Results 101 to 110 of about 35,175 (225)
Computationally Efficient Robust Color Image Watermarking Using Fast Walsh Hadamard Transform
Watermark is the copy deterrence mechanism used in the multimedia signal that is to be protected from hacking and piracy such a way that it can later be extracted from the watermarked signal by the decoder.
Suja Kalarikkal Pullayikodi +3 more
doaj +1 more source
PSHead: 3D Head Reconstruction from a Single Image with Diffusion Prior and Self‐Enhancement
We introduce PSHead, a coarse‐to‐fine framework guided by both object and face priors, to produce a Gaussian‐based 3D avatar for a single frontal‐view reference image. In the coarse stage, we create an initial 3D representation by applying diffusion models trained for general object generation, using Score Distillation Sampling losses over novel views.
Jing Yang +4 more
wiley +1 more source
Error Correcting Codes are playing a very important role in Video Watermarking technology. Because of very high compression rate (about 1:200) normally the watermarks can barely survive such massive attacks, despite very sophisticated embedding ...
Dziech Andrzej, Wassermann Jakob
doaj +1 more source
Innovation, Licensing, and Competition: Evidence From Genetically Engineered Crops
ABSTRACT We provide a novel empirical analysis of the role of technology licensing, between competitors, for genetically engineered (GE) traits in the US seed industry. We extend the standard differentiated‐product Bertrand pricing model to include trait licensing, which permits us to recover marginal costs and (otherwise unobserved) royalty rates ...
GianCarlo Moschini, Edward D. Perry
wiley +1 more source
Matrix Factorization and Some Fast Discrete Transforms
In this paper, three discrete transforms related to vector spaces over finite fields are studied. For our purposes, and according to the properties of the finite fields, the most suitable transforms are as follows: for binary fields, this is the Walsh ...
Iliya Bouyukliev +2 more
doaj +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
Multiple Chains Markov Switching Vector Autoregression
ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model
ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley +1 more source
Comparison between Different Data Image Compression Techniques Applied on SAR Images
In this paper, image compression technique is presented based on the Zonal transform method. The DCT, Walsh, and Hadamard transform techniques are also implements. These different transforms are applied on SAR images using Different block size.
Eanas Y. Al-Tae’e
doaj

