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arXiv 2023年

作者： Li, Yunchen Yu, Zhou He, Gaoqi Shen, Yunhang Li, Ke Sun, Xing Lin, Shaohui East China Normal University China Key Laboratory of Advanced Theory and Application in Statistics and Data Science Ministry of Education China Youtu Lab Tencent Shanghai China

Symmetric positive definite (SPD) matrices have shown important value and applications in statistics and machine learning, such as FMRI analysis and traffic prediction. Previous works on SPD matrices mostly focus on discriminative models, where predictions are made directly on E(X|y), where y is a vector and X is an SPD matrix. However, these methods are challenging to handle for large-scale data, as they need to access and process the whole data. In this paper, inspired by denoising diffusion probabilistic model (DDPM), we propose a novel generative model, termed SPD-DDPM, by introducing Gaussian distribution in the SPD space to estimate E(X|y). Moreover, our model is able to estimate p(X) unconditionally and flexibly without giving y. On the one hand, the model conditionally learns p(X|y) and utilizes the mean of samples to obtain E(X|y) as a prediction. On the other hand, the model unconditionally learns the probability distribution of the data p(X) and generates samples that conform to this distribution. Furthermore, we propose a new SPD net which is much deeper than the previous networks and allows for the inclusion of conditional factors. Experiment results on toy data and real taxi data demonstrate that our models effectively fit the data distribution both unconditionally and unconditionally and provide accurate predictions. Copyright © 2023, The Authors. All rights reserved.

关键词： Forecasting

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Modelling Correlation Matrices in Multivariate Dyadic data: Latent Variable Models for Intergenerational Exchanges of Family Support

arXiv

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arXiv 2022年

作者： Zhang, Siliang Kuha, Jouni Steele, Fiona Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE School of Statistics East China Normal University China Department of Statistics London School of Economics & Political Science United Kingdom

We define a model for the joint distribution of multiple continuous latent variables which includes a model for how their correlations depend on explanatory variables. This is motivated by and applied to social scientific research questions in the analysis of intergenerational help and support within families, where the correlations describe reciprocity of help between generations and complementarity of different kinds of help. We propose an MCMC procedure for estimating the model which maintains the positive definiteness of the implied correlation matrices, and describe theoretical results which justify this approach and facilitate efficient implementation of it. The model is applied to data from the UK Household Longitudinal Study to analyse exchanges of practical and financial support between adult individuals and their non-coresident parents. Copyright © 2022, The Authors. All rights reserved.

关键词： Covariance matrix

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A review of distributed statistical inference

arXiv

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arXiv 2023年

作者： Gao, Yuan Liu, Weidong Wang, Hansheng Wang, Xiaozhou Yan, Yibo Zhang, Riquan School of Statistics Key Laboratory of Advanced Theory and Application in Statistics and Data Science - MOE East China Normal University Shanghai China School of Mathematical Sciences Key Lab of Artificial Intelligence - MOE Shanghai Jiao Tong University Shanghai China Guanghua School of Management Peking University Beijing China

The rapid emergence of massive datasets in various fields poses a serious challenge to traditional statistical methods. Meanwhile, it provides opportunities for researchers to develop novel algorithms. Inspired by the idea of divide-and-conquer, various distributed frameworks for statistical estimation and inference have been proposed. They were developed to deal with large-scale statistical optimization problems. This paper aims to provide a comprehensive review for related literature. It includes parametric models, nonparametric models, and other frequently used models. Their key ideas and theoretical properties are summarized. The trade-off between communication cost and estimate precision together with other concerns are discussed. Copyright © 2023, The Authors. All rights reserved.

关键词： Principal component analysis

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Semiparametric Likelihood-based Inference for Censored data with Auxiliary Information from External Massive data Sources

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Acta Mathematicae Applicatae Sinica 2020年第3期36卷 642-656页

作者： Yue-xin FANG Yong ZHOU School of Statistics and Management Shanghai University of Finance and EconomicsShanghai200433China Key Laboratory of Advanced Theory and Application in Statistics and Data Science MOEand Academy of Statistics and Interdisciplinary SciencesEast China Normal UniversityShanghai 200062China

Published auxiliary information can be helpful in conducting statistical inference in a new *** this paper,we synthesize the auxiliary information with semiparametric likelihood-based inference for censoring data with the total sample size is *** express the auxiliary information as constraints on the regression coefficients and the covariate distribution,then use empirical likelihood method for general estimating equations to improve the efficiency of the interested parameters in the specified *** consistency and asymptotic normality of the resulting regression parameter estimators *** numerical simulation and application with different supposed conditions show that the proposed method yields a substantial gain in efficiency of the interested parameters.

