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Dan Zhu

Publications and source records attributed to Dan Zhu.

At least 37 records · Page 2Linked to original sources

Generalized Half-Dyon in SU(2) Yang-Mills-Higgs Theory

We report on generalized half-dyon solutions in SU(2) Yang-Mills-Higgs theory, namely Type I and Type II solutions. These solutions are constructed by considering $ϕ$-winding number $1\leq n \leq 4$, electric charge parameter $0 \leqη<η_{max}$ and Higgs self-coupling constant $0 \leq β\leq 1$. They represent system of magnetic charge $+2nπ/g$ ($-2nπ/g$) and electric charge $Q$ that lies along the negative (positive) $z$-axis. Fundamental properties such as total energy, electric charge, dipole moment are explored and discussed.

hep-th↗

Electroweak Monopole-antimonopole Pair in the Standard Model

We present the first numerical solution that corresponds to a pair of Cho-Maison monopole and antimonopole (MAP) in the SU(2)$\times$U(1) Weinberg-Salam (WS) theory. The monopoles are finitely separated, while each pole carries magnetic charge $\pm 4π/e$. The positive pole is situated in the upper hemisphere, whereas the negative pole is in the lower hemisphere. The Cho-Maison MAP was investigated for a range of Weinberg angle, $0.4675\leq\tanθ_W\leq10$, and Higgs self-coupling, $0\leqβ\leq1.7704$. Magnetic dipole moment ($μ_m$) and pole separation ($d_z$) of the numerical solutions are calculated and analyzed. Total energy of the system, however, is infinite due to point singularities at the locations of monopoles.

hep-ph↗

Money Growth and Inflation: A Quantile Sensitivity Approach

An innovative method is proposed to construct a quantile dependence system for inflation and money growth. By considering all quantiles and leveraging a novel notion of quantile sensitivity, the method allows the assessment of changes in the entire distribution of a variable of interest in response to a perturbation in another variable's quantile. The construction of this relationship is demonstrated through a system of linear quantile regressions. Then, the proposed framework is exploited to examine the distributional effects of money growth on the distributions of inflation and its disaggregate measures in the United States and the Euro area. The empirical analysis uncovers significant impacts of the upper quantile of the money growth distribution on the distribution of inflation and its disaggregate measures. Conversely, the lower and median quantiles of the money growth distribution are found to have a negligible influence. Finally, this distributional impact exhibits variation over time in both the United States and the Euro area.

econ.EM↗

Discordance Minimization-based Imputation Algorithms for Missing Values in Rating Data

Ratings are frequently used to evaluate and compare subjects in various applications, from education to healthcare, because ratings provide succinct yet credible measures for comparing subjects. However, when multiple rating lists are combined or considered together, subjects often have missing ratings, because most rating lists do not rate every subject in the combined list. In this study, we propose analyses on missing value patterns using six real-world data sets in various applications, as well as the conditions for applicability of imputation algorithms. Based on the special structures and properties derived from the analyses, we propose optimization models and algorithms that minimize the total rating discordance across rating providers to impute missing ratings in the combined rating lists, using only the known rating information. The total rating discordance is defined as the sum of the pairwise discordance metric, which can be written as a quadratic function. Computational experiments based on real-world and synthetic rating data sets show that the proposed methods outperform the state-of-the-art general imputation methods in the literature in terms of imputation accuracy.

stat.ML↗

Bivariate Distribution Regression with Application to Insurance Data

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given observed circumstances. This article presents an estimation method for modeling the conditional joint distribution of bivariate outcomes based on the distribution regression and factorization methods. This method is considered semiparametric in that it allows for flexible modeling of both the marginal and joint distributions conditional on covariates without imposing global parametric assumptions across the entire distribution. In contrast to existing parametric approaches, our method can accommodate discrete, continuous, or mixed variables, and provides a simple yet effective way to capture distributional dependence structures between bivariate outcomes and covariates. Various simulation results confirm that our method can perform similarly or better in finite samples compared to the alternative methods. In an application to the study of a motor third-party liability insurance portfolio, the proposed method effectively estimates risk measures such as the conditional Value-at-Risk and Expected Shortfall. This result suggests that this semiparametric approach can serve as an alternative in insurance risk management.

stat.ME↗

Finite-time ruin probabilities of bidimensional risk models with correlated Brownian motions

The present work concerns the finite-time ruin probabilities for several bidimensional risk models with constant interest force and correlated Brownian motions.} Under the condition that the two Brownian motions $\{B_1(t), t\ge 0\}$ and $\{B_2(t), t\ge 0\}$ are correlated, we establish new results for the finite-time ruin probabilities. \textcolor{blue} {Our research has enriched the development of the ruin theory with heavy tails in unidimensional risk models and the dependence theory of stochastic processes.

math.PR↗

Hybrid unadjusted Langevin methods for high-dimensional latent variable models

The exact estimation of latent variable models with big data is known to be challenging. The latents have to be integrated out numerically, and the dimension of the latent variables increases with the sample size. This paper develops a novel approximate Bayesian method based on the Langevin diffusion process. The method employs the Fisher identity to integrate out the latent variables, which makes it accurate and computationally feasible when applied to big data. In contrast to other approximate estimation methods, it does not require the choice of a parametric distribution for the unknowns, which often leads to inaccuracies. In an empirical discrete choice example with a million observations, the proposed method accurately estimates the posterior choice probabilities using only 2% of the computation time of exact MCMC.

