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Published work

31 published item(s)

preprint2026arXiv

Codebook Design for Limited Feedback in Near-Field XL-MIMO Systems

In this paper, we study efficient codebook design for limited feedback in extremely large-scale multiple-input-multiple-output (XL-MIMO) frequency division duplexing (FDD) systems. It is worth noting that existing codebook designs for XL-MIMO, such as polar-domain codebook, have not well taken into account user (location) distribution in practice, thereby incurring excessive feedback overhead. To address this issue, we propose in this paper a novel and efficient feedback codebook tailored to user distribution. To this end, we first consider a typical scenario where users are uniformly distributed within a specific polar-region, based on which a sum-rate maximization problem is formulated to jointly optimize angle-range samples and bit allocation among angle/range feedback. This problem is challenging to solve due to the lack of a closed-form expression for the received power in terms of angle and range samples. By leveraging a Voronoi partitioning approach, we show that uniform angle sampling is optimal for received power maximization. For more challenging range sampling design, we obtain a tight lower-bound on the received power and show that geometric sampling, where the ratio between adjacent samples is constant, can maximize the lower bound and thus serves as a high-quality suboptimal solution. We then extend the proposed framework to accommodate more general non-uniform user distribution via an alternating sampling method. Furthermore, theoretical analysis reveals that as the array size increases, the optimal allocation of feedback bits increasingly favors range samples at the expense of angle samples. Finally, numerical results validate the superior rate performance and robustness of the proposed codebook design under various system setups, achieving significant gains over benchmark schemes, including the widely used polar-domain codebook.

preprint2026arXiv

Higher Satisfaction, Lower Cost: A Technical Report on How LLMs Revolutionize Meituan's Intelligent Interaction Systems

Enhancing customer experience is essential for business success, particularly as service demands grow in scale and complexity. Generative artificial intelligence and Large Language Models (LLMs) have empowered intelligent interaction systems to deliver efficient, personalized, and 24/7 support. In practice, intelligent interaction systems encounter several challenges: (1) Constructing high-quality data for cold-start training is difficult, hindering self-evolution and raising labor costs. (2) Multi-turn dialogue performance remains suboptimal due to inadequate intent understanding, rule compliance, and solution extraction. (3) Frequent evolution of business rules affects system operability and transferability, constraining low-cost expansion and adaptability. (4) Reliance on a single LLM is insufficient in complex scenarios, where the absence of multi-agent frameworks and effective collaboration undermines process completeness and service quality. (5) The open-domain nature of multi-turn dialogues, lacking unified golden answers, hampers quantitative evaluation and continuous optimization. To address these challenges, we introduce WOWService, an intelligent interaction system tailored for industrial applications. With the integration of LLMs and multi-agent architectures, WOWService enables autonomous task management and collaborative problem-solving. Specifically, WOWService focuses on core modules including data construction, general capability enhancement, business scenario adaptation, multi-agent coordination, and automated evaluation. Currently, WOWService is deployed on the Meituan App, achieving significant gains in key metrics, e.g., User Satisfaction Metric 1 (USM 1) -27.53% and User Satisfaction Metric 2 (USM 2) +25.51%, demonstrating its effectiveness in capturing user needs and advancing personalized service.

preprint2026arXiv

Simpson's Paradox in Behavioral Curves: How Aggregation Distorts Parametric Models of User Dynamics

Behavioral curve modeling -- fitting parametric functions to engagement-versus-exposure data -- is standard practice in recommendation, advertising, and clinical dosing. We show that aggregation introduces a systematic distortion: Simpson's paradox in behavioral curves. On Goodreads (3.3M users, 9 genres), individual users peak at n* approximately 11 exposures while the aggregate peaks at n* approximately 34 -- a 3x gap driven by survival bias. Amazon Electronics (18M reviews) shows a 5.3x distortion. MovieLens-25M (D approximately 1) serves as a negative control, confirming that survival bias -- not aggregation per se -- is the operative mechanism. The distortion is robust to category granularity, engagement operationalization, and classifier calibration. We develop Synthetic Null Calibration to address a 32% false positive rate in per-user classification. Our findings apply wherever individual behavioral parameters are estimated from aggregate curves under differential attrition.

