Search arXiv⌕ Search

arXiv subjects

Hao Zhou

Publications and source records attributed to Hao Zhou.

At least 217 records · Page 12Linked to original sources

Numerical analysis of American option pricing in a two-asset jump-diffusion model

This paper addresses an important gap in rigorous numerical treatments for pricing American options under correlated two-asset jump-diffusion models using the viscosity solution framework, with a particular focus on the Merton model. The pricing of these options is governed by complex two-dimensional (2-D) variational inequalities that incorporate cross-derivative terms and nonlocal integro-differential terms due to the presence of jumps. Existing numerical methods, primarily based on finite differences, often struggle with preserving monotonicity in the approximation of cross-derivatives, a key requirement for ensuring convergence to the viscosity solution. In addition, these methods face challenges in accurately discretizing 2-D jump integrals. We introduce a novel approach to effectively tackle the aforementioned variational inequalities while seamlessly handling cross-derivative terms and nonlocal integro-differential terms through an efficient and straightforward-to-implement monotone integration scheme. Within each timestep, our approach explicitly enforces the inequality constraint, resulting in a 2-D Partial Integro-Differential Equation (PIDE) to solve. Its solution is expressed as a 2-D convolution integral involving the Green's function of the PIDE. We derive an infinite series representation of this Green's function, where each term is non-negative and computable. This facilitates the numerical approximation of the PIDE solution through a monotone integration method. To enhance efficiency, we develop an implementation of this monotone scheme via FFTs, exploiting the Toeplitz matrix structure. The proposed method is proved to be both $\ell_{\infty} $-stable and consistent in the viscosity sense, ensuring its convergence to the viscosity solution of the variational inequality. Extensive numerical results validate the effectiveness and robustness of our approach.

q-fin.CP↗

TKwinFormer: Top k Window Attention in Vision Transformers for Feature Matching

Local feature matching remains a challenging task, primarily due to difficulties in matching sparse keypoints and low-texture regions. The key to solving this problem lies in effectively and accurately integrating global and local information. To achieve this goal, we introduce an innovative local feature matching method called TKwinFormer. Our approach employs a multi-stage matching strategy to optimize the efficiency of information interaction. Furthermore, we propose a novel attention mechanism called Top K Window Attention, which facilitates global information interaction through window tokens prior to patch-level matching, resulting in improved matching accuracy. Additionally, we design an attention block to enhance attention between channels. Experimental results demonstrate that TKwinFormer outperforms state-of-the-art methods on various benchmarks. Code is available at: https://github.com/LiaoYun0x0/TKwinFormer.

eess.IV↗

UFM: Unified Feature Matching Pre-training with Multi-Modal Image Assistants

Image feature matching, a foundational task in computer vision, remains challenging for multimodal image applications, often necessitating intricate training on specific datasets. In this paper, we introduce a Unified Feature Matching pre-trained model (UFM) designed to address feature matching challenges across a wide spectrum of modal images. We present Multimodal Image Assistant (MIA) transformers, finely tunable structures adept at handling diverse feature matching problems. UFM exhibits versatility in addressing both feature matching tasks within the same modal and those across different modals. Additionally, we propose a data augmentation algorithm and a staged pre-training strategy to effectively tackle challenges arising from sparse data in specific modals and imbalanced modal datasets. Experimental results demonstrate that UFM excels in generalization and performance across various feature matching tasks. The code will be released at:https://github.com/LiaoYun0x0/UFM.

cs.CV↗

Change3D: Revisiting Change Detection and Captioning from A Video Modeling Perspective

