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Published work

22 published item(s)

preprint2026arXiv

A Global Optimal Theory of Portfolio beyond R-$σ$ Model

The deviation of the efficient market hypothesis (EMH) for the practical economic system allows us gain the arbitrary or risk premium in finance markets. We propose the triplet $(R,H,σ)$ theory to give the local and global optimal portfolio, which eneralize from the $(R,σ)$ model. We present the formulation of the triplet $(R,H,σ)$ model and give the Pareto optimal solution as well as comparing it with the numerical investigations for the Chinese stock market. We define the local optimal weights of the triplet $(\mathbf{w}_{R},\mathbf{w}_{H},\mathbf{w}_σ)$, which constructs the triangle of the quasi-optimal investing subspace such that we further define the centroid of the triangle or the incenter of the triangle as the optimal investing weights, which optimizes the mean return, the arbitrary or risk premium and the volatility risk. By investigating numerically the Chinese stock market as an example we demonstrate the validity of the formulation and obtain the global optimal strategy and quasi-optimal investing subspace. The theory provides an efficient way to design the portfolio for different style investors, conservative or aggressive investors, in finance market to maximize the mean return and arbitrary or risk premium with a small volatility risk.

preprint2026arXiv

MASH: A Multiplatform and Multimodal Annotated Dataset for Societal Impact of Hurricane

Natural disasters cause multidimensional threats to human societies, with hurricanes exemplifying one of the most disruptive events that not only caused severe physical damage but also sparked widespread discussion on social media platforms. Existing datasets for studying societal impacts of hurricanes often focus on outdated hurricanes and are limited to a single social media platform, failing to capture the broader societal impact in today's diverse social media environment. Moreover, existing datasets annotate visual and textual content of the post separately, failing to account for the multimodal nature of social media posts. To address these gaps, we present a multiplatform and Multimodal Annotated Dataset for Societal Impact of Hurricane (MASH) that includes 59,607 relevant social media data posts from Reddit, TikTok, and YouTube. In addition, all relevant social media data posts are annotated in a multimodal approach that considers both textual and visual content on three dimensions: Humanitarian Classes, Bias Classes, and Information Integrity Classes. To our best knowledge, MASH is the first large-scale, multi-platform, multimodal, and multi-dimensionally annotated dataset centered on hurricane disasters. In addition, we introduce an online platform that supports interactive data exploration, provides preliminary analytical results, and allows users to share their insights regarding the societal impacts of hurricanes. We envision that MASH can contribute to the study of hurricanes' impact on society, such as disaster response, disaster severity classification, public sentiment analysis, disaster policy making, and bias identification. The dataset is publicly available at https://huggingface.co/datasets/YRC10/MASH under the Creative Commons Attribution 4.0 (CC BY 4.0) license.

preprint2026arXiv

Uncertainty-Aware Trip Purpose Inference from GPS Trajectories via POI Semantic Zones and Pareto Calibration

Large-scale GPS trajectory data offer rich observations of human mobility, yet assigning trip purposes to detected stops remains challenging due to the absence of individual-level ground truth, spatial uncertainty from GPS noise and incomplete points of interest (POIs) coverage, and fundamental behavioral differences across trip purposes. We propose a weakly supervised framework integrating neighborhood-level POI semantic zones with distance-weighted spatial likelihoods, differentiated inference strategies for mandatory and non-mandatory activities, and a multi-phase Pareto optimization that jointly minimizes distributional divergence from household travel survey statistics and maximizes inference reliability without requiring annotated labels. Evaluated on over 81 million staypoints in Los Angeles, the framework reduces activity type frequency Jensen-Shannon distance (JSD) by 23%, start time JSD by 48%, and duration JSD by 12% respectively relative to a comparable baseline. The proposed approach provides a scalable and uncertainty-aware path from raw GPS trajectories to semantically annotated mobility data for travel demand modeling and transportation policy analysis.

preprint2023arXiv

The state-of-the-art 3D anisotropic intracranial hemorrhage segmentation on non-contrast head CT: The INSTANCE challenge