preprint2026arXiv

Ultralow-noise microwave oscillator via optical frequency division with a co-self-injection-locked miniature Fabry-Perot reference

Optical frequency division (OFD) provides the purest microwaves by down-converting the stability of optical cavity references. State-of-the-art references typically rely on electronic co-Pound-Drever-Hall locking to ultrahigh-Q microresonators-a complex approach that introduces servo bumps and increases footprint. Alternatively, optical co-self-injection-locking (co-SIL) offers inherent simplicity but is limited by the large thermo-refractive noise and confined mode volumes of integrated cavities. Here, we demonstrate a two-point OFD-based microwave oscillator that combines an ultrahigh-Q miniature Fabry-Perot cavity with optical co-SIL. Leveraging its low relative phase noise optical reference and combing with an integrated soliton microcomb, the system generates a microwave with phase noise of -147 dBc/Hz at 4 kHz offset (scaled to 10 GHz)-performance rivalling most electronically stabilized systems. This work marries the superior noise floor of ultrahigh-Q cavities with the simplicity of optical locking, providing a compact, cost-effective, and field-deployable path to pure microwaves for next-generation communications, radar and metrology.

preprint2025arXiv

A Tutorial on MIMO-OFDM ISAC: From Far-Field to Near-Field

Integrated sensing and communication (ISAC) is one of the key usage scenarios for future sixth-generation (6G) mobile communication networks, where communication and sensing (C&S) services are simultaneously provided through shared wireless spectrum, signal processing modules, hardware, and network infrastructure. Such an integration is strengthened by the technology trends in 6G, such as denser network nodes, larger antenna arrays, wider bandwidths, higher frequency bands, and more efficient utilization of spectrum and hardware resources, which incentivize and empower enhanced sensing capabilities. As the dominant waveform used in contemporary communication systems, orthogonal frequency division multiplexing (OFDM) is still expected to be a very competitive technology for 6G, rendering it necessary to thoroughly investigate the potential and challenges of OFDM ISAC. Thus, this paper aims to provide a comprehensive tutorial overview of ISAC systems enabled by large-scale multi-input multi-output (MIMO) and OFDM technologies and to discuss their fundamental principles, advantages, and enabling signal processing methods. To this end, a unified MIMO-OFDM ISAC system model is first introduced, followed by four frameworks for estimating parameters across the spatial, delay, and Doppler domains, including parallel one-domain, sequential one-domain, joint two-domain, and joint three-domain parameter estimation. Next, sensing algorithms and performance analyses are presented in detail for far-field scenarios where uniform plane wave (UPW) propagation is valid, followed by their extensions to near-field scenarios where uniform spherical wave (USW) characteristics need to be considered. Finally, this paper points out open challenges and outlines promising avenues for future research on MIMO-OFDM ISAC.

preprint2025arXiv

Frequency-switching Array Enhanced Physical-Layer Security in Terahertz Bands: A Movable Antenna Perspective

In this paper, we propose a new frequency-switching array (FSA) to enhance the physical-layer security (PLS) in the presence of multiple eavesdroppers (Eves), where the carrier frequency can be flexibly switched and small frequency offsets can be imposed on each antenna at the secrecy transmitter (Alice).First, we analytically show that by flexibly controlling the carrier frequency parameters, FSAs can effectively form uniform/non-uniform sparse arrays, hence resembling existing mechanically controlled movable antennas (MAs) via the control of inter-antenna spacing and providing additional degree-of-freedom in the beam manipulation.Although the proposed FSA suffers from additional path-gain attenuation in the received signals, it can overcome several hardware and signal processing issues incurred by MAs, such as limited positioning accuracy, extra hardware and energy cost.Then, a secrecy-rate maximization problem is formulated under the constraints on the frequency control.To shed useful insights, we first consider a secrecy-guaranteed problem with a null-steering constraint for which maximum ratio transmission beamformer is considered at Alice and the frequency offsets are set as uniform frequency increment.Interestingly, it is shown that the proposed FSA can flexibly realize null-steering over Eve in both the angular domain and range domain, thereby achieving improved PLS performance.Then, for the general case, we propose an efficient algorithm to solve the formulated non-convex optimization problem by using the block coordinate descent and projected gradient ascent techniques. Finally, numerical results demonstrate that the proposed FSA achieves superior secrecy rate performance over conventional fixed-position array, while it only suffers a slight secrecy rate loss than the existing mechanically controlled MA.