In this paper, we present Change3D, a framework that reconceptualizes the change detection and captioning tasks through video modeling. Recent methods have achieved remarkable success by regarding each pair of bi-temporal images as separate frames. They employ a shared-weight image encoder to extract spatial features and then use a change extractor to capture differences between the two images. However, image feature encoding, being a task-agnostic process, cannot attend to changed regions effectively. Furthermore, different change extractors designed for various change detection and captioning tasks make it difficult to have a unified framework. To tackle these challenges, Change3D regards the bi-temporal images as comprising two frames akin to a tiny video. By integrating learnable perception frames between the bi-temporal images, a video encoder enables the perception frames to interact with the images directly and perceive their differences. Therefore, we can get rid of the intricate change extractors, providing a unified framework for different change detection and captioning tasks. We verify Change3D on multiple tasks, encompassing change detection (including binary change detection, semantic change detection, and building damage assessment) and change captioning, across eight standard benchmarks. Without bells and whistles, this simple yet effective framework can achieve superior performance with an ultra-light video model comprising only ~6%-13% of the parameters and ~8%-34% of the FLOPs compared to state-of-the-art methods. We hope that Change3D could be an alternative to 2D-based models and facilitate future research.

cs.CV↗

Solar Radio Burst Detection Based on Deformable DETR

Solar radio bursts (SRBs) detection is crucial for solar physics research and space weather forecasting. The main challenges faced are noise interference in the spectrum and the diversity of SRBs. However, most research focuses on classifying whether SRBs exist or detecting a single type of SRBs. Existing detection models exhibit deficiencies in the accuracy of SRBs detection. Moreover, existing detection models cannot effectively handle background noise interference in solar radio spectrograms and the significant scale variations among different burst types. This paper proposes a high-performance detection model for solar radio bursts (SRBs) based on Deformable DETR (DEtection TRansformers) called DETR4SBRs. Firstly, this study designed a scale sensitive attention (SSA) module better to address the scale variations of SRBs. Subsequently, this study introduced collaborative hybrid auxiliary training to mitigate the positive-negative sample imbalance issue in Deformable DETR. The experimental results demonstrate that the proposed model achieves a mAP@50 of 83.5% and a recall rate of 99.4% on the SRBs dataset. Additionally, the model exhibits excellent noise-robust performance and can efficiently detect and locate Type II, III, IV, and V SRBs. The model proposed in this study provides robust support for preliminary solar radio burst data processing and has significant implications for space weather forecasting. The source code and data are available on the https://github.com/onewangqianqian/SSA-Co-Deformable-DETR.git and archived on Zenodo.

astro-ph.IM↗

Computationally and Sample Efficient Safe Reinforcement Learning Using Adaptive Conformal Prediction

Safety is a critical concern in learning-enabled autonomous systems especially when deploying these systems in real-world scenarios. An important challenge is accurately quantifying the uncertainty of unknown models to generate provably safe control policies that facilitate the gathering of informative data, thereby achieving both safe and optimal policies. Additionally, the selection of the data-driven model can significantly impact both the real-time implementation and the uncertainty quantification process. In this paper, we propose a provably sample efficient episodic safe learning framework that remains robust across various model choices with quantified uncertainty for online control tasks. Specifically, we first employ Quadrature Fourier Features (QFF) for kernel function approximation of Gaussian Processes (GPs) to enable efficient approximation of unknown dynamics. Then the Adaptive Conformal Prediction (ACP) is used to quantify the uncertainty from online observations and combined with the Control Barrier Functions (CBF) to characterize the uncertainty-aware safe control constraints under learned dynamics. Finally, an optimism-based exploration strategy is integrated with ACP-based CBFs for safe exploration and near-optimal safe nonlinear control. Theoretical proofs and simulation results are provided to demonstrate the effectiveness and efficiency of the proposed framework.

cs.RO↗

Generative AI as a Service in 6G Edge-Cloud: Generation Task Offloading by In-context Learning