Automatic intracranial hemorrhage segmentation in 3D non-contrast head CT (NCCT) scans is significant in clinical practice. Existing hemorrhage segmentation methods usually ignores the anisotropic nature of the NCCT, and are evaluated on different in-house datasets with distinct metrics, making it highly challenging to improve segmentation performance and perform objective comparisons among different methods. The INSTANCE 2022 was a grand challenge held in conjunction with the 2022 International Conference on Medical Image Computing and Computer Assisted Intervention (MICCAI). It is intended to resolve the above-mentioned problems and promote the development of both intracranial hemorrhage segmentation and anisotropic data processing. The INSTANCE released a training set of 100 cases with ground-truth and a validation set with 30 cases without ground-truth labels that were available to the participants. A held-out testing set with 70 cases is utilized for the final evaluation and ranking. The methods from different participants are ranked based on four metrics, including Dice Similarity Coefficient (DSC), Hausdorff Distance (HD), Relative Volume Difference (RVD) and Normalized Surface Dice (NSD). A total of 13 teams submitted distinct solutions to resolve the challenges, making several baseline models, pre-processing strategies and anisotropic data processing techniques available to future researchers. The winner method achieved an average DSC of 0.6925, demonstrating a significant growth over our proposed baseline method. To the best of our knowledge, the proposed INSTANCE challenge releases the first intracranial hemorrhage segmentation benchmark, and is also the first challenge that intended to resolve the anisotropic problem in 3D medical image segmentation, which provides new alternatives in these research fields.

preprint2022arXiv

Controllable Shadow Generation Using Pixel Height Maps

Shadows are essential for realistic image compositing. Physics-based shadow rendering methods require 3D geometries, which are not always available. Deep learning-based shadow synthesis methods learn a mapping from the light information to an object's shadow without explicitly modeling the shadow geometry. Still, they lack control and are prone to visual artifacts. We introduce pixel heigh, a novel geometry representation that encodes the correlations between objects, ground, and camera pose. The pixel height can be calculated from 3D geometries, manually annotated on 2D images, and can also be predicted from a single-view RGB image by a supervised approach. It can be used to calculate hard shadows in a 2D image based on the projective geometry, providing precise control of the shadows' direction and shape. Furthermore, we propose a data-driven soft shadow generator to apply softness to a hard shadow based on a softness input parameter. Qualitative and quantitative evaluations demonstrate that the proposed pixel height significantly improves the quality of the shadow generation while allowing for controllability.

preprint2022arXiv

Efficient Video Segmentation Models with Per-frame Inference

Most existing real-time deep models trained with each frame independently may produce inconsistent results across the temporal axis when tested on a video sequence. A few methods take the correlations in the video sequence into account,e.g., by propagating the results to the neighboring frames using optical flow or extracting frame representations using multi-frame information, which may lead to inaccurate results or unbalanced latency. In this work, we focus on improving the temporal consistency without introducing computation overhead in inference. To this end, we perform inference at each frame. Temporal consistency is achieved by learning from video frames with extra constraints during the training phase. introduced for inference. We propose several techniques to learn from the video sequence, including a temporal consistency loss and online/offline knowledge distillation methods. On the task of semantic video segmentation, weighing among accuracy, temporal smoothness, and efficiency, our proposed method outperforms keyframe-based methods and a few baseline methods that are trained with each frame independently, on datasets including Cityscapes, Camvid, and 300VW-Mask. We further apply our training method to video instance segmentation on YouTubeVISand develop an application of portrait matting in video sequences, by segmenting temporally consistent instance-level trimaps across frames. Experiments show superior qualitative and quantitative results. Code is available at: https://git.io/vidseg.

preprint2022arXiv

Elevation Angle-Dependent 3D Trajectory Design for Aerial RIS-aided Communication

This paper investigates an aerial reconfigurable intelligent surface (RIS)-aided communication system under the probabilistic line-of-sight (LoS) channel, where an unmanned aerial vehicle (UAV) equipped with an RIS is deployed to assist two ground nodes in their information exchange. An optimization problem with the objective of maximizing the minimum average achievable rate is formulated to jointly design the communication scheduling, the RIS's phase shift, and the three-dimensional (3D) UAV trajectory. To solve such a non-convex problem, we propose an efficient iterative algorithm to obtain its suboptimal solution. Simulation results show that our proposed design significantly outperforms the existing schemes and provides new insights into the elevation angle and distance trade-off for the UAV-borne RIS communication system.

preprint2022arXiv

FAKD: Feature Augmented Knowledge Distillation for Semantic Segmentation

In this work, we explore data augmentations for knowledge distillation on semantic segmentation. To avoid over-fitting to the noise in the teacher network, a large number of training examples is essential for knowledge distillation. Imagelevel argumentation techniques like flipping, translation or rotation are widely used in previous knowledge distillation framework. Inspired by the recent progress on semantic directions on feature-space, we propose to include augmentations in feature space for efficient distillation. Specifically, given a semantic direction, an infinite number of augmentations can be obtained for the student in the feature space. Furthermore, the analysis shows that those augmentations can be optimized simultaneously by minimizing an upper bound for the losses defined by augmentations. Based on the observation, a new algorithm is developed for knowledge distillation in semantic segmentation. Extensive experiments on four semantic segmentation benchmarks demonstrate that the proposed method can boost the performance of current knowledge distillation methods without any significant overhead. Code is available at: https://github.com/jianlong-yuan/FAKD.

