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Chih-Hao Lin

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3 published item(s)

preprint2026arXiv

Generalizable Sparse-View 3D Reconstruction from Unconstrained Images

Reconstructing 3D scenes from sparse, unposed images remains challenging under real-world conditions with varying illumination and transient occlusions. Existing methods rely on scene-specific optimization using appearance embeddings or dynamic masks, which requires extensive per-scene training and fails under sparse views. Moreover, evaluations on limited scenes raise questions about generalization. We present GenWildSplat, a feed-forward framework for sparse-view outdoor reconstruction that requires no per-scene optimization. Given unposed internet images, GenWildSplat predicts depth, camera parameters, and 3D Gaussians in a canonical space using learned geometric priors. An appearance adapter modulates appearance for target lighting conditions, while semantic segmentation handles transient objects. Through curriculum learning on synthetic and real data, GenWildSplat generalizes across diverse illumination and occlusion patterns. Evaluations on PhotoTourism and MegaScenes benchmark demonstrate state-of-the-art feed-forward rendering quality, achieving real-time inference without test-time optimization

preprint2014arXiv

An Empirical Method to Measure Stochasticity and Multifractality in Nonlinear Time Series

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the stochasticity of different time series can be compared. The local volatility of the time series under study can be constructed using this algorithm and the multifractal structure of the time series can be analyzed by using this local volatility. As an example, we employ this method to analyze financial time series from different stock markets. The result shows that while developed markets evolve very much like an Ito process, the emergent markets are far from efficient. Differences about the multifractal structures and leverage effects between developed and emergent markets are discussed. The algorithm used here can be applied in a similar fashion to study time series of other complex systems.

preprint2010arXiv

Statistical properties of agent-based models in markets with continuous double auction mechanism

Real world markets display power-law features in variables such as price fluctuations in stocks. To further understand market behavior, we have conducted a series of market experiments on our web-based prediction market platform which allows us to reconstruct transaction networks among traders. From these networks, we are able to record the degree of a trader, the size of a community of traders, the transaction time interval among traders and other variables that are of interest. The distributions of all these variables show power-law behavior. On the other hand, agent-based models have been proposed to study the properties of real financial markets. We here study the statistical properties of these agent-based models and compare them with the results from our web-based market experiments. In this work, three agent-based models are studied, namely, zero-intelligence (ZI), zero-intelligence-plus (ZIP) and Gjerstad-Dickhaut (GD). Computer simulations of variables based on these three agent-based models were carried out. We found that although being the most naive agent-based model, ZI indeed best describes the properties observed in real markets. Our study suggests that the basic ingredient to produce the observed properties from real world markets could in fact be the result of a continuously evolving dynamical system with basic features similar to the ZI model.