Generative artificial intelligence (GAI) is a promising technique towards 6G networks, and generative foundation models such as large language models (LLMs) have attracted considerable interest from academia and telecom industry. This work considers a novel edge-cloud deployment of foundation models in 6G networks. Specifically, it aims to minimize the service delay of foundation models by radio resource allocation and task offloading, i.e., offloading diverse content generation tasks to proper LLMs at the network edge or cloud. In particular, we first introduce the communication system model, i.e., allocating radio resources and calculating link capacity to support generated content transmission, and then we present the LLM inference model to calculate the delay of content generation. After that, we propose a novel in-context learning method to optimize the task offloading decisions. It utilizes LLM's inference capabilities, and avoids the difficulty of dedicated model training or fine-tuning as in conventional machine learning algorithms. Finally, the simulations demonstrate that the proposed edge-cloud deployment and in-context learning task offloading method can achieve satisfactory generation service quality without dedicated model training or fine-tuning.

eess.SY↗

Enabling Versatile Controls for Video Diffusion Models

Despite substantial progress in text-to-video generation, achieving precise and flexible control over fine-grained spatiotemporal attributes remains a significant unresolved challenge in video generation research. To address these limitations, we introduce VCtrl (also termed PP-VCtrl), a novel framework designed to enable fine-grained control over pre-trained video diffusion models in a unified manner. VCtrl integrates diverse user-specified control signals-such as Canny edges, segmentation masks, and human keypoints-into pretrained video diffusion models via a generalizable conditional module capable of uniformly encoding multiple types of auxiliary signals without modifying the underlying generator. Additionally, we design a unified control signal encoding pipeline and a sparse residual connection mechanism to efficiently incorporate control representations. Comprehensive experiments and human evaluations demonstrate that VCtrl effectively enhances controllability and generation quality. The source code and pre-trained models are publicly available and implemented using the PaddlePaddle framework at http://github.com/PaddlePaddle/PaddleMIX/tree/develop/ppdiffusers/examples/ppvctrl.

cs.CV↗

MiniPLM: Knowledge Distillation for Pre-Training Language Models

Knowledge distillation (KD) is widely used to train small, high-performing student language models (LMs) using large teacher LMs. While effective in fine-tuning, KD during pre-training faces efficiency, flexibility, and effectiveness issues. Existing methods either incur high computational costs due to online teacher inference, require tokenization matching between teacher and student LMs, or risk losing the difficulty and diversity of the teacher-generated training data. In this work, we propose MiniPLM, a KD framework for pre-training LMs by refining the training data distribution with the teacher LM's knowledge. For efficiency, MiniPLM performs offline teacher inference, allowing KD for multiple student LMs without adding training costs. For flexibility, MiniPLM operates solely on the training corpus, enabling KD across model families. For effectiveness, MiniPLM leverages the differences between large and small LMs to enhance the training data difficulty and diversity, helping student LMs acquire versatile and sophisticated knowledge. Extensive experiments demonstrate that MiniPLM boosts the student LMs' performance on 9 common downstream tasks, improves language modeling capabilities, and reduces pre-training computation. The benefit of MiniPLM extends to larger training scales, evidenced by the scaling curve extrapolation. Further analysis reveals that MiniPLM supports KD across model families and enhances the pre-training data utilization. Our code, data, and models can be found at https://github.com/thu-coai/MiniPLM.

cs.CL↗

Erase Diffusion: Empowering Object Removal Through Calibrating Diffusion Pathways

Erase inpainting, or object removal, aims to precisely remove target objects within masked regions while preserving the overall consistency of the surrounding content. Despite diffusion-based methods have made significant strides in the field of image inpainting, challenges remain regarding the emergence of unexpected objects or artifacts. We assert that the inexact diffusion pathways established by existing standard optimization paradigms constrain the efficacy of object removal. To tackle these challenges, we propose a novel Erase Diffusion, termed EraDiff, aimed at unleashing the potential power of standard diffusion in the context of object removal. In contrast to standard diffusion, the EraDiff adapts both the optimization paradigm and the network to improve the coherence and elimination of the erasure results. We first introduce a Chain-Rectifying Optimization (CRO) paradigm, a sophisticated diffusion process specifically designed to align with the objectives of erasure. This paradigm establishes innovative diffusion transition pathways that simulate the gradual elimination of objects during optimization, allowing the model to accurately capture the intent of object removal. Furthermore, to mitigate deviations caused by artifacts during the sampling pathways, we develop a simple yet effective Self-Rectifying Attention (SRA) mechanism. The SRA calibrates the sampling pathways by altering self-attention activation, allowing the model to effectively bypass artifacts while further enhancing the coherence of the generated content. With this design, our proposed EraDiff achieves state-of-the-art performance on the OpenImages V5 dataset and demonstrates significant superiority in real-world scenarios.

