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Ziyang Ding

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3 published item(s)

preprint2026arXiv

At the Intersection of Deep Sequential Model Framework and State-space Model Framework: Study on Option Pricing

Inference and forecast problems of the nonlinear dynamical system have arisen in a variety of contexts. Reservoir computing and deep sequential models, on the one hand, have demonstrated efficient, robust, and superior performance in modeling simple and chaotic dynamical systems. However, their innate deterministic feature has partially detracted their robustness to noisy system, and their inability to offer uncertainty measurement has also been an insufficiency of the framework. On the other hand, the traditional state-space model framework is robust to noise. It also carries measured uncertainty, forming a just-right complement to the reservoir computing and deep sequential model framework. We propose the unscented reservoir smoother, a model that unifies both deep sequential and state-space models to achieve both frameworks' superiorities. Evaluated in the option pricing setting on top of noisy datasets, URS strikes highly competitive forecasting accuracy, especially those of longer-term, and uncertainty measurement. Further extensions and implications on URS are also discussed to generalize a full integration of both frameworks.

preprint2026arXiv

CoLVR: Enhancing Exploratory Latent Visual Reasoning via Contrastive Optimization

Due to the potential for exploratory reasoning of Latent Visual Reasoning, recent works tend to enable MLLMs (Multimodal Large Language Models) to perform visual reasoning by propagating continuous hidden states instead of decoding intermediate steps into discrete tokens. However, existing works typically rely on hard alignment objectives to force latent representations to match predefined visual features, thereby severely limiting the exploratory of latent reasoning process. To address this problem, we propose CoLVR (Contrastive Optimization for Latent Visual Reasoning). To obtain a more exploratory visual reasoning, CoLVR introduces a latent contrastive training framework. Firstly, CoLVR learns diverse and exploratory representations with a latent contrastive objective guided by angle-based perturbation, which expands the semantic latent space and avoids over-constrained embedding. Then, CoLVR employs a latent trajectory contrastive reward for RL (Reinforcement Learning) post-training to enable fine-grained optimization of latent visual reasoning process and thus fostering diverse reasoning behaviors. Experiments demonstrate that CoLVR significantly enhances the exploratory capability of latent representations, achieving average improvements of 5.83% on VSP and 8.00% on Jigsaw, while also outperforming existing latent models on out of domain benchmarks, with a 3.40% gain on MMStar. The data, codes, and models are released at https://github.com/Oscar-dzy/CoLVR.

preprint2026arXiv

Using prior information to boost power in correlation structure support recovery

Hypothesis testing of structure in correlation and covariance matrices is of broad interest in many application areas. In high dimensions and/or small to moderate sample sizes, high error rates in testing is a substantial concern. This article focuses on increasing power through a frequentist assisted by Bayes (FAB) procedure. This FAB approach boosts power by including prior information on the correlation parameters. In particular, we suppose there is one of two sources of prior information: (i) a prior dataset that is distinct from the current data but related enough that it may contain valuable information about the correlation structure in the current data; and (ii) knowledge about a tendency for the correlations in different parameters to be similar so that it is appropriate to consider a hierarchical model. When the prior information is relevant, the proposed FAB approach can have significant gains in power. A divide-and-conquer algorithm is developed to reduce computational complexity in massive testing dimensions. We show improvements in power for detecting correlated gene pairs in genomic studies while maintaining control of Type I error or false discover rate (FDR).