arXiv subjects

Cheng Yu

Publications and source records attributed to Cheng Yu.

At least 55 records · Page 3Linked to original sources

arXiv2025

Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"

Style investing creates asset classes (or the so-called "styles") with low correlations, aligning well with the principle of "Holy Grail of investing" in terms of portfolio selection. The returns of styles naturally form a tensor-valued time series, which requires new tools for studying the dynamics of the conditional correlation matrix to facilitate the aforementioned principle. Towards this goal, we introduce a new tensor dynamic conditional correlation (TDCC) model, which is based on two novel treatments: trace-normalization and dimension-normalization. These two normalizations adapt to the tensor nature of the data, and they are necessary except when the tensor data reduce to vector data. Moreover, we provide an easy-to-implement estimation procedure for the TDCC model, and examine its finite sample performance by simulations. Finally, we assess the usefulness of the TDCC model in international portfolio selection across ten global markets and in large portfolio selection for 1800 stocks from the Chinese stock market.

q-fin.PM↗

arXiv2025

Two-way Matrix Autoregressive Model with Thresholds

Recently, matrix-valued time series data have attracted significant attention in the literature with the recognition of threshold nonlinearity representing a significant advance. However, given the fact that a matrix is a two-array structure, it is unfortunate, perhaps even unusual, for the threshold literature to focus on using the same threshold variable for the rows and the columns. In fact, evidence in economic, financial, environmental and other data shows advantages of allowing the possibilities of two different threshold variables (with possibly different threshold parameters for rows and columns), hence the need for a Two-way Matrix AutoRegressive model with Thresholds (2-MART). Naturally, two threshold variables pose new and perhaps even fierce challenges, which might be the reason behind the adoption of only one threshold variable in the literature up to now. In this paper, we develop a comprehensive methodology for the 2-MART model, by overcoming various challenges. Compared with existing models in the literature, the new model can achieve greater dimension reduction, much better model fitting, more accurate predictions, and more plausible interpretations.

stat.ME↗

arXiv2024

Improving generative adversarial network inversion via fine-tuning GAN encoders

Generative adversarial networks (GANs) can synthesize high-quality (HQ) images, and GAN inversion is a technique that discovers how to invert given images back to latent space. While existing methods perform on StyleGAN inversion, they have limited performance and are not generalized to different GANs. To address these issues, we proposed a self-supervised method to pre-train and fine-tune GAN encoders. First, we designed an adaptive block to fit different encoder architectures for inverting diverse GANs. Then we pre-train GAN encoders using synthesized images and emphasize local regions through cropping images. Finally, we fine-tune the pre-trained GAN encoder for inverting real images. Compared with state-of-the-art methods, our method achieved better results that reconstructed high-quality images on mainstream GANs. Our code and pre-trained models are available at: https://github.com/disanda/Deep-GAN-Encoders.

cs.CV↗

arXiv2024

FaceChain-FACT: Face Adapter with Decoupled Training for Identity-preserved Personalization

In the field of human-centric personalized image generation, the adapter-based method obtains the ability to customize and generate portraits by text-to-image training on facial data. This allows for identity-preserved personalization without additional fine-tuning in inference. Although there are improvements in efficiency and fidelity, there is often a significant performance decrease in test following ability, controllability, and diversity of generated faces compared to the base model. In this paper, we analyze that the performance degradation is attributed to the failure to decouple identity features from other attributes during extraction, as well as the failure to decouple the portrait generation training from the overall generation task. To address these issues, we propose the Face Adapter with deCoupled Training (FACT) framework, focusing on both model architecture and training strategy. To decouple identity features from others, we leverage a transformer-based face-export encoder and harness fine-grained identity features. To decouple the portrait generation training, we propose Face Adapting Increment Regularization~(FAIR), which effectively constrains the effect of face adapters on the facial region, preserving the generative ability of the base model. Additionally, we incorporate a face condition drop and shuffle mechanism, combined with curriculum learning, to enhance facial controllability and diversity. As a result, FACT solely learns identity preservation from training data, thereby minimizing the impact on the original text-to-image capabilities of the base model. Extensive experiments show that FACT has both controllability and fidelity in both text-to-image generation and inpainting solutions for portrait generation.

