Publications by Topic

Quantitative Finance

D. Palguna, D.J. Love, and I. Pollak. Optimal Secondaty Spectrum Auctions for Markets with Communication Constraints. Submitted to the IEEE Journal on Selected Areas in Communications.

Z. Li and I. Pollak. Sparsifying Defaults: Optimal Bailout Policies for Financial Networks in Distress. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, May 26-31, 2013, Vancouver, Canada.

M. Agrawal, D. Mohapatra, and I. Pollak. Empirical Evidence Against CAPM: Relating Alphas and Returns to Betas. IEEE Journal of Selected Topics in Signal Processing, 6(4):298-310, August 2012.

D. Palguna and I. Pollak. Nonparametric prediction of the mid-price dynamics in a limit order book. In Proceedings of the IEEE Statistical Signal Processing Workshop, August 5-8, 2012, Ann Arbor, MI.

I. Pollak. Covariance estimation and related problems in portfolio optimization. In Proceedings of the Seventh IEEE Sensor Array and Multichannel Signal Processing Workshop, June 17-20, 2012, Hoboken, NJ.

I. Pollak. Weight shrinkage for portfolio optimization. In Proceedings of the Fourth International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, December 13-16, 2011, San Juan, Puerto Rico.

M. Agrawal, D. Mohapatra, and I. Pollak. Empirical evidence against CAPM: Relating alphas and returns to betas. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, May 22-27, 2011, Prague, the Czech Republic.

K.K. Ng, P. Agarwal, N. Mullen, D. Du, and I. Pollak. Comparison of several covariance matrix estimators for portfolio optimization. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, May 22-27, 2011, Prague, the Czech Republic.

Analysis of Micrographs for Materials Science

L.M. Huffman, J.P. Simmons, M. De Graef, and I. Pollak. Shape Priors for MAP Segmentation of Alloy Micrographs Using Graph Cuts. In Proceedings of the IEEE Workshop on Statistical Signal Processing, June 28-30, 2011, Nice, France.

H.-C. Chuang, L.M. Huffman, M.L. Comer, J.P. Simmons, and I. Pollak. An Automated Segmentation for Nickel-Based Superalloy. In Proceedings of the IEEE International Conference on Image Processing, pp. 2280--2283, October 12-15, 2008, San Diego, CA.

L.M. Huffman, J.P. Simmons, and I. Pollak. Segmentation of Digital Microscopy Data for the Analysis of Defect Structures in Materials Using Nonlinear Diffusions. Presented at the Conference on Computational Imaging, IS&T/SPIE 20th Annual Symposium on Electronic Imaging Science and Technology, January 27-31, 2008, San Jose, CA. In Computational Imaging VI, Proceedings of SPIE, C.A. Bouman, E.L. Miller, and I. Pollak, Eds.

Document Image Processing

T.-S. Wong, C.A. Bouman, and I. Pollak. Image Enhancement Using the Hypothesis Selection Filter: Theory and Application to JPEG Decoding. IEEE Transactions on Image Processing, 22(3):898-913, March 2013.

T.-S. Wong, C.A. Bouman, I. Pollak, and Z. Fan. A Document Image Model and Estimation Algorithm for Optimized JPEG Decompression. IEEE Transactions on Image Processing, 18(11):2518-2535, November 2009.

X. Dong, K.-L. Hua, P. Majewicz, G. McNutt, C.A. Bouman, J.P. Allebach, and I. Pollak. Document Page Classification Algorithms in Low-End Copy Pipeline. Journal of Electronic Imaging, 17(4), November 2008.

X. Dong, P. Majewicz, G. McNutt, C.A. Bouman, J.P. Allebach, and I. Pollak. A Document Page Classification Algorithm in Copy Pipeline. In Proceedings of the IEEE International Conference on Image Processing, pp. III-237--III-240, September 16-19, 2007, San Antonio, TX.

T.-S. Wong, C.A. Bouman, and I. Pollak. Improved JPEG Decompression of Document Images Based on Image Segmentation. In Proceedings of the IEEE Statistical Signal Processing Workshop, pp. 488-492, August 26-29, 2007, Madison, WI.

W. Wang, I. Pollak, T.-S. Wong, C.A. Bouman, M.P. Harper, and J.M. Siskind. Hierarchical Stochastic Image Grammars for Classification and Segmentation. IEEE Trans. on Image Processing, 15(10):3033-3052, October 2006.

J.M. Siskind, J. Sherman, I. Pollak, M.P. Harper, C.A. Bouman. Spatial Random Tree Grammars for Modeling Hierarchal Structure in Images. IEEE Trans. on PAMI, 29(9):1504-1519, September 2007.

