Thresholding based on variance analysis of gray levels histogram is a very effective technology for image segmentation. However, its performance is limited in conventional forms. In this paper, a novel method based on two-dimensional extension of within-class variance is proposed to improve segmentation performance. The two-dimensional histogram of the original and local average image is projec...

We propose a new “Haar-Fisz” technique for estimating the time-varying, piecewise constant local variance of a locally stationary Gaussian time series. We apply our technique to the estimation of the spectral structure in the Locally Stationary Wavelet model. Our method combines Haar wavelets and the variance stabilizing Fisz transform. The resulting estimator is mean-square consistent, rapidly...

We tested the risk-sensitive foraging preferences of wild rufous hummingbirds, Selasphorus rufus, with three types of artificial flowers. All three flower types provided the same mean volume of 30 µl of sucrose, but differed in terms of variability of the reward: constant, low variance and high variance. In trinary comparisons, subjects preferred the low-variance reward over the constant reward...

Given a sequence of fractional frequency deviates, we investigate the relationship between the sample variance of these deviates and the total variance (Totvar) estimator of the Allan variance. We demonstrate that we can recover exactly twice the sample variance by renormalizing the Totvar estimator and then summing it over dyadic averaging times 1, 2, 4, . . . , 2 along with one additional ter...

The performance of image denoising algorithms using the Double Tree Complex Wavelet Transform, DT CWT, followed by a local adaptive bishrink filter can be improved by reducing the sensitivity of that filter with the local marginal variance of the wavelet coefficients. In this paper is proposed a solution for the sensitivity reduction based on enhanced diversity.

The wavelet periodogram is hard to smooth because of the low signal-to-noise ratio and non-stationary covariance structure. This article introduces a method for denoising a local wavelet periodogram by applying a Haar-Fisz transform which Gaussianises and stabilizes the variance of the periodogram. Consequently the transformed periodogram is easier to smooth. This article demonstrates the super...

Given a Black stochastic volatility model for a future F, and a function g, we show that the price of [Formula: see text] can be represented by portfolios of put and call options. This generalizes the classical representation result for the variance swap. Further, in a local volatility model, we give an example based on Dupire's formula which shows how the theorem can be used to design variance...