preprint2022arXiv

Full-Dimensional Rate Enhancement for UAV-Enabled Communications via Intelligent Omni-Surface

This paper investigates the achievable rate maximization problem of a downlink unmanned aerial vehicle (UAV)-enabled communication system aided by an intelligent omni-surface (IOS). Different from the state-of-the-art reconfigurable intelligent surface (RIS) that only reflects incident signals, the IOS can simultaneously reflect and transmit the signals, thereby providing full-dimensional rate enhancement. To tackle such a problem, we formulate it by jointly optimizing the IOS's phase shift and the UAV trajectory. Although it is difficult to solve it optimally due to its non-convexity, we propose an efficient iterative algorithm to obtain a high-quality suboptimal solution. Simulation results show that the IOS-assisted UAV communications can achieve more significant improvement in achievable rates than other benchmark schemes.

preprint2022arXiv

Improving Personality Consistency in Conversation by Persona Extending

Endowing chatbots with a consistent personality plays a vital role for agents to deliver human-like interactions. However, existing personalized approaches commonly generate responses in light of static predefined personas depicted with textual description, which may severely restrict the interactivity of human and the chatbot, especially when the agent needs to answer the query excluded in the predefined personas, which is so-called out-of-predefined persona problem (named OOP for simplicity). To alleviate the problem, in this paper we propose a novel retrieval-to-prediction paradigm consisting of two subcomponents, namely, (1) Persona Retrieval Model (PRM), it retrieves a persona from a global collection based on a Natural Language Inference (NLI) model, the inferred persona is consistent with the predefined personas; and (2) Posterior-scored Transformer (PS-Transformer), it adopts a persona posterior distribution that further considers the actual personas used in the ground response, maximally mitigating the gap between training and inferring. Furthermore, we present a dataset called IT-ConvAI2 that first highlights the OOP problem in personalized dialogue. Extensive experiments on both IT-ConvAI2 and ConvAI2 demonstrate that our proposed model yields considerable improvements in both automatic metrics and human evaluations.

preprint2022arXiv

Learning-based multiplexed transmission of scattered twisted light through a kilometer-scale standard multimode fiber

Multiplexing multiple orbital angular momentum (OAM) modes of light has the potential to increase data capacity in optical communication. However, the distribution of such modes over long distances remains challenging. Free-space transmission is strongly influenced by atmospheric turbulence and light scattering, while the wave distortion induced by the mode dispersion in fibers disables OAM demultiplexing in fiber-optic communications. Here, a deep-learning-based approach is developed to recover the data from scattered OAM channels without measuring any phase information. Over a 1-km-long standard multimode fiber, the method is able to identify different OAM modes with an accuracy of more than 99.9% in parallel demultiplexing of 24 scattered OAM channels. To demonstrate the transmission quality, color images are encoded in multiplexed twisted light and our method achieves decoding the transmitted data with an error rate of 0.13%. Our work shows the artificial intelligence algorithm could benefit the use of OAM multiplexing in commercial fiber networks and high-performance optical communication in turbulent environments.

preprint2022arXiv

Passive Photoacoustic Effect

Photoacoustic effect refers to the acoustic generation induced by laser irradiation, where nanosecond pulsed laser source is normally used to provide instantaneous heating and thermoelastic expansion of the sample. More generally, photoacoustic generation requires active intensity modulation of laser source to produce sharp temperature gradient, which is key to generate acoustic wave. In this paper, we propose a novel photoacoustic effect from moving droplet, which generates photoacoustic wave by a non-modulated continuous-wave laser. When the droplet moves through the laser spot area, it can be heated up and cooled down instantaneously, generating photoacoustic waves. We name it passive photoacoustic effect. Theoretical analysis and simulation study validated the existence of passive photoacoustic effect. This phenomenon may find potential application in high-throughput photoacoustic cytometry.

