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We propose a novel framework for reconstructing lightweight polygonal surfaces from point clouds. Unlike traditional methods that focus on either extracting good geometric primitives or obtaining proper arrangements of primitives, the emphasis of this work lies in intersecting the primitives (planes only) and seeking for an appropriate combination of them to obtain a manifold polygonal surface model without boundary. We show that reconstruction from point clouds can be cast as a binary labeling problem. Our method is based on a hypothesizing and selection strategy. We first generate a reasonably large set of face candidates by intersecting the extracted planar primitives. Then an optimal subset of the candidate faces is selected through optimization. Our optimization is based on a binary linear programming formulation under hard constraints that enforce the final polygonal surface model to be manifold and watertight. Experiments on point clouds from various sources demonstrate that our method can generate lightweight polygonal surface models of arbitrary piecewise planar objects. Besides, our method is capable of recovering sharp features and is robust to noise, outliers, and missing data.

High dimensionality comparable to sample size is common in many statistical problems. We examine covariance matrix estimation in the asymptotic framework that the dimensionality p tends to as the sample size n increases. Motivated by the Arbitrage Pricing Theory in finance, a multi-factor model is employed to reduce dimensionality and to estimate the covariance matrix. The factors are observable and the number of factors K is allowed to grow with p. We investigate the impact of p and K on the performance of the model-based covariance matrix estimator. Under mild assumptions, we have established convergence rates and asymptotic normality of the model-based estimator. Its performance is compared with that of the sample covariance matrix. We identify situations under which the factor approach increases performance substantially or marginally. The impacts of covariance matrix estimation on optimal

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We prove the BMV (Bessis, Moussa, Villani, [1]) conjecture, which states that the function $${t \mapsto \mathop{\rm Tr}\exp(A-tB)}$$ , $${t \geqslant 0}$$ , is the Laplace transform of a positive measure on [0,∞) if$A$and$B$are $${n \times n}$$ Hermitian matrices and$B$is positive semidefinite. A semi-explicit representation for this measure is given.