cs.CV↗

Multi-category solar radio burst detection based on task-aligned one-stage object detection model

Accurate identification of solar radio bursts (SRBs) is essential for advancing research in solar physics and predicting space weather. However, the majority of current studies mainly concentrate on detecting whether SRBs are present or absent, often focusing on only one particular type of burst. Moreover, the neural network models used for SRB detection are typically complex, involving a large number of parameters, which results in slower processing speeds. This study establishes a dataset encompassing Type II, Type III, Type IIIs, Type IV, and Type V SRBs collected from e-CALLISTO, including 8,752 SRB spectrum images and achieving annotations for 10,822 SRBs. We propose a multi-category SRB detection model based on task-aligned one-stage object detection (TOOD). TOOD can solve the problem of inconsistent predictions in classification and localization tasks, and it improves the detection recall rate. This model aligns classification and localization tasks and optimizes the neck network by incorporating a channel attention mechanism. This model achieves higher recall and accuracy with fewer parameters. This model can accurately detect five types of SBRs. The experimental results show that the model achieved an accuracy of 79.9\% (AP50) and a recall rate of 95.1\% on the SBRs dataset. A higher recall rate than other models means fewer SRBs are missed in automatic detection. The model we propose has the potential to make a substantial impact on solar physics research and space weather studies. Additionally, the findings in this paper could provide valuable insights for processing other small-sample astronomical datasets.The source code and data is available at https://github.com/onewangqianqian/MobileNetVitv2-TOOD.git.

astro-ph.IM↗

EP240801a/XRF 240801B: An X-ray Flash Detected by the Einstein Probe and Implications of its Multiband Afterglow

We present multiband observations and analysis of EP240801a, a low-energy, extremely soft gamma-ray burst (GRB) discovered on August 1, 2024 by the Einstein Probe (EP) satellite, with a weak contemporaneous signal also detected by Fermi/GBM. Optical spectroscopy of the afterglow, obtained by GTC and Keck, identified the redshift of $z = 1.6734$. EP240801a exhibits a burst duration of 148 s in X-rays and 22.3 s in gamma-rays, with X-rays leading by 80.61 s. Spectral lag analysis indicates the gamma-ray signal arrived 8.3 s earlier than the X-rays. Joint spectral fitting of EP/WXT and Fermi/GBM data yields an isotropic energy $E_{γ,\rm{iso}} = (5.57^{+0.54}_{-0.50})\times 10^{51}\,\rm{erg}$, a peak energy $E_{\rm{peak}} = 14.90^{+7.08}_{-4.71}\,\rm{keV}$, a fluence ratio $\rm S(25-50\,\rm{keV})/S(50-100\,\rm{keV}) = 1.67^{+0.74}_{-0.46}$, classifying EP240801a as an X-ray flash (XRF). The host-galaxy continuum spectrum, inferred using Prospector, was used to correct its contribution for the observed outburst optical data. Unusual early $R$-band behavior and EP/FXT observations suggest multiple components in the afterglow. Three models are considered: two-component jet model, forward-reverse shock model and forward-shock model with energy injection. Both three provide reasonable explanations. The two-component jet model and the energy injection model imply a relatively small initial energy and velocity of the jet in the line of sight, while the forward-reverse shock model remains typical. Under the two-component jet model, EP240801a may resemble GRB 221009A (BOAT) if the bright narrow beam is viewed on-axis. Therefore, EP240801a can be interpreted as an off-beam (narrow) jet or an intrinsically weak GRB jet. Our findings provide crucial clues for uncovering the origin of XRFs.