B. Bitlis, X. Feng, J.L. Harris, C.A. Bouman, I. Pollak, M.P. Harper, and J.P. Allebach. A Hierarchical Document Description and Comparison Method. In Proceedings of IS&T Archiving Conference, April 20-23, 2004, San Antonio, Texas.

Video Analysis and Compression

K.-L. Hua, R. Zhang, M. Comer, and I. Pollak. Interframe Video Compression with Large Dictionaries of Tilings: Algorithms for Tiling Selection and Entropy Coding. IEEE Transactions on Circuits and Systems for Video Technology, 22(8):1136-1149, August 2012.

K.-L. Hua, I. Pollak, and M. Comer. Optimal image tilings with application to video compression. In Proceedings of the IEEE International Conference on Image Processing, October 8-11, 2006, Atlanta, GA.

K.-L. Hua, I. Pollak, and M. Comer. Optimal tilings for image and video compression. In Proceedings of the 40th Asilomar Conference on Signals, Systems, and Computers, October 29-November 1, 2006, Pacific Grove, CA.

C.M. Taskiran, I. Pollak, C.A. Bouman, and E.J. Delp. Stochastic Models of Video Structure for Program Genre Detection. In Visual Content Processing and Representation, Lecture Notes in Computer Science Volume 2849, September 2003.

Stochastic Grammar Models for Time Series, Images, and Video

W. Wang and I. Pollak. A multiscale statistical model for time series forecasting. Conference on Computational Imaging, IS\&T/SPIE 19th Annual Symposium on Electronic Imaging Science and Technology, January 28-February 1, 2007, San Jose, CA.

W. Wang, V. Portnoy, and I. Pollak. A stochastic context-free grammar model for time series analysis. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, pages III-1245--III-1248, April 15-20, 2007, Honolulu, HI.

W. Wang, I. Pollak, T.-S. Wong, C.A. Bouman, M.P. Harper, and J.M. Siskind. Hierarchical Stochastic Image Grammars for Classification and Segmentation. IEEE Trans. on Image Processing, 15(10):3033-3052, October 2006.

J.M. Siskind, J. Sherman, I. Pollak, M.P. Harper, C.A. Bouman. Spatial Random Tree Grammars for Modeling Hierarchal Structure in Images. IEEE Trans. on PAMI, 29(9):1504-1519, September 2007.

W. Wang, I. Pollak, M.P. Harper, and C.A. Bouman. Spatial Random Trees with Applications to Image Classification. In Proceedings of the Conference on Mathematical Methods in Pattern and Image Analysis, SPIE Optics & Photonics 2005 Symposium, 31 July-4 August 2005, San Diego, CA.

W. Wang, I. Pollak, C.A. Bouman, and M.P. Harper. Classification of Images Using Spatial Random Trees. In Proceedings of the IEEE Statistical Signal Processing Workshop, June 17-20 2005, Bordeaux, France.

I. Pollak, J.M. Siskind, M.P. Harper, C.A. Bouman. Modeling of Images with Spatial Random Trees. Presented at SIAM Conference on Imaging Science, May 3-5, 2004, Salt Lake City, Utah.

J.M. Siskind, I. Pollak, M.P. Harper, C.A. Bouman. Stochastic Grammars for Images on Arbitrary Graphs. In Proceedings of the IEEE Workshop on Statistical Signal Processing, September 28-October 1, 2003, St. Louis, Missouri.

C.M. Taskiran, I. Pollak, C.A. Bouman, and E.J. Delp. Stochastic Models of Video Structure for Program Genre Detection. In Visual Content Processing and Representation, Lecture Notes in Computer Science Volume 2849, September 2003.

I. Pollak, J.M. Siskind, M.P. Harper, and C.A. Bouman. Parameter Estimation for Spatial Random Trees Using the EM Algorithm. In Proceedings of the International Conference on Image Processing, September 14-17, 2003, Barcelona, Spain.

I. Pollak, J.M. Siskind, M.P. Harper, and C.A. Bouman. Modeling and Estimation of Spatial Random Trees with Application to Image Classification. In Proceedings of the International Conference on Acoustics, Speech, and Signal Processing, 2003.

I. Pollak, J.M. Siskind, M.P. Harper, and C.A. Bouman. Spatial Random Trees and the Center-Surround Algorithm. Technical Report TR-ECE-03-03, Purdue University, School of Electrical and Computer Engineering, January 2003.

I. Pollak, J.M. Siskind, M.P. Harper, and C.A. Bouman. Multiscale Random Tree Models. IS&T/SPIE 15th Annual Symposium on Electronic Imaging, January 21-24, 2003, Santa Clara, CA.

