scholarly journals Network flow optimization for restoration of images

2002 ◽  
Vol 2 (4) ◽  
pp. 199-218 ◽  
Author(s):  
Boris A. Zalesky

The network flow optimization approach is offered for restoration of gray-scale and color images corrupted by noise. The Ising models are used as a statistical background of the proposed method. We present the new multiresolution network flow minimum cut algorithm, which is especially efficient in identification of the maximum a posteriori (MAP) estimates of corrupted images. The algorithm is able to compute the MAP estimates of large-size images and can be used in a concurrent mode. We also consider the problem of integer minimization of two functions,U1(x)=λ∑i|yi−xi|+∑i,j  βi,j|xi−xj|andU2(x)=∑i λi (yi−xi)2+∑i,j  βi,j (xi−xj)2, with parametersλ,λi,βi,j>0and vectorsx=(x1,…,xn),y=(y1,…,yn)∈{0,…,L−1}n. Those functions constitute the energy ones for the Ising model of color and gray-scale images. In the caseL=2, they coincide, determining the energy function of the Ising model of binary images, and their minimization becomes equivalent to the network flow minimum cut problem. The efficient integer minimization ofU1(x),U2(x)by the network flow algorithms is described.

2012 ◽  
Vol 223 (1) ◽  
pp. 234-245 ◽  
Author(s):  
Gino J. Lim ◽  
Shabnam Zangeneh ◽  
M. Reza Baharnemati ◽  
Tiravat Assavapokee

2018 ◽  
Vol 26 (9) ◽  
pp. 1613-1626
Author(s):  
Ye Zhang ◽  
Wenlong Lyu ◽  
Wai-Shing Luk ◽  
Fan Yang ◽  
Hai Zhou ◽  
...  

2002 ◽  
Vol 05 (06) ◽  
pp. 599-618 ◽  
Author(s):  
YUJI YAMADA ◽  
JAMES A. PRIMBS

In this paper, we propose a numerical option pricing method based on an arbitrarily given stock distribution. We first formulate a European call option pricing problem as an optimal hedging problem by using a lattice based incomplete market model. A dynamic programming technique is then applied to solve the mean square optimal hedging problem for the discrete time multi-period case by assigning suitable probabilities on the lattice, where the underlying stock price distribution is derived directly from empirical stock price data which may possess "heavy tails". We show that these probabilities are obtained from a network flow optimization which can be solved efficiently by quadratic programming. A computational complexity analysis demonstrates that the number of iterations for dynamic programming and the number of parameters in the network flow optimization are both of square order with respect to the number of periods. Numerical experiments illustrate that our methodology generates the implied volatility smile.


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