preprint2024arXiv

Interpersonal Relationship Analysis with Dyadic EEG Signals via Learning Spatial-Temporal Patterns

Interpersonal relationship quality is pivotal in social and occupational contexts. Existing analysis of interpersonal relationships mostly rely on subjective self-reports, whereas objective quantification remains challenging. In this paper, we propose a novel social relationship analysis framework using spatio-temporal patterns derived from dyadic EEG signals, which can be applied to quantitatively measure team cooperation in corporate team building, and evaluate interpersonal dynamics between therapists and patients in psychiatric therapy. First, we constructed a dyadic-EEG dataset from 72 pairs of participants with two relationships (stranger or friend) when watching emotional videos simultaneously. Then we proposed a deep neural network on dyadic-subject EEG signals, in which we combine the dynamic graph convolutional neural network for characterizing the interpersonal relationships among the EEG channels and 1-dimension convolution for extracting the information from the time sequence. To obtain the feature vectors from two EEG recordings that well represent the relationship of two subjects, we integrate deep canonical correlation analysis and triplet loss for training the network. Experimental results show that the social relationship type (stranger or friend) between two individuals can be effectively identified through their EEG data.

preprint2022arXiv

A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations

We provide a unified approach to a priori estimates for supersolutions of BSDEs in general filtrations, which may not be quasi left-continuous. Unlike the previous related approaches in simpler settings, our results do not only rely on a simple application of Itô's formula and classical estimates, but use crucially appropriate generalizations of deep estimates for supermartingales obtained by Meyer. As an example of application, we prove that reflected BSDEs are well-posed in a general framework which has not been covered so far in the existing literature.

preprint2022arXiv

Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators

For a backward stochastic differential equation (BSDE, for short), when the generator is not progressively measurable, it might not admit adapted solutions, shown by an example. However, for backward stochastic Volterra integral equations (BSVIEs, for short), the generators are allowed to be anticipating. This gives, among other things, an essential difference between BSDEs and BSVIEs. Under some proper conditions, the well-posedness of such kinds of BSVIEs is established. Further, the results are extended to path-dependent BSVIEs, in which the generators can depend on the future paths of unknown processes. An additional finding is that for path-dependent BSVIEs, in general, the situation of anticipating generators is not avoidable and the adaptedness condition similar to that imposed for anticipated BSDEs by Peng--Yang [22] is not necessary.

preprint2022arXiv

Linear-Quadratic Mean Field Games of Controls with Non-Monotone Data

In this paper, we study a class of linear-quadratic (LQ) mean field games of controls with common noises and their corresponding $N$-player games. The theory of mean field game of controls considers a class of mean field games where the interaction is via the joint law of both the state and control. By the stochastic maximum principle, we first analyze the limiting behavior of the representative player and obtain his/her optimal control in a feedback form with the given distributional flow of the population and its control. The mean field equilibrium is determined by the Nash certainty equivalence (NCE) system. Thanks to the common noise, we do not require any monotonicity conditions for the solvability of the NCE system. We also study the master equation arising from LQ mean field games of controls, which is a finite-dimensional second-order parabolic equation. It can be shown that the master equation admits a unique classical solution over an arbitrary time horizon without any monotonicity conditions. Beyond that, we can solve the $N$-player games directly by further assuming the non-degeneracy of the idiosyncratic noises. As byproducts, we prove the quantitative convergence results from the $N$-player game to the mean field game and the propagation of chaos property for the related optimal trajectories.