econ.EM↗

Joint mixability of elliptical distributions and related families

In this paper, three different proofs to a result of Wang, Peng and Yang (2013) which related to the joint mixability of elliptical distributions with the same characteristic generator are present. Moreover, we generalize this result to any distributions with finite second moments. An open problem proposed by Wang (2015) is solved by constructing a bimodal-symmetric distribution. The joint mixability of slash-elliptical distributions and skew-elliptical distributions is studied and the extension to multivariate distributions is also investigated.

math.ST↗

Distributional Vector Autoregression: Eliciting Macro and Financial Dependence

Vector autoregression is an essential tool in empirical macroeconomics and finance for understanding the dynamic interdependencies among multivariate time series. In this study, we expand the scope of vector autoregression by incorporating a multivariate distributional regression framework and introducing a distributional impulse response function, providing a comprehensive view of dynamic heterogeneity. We propose a straightforward yet flexible estimation method and establish its asymptotic properties under weak dependence assumptions. Our empirical analysis examines the conditional joint distribution of GDP growth and financial conditions in the United States, with a focus on the global financial crisis. Our results show that tight financial conditions lead to a multimodal conditional joint distribution of GDP growth and financial conditions, and easing financial conditions significantly impacts long-term GDP growth, while improving the GDP growth during the global financial crisis has limited effects on financial conditions.

econ.EM↗

Valid Information Guidance Network for Compressed Video Quality Enhancement

In recent years deep learning methods have shown great superiority in compressed video quality enhancement tasks. Existing methods generally take the raw video as the ground truth and extract practical information from consecutive frames containing various artifacts. However, they do not fully exploit the valid information of compressed and raw videos to guide the quality enhancement for compressed videos. In this paper, we propose a unique Valid Information Guidance scheme (VIG) to enhance the quality of compressed videos by mining valid information from both compressed videos and raw videos. Specifically, we propose an efficient framework, Compressed Redundancy Filtering (CRF) network, to balance speed and enhancement. After removing the redundancy by filtering the information, CRF can use the valid information of the compressed video to reconstruct the texture. Furthermore, we propose a progressive Truth Guidance Distillation (TGD) strategy, which does not need to design additional teacher models and distillation loss functions. By only using the ground truth as input to guide the model to aggregate the correct spatio-temporal correspondence across the raw frames, TGD can significantly improve the enhancement effect without increasing the extra training cost. Extensive experiments show that our method achieves the state-of-the-art performance of compressed video quality enhancement in terms of accuracy and efficiency.

cs.CV↗

High-Dimensional Conditionally Gaussian State Space Models with Missing Data

We develop an efficient sampling approach for handling complex missing data patterns and a large number of missing observations in conditionally Gaussian state space models. Two important examples are dynamic factor models with unbalanced datasets and large Bayesian VARs with variables in multiple frequencies. A key insight underlying the proposed approach is that the joint distribution of the missing data conditional on the observed data is Gaussian. Moreover, the inverse covariance or precision matrix of this conditional distribution is sparse, and this special structure can be exploited to substantially speed up computations. We illustrate the methodology using two empirical applications. The first application combines quarterly, monthly and weekly data using a large Bayesian VAR to produce weekly GDP estimates. In the second application, we extract latent factors from unbalanced datasets involving over a hundred monthly variables via a dynamic factor model with stochastic volatility.

econ.EM↗

Power Efficient Video Super-Resolution on Mobile NPUs with Deep Learning, Mobile AI & AIM 2022 challenge: Report

Video super-resolution is one of the most popular tasks on mobile devices, being widely used for an automatic improvement of low-bitrate and low-resolution video streams. While numerous solutions have been proposed for this problem, they are usually quite computationally demanding, demonstrating low FPS rates and power efficiency on mobile devices. In this Mobile AI challenge, we address this problem and propose the participants to design an end-to-end real-time video super-resolution solution for mobile NPUs optimized for low energy consumption. The participants were provided with the REDS training dataset containing video sequences for a 4X video upscaling task. The runtime and power efficiency of all models was evaluated on the powerful MediaTek Dimensity 9000 platform with a dedicated AI processing unit capable of accelerating floating-point and quantized neural networks. All proposed solutions are fully compatible with the above NPU, demonstrating an up to 500 FPS rate and 0.2 [Watt / 30 FPS] power consumption. A detailed description of all models developed in the challenge is provided in this paper.

eess.IV↗

Efficient and Accurate Quantized Image Super-Resolution on Mobile NPUs, Mobile AI & AIM 2022 challenge: Report