preprint2022arXiv

Semantic-guided Multi-Mask Image Harmonization

Previous harmonization methods focus on adjusting one inharmonious region in an image based on an input mask. They may face problems when dealing with different perturbations on different semantic regions without available input masks. To deal with the problem that one image has been pasted with several foregrounds coming from different images and needs to harmonize them towards different domain directions without any mask as input, we propose a new semantic-guided multi-mask image harmonization task. Different from the previous single-mask image harmonization task, each inharmonious image is perturbed with different methods according to the semantic segmentation masks. Two challenging benchmarks, HScene and HLIP, are constructed based on $150$ and $19$ semantic classes, respectively. Furthermore, previous baselines focus on regressing the exact value for each pixel of the harmonized images. The generated results are in the `black box' and cannot be edited. In this work, we propose a novel way to edit the inharmonious images by predicting a series of operator masks. The masks indicate the level and the position to apply a certain image editing operation, which could be the brightness, the saturation, and the color in a specific dimension. The operator masks provide more flexibility for users to edit the image further. Extensive experiments verify that the operator mask-based network can further improve those state-of-the-art methods which directly regress RGB images when the perturbations are structural. Experiments have been conducted on our constructed benchmarks to verify that our proposed operator mask-based framework can locate and modify the inharmonious regions in more complex scenes. Our code and models are available at https://github.com/XuqianRen/Semantic-guided-Multi-mask-Image-Harmonization.git.

preprint2022arXiv

Ultra-sensitive Flexible Sponge-Sensor Array for Muscle Activities Detection and Human Limb Motion Recognition

Human limb motion tracking and recognition plays an important role in medical rehabilitation training, lower limb assistance, prosthetics design for amputees, feedback control for assistive robots, etc. Lightweight wearable sensors, including inertial sensors, surface electromyography sensors, and flexible strain/pressure, are promising to become the next-generation human motion capture devices. Herein, we present a wireless wearable device consisting of a sixteen-channel flexible sponge-based pressure sensor array to recognize various human lower limb motions by detecting contours on the human skin caused by calf gastrocnemius muscle actions. Each sensing element is a round porous structure of thin carbon nanotube/polydimethylsiloxane nanocomposites with a diameter of 4 mm and thickness of about 400 μm. Ten human subjects were recruited to perform ten different lower limb motions while wearing the developed device. The motion classification result with the support vector machine method shows a macro-recall of about 97.3% for all ten motions tested. This work demonstrates a portable wearable muscle activity detection device with a lower limb motion recognition application, which can be potentially used in assistive robot control, healthcare, sports monitoring, etc.

preprint2021arXiv

A Driving Behavior Recognition Model with Bi-LSTM and Multi-Scale CNN

In autonomous driving, perceiving the driving behaviors of surrounding agents is important for the ego-vehicle to make a reasonable decision. In this paper, we propose a neural network model based on trajectories information for driving behavior recognition. Unlike existing trajectory-based methods that recognize the driving behavior using the hand-crafted features or directly encoding the trajectory, our model involves a Multi-Scale Convolutional Neural Network (MSCNN) module to automatically extract the high-level features which are supposed to encode the rich spatial and temporal information. Given a trajectory sequence of an agent as the input, firstly, the Bi-directional Long Short Term Memory (Bi-LSTM) module and the MSCNN module respectively process the input, generating two features, and then the two features are fused to classify the behavior of the agent. We evaluate the proposed model on the public BLVD dataset, achieving a satisfying performance.

preprint2020arXiv

Braess's paradox and programmable behaviour in microfluidic networks

Microfluidic systems are now being designed with precision to execute increasingly complex tasks. However, their operation often requires numerous external control devices due to the typically linear nature of microscale flows, which has hampered the development of integrated control mechanisms. We address this difficulty by designing microfluidic networks that exhibit a nonlinear relation between applied pressure and flow rate, which can be harnessed to switch the direction of internal flows solely by manipulating input and/or output pressures. We show that these networks exhibit an experimentally-supported fluid analog of Braess's paradox, in which closing an intermediate channel results in a higher, rather than lower, total flow rate. The harnessed behavior is scalable and can be used to implement flow routing with multiple switches. These findings have the potential to advance development of built-in control mechanisms in microfluidic networks, thereby facilitating the creation of portable systems that may one day be as controllable as microelectronic circuits.

preprint2020arXiv

Crowd Counting via Hierarchical Scale Recalibration Network

The task of crowd counting is extremely challenging due to complicated difficulties, especially the huge variation in vision scale. Previous works tend to adopt a naive concatenation of multi-scale information to tackle it, while the scale shifts between the feature maps are ignored. In this paper, we propose a novel Hierarchical Scale Recalibration Network (HSRNet), which addresses the above issues by modeling rich contextual dependencies and recalibrating multiple scale-associated information. Specifically, a Scale Focus Module (SFM) first integrates global context into local features by modeling the semantic inter-dependencies along channel and spatial dimensions sequentially. In order to reallocate channel-wise feature responses, a Scale Recalibration Module (SRM) adopts a step-by-step fusion to generate final density maps. Furthermore, we propose a novel Scale Consistency loss to constrain that the scale-associated outputs are coherent with groundtruth of different scales. With the proposed modules, our approach can ignore various noises selectively and focus on appropriate crowd scales automatically. Extensive experiments on crowd counting datasets (ShanghaiTech, MALL, WorldEXPO'10, and UCSD) show that our HSRNet can deliver superior results over all state-of-the-art approaches. More remarkably, we extend experiments on an extra vehicle dataset, whose results indicate that the proposed model is generalized to other applications.

