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Researcher profile

Yuanqi Li

Yuanqi Li contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Computer VisionGraphicsMachine Learningphysics.opticsq-fin.CPq-fin.GNSound

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Published work

5 published item(s)

preprint2026arXiv

UMo: Unified Sparse Motion Modeling for Real-Time Co-Speech Avatars

Speech-driven gestures and facial animations are fundamental to expressive digital avatars in games, virtual production, and interactive media. However, existing methods are either limited to a single modality for audio motion alignment, failing to fully utilize the potential of massive human motion data, or are constrained by the representation ability and throughput of multimodal models, which makes it difficult to achieve high-quality motion generation or real-time performance. We present UMo, a unified sparse motion modeling architecture for real-time co-speech avatars, which processes text, audio, and motion tokens within a unified formulation. Leveraging a spatially sparse Mixture-of-Experts framework and a temporally sparse, keyframe-centric design, UMo efficiently performs real-time dense reconstruction, enabling temporally coherent and high-fidelity animation generation for both facial expressions and gestures. Furthermore, we implement a multi-stage training strategy with targeted audio augmentation to enhance acoustic diversity and semantic consistency. Consequently, UMo preserves fine-grained speech-motion alignment even under strict latency constraints. Extensive quantitative and qualitative evaluations show that UMo achieves better output quality under low latency and real-time performance constraints, offering a practical solution for high-fidelity real-time co-speech avatars.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Deep Point Cloud Simplification for High-quality Surface Reconstruction

The growing size of point clouds enlarges consumptions of storage, transmission, and computation of 3D scenes. Raw data is redundant, noisy, and non-uniform. Therefore, simplifying point clouds for achieving compact, clean, and uniform points is becoming increasingly important for 3D vision and graphics tasks. Previous learning based methods aim to generate fewer points for scene understanding, regardless of the quality of surface reconstruction, leading to results with low reconstruction accuracy and bad point distribution. In this paper, we propose a novel point cloud simplification network (PCS-Net) dedicated to high-quality surface mesh reconstruction while maintaining geometric fidelity. We first learn a sampling matrix in a feature-aware simplification module to reduce the number of points. Then we propose a novel double-scale resampling module to refine the positions of the sampled points, to achieve a uniform distribution. To further retain important shape features, an adaptive sampling strategy with a novel saliency loss is designed. With our PCS-Net, the input non-uniform and noisy point cloud can be simplified in a feature-aware manner, i.e., points near salient features are consolidated but still with uniform distribution locally. Experiments demonstrate the effectiveness of our method and show that we outperform previous simplification or reconstruction-oriented upsampling methods.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis

Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superior capacity to extract complex non-linear patterns. However, since financial datasets have very low signal-to-noise ratio and are non-stationary, complex models are often very prone to overfitting and suffer from instability issues. Moreover, as various machine learning and data mining tools become more widely used in quantitative trading, many trading firms have been producing an increasing number of features (aka factors). Therefore, how to automatically select effective features becomes an imminent problem. To address these issues, we propose DoubleEnsemble, an ensemble framework leveraging learning trajectory based sample reweighting and shuffling based feature selection. Specifically, we identify the key samples based on the training dynamics on each sample and elicit key features based on the ablation impact of each feature via shuffling. Our model is applicable to a wide range of base models, capable of extracting complex patterns, while mitigating the overfitting and instability issues for financial market prediction. We conduct extensive experiments, including price prediction for cryptocurrencies and stock trading, using both DNN and gradient boosting decision tree as base models. Our experiment results demonstrate that DoubleEnsemble achieves a superior performance compared with several baseline methods.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Rendering Discrete Participating Media with Geometrical Optics Approximation

We consider the scattering of light in participating media composed of sparsely and randomly distributed discrete particles. The particle size is expected to range from the scale of the wavelength to the scale several orders of magnitude greater than the wavelength, and the appearance shows distinct graininess as opposed to the smooth appearance of continuous media. One fundamental issue in physically-based synthesizing this appearance is to determine necessary optical properties in every local region. Since these optical properties vary spatially, we resort to geometrical optics approximation (GOA), a highly efficient alternative to rigorous Lorenz-Mie theory, to quantitatively represent the scattering of a single particle. This enables us to quickly compute bulk optical properties according to any particle size distribution. Then, we propose a practical Monte Carlo rendering solution to solve the transfer of energy in discrete participating media. Results show that for the first time our proposed framework can simulate a wide range of discrete participating media with different levels of graininess and converges to continuous media as the particle concentration increases.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment

The multi-factor model is a widely used model in quantitative investment. The success of a multi-factor model is largely determined by the effectiveness of the alpha factors used in the model. This paper proposes a new evolutionary algorithm called AutoAlpha to automatically generate effective formulaic alphas from massive stock datasets. Specifically, first we discover an inherent pattern of the formulaic alphas and propose a hierarchical structure to quickly locate the promising part of space for search. Then we propose a new Quality Diversity search based on the Principal Component Analysis (PCA-QD) to guide the search away from the well-explored space for more desirable results. Next, we utilize the warm start method and the replacement method to prevent the premature convergence problem. Based on the formulaic alphas we discover, we propose an ensemble learning-to-rank model for generating the portfolio. The backtests in the Chinese stock market and the comparisons with several baselines further demonstrate the effectiveness of AutoAlpha in mining formulaic alphas for quantitative trading.

0 citations0 reviewsNo code linkedOpen access