cs.CV↗

arXiv2024

Cross-Utterance Conditioned VAE for Speech Generation

Speech synthesis systems powered by neural networks hold promise for multimedia production, but frequently face issues with producing expressive speech and seamless editing. In response, we present the Cross-Utterance Conditioned Variational Autoencoder speech synthesis (CUC-VAE S2) framework to enhance prosody and ensure natural speech generation. This framework leverages the powerful representational capabilities of pre-trained language models and the re-expression abilities of variational autoencoders (VAEs). The core component of the CUC-VAE S2 framework is the cross-utterance CVAE, which extracts acoustic, speaker, and textual features from surrounding sentences to generate context-sensitive prosodic features, more accurately emulating human prosody generation. We further propose two practical algorithms tailored for distinct speech synthesis applications: CUC-VAE TTS for text-to-speech and CUC-VAE SE for speech editing. The CUC-VAE TTS is a direct application of the framework, designed to generate audio with contextual prosody derived from surrounding texts. On the other hand, the CUC-VAE SE algorithm leverages real mel spectrogram sampling conditioned on contextual information, producing audio that closely mirrors real sound and thereby facilitating flexible speech editing based on text such as deletion, insertion, and replacement. Experimental results on the LibriTTS datasets demonstrate that our proposed models significantly enhance speech synthesis and editing, producing more natural and expressive speech.

cs.SD↗

arXiv2024

Dynamic Depth Decoding: Faster Speculative Decoding for LLMs

The acceleration of Large Language Models (LLMs) with speculative decoding provides a significant runtime improvement without any loss of accuracy. Currently, EAGLE-2 is the state-of-the-art speculative decoding method, improving on EAGLE with a dynamic draft tree. We introduce Dynamic Depth Decoding (DDD), which optimises EAGLE-2's tree drafting method using a dynamic depth. This extends the average speedup that EAGLE-2 achieves over EAGLE by $44\%$, giving DDD an average speedup of $3.16$x.

cs.CL↗

arXiv2024

Non-uniqueness for continuous solutions to 1D hyperbolic systems

In this paper, we show that a geometrical condition on $2\times2$ systems of conservation laws leads to non-uniqueness in the class of 1D continuous functions. This demonstrates that the Liu Entropy Condition alone is insufficient to guarantee uniqueness, even within the mono-dimensional setting. We provide examples of systems where this pathology holds, even if they verify stability and uniqueness for small BV solutions. Our proof is based on the convex integration process. Notably, this result represents the first application of convex integration to construct non-unique continuous solutions in one dimension.

math.AP↗

arXiv2024

AV-CrossNet: an Audiovisual Complex Spectral Mapping Network for Speech Separation By Leveraging Narrow- and Cross-Band Modeling

Adding visual cues to audio-based speech separation can improve separation performance. This paper introduces AV-CrossNet, an audiovisual (AV) system for speech enhancement, target speaker extraction, and multi-talker speaker separation. AV-CrossNet is extended from the CrossNet architecture, which is a recently proposed network that performs complex spectral mapping for speech separation by leveraging global attention and positional encoding. To effectively utilize visual cues, the proposed system incorporates pre-extracted visual embeddings and employs a visual encoder comprising temporal convolutional layers. Audio and visual features are fused in an early fusion layer before feeding to AV-CrossNet blocks. We evaluate AV-CrossNet on multiple datasets, including LRS, VoxCeleb, and COG-MHEAR challenge. Evaluation results demonstrate that AV-CrossNet advances the state-of-the-art performance in all audiovisual tasks, even on untrained and mismatched datasets.

eess.AS↗

arXiv2023

Simulating Parametric Thin Shells by Bicubic Hermite Elements

In this study, we present the bicubic Hermite element method (BHEM), a new computational framework devised for the elastodynamic simulation of parametric thin-shell structures. The BHEM is constructed based on parametric quadrilateral Hermite patches, which serve as a unified representation for shell geometry, simulation, collision avoidance, as well as rendering. Compared with the commonly utilized linear FEM, the BHEM offers higher-order solution spaces, enabling the capture of more intricate and smoother geometries while employing significantly fewer finite elements. In comparison to other high-order methods, the BHEM achieves conforming $\mathcal{C}^1$ continuity for Kirchhoff-Love (KL) shells with minimal complexity. Furthermore, by leveraging the subdivision and convex hull properties of Hermite patches, we develop an efficient algorithm for ray-patch intersections, facilitating collision handling in simulations and ray tracing in rendering. This eliminates the need for laborious remodeling of the pre-existing parametric surface as the conventional approaches do. We substantiate our claims with comprehensive experiments, which demonstrate the high accuracy and versatility of the proposed method.

cs.GR↗

arXiv2023

FaceChain: A Playground for Human-centric Artificial Intelligence Generated Content