Medical Image Processing

J. Wei, T. Talavage, and I. Pollak. A New Method for FMRI Activation Detection. Presented at the Conference on Computational Imaging, IS&T/SPIE 21st Annual Symposium on Electronic Imaging Science and Technology, January 18-22, 2009, San Jose, CA. In Computational Imaging VII, Proceedings of SPIE, C.A. Bouman, E.L. Miller, and I. Pollak, Eds.

J. Wei and I. Pollak. A New Framework for FMRI Data Analysis: Modeling, Image Restoration, and Activation Detection. In Proceedings of the IEEE International Conference on Image Processing, pp. V-505--V-508, September 16-19, 2007, San Antonio, TX.

J. Wei, T. Talavage, and I. Pollak. Modeling and Activation Detection in FMRI Data Analysis. In Proceedings of the IEEE Statistical Signal Processing Workshop, pp. 141-145, August 26-29, 2007, Madison, WI.

M.G. Fleming, C. Steger, J. Zhang, J. Gao, A.B. Cognetta, I. Pollak, and C.R. Dyer. Techniques for a Structural Analysis of Dermatoscopic Imagery. Computerized Medical Imaging and Graphics, 22(5):375-389, 1998.

J. Gao, J. Zhang, M.G. Fleming, I. Pollak, and A.B. Cognetta. Segmentation of Dermatoscopic Images by Stabilized Inverse Diffusion Equations. In Proceedings of the International Conference on Image Processing, October 4-7, 1998, Chicago.

Wavelets, Sparse Representations in Multitree Dictionaries, and Compression

Y. Huang, I. Pollak, M.N. Do, and C.A. Bouman. Fast Search for Best Representations in Multitree Dictionaries. IEEE Trans. on Image Processing, 15(7):1779-1793, July 2006.

Y. Huang, I. Pollak, C.A. Bouman, and M.N. Do. Best Basis Search in Lapped Dictionaries. IEEE Trans. on Signal Processing, 54(2):651-664, February 2006.

Y. Huang and I. Pollak. MLC: A Novel Image Coder Based on Multitree Local Cosine Dictionaries. IEEE Signal Processing Letters, 12(12):843-846, December 2005.

Y. Huang, I. Pollak, M.N. Do, and C.A. Bouman. Optimal Representations in Multitree Dictionaries with Application to Compression. In Proceedings of the IEEE International Conference on Image Processing, Genova, Italy, September 11-14, 2005.

Y. Huang, I. Pollak, M.N. Do, and C.A. Bouman. Fast Globally Optimal Search in Tree-Structured Dictionaries. In Proceedings of Wavelets XI, SPIE Optics & Photonics 2005 Symposium, 31 July-4 August 2005, San Diego, CA.

Y. Huang and I. Pollak. Image Compression with Best Local Cosine Bases. In Proceedings of the IEEE Statistical Signal Processing Workshop, June 17-20 2005, Bordeaux, France.

Y. Huang, I. Pollak, and C.A. Bouman. Image Compression with Multitree Tilings. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, March 18-23, 2005, Philadelphia, PA.

Y. Huang, I. Pollak, C.A. Bouman, and M.N. Do. New Algorithms for Best Local Cosine Basis Search. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, May 17-21, 2004, Montreal, Quebec.

Y. Huang, I. Pollak, C.A. Bouman, and M.N. Do. Time-Frequency Analysis with Best Local Cosine Bases IS&T/SPIE 16th Annual Symposium on Electronic Imaging, January 18-22, 2004, San Jose, CA.

Y. Huang, I. Pollak, M.N. Do, and C.A. Bouman. Optimal Tilings and Best Basis Search in Large Dictionaries. In Proceedings of the 37th Asilomar Conference on Signals, Systems, and Computers, November 9-12, 2003, Pacific Grove, CA.

B. Pouye, A. Benazza-Benyahia, I. Pollak, J.-C. Pesquet, and H. Krim. Nonlinear Frame-Like Decompositions. In Proceedings of IX European Signal Processing Conference, September 8-11, 1998, Island of Rhodes, Greece.

I. Pollak. Estimating the Knot Locations of Noisy Splines. M.Eng. Thesis, MIT, February 1995.

I. Pollak, A.S. Willsky, W.C. Karl. Robust knot detection and spline approximation using wavelet transform extrema and multi-target tracking. In Proceedings of IEEE-SP International Symposium on Time-Frequency and Time-Scale Analysis, October 25-28, 1994, Philadelphia. PostScript.

Nonlinear Scale-Spaces and Stabilized Inverse Diffusion Equations

X. Dong and I. Pollak. Multiscale Segmentation with Vector-Valued Nonlinear Diffusions on Arbitrary Graphs. IEEE Trans. on Image Processing, 15(7):1993-2005, July 2006.