关键词： Auxiliary information Massive data Censored data Empirical likelihood Estimation equations

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RecursiveDet: End-to-End Region-based Recursive Object Detection

RecursiveDet: End-to-End Region-based Recursive Object Detec...

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International Conference on Computer Vision (ICCV)

作者： Jing Zhao Li Sun Qingli Li Shanghai Key Laboratory of Multidimensional Information Processing East China Normal University Shanghai China Key Laboratory of Advanced Theory and Application in Statistics and Data Science East China Normal University Shanghai China

End-to-end region-based object detectors like Sparse R-CNN usually have multiple cascade bounding box decoding stages, which refine the current predictions according to their previous results. Model parameters within each stage are independent, evolving a huge cost. In this paper, we find the general setting of decoding stages is actually redundant. By simply sharing parameters and making a recursive decoder, the detector already obtains a significant improvement. The recursive decoder can be further enhanced by positional encoding (PE) of the proposal box, which makes it aware of the exact locations and sizes of input bounding boxes, thus becoming adaptive to proposals from different stages during the recursion. Moreover, we also design centerness-based PE to distinguish the RoI feature element and dynamic convolution kernels at different positions within the bounding box. To validate the effectiveness of the proposed method, we conduct intensive ablations and build the full model on three recent mainstream region-based detectors. The RecusiveDet is able to achieve obvious performance boosts with even fewer model parameters and slightly increased computation cost. Codes are available at https://***/bravezzzzzz/RecursiveDet.

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RecursiveDet: End-to-End Region-based Recursive Object Detection

arXiv

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arXiv 2023年

作者： Zhao, Jing Sun, Li Li, Qingli Shanghai Key Laboratory of Multidimensional Information Processing East China Normal University Shanghai China Key Laboratory of Advanced Theory and Application in Statistics and Data Science East China Normal University Shanghai China

关键词： Object detection

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CLIP-Driven Open-Vocabulary 3D Scene Graph Generation via Cross-Modality Contrastive Learning

CLIP-Driven Open-Vocabulary 3D Scene Graph Generation via Cr...

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Conference on Computer Vision and Pattern Recognition (CVPR)

作者： Lianggangxu Chen Xuejiao Wang Jiale Lu Shaohui Lin Changbo Wang Gaoqi He School of Computer Science and Technology East China Normal University Shanghai China Key Laboratory of Advanced Theory and Application in Statistics and Data Science Ministry of Education China Chongqing Key Laboratory of Precision Optics Chongqing Institute of East China Normal University Chongqing China

ISBN: (数字)9798350353006

ISBN: (纸本)9798350353013

3D Scene Graph Generation (3DSGG) aims to classify objects and their predicates within 3D point cloud scenes. However, current 3DSGG methods struggle with two main challenges. 1) The dependency on labor-intensive ground-truth annotations. 2) Closed-set classes training hampers the recognition of novel objects and predicates. Addressing these issues, our idea is to extract cross-modality features by CLIP from text and image data naturally related to 3D point clouds. Cross-modality features are used to train a robust 3D scene graph (3DSG)feature extractor. Specifically, we propose a novel Cross-Modality Contrastive Learning 3DSGG (CCL-3DSGG) method. Firstly, to align the text with 3DSG, the text is parsed into word level that are consistent with the 3DSG annotation. To enhance robustness during the alignment, adjectives are exchanged for different objects as negative samples. Then, to align the image with 3DSG, the camera view is treated as a positive sample and other views as negatives. Lastly, the recognition of novel object and predicate classes is achieved by calculating the cosine similarity between prompts and 3DSG features. Our rigorous experiments confirm the superior open-vocabulary capability and applicability of CCL-3DSGG in real-world contexts.

