arXiv subjects

Bin Li

Publications and source records attributed to Bin Li.

At least 703 records · Page 39Linked to original sources

arXiv2014

JPEG Noises beyond the First Compression Cycle

This paper focuses on the JPEG noises, which include the quantization noise and the rounding noise, during a JPEG compression cycle. The JPEG noises in the first compression cycle have been well studied; however, so far less attention has been paid on the JPEG noises in higher compression cycles. In this work, we present a statistical analysis on JPEG noises beyond the first compression cycle. To our knowledge, this is the first work on this topic. We find that the noise distributions in higher compression cycles are different from those in the first compression cycle, and they are dependent on the quantization parameters used between two successive cycles. To demonstrate the benefits from the statistical analysis, we provide two applications that can employ the derived noise distributions to uncover JPEG compression history with state-of-the-art performance.

cs.MM↗

arXiv2014

Throughput-Optimal Scheduling Design with Regular Service Guarantees in Wireless Networks

Motivated by the regular service requirements of video applications for improving Quality-of-Experience (QoE) of users, we consider the design of scheduling strategies in multi-hop wireless networks that not only maximize system throughput but also provide regular inter-service times for all links. Since the service regularity of links is related to the higher-order statistics of the arrival process and the policy operation, it is highly challenging to characterize and analyze directly. We overcome this obstacle by introducing a new quantity, namely the time-since-last-service (TSLS), which tracks the time since the last service. By combining it with the queue-length in the weight, we propose a novel maximum-weight type scheduling policy, called Regular Service Guarantee (RSG) Algorithm. The unique evolution of the TSLS counter poses significant challenges for the analysis of the RSG Algorithm. To tackle these challenges, we first propose a novel Lyapunov function to show the throughput optimality of the RSG Algorithm. Then, we prove that the RSG Algorithm can provide service regularity guarantees by using the Lyapunov-drift based analysis of the steady-state behavior of the stochastic processes. In particular, our algorithm can achieve a degree of service regularity within a factor of a fundamental lower bound we derive. This factor is a function of the system statistics and design parameters and can be as low as two in some special networks. Our results, both analytical and numerical, exhibit significant service regularity improvements over the traditional throughput-optimal policies, which reveals the importance of incorporating the metric of time-since-last-service into the scheduling policy for providing regulated service.

cs.NI↗

arXiv2014

On the Frequency of Drawdowns for Brownian Motion Processes

Drawdowns measuring the decline in value from the historical running maxima over a given period of time, are considered as extremal events from the standpoint of risk management. To date, research on the topic has mainly focus on the side of severity by studying the first drawdown over certain pre-specified size. In this paper, we extend the discussion by investigating the frequency of drawdowns, and some of their inherent characteristics. We consider two types of drawdown time sequences depending on whether a historical running maximum {is reset or not}. For each type, we study the frequency rate of drawdowns, the Laplace transform of the $n$-th drawdown time, the distribution of the running maximum and the value process at the $n$-th drawdown time, as well as some other quantities of interest. Interesting relationships between these two drawdown time sequences are also established. Finally, insurance policies protecting against the risk of frequent drawdowns are also proposed and priced.

q-fin.PR↗

arXiv2014

A Quasi-Classical Mapping Approach to Vibrationally Coupled Electron Transport in Molecular Junctions

We develop a classical mapping approach suitable to describe vibrationally coupled charge transport in molecular junctions based on the Cartesian mapping for many-electron systems [J. Chem. Phys. 137, 154107 (2012)]. To properly describe vibrational quantum effects in the transport characteristics, we introduce a simple transformation rewriting the Hamiltonian in terms of occupation numbers and use a binning function to facilitate quantization. The approach provides accurate results for the nonequilibrium Holstein model for a range of bias voltages, vibrational frequencies and temperatures. It also captures the hallmarks of vibrational quantum effects apparent in step-like structure in the current-voltage characteristics at low temperatures as well as the phenomenon of Franck-Condon blockade.

cond-mat.str-el↗

arXiv2013

Observations of 6.7 GHz Methanol Masers with EAVN I: VLBI Images of the first Epoch of Observations

Very long baseline interferometry (VLBI) monitoring of the 6.7 GHz methanol maser allows us to measure the internal proper motions of the maser spots and therefore study the gas motion around high-mass young stellar objects. To this end, we have begun monitoring observations with the East-Asian VLBI Network. In this paper we present the results of the first epoch observation for 36 sources, including 35 VLBI images of the methanol maser. Since two independent sources were found in three images, respectively, images of 38 sources were obtained. In 34 sources, more than or equal to 10 spots were detected. The observed spatial scale of the maser distribution was from 9 to 4900 astronomical units, and the following morphological categories were observed: elliptical, arched, linear, paired, and complex. The position of the maser spot was determined to an accuracy of approximately 0.1 mas, sufficiently high to measure the internal proper motion from two years of monitoring observations. The VLBI observation, however, detected only approximately 20% of all maser emission, suggesting that the remaining 80% of the total flux was spread into an undetectable extended distribution. Therefore, in addition to high-resolution observations, it is important to observe the whole structure of the maser emission including extended low-brightness structures, to reveal the associated site of the maser and gas motion.