Image super-resolution is a common task on mobile and IoT devices, where one often needs to upscale and enhance low-resolution images and video frames. While numerous solutions have been proposed for this problem in the past, they are usually not compatible with low-power mobile NPUs having many computational and memory constraints. In this Mobile AI challenge, we address this problem and propose the participants to design an efficient quantized image super-resolution solution that can demonstrate a real-time performance on mobile NPUs. The participants were provided with the DIV2K dataset and trained INT8 models to do a high-quality 3X image upscaling. The runtime of all models was evaluated on the Synaptics VS680 Smart Home board with a dedicated edge NPU capable of accelerating quantized neural networks. All proposed solutions are fully compatible with the above NPU, demonstrating an up to 60 FPS rate when reconstructing Full HD resolution images. A detailed description of all models developed in the challenge is provided in this paper.

eess.IV↗

Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP

Timely characterizations of risks in economic and financial systems play an essential role in both economic policy and private sector decisions. However, the informational content of low-frequency variables and the results from conditional mean models provide only limited evidence to investigate this problem. We propose a novel mixed-frequency quantile vector autoregression (MF-QVAR) model to address this issue. Inspired by the univariate Bayesian quantile regression literature, the multivariate asymmetric Laplace distribution is exploited under the Bayesian framework to form the likelihood. A data augmentation approach coupled with a precision sampler efficiently estimates the missing low-frequency variables at higher frequencies under the state-space representation. The proposed methods allow us to nowcast conditional quantiles for multiple variables of interest and to derive quantile-related risk measures at high frequency, thus enabling timely policy interventions. The main application of the model is to nowcast conditional quantiles of the US GDP, which is strictly related to the quantification of Value-at-Risk and the Expected Shortfall.

econ.EM↗

Oscillating monopole-antimonopole pair in the Weinberg-Salam model

We investigate further the properties of axially symmetrical monopole-antimonopole pair in the standard Weinberg-Salam theory. These numerical solutions behave quite differently from their counterparts in the SU(2) Yang-Mills-Higgs theory as the poles are now bounded by a flux string. Our results confirm that the energy of these solutions resides in a range of 13.17 - 21.02 TeV. In addition, we found strong evidence suggesting this configuration is time-dependent and discovered an energy oscillation phenomenon between the monopole and anti-monopole, which is associated with the symmetry of the solution. Finally, we calculate numerically the magnetic charge of the solution and confirm that its value is indeed $\frac{4π}{e}\sin^2θ_{\scalebox{.5} {W}}$, as predicted by Y. Nambu in the 1970s. Counterintuitively, the magnetic charge is spread out and distributed along the string instead of concentrated near the poles.

hep-th↗

System of excited monopole-antimonopole pair in the Weinberg-Salam model

We investigate further the properties of axially symmetric monopole-antimonopole pair in the standard Weinberg-Salam model. By using a novel data sampling approach, we have obtained and analyzed 300 numerical solutions corresponding to physical Higgs self-coupling $β=0.7782$ and the Weinberg angle $\tanθ_W=0.5358$. We calculate the energy of these solutions and confirm that they reside in a range of 13.1690 - 21.0221 TeV. In addition, a unique pattern is shown when the data are arranged according to an algorithm based on the system's symmetry, which seems to indicate the system is oscillating. We also calculate numerically the magnetic charge of the solutions and confirm that their values are indeed $\pm\frac{4π}{e}\sin^2θ_W$.

hep-ph↗

NTIRE 2022 Challenge on High Dynamic Range Imaging: Methods and Results

This paper reviews the challenge on constrained high dynamic range (HDR) imaging that was part of the New Trends in Image Restoration and Enhancement (NTIRE) workshop, held in conjunction with CVPR 2022. This manuscript focuses on the competition set-up, datasets, the proposed methods and their results. The challenge aims at estimating an HDR image from multiple respective low dynamic range (LDR) observations, which might suffer from under- or over-exposed regions and different sources of noise. The challenge is composed of two tracks with an emphasis on fidelity and complexity constraints: In Track 1, participants are asked to optimize objective fidelity scores while imposing a low-complexity constraint (i.e. solutions can not exceed a given number of operations). In Track 2, participants are asked to minimize the complexity of their solutions while imposing a constraint on fidelity scores (i.e. solutions are required to obtain a higher fidelity score than the prescribed baseline). Both tracks use the same data and metrics: Fidelity is measured by means of PSNR with respect to a ground-truth HDR image (computed both directly and with a canonical tonemapping operation), while complexity metrics include the number of Multiply-Accumulate (MAC) operations and runtime (in seconds).

cs.CV↗

Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach

State-space mixed-frequency vector autoregressions are now widely used for nowcasting. Despite their popularity, estimating such models can be computationally intensive, especially for large systems with stochastic volatility. To tackle the computational challenges, we propose two novel precision-based samplers to draw the missing observations of the low-frequency variables in these models, building on recent advances in the band and sparse matrix algorithms for state-space models. We show via a simulation study that the proposed methods are more numerically accurate and computationally efficient compared to standard Kalman-filter based methods. We demonstrate how the proposed method can be applied in two empirical macroeconomic applications: estimating the monthly output gap and studying the response of GDP to a monetary policy shock at the monthly frequency. Results from these two empirical applications highlight the importance of incorporating high-frequency indicators in macroeconomic models.

econ.EM↗