astro-ph.HE↗

Steering Protein Family Design through Profile Bayesian Flow

Protein family design emerges as a promising alternative by combining the advantages of de novo protein design and mutation-based directed evolution.In this paper, we propose ProfileBFN, the Profile Bayesian Flow Networks, for specifically generative modeling of protein families. ProfileBFN extends the discrete Bayesian Flow Network from an MSA profile perspective, which can be trained on single protein sequences by regarding it as a degenerate profile, thereby achieving efficient protein family design by avoiding large-scale MSA data construction and training. Empirical results show that ProfileBFN has a profound understanding of proteins. When generating diverse and novel family proteins, it can accurately capture the structural characteristics of the family. The enzyme produced by this method is more likely than the previous approach to have the corresponding function, offering better odds of generating diverse proteins with the desired functionality.

q-bio.BM↗

A Hierarchical DRL Approach for Resource Optimization in Multi-RIS Multi-Operator Networks

As reconfigurable intelligent surfaces (RIS) emerge as a pivotal technology in the upcoming sixth-generation (6G) networks, their deployment within practical multiple operator (OP) networks presents significant challenges, including the coordination of RIS configurations among OPs, interference management, and privacy maintenance. A promising strategy is to treat RIS as a public resource managed by an RIS provider (RP), which can enhance resource allocation efficiency by allowing dynamic access for multiple OPs. However, the intricate nature of coordinating management and optimizing RIS configurations significantly complicates the implementation process. In this paper, we propose a hierarchical deep reinforcement learning (HDRL) approach that decomposes the complicated RIS resource optimization problem into several subtasks. Specifically, a top-level RP-agent is responsible for RIS allocation, while low-level OP-agents control their assigned RISs and handle beamforming, RIS phase-shifts, and user association. By utilizing the semi-Markov decision process (SMDP) theory, we establish a sophisticated interaction mechanism between the RP and OPs, and introduce an advanced hierarchical proximal policy optimization (HPPO) algorithm. Furthermore, we propose an improved sequential-HPPO (S-HPPO) algorithm to address the curse of dimensionality encountered with a single RP-agent. Experimental results validate the stability of the HPPO algorithm across various environmental parameters, demonstrating its superiority over other benchmarks for joint resource optimization. Finally, we conduct a detailed comparative analysis between the proposed S-HPPO and HPPO algorithms, showcasing that the S-HPPO algorithm achieves faster convergence and improved performance in large-scale RIS allocation scenarios.

eess.SY↗

Progress of the TianQin project

TianQin is a future space-based gravitational wave observatory targeting the frequency window of $10^{-4}$ Hz $\sim 1$ Hz. A large variety of gravitational wave sources are expected in this frequency band, including the merger of massive black hole binaries, the inspiral of extreme/intermediate mass ratio systems, stellar-mass black hole binaries, Galactic compact binaries, and so on. TianQin will consist of three Earth orbiting satellites on nearly identical orbits with orbital radii of about $10^5$ km. The satellites will form a normal triangle constellation whose plane is nearly perpendicular to the ecliptic plane. The TianQin project has been progressing smoothly following the ``0123" technology roadmap. In step ``0", the TianQin laser ranging station has been constructed and it has successfully ranged to all the five retro-reflectors on the Moon. In step ``1", the drag-free control technology has been tested and demonstrated using the TianQin-1 satellite. In step ``2", the inter-satellite laser interferometry technology will be tested using the pair of TianQin-2 satellites. The TianQin-2 mission has been officially approved and the satellites will be launched around 2026. In step ``3", i.e., the TianQin-3 mission, three identical satellites will be launched around 2035 to form the space-based gravitational wave detector, TianQin, and to start gravitational wave detection in space.