preprint2022arXiv

Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations

A linear-quadratic optimal control problem for a forward stochastic Volterra integral equation (FSVIE, for short) is considered. Under the usual convexity conditions, open-loop optimal control exists, which can be characterized by the optimality system, a coupled system of an FSVIE and a Type-II backward SVIE (BSVIE, for short). To obtain a causal state feedback representation for the open-loop optimal control, a path-dependent Riccati equation for an operator-valued function is introduced, via which the optimality system can be decoupled. In the process of decoupling, a Type-III BSVIE is introduced whose adapted solution can be used to represent the adapted M-solution of the corresponding Type-II BSVIE. Under certain conditions, it is proved that the path-dependent Riccati equation admits a unique solution, which means that the decoupling field for the optimality system is found. Therefore a causal state feedback representation of the open-loop optimal control is constructed. An additional interesting finding is that when the control only appears in the diffusion term, not in the drift term of the state system, the causal state feedback reduces to a Markovian state feedback.

preprint2022arXiv

Mean Field Portfolio Games

We study mean field portfolio games with random market parameters, where each player is concerned with not only her own wealth but also relative performance to her competitors. We use the martingale optimality principle approach to characterize the unique Nash equilibrium in terms of a mean field FBSDE with quadratic growth, which is solvable under a weak interaction assumption. Motivated by the weak interaction assumption, we establish an asymptotic expansion result in powers of the competition parameter. When the market parameters do not depend on the Brownian paths, we obtain the Nash equilibrium in closed form.

preprint2022arXiv

Numerical methods for Mean field Games based on Gaussian Processes and Fourier Features

In this article, we propose two numerical methods, the Gaussian Process (GP) method and the Fourier Features (FF) algorithm, to solve mean field games (MFGs). The GP algorithm approximates the solution of a MFG with maximum a posteriori probability estimators of GPs conditioned on the partial differential equation (PDE) system of the MFG at a finite number of sample points. The main bottleneck of the GP method is to compute the inverse of a square gram matrix, whose size is proportional to the number of sample points. To improve the performance, we introduce the FF method, whose insight comes from the recent trend of approximating positive definite kernels with random Fourier features. The FF algorithm seeks approximated solutions in the space generated by sampled Fourier features. In the FF method, the size of the matrix to be inverted depends only on the number of Fourier features selected, which is much less than the size of sample points. Hence, the FF method reduces the precomputation time, saves the memory, and achieves comparable accuracy to the GP method. We give the existence and the convergence proofs for both algorithms. The convergence argument of the GP method does not depend on any monotonicity condition, which suggests the potential applications of the GP method to solve MFGs with non-monotone couplings in future work. We show the efficacy of our algorithms through experiments on a stationary MFG with a non-local coupling and on a time-dependent planning problem. We believe that the FF method can also serve as an alternative algorithm to solve general PDEs.

preprint2022arXiv

Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors

We study the forward investment performance process (FIPP) in an incomplete semimartingale market model with closed and convex portfolio constraints, when the investor's risk preferences are of the power form. We provide necessary and sufficient conditions for the construction of such a performance process, and show that it can be recovered as the unique solution of an infinite horizon quadratic backward stochastic differential equation (BSDE) with a nonmonotone driver. In an integrated stochastic factor model, we relate the factor representation of the BSDE solution to the smooth solution of an ill-posed partial integro-differential Hamilton-Jacobi-Bellman (HJB) equation. We provide an explicit construction of the BSDE solution for the class of time-monotone FIPPs, generalizing existing results from Brownian to semimartingale market models.

preprint2022arXiv

Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors

We study the forward investment performance process (FIPP) in an incomplete semimartingale market model with closed and convex portfolio constraints, when the investor's risk preferences are of the power form. We provide necessary and sufficient conditions for the existence of such FIPP. In a semimartingale factor model, we show that the FIPP can be recovered as a triplet of processes which admit an integral representation with respect to semimartingales. Using an integrated stochastic factor model, we relate the factor representation of the triplet of processes to the smooth solution of an ill-posed partial integro-differential Hamilton-Jacobi-Bellman (HJB) equation. We develop explicit constructions for the class of time-monotone FIPPs, generalizing existing results from Brownian to semimartingale market models.

