditions (i.e. imposing continuity of the fluxes) at the interface between the two modeling regimes to implicitly determine the boundary data for the compressible Euler equations. In this paper we investigate the solvability of the Marshak conditions in the four different flow situations sub-/supersonic in-/outflow in one spacial dimension and for selected cases in 2D and 3D.
RKH Space Methods for Low Level Monitoring and Control of Nonlinear Systems II. A Vector-Case Example: The Lorenz System
Authors: Cover Alan , Reneke James , Lenhart Suzanne , Protopopescu Vladimir 
Published: October 2003

By using techniques from the theory of reproducing kernel Hilbert (RKH) spaces, we continue the exploration of the stochastic linearization method for possibly unknown and/or noise corrupted nonlinear systems. The aim of this paper is twofold: (a) the stochastic linearization formalism is explicitly extended to the vector case; and (b) as an illustration, the performance of the stochastic linearization for monitoring and control is assessed in the case of the Lorenz system for which the dynamic behavior is known independently.
Fractality of Globular Protein Aggregates: From the Molecular to the Microscopic Level
Authors: Aymard P. , Durand D. , Nicolai T. , Gimel J. C. 
Published: October 2003

This paper presents a theoretical approach of scattering by fractal aggregates based on a model with four parameters. It assumes that the aggregates are fractal and polydisperse with a number distribution which has a power law dependence on the molar mass. In addition the extemal cut-offs for the number distribution and the fractal structure are supposed to be stretched exponential functions. β-lactoglobulin aggregates formed after heat-induced denaturation were studied by light and neutron scattering techniques over a range of wave vectors covering more than 4 decades. The results demonstrate clearly that the aggregates have a fractal structure at larger length scales and their number distribution is self similar. Their local structures depend on the pH and the ionic strength of the solutions and can be either globular at pH 7 or rigid rodlike at pH2 with a persistent length which increases with decreasing ionic strength. The explicit analysis of the dynamic light scattering data allows one to characterise precisely the mass distribution. The calculated structure factors are in good agreement with the experimental data.
Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
Authors: Derman Emanuel , Kani Iraj 
Published: October 2003

In this paper we present an arbitrage pricing framework for valuing and hedging contingent equity index claims in the presence of a stochastic term and strike structure of volatility. Our approach to stochastic volatility is similar to the Heath-Jarrow-Morton (HJM) approach to stochastic interest rates. Starting from an initial set of index options prices and their associated local volatility surface, we show how to construct a family of continuous time stochastic processes which define the arbitrage-free evolution of this local volatility surface through time. The no-arbitrage conditions are similar to, but more involved than, the HJM conditions for arbitrage-free stochastic movements of the interest rate curve. They guarantee that even under a general stochastic volatility evolution the initial options prices, or their equivalent Black–Scholes implied volatilities, remain fair. We introduce stochastic implied trees as discrete implementations of our family of continuous time models. The nodes of a stochastic implied tree remain fixed as time passes. During each discrete time step the index moves randomly from its initial node to some node at the next time level, while the local transition probabilities between the nodes also vary. The change in transition probabilities corresponds to a general (multifactor) stochastic variation of the local volatility surface. Starting from any node, the future movements of the index and the local volatilities must be restricted so that the transition probabilities to all future nodes are simultaneously martingales. This guarantees that initial options prices remain fair. On the tree, these martingale conditions are effected through appropriate choices of the drift parameters for the transition probabilities at every future node, in such a way that the subsequent evolution of the index and of the local volatility surface do not lead to riskless arbitrage opportunities among different option and forward contracts or their underlying index. You can use stochastic implied trees to value complex index options, or other derivative securities with payoffs that depend on index volatility, even when the volatility surface is both skewed and stochastic. The resulting security prices are consistent with the current market prices of all standard index options and forwards, and with the absence of future arbitrage opportunities in the framework. The calculated options values are independent of investor preferences and the market price of index or volatility risk. Stochastic implied trees can also be used to calculate hedge ratios for any contingent index security in terms of its underlying index and all standard options defined on that index.
Internationally Diversified Investment Using an Integrated Portfolio Model
Authors: Konno Hiroshi , Li Jing 
Published: October 2003