X. Dong and I. Pollak. Approximate Methods for Constrained Total Variation Minimization. Presented at International Computer Science Symposium in Russia, CSR 2006, June 8-12, 2006, St. Petersburg, Russia. In Computer Science---Theory and Applications, D. Grigoriev, J. Harrison, and E.A. Hirsch, Eds., LNCS vol. 3967, pp. 403-412, Springer, 2006.

X. Dong and I. Pollak. Multiscale Texture Segmentation with Vector-Valued Nonlinear Diffusions on Arbitrary Graphs. In Proceedings of the IEEE International Conference on Image Processing, Genova, Italy, September 11-14, 2005.

X. Dong and I. Pollak. Nonlinear Vector-Valued Diffusions with Application to Texture Segmentation. In Proceedings of the Conference on Mathematical Methods in Pattern and Image Analysis, SPIE Optics & Photonics 2005 Symposium, 31 July-4 August 2005, San Diego, CA.

X. Dong and I. Pollak. Texture Segmentation with Diffusions on Arbitrary Graphs. In Proceedings of the IEEE Statistical Signal Processing Workshop, June 17-20 2005, Bordeaux, France.

I. Pollak, A.S. Willsky, and Y. Huang. Nonlinear Evolution Equations as Fast and Exact Solvers of Estimation Problems. IEEE Trans. on Signal Processing, 53(2):484-498, February 2005.

I. Pollak. Nonlinear Diffusions and Optimal Estimation. In IMA Volumes in Mathematics and its Applications, Volume 133: Mathematical Methods in Computer Vision, P.J. Olver and A. Tannenbaum, Eds., April 2003.

I. Pollak. An Overview of Nonlinear Multiscale Filtering. IS&T/SPIE 15th Annual Symposium on Electronic Imaging, January 21-24, 2003, Santa Clara, CA.

I. Pollak. Segmentation and Noise Suppression Via Nonlinear Multiscale Filtering. IEEE Signal Processing Magazine, 19(5):26-36, September 2002.

I. Pollak. PDE-Based Segmentation: An Estimation Theoretic Viewpoint. In Program and Abstracts of the First SIAM Conference on Imaging Science, March 4-6, 2002, Boston, MA.

I. Pollak. ML Optimality of PDE-Based Segmentation Algorithms. In Proceedings of the International Conference on Image Processing, October 7-10, 2001, Thessaloniki, Greece.

I. Pollak, A.S. Willsky, H. Krim. Image Segmentation and Edge Enhancement with Stabilized Inverse Diffusion Equations. IEEE Trans. on Image Processing, 9(2):256-266, February 2000.

I. Pollak. Noise Removal and Segmentation Using Diffusion Equations. In Program and Abstracts of the National Radio Science Meeting, January 4-8, 2000, University of Colorado, Boulder.

I. Pollak. Nonlinear Scale-Space Analysis in Image Processing. PhD Thesis LIDS-TH-2461, Laboratory for Information and Decision Systems, MIT, August 1999.

Chapters of the PhD thesis:

I. Pollak, A. S. Willsky, and H. Krim. A Nonlinear Diffusion Equation as a Fast and Optimal Solver of Edge Detection Problems. In Proceedings of the International Conference on Acoustics, Speech, and Signal Processing, March 15-19, 1999, Phoenix.

M.G. Fleming, C. Steger, J. Zhang, J. Gao, A.B. Cognetta, I. Pollak, and C.R. Dyer. Techniques for a Structural Analysis of Dermatoscopic Imagery. Computerized Medical Imaging and Graphics, 22(5):375-389, 1998.

I. Pollak, H. Krim, and A. S. Willsky. Stabilized Inverse Diffusion Equations and Segmentation of Vector-Valued Images. In Proceedings of the International Conference on Image Processing, October 4-7, 1998, Chicago.

J. Gao, J. Zhang, M.G. Fleming, I. Pollak, and A.B. Cognetta. Segmentation of Dermatoscopic Images by Stabilized Inverse Diffusion Equations. In Proceedings of the International Conference on Image Processing, October 4-7, 1998, Chicago.

I. Pollak, A.S. Willsky, H. Krim. Scale space analysis by stabilized inverse diffusion equations. In Scale-Space Theory in Computer Vision, B. ter Haar Romeny, L. Florack, J. Koenderink, M. Viergever, Editors, Springer, 1997.

A. Kim, I. Pollak, H. Krim, A.S. Willsky. Scale-based robust image segmentation. In Proceedings of the DARPA Image Understanding Workshop, May 11-15, 1997, New Orleans.