astro-ph.SR↗

arXiv2013

Time optimal quantum control of two-qubit systems

We study the optimal quantum control of heteronuclear two-qubit systems described by a Hamiltonian containing both nonlocal internal drift and local control terms. We derive an explicit formula to compute the minimum time required to steer the system from an initial state to a specified final state. As applications the minimal time to implement Controlled-NOT gate, SWAP gate and Controlled-U gate is calculated in detail. The experimental realizations of these quantum gates are explicitly presented.

quant-ph↗

arXiv2013

Geometry of Quantum Computation with Qutrits

Determining the quantum circuit complexity of a unitary operation is an important problem in quantum computation. By using the mathematical techniques of Riemannian geometry, we investigate the efficient quantum circuits in quantum computation with $n$ qutrits. We show that the optimal quantum circuits are essentially equivalent to the shortest path between two points in a certain curved geometry of $SU(3^n)$. As an example, three-qutrit systems are investigated in detail.

quant-ph↗

arXiv2013

Parallel Decoders of Polar Codes

In this letter, we propose parallel SC (Successive Cancellation) decoder and parallel SC-List decoder for polar codes. The parallel decoder is composed of M=2^m(m>=1) component decoders working in parallel and each component decoder decodes a Polar code of a block size of 1/M of the original Polar code. Therefore the parallel decoder has M times faster decoding speed. Our simulation results show that the parallel decoder has almost the same error-rate performance as the conventional non-parallel decoder.

cs.IT↗

arXiv2013

CORN: Correlation-Driven Nonparametric Learning Approach for Portfolio Selection -- an Online Appendix

This appendix proves CORN's universal consistency. One of Bin's PhD thesis examiner (Special thanks to Vladimir Vovk from Royal Holloway, University of London) suggested that CORN is universal and provided sketch proof of Lemma 1.6, which is the key of this proof. Based on the proof in Gyprfi et al. [2006], we thus prove CORN's universal consistency. Note that the notations in this appendix follows Györfi et al. [2006].

q-fin.CP↗

arXiv2013

Online Portfolio Selection: A Survey

Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural understanding of published online portfolio selection techniques. From an online machine learning perspective, we first formulate online portfolio selection as a sequential decision problem, and then survey a variety of state-of-the-art approaches, which are grouped into several major categories, including benchmarks, "Follow-the-Winner" approaches, "Follow-the-Loser" approaches, "Pattern-Matching" based approaches, and "Meta-Learning Algorithms". In addition to the problem formulation and related algorithms, we also discuss the relationship of these algorithms with the Capital Growth theory in order to better understand the similarities and differences of their underlying trading ideas. This article aims to provide a timely and comprehensive survey for both machine learning and data mining researchers in academia and quantitative portfolio managers in the financial industry to help them understand the state-of-the-art and facilitate their research and practical applications. We also discuss some open issues and evaluate some emerging new trends for future research directions.

q-fin.CP↗

arXiv2013

Crystal Structure on the Category of Modules over Colored Planar Rook Algebra

Colored planar rook algebra is a semigroup algebra in which the basis element has a diagrammatic description. The category of finite dimensional modules over this algebra is completely reducible and suitable functors are defined on this category so that it admits a crystal structure in the sense of Kashiwara. We show that the category and functors categorify the crystal bases for the polynomial representations of quantized enveloping algebra $U_q(gl_{n+1})$.

math.RT↗

arXiv2012

A Cartesian Quasi-classical Model to Nonequilibrium Quantum Transport: The Anderson Impurity Model

We apply the recently proposed quasi-classical approach for a second quantized many-electron Hamiltonian in Cartesian coordinates [J. Chem. Phys. 137, 154107 (2012)] to correlated nonequilibrium quantum transport. The approach provides accurate results for the resonant level model for a wide range of temperatures, bias and gate voltages, correcting for the flaws of our recently proposed mapping using action-angle variables. When electron-electron interactions are included, higher order schemes are required to map the two-electron integrals, leading to semi-quantitative results for the Anderson impurity model. In particular, we show that the current mapping is capable of capturing qualitatively the Coulomb blockade effect.

cond-mat.mes-hall↗

arXiv2012

An Adaptive Successive Cancellation List Decoder for Polar Codes with Cyclic Redundancy Check