In this paper, we use a new integrated portfolio model which takes care of stocks and bonds of several countries to construct an internationally diversified portfolio. This serves as an alternative to the popular asset allocation strategy, in which the fund is first allocated to indices corresponding to diverse asset classes and then allocated to individual assets using appropriate models for each asset class. Our model, on the other hand, determines the allocation of the fund to individual assets in one stage by solving a large scale mean-variance or mean-absolute deviation model. Another important feature of this article is a newly developed strategy for hedging the exchange rate risk by using forward contracts on currencies. Computational experiments using historical data collected in the capital market show that the new approach can serve as a more reliable and less expensive method for allocating the fund to diverse classes of assets.
A Risk-Neutral Stochastic Volatility Model
Authors: Zhu Yingzi , Avellaneda Marco 
Published: October 2003

We construct a risk-neutral stochastic volatility model using no-arbitrage pricing principles. We then study the behavior of the implied volatility of options that are deep in and out of the money according to this model. The motivation of this study is to show the difference in the asymptotic behavior of the distribution tails between the usual Black–Scholes log-normal distribution and the risk-neutral stochastic volatility distribution. In the second part of the paper, we further explore this risk-neutral stochastic volatility model by a Monte-Carlo study on the implied volatility curve (implied volatility as a function of the option strikes) for near-the-money options. We study the behavior of this "smile" curve under different choices of parameter for the model, and determine how the shape and skewness of the "smile" curve is affected by the volatility of volatility ("V-vol") and the correlation between the underlying asset and its volatility.
Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach
Authors: Levin Alexander 
Published: October 2003

A systematic time-domain approach is presented to the derivation of closed-form solutions for interest-rate contingent assets. A financial system "asset — interest rate market" is assumed to follow an any-factor system of linear stochastic differential equations and some piece-wise defined algebraic equations for the payoffs. Closed-form solutions are expressed through the first two statistical moments of the state variables that are proven to satisfy a deterministic linear system of ordinary differential equations. A number of examples are given to illustrate the method's effectiveness. With no restrictions on the number of factors, solutions are derived for randomly amortizing loans and deposits; any European-style swaptions, caps, and floors; conversion options; Asian-style options, etc. A two-factor arbitrage-free Gaussian term structure is introduced and analyzed.
An International Study of Efficiency and Risk in Money Markets
Authors: Miles David 
Published: October 2003

There is a huge literature on whether forward rates of interest provide unbiased estimates of future interest rates. In most studies econometric evidence is presented which is apparently inconsistent with market efficiency; but more rarely is the economic, as opposed to statistical, significance of deviations from efficiency investigated. This paper uses accurate, up-to-date information on short term money market rates, from a common source, for all the major economies to assess efficiency and profit opportunities. The economic significance of deviations from the conditions required for efficiency are assessed by testing various trading rules. The paper explores the potential to make profits from money market transactions based on simple rules derived from econometric analysis of the relation between current and future interest rates. We find that in many cases there are systematic divergences between forward rates and future spot interest rates for various currencies quoted on the London interbank market.
Quantum Stochastic Differential Equation is Unitarily Equivalent to a Symmetric Boundary Value Problem in Fock Space
Authors: Chebotarev Alexander M. 
Published: October 2003

We show a new remarkable connection between the symmetric form of a quantum stochastic differential equation (QSDE) and the strong resolvent limit of the Schrödinger equations in Fock space: the strong resolvent limit is unitarily equivalent to QSDE in the adapted (or Ito) form, and the weak limit is unitarily equivalent to the symmetric (or Stratonovich) form of QSDE. We also prove that QSDE is unitarily equivalent to a symmetric boundary value problem for the Schrödinger equation in Fock space. The boundary condition describes standard jumps in phase and amplitude of components of Fock vectors belonging to the range of the resolvent. The corresponding Markov evolution equation (the Lindblad or Markov master equation) is derived from the boundary value problem for the Schrödinger equation.
The rare human fragile site 16B
Authors: Felbor U. , Feichtinger W. , Schmid M. 
Published: October 2003

The rare human fragile site 16B (FRA16B) has been found to occur spontaneously. Its expression in lymphocyte cultures can also be induced or greatly enhanced by addition of chemicals which are known to bind to AT-rich DNA regions. Following optimal treatment with 150 µg/ml berenil 24 h prior to fixation, the heterozygote frequency of FRA16B is found to be about 5% in populations of European descent. Thus, FRA16B represents the most common of the rare fragile sites. Consistent with cytogenetic observations, the molecular characterization of FRA16B revealed that it is an amplified 33-base pair AT-rich minisatellite repeat. These interindividually variable, extremely large repeat expansions of 15–70 kb in size do not seem to interfere with the expression of genes essential for human development since heterozygotes and homozygotes for FRA16B are normal.
Testosterone Metabolism in Human Skin Cells in vitro and Its Interaction with Estradiol and Dutasteride
Authors: Münster U. , Hammer S. , Blume-Peytavi U. , Schäfer-Korting M. 
Published: October 2003