Recent advancement in personalized image generation have unveiled the intriguing capability of pre-trained text-to-image models on learning identity information from a collection of portrait images. However, existing solutions are vulnerable in producing truthful details, and usually suffer from several defects such as (i) The generated face exhibit its own unique characteristics, \ie facial shape and facial feature positioning may not resemble key characteristics of the input, and (ii) The synthesized face may contain warped, blurred or corrupted regions. In this paper, we present FaceChain, a personalized portrait generation framework that combines a series of customized image-generation model and a rich set of face-related perceptual understanding models (\eg, face detection, deep face embedding extraction, and facial attribute recognition), to tackle aforementioned challenges and to generate truthful personalized portraits, with only a handful of portrait images as input. Concretely, we inject several SOTA face models into the generation procedure, achieving a more efficient label-tagging, data-processing, and model post-processing compared to previous solutions, such as DreamBooth ~\cite{ruiz2023dreambooth} , InstantBooth ~\cite{shi2023instantbooth} , or other LoRA-only approaches ~\cite{hu2021lora} . Besides, based on FaceChain, we further develop several applications to build a broader playground for better showing its value, including virtual try on and 2D talking head. We hope it can grow to serve the burgeoning needs from the communities. Note that this is an ongoing work that will be consistently refined and improved upon. FaceChain is open-sourced under Apache-2.0 license at \url{https://github.com/modelscope/facechain}.

cs.CV↗

arXiv2023

Peak Effects Induced by Particle Irradiations in 2H-NbSe2

Various peak effects in 2H-NbSe2 single crystals induced by particle irradiations were studied. 3 MeV proton irradiation magnified the peak effect induced by order-disorder transition of vortices, where the peak field shifts from high fields to low fields with increasing irradiation dose. For the peak effect in NbSe2 with splayed columnar defects (CDs), as the splayed angle increases, peak field gradually shifts from high fields to low fields. Numerical calculations have been conducted to investigate the mechanism of the peak effect. The calculated results exhibit excellent agreement with experimental observations. Analyses of field dependence of Jc reveal the formation of non-uniform Jc flow with increasing splayed angle, which plays a crucial role in inducing the self-field peak effect in superconductors with splayed CDs. In samples with symmetric splayed CDs with respect to the c-axis generated by 800 MeV Xe and 320 MeV Au ions, coexistence of order-disorder transition-induced peak effect and self-field peak effect was observed. In the case of 320 MeV Au irradiated samples, when the splay angle is small, the two peak effects transform into a broad peak, which has similarity to the anomalous peak effect observed in iron-based superconductors. Interestingly, the broad anomalous peak effect is strongly suppressed when the external magnetic field is applied parallel to one of splayed CDs.

cond-mat.supr-con↗

arXiv2023

Using fine-tuning and min lookahead beam search to improve Whisper

The performance of Whisper in low-resource languages is still far from perfect. In addition to a lack of training data on low-resource languages, we identify some limitations in the beam search algorithm used in Whisper. To address these issues, we fine-tune Whisper on additional data and propose an improved decoding algorithm. On the Vietnamese language, fine-tuning Whisper-Tiny with LoRA leads to an improvement of 38.49 in WER over the zero-shot Whisper-Tiny setting which is a further reduction of 1.45 compared to full-parameter fine-tuning. Additionally, by using Filter-Ends and Min Lookahead decoding algorithms, the WER reduces by 2.26 on average over a range of languages compared to standard beam search. These results generalise to larger Whisper model sizes. We also prove a theorem that Min Lookahead outperforms the standard beam search algorithm used in Whisper.

eess.AS↗

arXiv2023

Learning operators for identifying weak solutions to the Navier-Stokes equations

This paper focuses on investigating the learning operators for identifying weak solutions to the Navier-Stokes equations. Our objective is to establish a connection between the initial data as input and the weak solution as output. To achieve this, we employ a combination of deep learning methods and compactness argument to derive learning operators for weak solutions for any large initial data in 2D, and for low-dimensional initial data in 3D. Additionally, we utilize the universal approximation theorem to derive a lower bound on the number of sensors required to achieve accurate identification of weak solutions to the Navier-Stokes equations. Our results demonstrate the potential of using deep learning techniques to address challenges in the study of fluid mechanics, particularly in identifying weak solutions to the Navier-Stokes equations.

math.AP↗

arXiv2023

Improving Speech Enhancement Performance by Leveraging Contextual Broad Phonetic Class Information

