Binary-image restoration

We consider the problem of binary-image restoration. The image being restored is not random, and we make no assumption about the nature of its contents. The estimate of the colour at each site is a fixed (the same for all sites) function of the data available in a neighbourhood of that site. Under this restriction, the estimate minimizing the overall mean squared error of prediction is the conditional expectation of the true colour given the observations in the neighbourhood of a site. The computation of this conditional expectation leads to the formal definition of the local characteristics of an image, namely, the frequency with which each pattern appears in the true unobserved image. When the “true” distribution of the patterns is unknown, it can be estimated from the records. The conditional expectation described above can then be evaluated using the estimated distribution of the patterns, and this procedure leads to a very natural estimate of the colour at each site. We propose two unbiased and consistent estimates for the distribution of patterns when the noise is a Gaussian white noise. Since the size of realistic images is very large, the estimated pattern distribution is usually close to the true one. This suggests that the estimated conditional expectation can be expected to be nearly optimal. An interesting feature of the proposed restoration methods is that they do not require prior knowledge of the local or global properties of the true underlying image. Several examples based on synthetic images show that the new methods perform fairly well for a variety of images with different degrees of colour continuity or textures.     

韩剧热播的社会效益及对中国电视剧的启示

近年来，韩国电视剧在儒家文化圈，特别是在中国传媒市场上呈现强劲趋势，给韩国带来了巨大的经济收益，带动了众多相关产业，甚至扭转了其他国家对韩民族的文化偏见。探讨韩剧如何火爆，对中国电视剧的发展有一定的启示。     

Estimation of parameters in survey sampling: Optimality

Some recent works on estimation in survey sampling are analyzed and extended from the perspective of the theory of optimal estimating functions.     

Exchange rate policies simulated by means of a disequilibrium model of the Finnish economy

In this paper a model for the Finnish economy with disequilibrium in the goods and financial markets is specified and estimated by single equation methods. The transmission mechanisms of the model are studied in the framework of various devaluation simulations. The model is very sensitive, especially with respect to the prevailing credit market regime and possible regime changes. Policy effects are not so much affected by conditions in the goods market, assuming moderate policy shocks. These considerations suggest the importance in policy planning of identifying the regimes prevailing in the markets.     

Whose rights are they anyway?: The supreme court and the rights of Juveniles

This article examines selected United States Supreme Court decisions from 1923 through the 1984 term of the Court. The selection, which includes Wisconsin v. Yoder, In re Gault, In re Winship, and Schall v. Martin, traces and illustrates the triangle of interest among parent, child, and state as parens patriae, when the issue raised is the interest of children. The focal question is: Have children been recognized as having their own individual Constitutional rights, or have their rights been merged with those of their parents and/or the state standing in the place of the parents?     

Inference about permutation parameter in large samples

The estimation problem of a permutation parameter on the basis of a random sample of increasing size is considered. A necessary and sufficient condition for the existence of an estimator, asymptotically fully efficient for two different distributions families, is derived. We also study the application of this result to cyclic groups of order two and three.     

Empirical Bayes rules and Gaussian processes

In this paper we study empirical Bayes (e.B.) rules from a viewpoint which has not yet got any attention in the literature. Since an e.B. estimator can be seen as an estimate of an unknown function, namely the true Bayes estimator, it is natural to consider e.B. estimators as stochastic processes. In this paper we make a first attempt in the direction of this approach. For a certain class of e.B. estimators for the continuous one-parameter exponential family, we investigate the global behaviour on finite intervals. It is shown that the difference between the e.B. and the true Bayes estimator can be represented as a certain type of Gaussian process plus a remainder which is uniformly of smaller order. Several applications of this result are given.     

An industrial application of meta-evaluation

This article describes the efforts of an industrial training organization to increase the number and to improve the quality of “follow-up” evaluations (i.e., evaluations in terms of post-training job performance). Efforts included an analysis of the problems encountered in evaluating training, development and implementation of corrective actions, and an evaluation of the corrective actions. The project illustrates the process of “meta-evaluations.”     

Sequential procedures based on M-estimators with discontinuous score functions

Bounded-width sequential confidence intervals and sequential tests for regression parameter based on M-estimators are extended to the case where the score-functions generating the M-estimators have jump-discontinuities. In the context of the asymptotic normality of the stopping variable, for the confidence interval problem, it is observed that the jump-discontinuities induce a slower rate of convergence. The proofs of the main theorems rest on the weak convergence of some related processes and this is also studied.