Since the limited knowledge of cutaneous drug metabolism can impair the development of specifically acting topical dermatics and transdermal application systems, the cell-type-specific androgen metabolism in human skin and its inhibition by drugs were investigated. Cultured human foreskin and scalp skin keratinocytes and fibroblasts as well as occipital scalp dermal papilla cells (DPC) were incubated with testosterone 10<sup>–6</sup> and 10<sup>–8</sup><i>M</i> alone and in the presence of 17α-estradiol, 17β-estradiol or dutasteride for 24 h. Androgens extracted from culture supernatants were subjected to thin-layer chromatography and quantified by β-counting. In keratinocytes and DPC, dihydrotestosterone (DHT) was only formed to a low extent while androstenedione was the main metabolite. In fibroblasts, DHT formation was pronounced following 10<sup>–8</sup><i>M</i> testosterone. Dutasteride 10<sup>–8</sup><i>M</i> completely suppressed 5α-dihydro metabolite formation. 17α-Estradiol and 17β-estradiol at nontoxic concentrations decreased 17-ketometabolites. Human skin regulates testosterone action by cell-type-specific activation or deactivation. Effects of 17α-estradiol in androgenetic alopecia are not due to 5α-reductase inhibition. Dutasteride may be useful in acne and androgenetic alopecia.
Role of Thyroid Hormones on the Synthesis and Release of Atrial Natriuretic Peptide in Rats with Acute Renal Failure
Authors: Rodríguez Ernesto , García Ana María , Foyo Enrique , Amato Dante , Paniagua Ramón 
Published: October 2003

<i>Background/Aims:</i> High atrial natriuretic peptide (ANP) serum levels are seen in acute renal failure (ARF) due to impaired ANP clearance, but the response of ANP to blood volume expansion is blunted. ARF-associated hypothyroidism influences ANP clearance but it may also play a role in the synthesis and release of ANP because in primary hypothyroidism both mechanisms are disturbed. The aim of this study is to analyze whether thyroxin (T<sub>4</sub>) supplementation improves the synthesis and release of ANP in ARF. <i>Methods:</i> Four groups of rats were studied: group C (control); group ARF; Group ARF-T<sub>4</sub> (ARF supplemented with T<sub>4</sub>), and group Tx (thyroidectomized). Serum creatinine (SCr), creatinine clearance (CrCl), total T<sub>4</sub>, total triiodothyronin (T<sub>3</sub>), plasma ANP, ANP response to acute saline load and atrial content of mRNA-ANP were measured 5 days after ARF induction with potassium dichromate. <i>Results:</i> CrCl was 1.8 ± 0.4 ml/min in group C, and it significantly dropped to 0.6 ± 0.5 in ARF (p < 0.01), T<sub>4</sub> improved it (1.7 ± 0.7 in ARF-T<sub>4</sub>, p < 0.01) and Tx did not change it. Plasma ANP was higher in ARF as compared with C (152 ± 23 vs. 52 ± 21 fmol/l, p < 0.01). In ARF-T<sub>4</sub>, ANP was higher than in C but lower than in ARF (85 ± 28 fmol/l, p < 0.01). No changes were observed in Tx rats (48 ± 17 fmol/l). The atrial content of mRNA-ANP was 0.06 ± 0.025 mRNA-ANP/mRNA-β-actin ratio units in group C, it was higher in ARF (0.13 ± 0.025, p < 0.01) and lower in Tx (0.04 ± 0.01, p < 0.05) as compared to C. Supplementation with T<sub>4</sub> increased the mRNA-ANF content (0.18 ± 0.2 mRNA-ANP/mRNA-β-actin ratio units, p < 0.05) over ARF. Plasma ANP response to saline load was 45 ± 7% in C, but it was reduced in ARF and Tx (20 ± 10 and 26 ± 10%, p < 0.01). In ARF-T<sub>4</sub> the response was restored (36 ± 9%, p < 0.01 vs. ARF). <i>Conclusion:</i> Thyroid hormones modulate the synthesis and release of ANP in ARF. Although the effect is probably direct, T<sub>4</sub>-induced amelioration of renal damage may also play a significant role by improving the uremic milieu.