preprint2022arXiv

Robust control problems of BSDEs coupled with value functions

A robust control problem is considered in this paper, where the controlled stochastic differential equations (SDEs) include ambiguity parameters and their coefficients satisfy non-Lipschitz continuous and non-linear growth conditions, the objective function is expressed as a backward stochastic differential equation (BSDE) with the generator depending on the value function. We establish the existence and uniqueness of the value function in a proper space and provide a verification theorem. Moreover, we apply the results to solve two typical optimal investment problems in the market with ambiguity, one of which is with Heston stochastic volatility model. In particular, we establish some sharp estimations for Heston model with ambiguity parameters.

preprint2022arXiv

Scalable production of single 2D van der Waals layers through atomic layer deposition: Bilayer silica on metal foils and films

The self-limiting nature of atomic layer deposition (ALD) makes it an appealing option for growing single layers of two-dimensional van der Waals (2D-VDW) materials. In this paper it is demonstrated that a single layer of a 2D-VDW form of SiO2 can be grown by ALD on Au and Pd polycrystalline foils and epitaxial films. The silica was deposited by two cycles of bis (diethylamino) silane and oxygen plasma exposure at 525 K. Initial deposition produced a three-dimensionally disordered silica layer; however, subsequent annealing above 950 K drove a structural rearrangement resulting in 2D-VDW; this annealing could be performed at ambient pressure. Surface spectra recorded after annealing indicated that the two ALD cycles yielded close to the silica coverage obtained for 2D-VDW silica prepared by precision SiO deposition in ultra-high vacuum. Analysis of ALD-grown 2D-VDW silica on a Pd(111) film revealed the co-existence of amorphous and incommensurate crystalline 2D phases. In contrast, ALD growth on Au(111) films produced predominantly the amorphous phase while SiO deposition in UHV led to only the crystalline phase, suggesting that the choice of Si source can enable phase control.

preprint2022arXiv

The Discovery of Dynamics via Linear Multistep Methods and Deep Learning: Error Estimation

Identifying hidden dynamics from observed data is a significant and challenging task in a wide range of applications. Recently, the combination of linear multistep methods (LMMs) and deep learning has been successfully employed to discover dynamics, whereas a complete convergence analysis of this approach is still under development. In this work, we consider the deep network-based LMMs for the discovery of dynamics. We put forward error estimates for these methods using the approximation property of deep networks. It indicates, for certain families of LMMs, that the $\ell^2$ grid error is bounded by the sum of $O(h^p)$ and the network approximation error, where $h$ is the time step size and $p$ is the local truncation error order. Numerical results of several physically relevant examples are provided to demonstrate our theory.

preprint2021arXiv

A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs

Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional semi-linear parabolic PDEs. This scheme is inspired by the approach coming from machine learning and developed using deep neural networks in Han and al. [32]. Our algorithm is based on a Picard iteration scheme in which a sequence of linear-quadratic optimisation problem is solved by means of stochastic gradient descent (SGD) algorithm. In the framework of a linear specification of the approximation space, we manage to prove a convergence result for our scheme, under some smallness condition. In practice, in order to be able to treat high-dimensional examples, we employ sparse grid approximation spaces. In the case of periodic coefficients and using pre-wavelet basis functions, we obtain an upper bound on the global complexity of our method. It shows in particular that the curse of dimensionality is tamed in the sense that in order to achieve a root mean squared error of order $ε$, for a prescribed precision $ε$, the complexity of the Picard algorithm grows polynomially in $ε^{-1}$ up to some logarithmic factor $ |log(ε)| $ which grows linearly with respect to the PDE dimension. Various numerical results are presented to validate the performance of our method and to compare them with some recent machine learning schemes proposed in Han and al. [20] and Huré and al. [37].