Previous studies have confirmed that by augmenting acoustic features with the place/manner of articulatory features, the speech enhancement (SE) process can be guided to consider the broad phonetic properties of the input speech when performing enhancement to attain performance improvements. In this paper, we explore the contextual information of articulatory attributes as additional information to further benefit SE. More specifically, we propose to improve the SE performance by leveraging losses from an end-to-end automatic speech recognition (E2E-ASR) model that predicts the sequence of broad phonetic classes (BPCs). We also developed multi-objective training with ASR and perceptual losses to train the SE system based on a BPC-based E2E-ASR. Experimental results from speech denoising, speech dereverberation, and impaired speech enhancement tasks confirmed that contextual BPC information improves SE performance. Moreover, the SE model trained with the BPC-based E2E-ASR outperforms that with the phoneme-based E2E-ASR. The results suggest that objectives with misclassification of phonemes by the ASR system may lead to imperfect feedback, and BPC could be a potentially better choice. Finally, it is noted that combining the most-confusable phonetic targets into the same BPC when calculating the additional objective can effectively improve the SE performance.

cs.SD↗

arXiv2023

Matrix GARCH Model: Inference and Application

Matrix-variate time series data are largely available in applications. However, no attempt has been made to study their conditional heteroskedasticity that is often observed in economic and financial data. To address this gap, we propose a novel matrix generalized autoregressive conditional heteroskedasticity (GARCH) model to capture the dynamics of conditional row and column covariance matrices of matrix time series. The key innovation of the matrix GARCH model is the use of a univariate GARCH specification for the trace of conditional row or column covariance matrix, which allows for the identification of conditional row and column covariance matrices. Moreover, we introduce a quasi maximum likelihood estimator (QMLE) for model estimation and develop a portmanteau test for model diagnostic checking. Simulation studies are conducted to assess the finite-sample performance of the QMLE and portmanteau test. To handle large dimensional matrix time series, we also propose a matrix factor GARCH model. Finally, we demonstrate the superiority of the matrix GARCH and matrix factor GARCH models over existing multivariate GARCH-type models in volatility forecasting and portfolio allocations using three applications on credit default swap prices, global stock sector indices, and future prices.

stat.ME↗

arXiv2022

Perceptual Contrast Stretching on Target Feature for Speech Enhancement

Speech enhancement (SE) performance has improved considerably owing to the use of deep learning models as a base function. Herein, we propose a perceptual contrast stretching (PCS) approach to further improve SE performance. The PCS is derived based on the critical band importance function and is applied to modify the targets of the SE model. Specifically, the contrast of target features is stretched based on perceptual importance, thereby improving the overall SE performance. Compared with post-processing-based implementations, incorporating PCS into the training phase preserves performance and reduces online computation. Notably, PCS can be combined with different SE model architectures and training criteria. Furthermore, PCS does not affect the causality or convergence of SE model training. Experimental results on the VoiceBank-DEMAND dataset show that the proposed method can achieve state-of-the-art performance on both causal (PESQ score = 3.07) and noncausal (PESQ score = 3.35) SE tasks.

cs.SD↗

arXiv2022

Cross-Utterance Conditioned VAE for Non-Autoregressive Text-to-Speech

Modelling prosody variation is critical for synthesizing natural and expressive speech in end-to-end text-to-speech (TTS) systems. In this paper, a cross-utterance conditional VAE (CUC-VAE) is proposed to estimate a posterior probability distribution of the latent prosody features for each phoneme by conditioning on acoustic features, speaker information, and text features obtained from both past and future sentences. At inference time, instead of the standard Gaussian distribution used by VAE, CUC-VAE allows sampling from an utterance-specific prior distribution conditioned on cross-utterance information, which allows the prosody features generated by the TTS system to be related to the context and is more similar to how humans naturally produce prosody. The performance of CUC-VAE is evaluated via a qualitative listening test for naturalness, intelligibility and quantitative measurements, including word error rates and the standard deviation of prosody attributes. Experimental results on LJ-Speech and LibriTTS data show that the proposed CUC-VAE TTS system improves naturalness and prosody diversity with clear margins.

cs.SD↗

arXiv2022

Conditional Diffusion Probabilistic Model for Speech Enhancement

Speech enhancement is a critical component of many user-oriented audio applications, yet current systems still suffer from distorted and unnatural outputs. While generative models have shown strong potential in speech synthesis, they are still lagging behind in speech enhancement. This work leverages recent advances in diffusion probabilistic models, and proposes a novel speech enhancement algorithm that incorporates characteristics of the observed noisy speech signal into the diffusion and reverse processes. More specifically, we propose a generalized formulation of the diffusion probabilistic model named conditional diffusion probabilistic model that, in its reverse process, can adapt to non-Gaussian real noises in the estimated speech signal. In our experiments, we demonstrate strong performance of the proposed approach compared to representative generative models, and investigate the generalization capability of our models to other datasets with noise characteristics unseen during training.

eess.AS↗