gr-qc↗

FitLight: Federated Imitation Learning for Plug-and-Play Autonomous Traffic Signal Control

Although Reinforcement Learning (RL)-based Traffic Signal Control (TSC) methods have been extensively studied, their practical applications still raise some serious issues such as high learning cost and poor generalizability. This is because the ``trial-and-error'' training style makes RL agents extremely dependent on the specific traffic environment, which also requires a long convergence time. To address these issues, we propose a novel Federated Imitation Learning (FIL)-based framework for multi-intersection TSC, named FitLight, which allows RL agents to plug-and-play for any traffic environment without additional pre-training cost. Unlike existing imitation learning approaches that rely on pre-training RL agents with demonstrations, FitLight allows real-time imitation learning and seamless transition to reinforcement learning. Due to our proposed knowledge-sharing mechanism and novel hybrid pressure-based agent design, RL agents can quickly find a best control policy with only a few episodes. Moreover, for resource-constrained TSC scenarios, FitLight supports model pruning and heterogeneous model aggregation, such that RL agents can work on a micro-controller with merely 16{\it KB} RAM and 32{\it KB} ROM. Extensive experiments demonstrate that, compared to state-of-the-art methods, FitLight not only provides a superior starting point but also converges to a better final solution on both real-world and synthetic datasets, even under extreme resource limitations.

cs.LG↗

AAKT: Enhancing Knowledge Tracing with Alternate Autoregressive Modeling

Knowledge Tracing (KT) aims to predict students' future performances based on their former exercises and additional information in educational settings. KT has received significant attention since it facilitates personalized experiences in educational situations. Simultaneously, the autoregressive modeling on the sequence of former exercises has been proven effective for this task. One of the primary challenges in autoregressive modeling for Knowledge Tracing is effectively representing the anterior (pre-response) and posterior (post-response) states of learners across exercises. Existing methods often employ complex model architectures to update learner states using question and response records. In this study, we propose a novel perspective on knowledge tracing task by treating it as a generative process, consistent with the principles of autoregressive models. We demonstrate that knowledge states can be directly represented through autoregressive encodings on a question-response alternate sequence, where model generate the most probable representation in hidden state space by analyzing history interactions. This approach underpins our framework, termed Alternate Autoregressive Knowledge Tracing (AAKT). Additionally, we incorporate supplementary educational information, such as question-related skills, into our framework through an auxiliary task, and include extra exercise details, like response time, as additional inputs. Our proposed framework is implemented using advanced autoregressive technologies from Natural Language Generation (NLG) for both training and prediction. Empirical evaluations on four real-world KT datasets indicate that AAKT consistently outperforms all baseline models in terms of AUC, ACC, and RMSE. Furthermore, extensive ablation studies and visualized analysis validate the effectiveness of key components in AAKT.

cs.AI↗

Extract cleaned Swift/UVOT UV grism spectra with uvotpy package

The ultraviolet/optical telescope (UVOT) onboard the Neil Gehrels Swift Observatory is capable of imaging with 7 lenticular filters and of taking slitless spectra with 2 grisms. Both image and grism data have been widely used to study gamma-ray bursts, supernovae and other ultraviolet/optical transients, and proved UVOT is a powerful instrument in time-domain astronomy. However, the second order contamination, for blue sources, strongly limits the red end of ultraviolet (UV) grism spectra. This, in turn, reduces the valid wavelength range to only about 33% of the total. However, to explore the broadband spectral energy distribution of GRBs at the early stage, a larger valid wavelength range is required. Hence based on the uvotpy package, we propose a method to remove the second order contamination from UV grism spectra (nominal mode) up to about 4000Å, i.e., about 70% of the full wavelength range. The 1-sigma systematic uncertainty of this method is about 11.2%. In addition, if a source is red enough, the red end of the valid range could reach about 5000Å. The source code is available on GitHub.

astro-ph.IM↗