preprint2020arXiv

Balance Between Efficient and Effective Learning: Dense2Sparse Reward Shaping for Robot Manipulation with Environment Uncertainty

Efficient and effective learning is one of the ultimate goals of the deep reinforcement learning (DRL), although the compromise has been made in most of the time, especially for the application of robot manipulations. Learning is always expensive for robot manipulation tasks and the learning effectiveness could be affected by the system uncertainty. In order to solve above challenges, in this study, we proposed a simple but powerful reward shaping method, namely Dense2Sparse. It combines the advantage of fast convergence of dense reward and the noise isolation of the sparse reward, to achieve a balance between learning efficiency and effectiveness, which makes it suitable for robot manipulation tasks. We evaluated our Dense2Sparse method with a series of ablation experiments using the state representation model with system uncertainty. The experiment results show that the Dense2Sparse method obtained higher expected reward compared with the ones using standalone dense reward or sparse reward, and it also has a superior tolerance of system uncertainty.

preprint2020arXiv

Binary Funding Impacts in Derivative Valuation

We discuss the binary nature of funding impact in derivative valuation. Under some conditions, funding is either a cost or a benefit, i.e., one of the lending/borrowing rates does not play a role in pricing derivatives. When derivatives are priced, considering different lending/borrowing rates leads to semi-linear BSDEs and PDEs, and thus it is necessary to solve the equations numerically. However, once it can be guaranteed that only one of the rates affects pricing, linear equations can be recovered and analytical formulae can be derived. Moreover, as a byproduct, our results explain how debt value adjustment (DVA) and funding benefits are dissimilar. It is often believed that considering both DVA and funding benefits results in a double-counting issue but it will be shown that the two components are affected by different mathematical structures of derivative transactions. We find that funding benefit is related to the decreasing property of the payoff function, but this relationship decreases as the funding choices of underlying assets are transferred to repo markets.

preprint2020arXiv

Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty"

The aim of this short note is to fill in a gap in our earlier paper [16] on 2BSDEs with reflections, and to explain how to correct the subsequent results in the second paper [15]. We also provide more insight on the properties of 2RBSDEs, in the light of the recent contributions [13, 23] in the so--called $G-$framework.

preprint2020arXiv

Deep learning for smart fish farming: applications, opportunities and challenges

With the rapid emergence of deep learning (DL) technology, it has been successfully used in various fields including aquaculture. This change can create new opportunities and a series of challenges for information and data processing in smart fish farming. This paper focuses on the applications of DL in aquaculture, including live fish identification, species classification, behavioral analysis, feeding decision-making, size or biomass estimation, water quality prediction. In addition, the technical details of DL methods applied to smart fish farming are also analyzed, including data, algorithms, computing power, and performance. The results of this review show that the most significant contribution of DL is the ability to automatically extract features. However, challenges still exist; DL is still in an era of weak artificial intelligence. A large number of labeled data are needed for training, which has become a bottleneck restricting further DL applications in aquaculture. Nevertheless, DL still offers breakthroughs in the handling of complex data in aquaculture. In brief, our purpose is to provide researchers and practitioners with a better understanding of the current state of the art of DL in aquaculture, which can provide strong support for the implementation of smart fish farming.

