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Researcher profile

Weilin Chen

Weilin Chen contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Artificial IntelligenceComputer Visionmath.STMethodologyStatistics Theory

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Published work

3 published item(s)

preprint2026arXiv

GaussianSwap: Animatable Video Face Swapping with 3D Gaussian Splatting

We introduce GaussianSwap, a novel video face swapping framework that constructs a 3D Gaussian Splatting based face avatar from a target video while transferring identity from a source image to the avatar. Conventional video swapping frameworks are limited to generating facial representations in pixel-based formats. The resulting swapped faces exist merely as a set of unstructured pixels without any capacity for animation or interactive manipulation. Our work introduces a paradigm shift from conventional pixel-based video generation to the creation of high-fidelity avatar with swapped faces. The framework first preprocesses target video to extract FLAME parameters, camera poses and segmentation masks, and then rigs 3D Gaussian splats to the FLAME model across frames, enabling dynamic facial control. To ensure identity preserving, we propose an compound identity embedding constructed from three state-of-the-art face recognition models for avatar finetuning. Finally, we render the face-swapped avatar on the background frames to obtain the face-swapped video. Experimental results demonstrate that GaussianSwap achieves superior identity preservation, visual clarity and temporal consistency, while enabling previously unattainable interactive applications.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Temporal Smoothness Doubly Robust Learning for Debiased Knowledge Tracing

Knowledge Tracing (KT) is fundamental to intelligent education systems, yet relies on educational logs that are selectively observed. The non-random nature of exercise recommendations and student choices inevitably induces severe selection bias. Most existing KT methods neglect this issue, training on observed logs using standard empirical risk, which yields biased mastery estimates and accumulates errors in subsequent recommendations. To address this, we introduce a doubly robust (DR) formulation for KT that integrates a propensity model with an error imputation model, theoretically guaranteeing unbiasedness if either model is accurate. Beyond unbiasedness, in the sequential setting of KT, we identify that the estimator's performance is compromised by variance-dependent stochastic deviations that accumulate over time, thereby causing training instability and limiting performance. To mitigate this, we derive a generalization bound that explicitly characterizes the impact of estimator variance and identifies temporal smoothness as a key factor in controlling it. Building on these theoretical insights, we propose the Temporal Smoothness Doubly Robust (TSDR) framework. TSDR jointly optimizes the KT predictor and the imputation model with a smoothness regularizer, effectively reducing variance while preserving the unbiasedness guarantee of DR. Experiments on multiple real-world benchmarks demonstrate that TSDR consistently enhances various state-of-the-art KT backbones, underscoring the vital role of principled bias correction in KT.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging

Tensor time series data appears naturally in a lot of fields, including finance and economics. As a major dimension reduction tool, similar to its factor model counterpart, the idiosyncratic components of a tensor time series factor model can exhibit serial correlations, especially in financial and economic applications. This rules out a lot of state-of-the-art methods that assume white idiosyncratic components, or even independent/Gaussian data. While the traditional higher order orthogonal iteration (HOOI) is proved to be convergent to a set of factor loading matrices, the closeness of them to the true underlying factor loading matrices are in general not established, or only under some strict circumstances like having i.i.d. Gaussian noises (Zhang and Xia, 2018). Under the presence of serial and cross-correlations in the idiosyncratic components and time series variables with only bounded fourth order moments, we propose a pre-averaging method that accumulates information from tensor fibres for better estimating all the factor loading spaces. The estimated directions corresponding to the strongest factors are then used for projecting the data for a potentially improved re-estimation of the factor loading spaces themselves, with theoretical guarantees and rate of convergence spelt out. We also propose a new rank estimation method which utilizes correlation information from the projected data, in the same spirit as Fan, Guo and Zheng (2022) for factor models with independent data. Extensive simulation results reveal competitive performance of our rank and factor loading estimators relative to other state-of-the-art or traditional alternatives. A set of matrix-valued portfolio return data is also analyzed.

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