Depth Estimation from a Single Image Based on Cauchy Distribution Model

Most approaches to estimate a scene’s 3D depth from a single image often model the point spread function (PSF) as a 2D Gaussian function. However, those methods are suffered from some noises, and difficult to get a high quality of depth recovery. We presented a simple yet effective approach to estimate exactly the amount of spatially varying defocus blur at edges, based on a Cauchy distribution model for the PSF. The raw image was re-blurred twice using two known Cauchy distribution kernels, and the defocus blur amount at edges could be derived from the gradient ratio between the two re-blurred images. By propagating the blur amount at edge locations to the entire image using the matting interpolation, a full depth map was then recovered. Experimental results on several real images demonstrated both feasibility and effectiveness of our method, being a non-Gaussian model for DSF, in providing a better estimation of the defocus map from a single un-calibrated defocused image. These results also showed that our method was robust to image noises, inaccurate edge location and interferences of neighboring edges. It could generate more accurate scene depth maps than the most of existing methods using a Gaussian based DSF model.

Stochastic Volatility Modeling based on Doubly Truncated Cauchy Distribution and Bayesian Estimation for Chinese Stock Market

In order to measure the uncertainty of financial asset returns in the stock market, this paper presents a new model, called SV-dt C model, a stochastic volatility(SV) model assuming that the stock return has a doubly truncated Cauchy distribution, which takes into account the high peak and fat tail of the empirical distribution simultaneously. Under the Bayesian framework, a prior and posterior analysis for the parameters is made and Markov Chain Monte Carlo(MCMC) is used for computing the posterior estimates of the model parameters and forecasting in the empirical application of Shanghai Stock Exchange Composite Index(SSECI) with respect to the proposed SV-dt C model and two classic SV-N(SV model with Normal distribution)and SV-T(SV model with Student-t distribution) models. The empirical analysis shows that the proposed SV-dt C model has better performance by model checking, including independence test(Projection correlation test), Kolmogorov-Smirnov test(K-S test) and Q-Q plot. Additionally, deviance information criterion(DIC) also shows that the proposed model has a significant improvement in model fit over the others.

Cauchy prior distribution-based AVO elastic parameter estimation via weakly nonlinear waveform inversion

Cauchy priori distribution-based Bayesian AVO reflectivity inversion may lead to sparse estimates that are sensitive to large reflectivities. For the inversion, the computation of the covariance matrix and regularized terms requires prior estimation of model parameters, which makes the iterative inversion weakly nonlinear. At the same time, the relations among the model parameters are assumed linear. Furthermore, the reflectivities, the results of the inversion, or the elastic parameters with cumulative error recovered by integrating reflectivities are not well suited for detecting hydrocarbons and fuids. In contrast, in Bayesian linear AVO inversion, the elastic parameters can be directly extracted from prestack seismic data without linear assumptions for the model parameters. Considering the advantages of the abovementioned methods, the Bayesian AVO reflectivity inversion process is modified and Cauchy distribution is explored as a prior probability distribution and the time-variant covariance is also considered. Finally, we propose a new method for the weakly nonlinear AVO waveform inversion. Furthermore, the linear assumptions are abandoned and elastic parameters, such as P-wave velocity, S-wave velocity, and density, can be directly recovered from seismic data especially for interfaces with large reflectivities. Numerical analysis demonstrates that all the elastic parameters can be estimated from prestack seismic data even when the signal-to-noise ratio of the seismic data is low.

Cauchy pdf modelling and its application to SAR image despeckling

Synthetic aperture radar （SAR） imagery is a kind of coherent system that produces a random pattern, named speckle, which degrades the merit of SAR images and affects their further application seriously. Therefore, how to restore SAR image from the speckle has become a necessary step in post-processing of image. A new despeckling method is putforth on the basis of wavelet. First, a new approach on the basis of ＂second kind statistics＂ is used to estimate the dispersion parameter of the Cauchy distribution. Then, this Cauchy prior is applied to model the distribution of the wavelet coefficients for the log-transformed reflectance of SAR image. Based on the above ideas, a new homomorphic wavelet-based maximum a posterior （MAP） despeckling method is proposed. Finally, the simulated speckled image and the real SAR image are used to verify our proposed method and the results show that it outperforms the other methods in terms of the speckle reduction and the feature retention.

On resolution to Wu's conjecture on Cauchy function's exterior singularities

This is a series of studies on Wu＇s conjecture and on its resolution to be presented herein. Both are devoted to expound all the comprehensive properties of Cauchy＇s function f（z） （z = x ＋ iy） and its integral J[f（z）]≡（2πi）-∮cf（t）（t-z）-1dt taken along the unit circle as contour C,inside which（the open domain D＋） f（z） is regular but has singularities distributed in open domain Doutside C. Resolution is given to the inverse problem that the singularities of f（z） can be determined in analytical form in terms of the values f（t） of f（z） numerically prescribed on C（｜t｜ = 1） ,as so enunciated by Wu＇s conjecture. The case of a single singularity is solved using complex algebra and analysis to acquire the solution structure for a standard reference. Multiple singularities are resolved by reducing them to a single one by elimination in principle,for which purpose a general asymptotic method is developed here for resolution to the conjecture by induction,and essential singularities are treated with employing the generalized Hilbert transforms. These new methods are applicable to relevant problems in mathematics,engineering and technology in analogy with resolving the inverse problem presented here.

Student’s t Increments

Some moments and limiting properties of independent Student’s t increments are studied. Inde-pendent Student’s t increments are independent draws from not-truncated, truncated, and effectively truncated Student’s t-distributions with shape parameters and can be used to create random walks. It is found that sample paths created from truncated and effectively truncated Student’s t-distributions are continuous. Sample paths for Student’s t-distributions are also continuous. Student’s t increments should thus be useful in construction of stochastic processes and as noise driving terms in Langevin equations.