preprint2020arXiv

Gasoline Pricing Policies for Transportation Safety

Economic factors can have substantial effects on transportation crash trends. This study makes a comprehensive examination of the relationship between the retail gasoline price (including state and federal fuel taxes) and transportation fatal crashes from 2007 to 2016 in the US. Data on motor vehicle, bicycle and pedestrian fatal crashes come from Fatality Analysis Reporting System (FARS) provided by the National Highway Safety Administration (NHTSA) and the gasoline price data is from U.S. Energy Information Administration (EIA). Random effect negative binomial regression models are used to estimate the impact of inflation-adjusted gasoline prices on trends of transportation fatal crashes. Initial results combined with results of previous studies showed that gender and transportation mean type (motorcycle, non-motorcycle, bicycle and pedestrian) play prominent roles in interpreting the final model, so by using random effect negative binomial regression, seven models are developed to evaluate the effects of gasoline price changes on total population, male, female, motorcyclists, non-motorcyclists, bicyclists and pedestrians separately. Our findings suggest that increasing the gasoline prices will not significantly alter the number of total fatal crashes. However, by looking at different vehicle types, it is estimated that one dollar increase in adjusted gasoline price is associated with 24.2% increase in the number of motorcycle fatal crashes, 1.9% decrease in the number of non-motorcycle fatal crashes, and 0.7% decrease in the number of pedestrian fatal crashes. Also, there is no noticeable difference between male and female in response to the gasoline price changes.

preprint2020arXiv

Hyperspectral Unmixing Network Inspired by Unfolding an Optimization Problem

The hyperspectral image (HSI) unmixing task is essentially an inverse problem, which is commonly solved by optimization algorithms under a predefined (non-)linear mixture model. Although these optimization algorithms show impressive performance, they are very computational demanding as they often rely on an iterative updating scheme. Recently, the rise of neural networks has inspired lots of learning based algorithms in unmixing literature. However, most of them lack of interpretability and require a large training dataset. One natural question then arises: can one leverage the model based algorithm and learning based algorithm to achieve interpretable and fast algorithm for HSI unmixing problem? In this paper, we propose two novel network architectures, named U-ADMM-AENet and U-ADMM-BUNet, for abundance estimation and blind unmixing respectively, by combining the conventional optimization-model based unmixing method and the rising learning based unmixing method. We first consider a linear mixture model with sparsity constraint, then we unfold Alternating Direction Method of Multipliers (ADMM) algorithm to construct the unmixing network structures. We also show that the unfolded structures can find corresponding interpretations in machine learning literature, which further demonstrates the effectiveness of proposed methods. Benefit from the interpretation, the proposed networks can be initialized by incorporating prior information about the HSI data. Different from traditional unfolding networks, we propose a new training strategy for proposed networks to better fit in the HSI applications. Extensive experiments show that the proposed methods can achieve much faster convergence and competitive performance even with very small size of training data, when compared with state-of-art algorithms.

preprint2020arXiv

Long-Distance Continuous-Variable Quantum Key Distribution over 202.81 km of Fiber

Quantum key distribution provides secure keys resistant to code-breaking quantum computers. The continuous-variable version of quantum key distribution offers the advantages of higher secret key rates in metropolitan areas, as well as the use of standard telecom components that can operate at room temperature. However, the transmission distance of these systems (compared with discrete-variable systems) are currently limited and considered unsuitable for long-distance distribution. Herein, we report the experimental results of long distance continuous-variable quantum key distribution over 202.81 km of ultralow-loss optical fiber by suitably controlling the excess noise and employing highly efficient reconciliation procedures. This record-breaking implementation of the continuous-variable quantum key distribution doubles the previous distance record and shows the road for long-distance and large-scale secure quantum key distribution using room-temperature standard telecom components.

preprint2020arXiv

Mean Field Exponential Utility Game: A Probabilistic Approach

We study an $N$-player and a mean field exponential utility game. Each player manages two stocks; one is driven by an individual shock and the other is driven by a common shock. Moreover, each player is concerned not only with her own terminal wealth but also with the relative performance of her competitors. We use the probabilistic approach to study these two games. We show the unique equilibrium of the $N$-player game and the mean field game can be characterized by a novel multi-dimensional FBSDE with quadratic growth and a novel mean-field FBSDEs, respectively. The well-posedness result and the convergence result are established.

preprint2020arXiv

On Dynamic Programming Principle for Stochastic Control under Expectation Constraints

This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical space at each time t. Motivated by some financial applications, we show that several types of dynamic trading constraints can be reformulated into expectation constraints on paths of controlled state processes. Our results can therefore be employed to recover the dynamic programming principle for these optimal investment problems under dynamic constraints, possibly path-dependent, in a non-Markovian framework.