关键词： Point cloud compression Training Computer vision Three-dimensional displays Annotations Contrastive learning Feature extraction

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Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model

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Statistical theory and Related Fields 2020年第2期4卷 214-227页

作者： Liming Zhang Rongming Wang Jiaqin Wei Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE School of StatisticsEast China Normal UniversityShanghaiPeoples Republic of China

This paper is devoted to study the proportional reinsurance/new business and investment problem under the mean-variance criterion in a continuous-time *** strategies are constrained in the non-negative cone and all coefficients in the model except the interest rate are stochastic processes adapted the filtration generated by a Markov *** the help of a backward stochastic differential equation driven by the Markov chain,we obtain the optimal strategy and optimal cost explicitly under this non-Markovian regime-switching *** cases with one risky asset and Markov regime-switching model are considered as special cases.

关键词： Markov chain mean-variance problem non-negative constraints BSDE regime-switching

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Constrained Multi-objective Optimization Based on Dynamic Priority and Cooperative Offspring Generation

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IEEE Transactions on Evolutionary Computation 2025年

作者： He, Zhihui Wang, Feng Li, Bingdong Zhou, Aimin Wuhan University School of Computer Science Hubei 430072 China East China Normal University Shanghai Frontiers Science Center of Molecule Intelligent Syntheses Shanghai Institute of AI for Education School of Computer Science and Technology Shanghai200062 China Ministry of Education Key Laboratory of Advanced Theory and Application in Statistics and Data Science China

As the number and complexity of constraints in constrained multi-objective optimization problems (CMOPs) increase, the performance of existing constrained multi-objective evolutionary algorithms (CmoeAs) declines significantly. A novel idea is to sequentially address each constraint based on priority, effectively reducing the complexity of CMOPs. However, in these algorithms, the constraint-handling priority is determined statically in the initial stage. This may lead to inappropriate determination of constraint-handling priority since accurately estimating the constraint landscape in the initial stage is quite challenging. Moreover, these algorithms tackle constraints separately, neglecting the potential for inter-constraint cooperation and thus compromising their efficiency in constraint handling. Thus, we propose a constrained multi-objective evolutionary algorithm based on dynamic priority and cooperative offspring generation called DPCmoeA. Firstly, the constraint-handling priority is determined dynamically by the estimated inconsistency degree (EID) between the Pareto fronts of the candidate constraints and the current population. Secondly, computational resources are automatically allocated to each constraint according to EID based constraint relationship analysis. Finally, a new offspring generation strategy based on constraint cooperation is designed to enhance the quality of new solutions. Experimental results on six CMOP test suites demonstrate that DPCmoeA outperforms six state-of-the-art algorithms. © 1997-2012 IEEE.

关键词： Optimization algorithms

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ON STOCHASTIC CONTROL PROBLEMS WITH HIGHER-ORDER MOMENTS

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SIAM Journal on Control and Optimization 2025年第3期63卷 1560-1589页

作者： Wang, Yike Liu, Jingzhen Bensoussan, Alain Cedric Yiu, Ka-Fai Wei, Jiaqin School of Finance Chongqing Technology and Business University Chongqing China China Institute for Actuarial Science Central University of Finance and Economics Beijing China SNaveen Jindal School of Management University of Texas at Dallas DallasTX75080 United States Department of Applied Mathematics Hong Kong Polytechnic University Hong Kong Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE School of Statistics East China Normal University Shanghai China

In this paper, we focus on a class of time-inconsistent stochastic control problems, where the objective function includes the mean and several higher-order central moments of the terminal value of state. To tackle the time-inconsistency, we seek both the closed-loop and the open-loop Nash equilibrium controls as time-consistent solutions. We establish a partial differential equation (PDE) system for deriving a closed-loop Nash equilibrium control, which does not include the equilibrium value function and is different from the extended Hamilton-Jacobi-Bellman (HJB) equations as in Bj\" ork, Khapko, and Murgoci [Finance Stoch., 21 (2017), pp. 331-360]. We show that our PDE system is equivalent to the extended HJB equations that seem difficult to solve for our higher-order moment problems. In deriving an open-loop Nash equilibrium control, due to the nonseparable higher-order moments in the objective function, we make some moment estimates in addition to the standard perturbation argument for developing a maximum principle. Then, the problem is reduced to solving a flow of forward-backward stochastic differential equations. In particular, we investigate linear controlled dynamics and some objective functions affine in the mean. The closed-loop and the open-loop Nash equilibrium controls are identical, which are independent of the state value, the random path, and the preference on the odd-order central moments. By sending the highest order of central moments to infinity, we obtain the time-consistent solutions to some control problems whose objective functions include some penalty functions for deviation. © 2025 Society for Industrial and Applied Mathematics.

关键词： Stochastic control systems

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