preprint2020arXiv

DiverseDepth: Affine-invariant Depth Prediction Using Diverse Data

We present a method for depth estimation with monocular images, which can predict high-quality depth on diverse scenes up to an affine transformation, thus preserving accurate shapes of a scene. Previous methods that predict metric depth often work well only for a specific scene. In contrast, learning relative depth (information of being closer or further) can enjoy better generalization, with the price of failing to recover the accurate geometric shape of the scene. In this work, we propose a dataset and methods to tackle this dilemma, aiming to predict accurate depth up to an affine transformation with good generalization to diverse scenes. First we construct a large-scale and diverse dataset, termed Diverse Scene Depth dataset (DiverseDepth), which has a broad range of scenes and foreground contents. Compared with previous learning objectives, i.e., learning metric depth or relative depth, we propose to learn the affine-invariant depth using our diverse dataset to ensure both generalization and high-quality geometric shapes of scenes. Furthermore, in order to train the model on the complex dataset effectively, we propose a multi-curriculum learning method. Experiments show that our method outperforms previous methods on 8 datasets by a large margin with the zero-shot test setting, demonstrating the excellent generalization capacity of the learned model to diverse scenes. The reconstructed point clouds with the predicted depth show that our method can recover high-quality 3D shapes. Code and dataset are available at: https://tinyurl.com/DiverseDepth

preprint2020arXiv

Efficient Semantic Video Segmentation with Per-frame Inference

For semantic segmentation, most existing real-time deep models trained with each frame independently may produce inconsistent results for a video sequence. Advanced methods take into considerations the correlations in the video sequence, e.g., by propagating the results to the neighboring frames using optical flow, or extracting the frame representations with other frames, which may lead to inaccurate results or unbalanced latency. In this work, we process efficient semantic video segmentation in a per-frame fashion during the inference process. Different from previous per-frame models, we explicitly consider the temporal consistency among frames as extra constraints during the training process and embed the temporal consistency into the segmentation network. Therefore, in the inference process, we can process each frame independently with no latency, and improve the temporal consistency with no extra computational cost and post-processing. We employ compact models for real-time execution. To narrow the performance gap between compact models and large models, new knowledge distillation methods are designed. Our results outperform previous keyframe based methods with a better trade-off between the accuracy and the inference speed on popular benchmarks, including the Cityscapes and Camvid. The temporal consistency is also improved compared with corresponding baselines which are trained with each frame independently. Code is available at: https://tinyurl.com/segment-video

preprint2020arXiv

Representative Graph Neural Network

Non-local operation is widely explored to model the long-range dependencies. However, the redundant computation in this operation leads to a prohibitive complexity. In this paper, we present a Representative Graph (RepGraph) layer to dynamically sample a few representative features, which dramatically reduces redundancy. Instead of propagating the messages from all positions, our RepGraph layer computes the response of one node merely with a few representative nodes. The locations of representative nodes come from a learned spatial offset matrix. The RepGraph layer is flexible to integrate into many visual architectures and combine with other operations. With the application of semantic segmentation, without any bells and whistles, our RepGraph network can compete or perform favourably against the state-of-the-art methods on three challenging benchmarks: ADE20K, Cityscapes, and PASCAL-Context datasets. In the task of object detection, our RepGraph layer can also improve the performance on the COCO dataset compared to the non-local operation. Code is available at https://git.io/RepGraph.

preprint2020arXiv

Structured Knowledge Distillation for Dense Prediction

In this work, we consider transferring the structure information from large networks to compact ones for dense prediction tasks in computer vision. Previous knowledge distillation strategies used for dense prediction tasks often directly borrow the distillation scheme for image classification and perform knowledge distillation for each pixel separately, leading to sub-optimal performance. Here we propose to distill structured knowledge from large networks to compact networks, taking into account the fact that dense prediction is a structured prediction problem. Specifically, we study two structured distillation schemes: i) pair-wise distillation that distills the pair-wise similarities by building a static graph; and ii) holistic distillation that uses adversarial training to distill holistic knowledge. The effectiveness of our knowledge distillation approaches is demonstrated by experiments on three dense prediction tasks: semantic segmentation, depth estimation and object detection. Code is available at: https://git.io/StructKD