preprint2020arXiv

Relative wealth concerns with partial information and heterogeneous priors

We establish a Nash equilibrium in a market with $ N $ agents with the performance criteria of relative wealth level when the market return is unobservable. Each investor has a random prior belief on the return rate of the risky asset. The investors can be heterogeneous in both the mean and variance of the prior. By a separation result and a martingale argument, we show that the optimal investment strategy under a stochastic return rate model can be characterized by a fully-coupled linear FBSDE. Two sets of deep neural networks are used for the numerical computation to first find each investor's estimate of the mean return rate and then solve the FBSDEs. We establish the existence and uniqueness result for the class of FBSDEs with stochastic coefficients and solve the utility game under partial information using deep neural network function approximators. We demonstrate the efficiency and accuracy by a base-case comparison with the solution from the finite difference scheme in the linear case and apply the algorithm to the general case of nonlinear hidden variable process. Simulations of investment strategies show a herd effect that investors trade more aggressively under relativeness concerns. Statistical properties of the investment strategies and the portfolio performance, including the Sharpe ratios and the Variance Risk ratios (VRRs) are examed. We observe that the agent with the most accurate prior estimate is likely to lead the herd, and the effect of competition on heterogeneous agents varies more with market characteristics compared to the homogeneous case.

preprint2019arXiv

A Risk-Sharing Framework of Bilateral Contracts

We introduce a two-agent problem which is inspired by price asymmetry arising from funding difference. When two parties have different funding rates, the two parties deduce different fair prices for derivative contracts even under the same pricing methodology and parameters. Thus, the two parties should enter the derivative contracts with a negotiated price, and we call the negotiation a risk-sharing problem. This framework defines the negotiation as a problem that maximizes the sum of utilities of the two parties. By the derived optimal price, we provide a theoretical analysis on how the price is determined between the two parties. As well as the price, the risk-sharing framework produces an optimal amount of collateral. The derived optimal collateral can be used for contracts between financial firms and non-financial firms. However, inter-dealers markets are governed by regulations. As recommended in Basel III, it is a convention in inter-dealer contracts to pledge the full amount of a close-out price as collateral. In this case, using the optimal collateral, we interpret conditions for the full margin requirement to be indeed optimal.

preprint2018arXiv

Computer-Aided Diagnosis of Label-Free 3-D Optical Coherence Microscopy Images of Human Cervical Tissue

Objective: Ultrahigh-resolution optical coherence microscopy (OCM) has recently demonstrated its potential for accurate diagnosis of human cervical diseases. One major challenge for clinical adoption, however, is the steep learning curve clinicians need to overcome to interpret OCM images. Developing an intelligent technique for computer-aided diagnosis (CADx) to accurately interpret OCM images will facilitate clinical adoption of the technology and improve patient care. Methods: 497 high-resolution 3-D OCM volumes (600 cross-sectional images each) were collected from 159 ex vivo specimens of 92 female patients. OCM image features were extracted using a convolutional neural network (CNN) model, concatenated with patient information (e.g., age, HPV results), and classified using a support vector machine classifier. Ten-fold cross-validations were utilized to test the performance of the CADx method in a five-class classification task and a binary classification task. Results: An 88.3 plus or minus 4.9% classification accuracy was achieved for five fine-grained classes of cervical tissue, namely normal, ectropion, low-grade and high-grade squamous intraepithelial lesions (LSIL and HSIL), and cancer. In the binary classification task (low-risk [normal, ectropion and LSIL] vs. high-risk [HSIL and cancer]), the CADx method achieved an area-under-the-curve (AUC) value of 0.959 with an 86.7 plus or minus 11.4% sensitivity and 93.5 plus or minus 3.8% specificity. Conclusion: The proposed deep-learning based CADx method outperformed three human experts. It was also able to identify morphological characteristics in OCM images that were consistent with histopathological interpretations. Significance: Label-free OCM imaging, combined with deep-learning based CADx methods, hold a great promise to be used in clinical settings for the effective screening and diagnosis of cervical diseases.