A new faster block-matching algorithm （BMA） by using both search candidate and pixd sulzsamplings is proposed. Firstly a pixd-subsampling approach used in adjustable partial distortion search （APDS） is adjusted to...A new faster block-matching algorithm （BMA） by using both search candidate and pixd sulzsamplings is proposed. Firstly a pixd-subsampling approach used in adjustable partial distortion search （APDS） is adjusted to visit about half points of all search candidates by subsampling them, using a spiral-scanning path with one skip. Two sdected candidates that have minimal and second minimal block distortion measures are obtained. Then a fine-tune step is taken around them to find the best one. Some analyses are given to approve the rationality of the approach of this paper. Experimental results show that, as compared to APDS, the proposed algorithm can enhance the block-matching speed by about 30% while maintaining its MSE performance very close to that of it. And it performs much better than many other BMAs such as TSS, NTSS, UCDBS and NPDS.展开更多
This paper investigates methods of value-at-risk (VaR) estimation using extreme value theory (EVT). It compares two different estimation methods, 'two-step subsample bootstrap' based on moment estimation and m...This paper investigates methods of value-at-risk (VaR) estimation using extreme value theory (EVT). It compares two different estimation methods, 'two-step subsample bootstrap' based on moment estimation and maximum likelihood estimation (MLE), according to their theoretical bases and computation procedures. Then, the estimation results are analyzed together with those of normal method and empirical method. The empirical research of foreign exchange data shows that the EVT methods have good characters in estimating VaR under extreme conditions and 'two-step subsample bootstrap' method is preferable to MLE.展开更多
基金This project was supported by the National Natural Science Foundation of China (60272099) .
文摘A new faster block-matching algorithm （BMA） by using both search candidate and pixd sulzsamplings is proposed. Firstly a pixd-subsampling approach used in adjustable partial distortion search （APDS） is adjusted to visit about half points of all search candidates by subsampling them, using a spiral-scanning path with one skip. Two sdected candidates that have minimal and second minimal block distortion measures are obtained. Then a fine-tune step is taken around them to find the best one. Some analyses are given to approve the rationality of the approach of this paper. Experimental results show that, as compared to APDS, the proposed algorithm can enhance the block-matching speed by about 30% while maintaining its MSE performance very close to that of it. And it performs much better than many other BMAs such as TSS, NTSS, UCDBS and NPDS.
基金the National Natural Science Foundation of China (No. 79970041).
文摘This paper investigates methods of value-at-risk (VaR) estimation using extreme value theory (EVT). It compares two different estimation methods, 'two-step subsample bootstrap' based on moment estimation and maximum likelihood estimation (MLE), according to their theoretical bases and computation procedures. Then, the estimation results are analyzed together with those of normal method and empirical method. The empirical research of foreign exchange data shows that the EVT methods have good characters in estimating VaR under extreme conditions and 'two-step subsample bootstrap' method is preferable to MLE.