In this letter, we propose an adaptive SC (Successive Cancellation)-List decoder for polar codes with CRC. This adaptive SC-List decoder iteratively increases the list size until the decoder outputs contain at least one survival path which can pass CRC. Simulation shows that the adaptive SC-List decoder provides significant complexity reduction. We also demonstrate that polar code (2048, 1024) with 24-bit CRC decoded by our proposed adaptive SC-List decoder with very large list size can achieve a frame error rate FER=0.001 at Eb/No=1.1dB, which is about 0.2dB from the information theoretic limit at this block length.

cs.IT↗

arXiv2012

Carrier dependent ferromagnetism in chromium doped topological insulator $Cr_{0.2}Bi_xSb_{1.8-x}Te_3$

Carrier-independent ferromagnetism of chromium doped topological insulator $Bi_xSb_{2-x}Te_3$ thin films,which cannot be explained by current theory of dilute magnetic semiconductor, has been reported recently. To study if it is related to the distinctive surface state of topological insulator, we studied the structural, magnetic and transport characters of $Cr_{0.2}Bi_xSb_{1.8-x}Te_3$ single crystals. The Curie temperature $T_c$, which is determined from magnetization and anomalous Hall effect measurements by Arrott plots, is found to be proportional to $p^{1/3}$, where p is the hole density. This fact supports a scenario of RKKY interaction with mean-field approximation. This carrier density dependent nature enables tuning and controlling of the magnetic properties by applying a gate voltage in the future science researches and spintronics applications.

cond-mat.mtrl-sci↗

arXiv2012

On-Line Portfolio Selection with Moving Average Reversion

On-line portfolio selection has attracted increasing interests in machine learning and AI communities recently. Empirical evidences show that stock's high and low prices are temporary and stock price relatives are likely to follow the mean reversion phenomenon. While the existing mean reversion strategies are shown to achieve good empirical performance on many real datasets, they often make the single-period mean reversion assumption, which is not always satisfied in some real datasets, leading to poor performance when the assumption does not hold. To overcome the limitation, this article proposes a multiple-period mean reversion, or so-called Moving Average Reversion (MAR), and a new on-line portfolio selection strategy named "On-Line Moving Average Reversion" (OLMAR), which exploits MAR by applying powerful online learning techniques. From our empirical results, we found that OLMAR can overcome the drawback of existing mean reversion algorithms and achieve significantly better results, especially on the datasets where the existing mean reversion algorithms failed. In addition to superior trading performance, OLMAR also runs extremely fast, further supporting its practical applicability to a wide range of applications.

cs.CE↗

arXiv2012

Groupwise Constrained Reconstruction for Subspace Clustering

Reconstruction based subspace clustering methods compute a self reconstruction matrix over the samples and use it for spectral clustering to obtain the final clustering result. Their success largely relies on the assumption that the underlying subspaces are independent, which, however, does not always hold in the applications with increasing number of subspaces. In this paper, we propose a novel reconstruction based subspace clustering model without making the subspace independence assumption. In our model, certain properties of the reconstruction matrix are explicitly characterized using the latent cluster indicators, and the affinity matrix used for spectral clustering can be directly built from the posterior of the latent cluster indicators instead of the reconstruction matrix. Experimental results on both synthetic and real-world datasets show that the proposed model can outperform the state-of-the-art methods.

cs.LG↗

arXiv2012

Controllable spin singlet - spin triplet transition in three concentric quantum rings through magnetic field and confinement potential

We present a theoretical study of the spectrum of electrons confined in triple concentric rings. An unusual ordering and rich variety of angular momentum transitions are found that depend on the coupling between the rings and the confinement potential of the rings. Using the Configuration Interaction (CI) method, we calculated the two electron energy spectrum. Spin singlet to spin triplet transitions of the electron ground state are predicted and a fractional Aharonov-Bohm effect is found. We show that both the period and amplitude of the spin singlet - triplet energy gap depend strongly on the confinement potential and the external magnetic field. The spin singlet - triplet transition is found to depend on the spin Zeeman energy, especially for rings with weak confinement and in the presence of large magnetic field. The amplitude of the spin singlet - triplet energy gap depends on the Landé $g$-factor but the period of the transitions is independent of $g$.

cond-mat.mes-hall↗

arXiv2012

Tunable optical Aharonov-Bohm effect in a semiconductor quantum ring

By applying an electric field perpendicular to a semiconductor quantum ring we show that it is possible to modify the single particle wave function between quantum dot (QD)-like to ring-like. The constraints on the geometrical parameters of the quantum ring to realize such a transition are derived. With such a perpendicular electric field we are able to tune the Aharanov-Bohm (AB) effect for both single particles and for excitons. The tunability is in both the strength of the AB-effect as well as in its periodicity. We also investigate the strain induce potential inside the self assembled quantum ring and the effect of the strain on the AB effect.

cond-mat.mes-hall↗