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Issey Sukeda

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2 published item(s)

preprint2026arXiv

LimeCross: Context-Conditioned Layered Image Editing with Structural Consistency

Layered image assets are widely used in real-world creative workflows, enabling non-destructive iteration and flexible re-composition. Recent advances in layered image generation and decomposition synthesize or recover layered representations, yet controllable editing of layered images remains challenging. Manual editing requires careful coordination across layers to maintain consistent illumination and contact, while AI-based pipelines collapse layers into a flattened image for editing, then decompose them again, introducing background-to-foreground leakage and unstable transparency. To address these limitations, we propose LimeCross, a training-free context-conditioned layered image editing framework that edits user-selected RGBA layers according to text while keeping the remaining layers unchanged. It leverages contextual cues from other layers using a bi-stream attention mechanism to preserve cross-layer consistency, while explicitly maintaining layer integrity to prevent the contamination of edited layers. To evaluate our approach, we introduce LayerEditBench, a benchmark of 1500 layered scenes with paired source/target prompts, along with evaluation protocols that assess both edit fidelity and alpha channel stability. Extensive experiments demonstrate that LimeCross improves layer purity and composite realism over strong editing baselines, establishing context-conditioned layered editing as a principled framework for controllable generative creation.

preprint2026arXiv

Minimum information Markov model

The analysis of high-dimensional time series data has become increasingly important across a wide range of fields. Recently, a method for constructing the minimum information Markov kernel on finite state spaces was established. In this study, we propose a statistical model based on a parametrization of its dependence function, which we call the \textit{Minimum Information Markov Model}. We show that its parametrization induces an orthogonal structure between the stationary distribution and the dependence function, and that the model arises as the optimal solution to a divergence rate minimization problem. In particular, for the Gaussian autoregressive case, we establish the existence of the optimal solution to this minimization problem, a nontrivial result requiring a rigorous proof. For parameter estimation, our approach exploits the conditional independence structure inherent in the model, which is supported by the orthogonality. Specifically, we develop several estimators, including conditional likelihood and pseudo likelihood estimators, for the minimum information Markov model in both univariate and multivariate settings. We demonstrate their practical performance through simulation studies and applications to real-world time series data.