SearcharxivSearch

arXiv subjects

Deng Ding

Publications and source records attributed to Deng Ding.

4 recordsLinked to original sources

Diffusion Model Conditioning on Gaussian Mixture Model and Negative Gaussian Mixture Gradient

Diffusion models (DMs) are a type of generative model that has a huge impact on image synthesis and beyond. They achieve state-of-the-art generation results in various generative tasks. A great diversity of conditioning inputs, such as text or bounding boxes, are accessible to control the generation. In this work, we propose a conditioning mechanism utilizing Gaussian mixture models (GMMs) as feature conditioning to guide the denoising process. Based on set theory, we provide a comprehensive theoretical analysis that shows that conditional latent distribution based on features and classes is significantly different, so that conditional latent distribution on features produces fewer defect generations than conditioning on classes. Two diffusion models conditioned on the Gaussian mixture model are trained separately for comparison. Experiments support our findings. A novel gradient function called the negative Gaussian mixture gradient (NGMG) is proposed and applied in diffusion model training with an additional classifier. Training stability has improved. We also theoretically prove that NGMG shares the same benefit as the Earth Mover distance (Wasserstein) as a more sensible cost function when learning distributions supported by low-dimensional manifolds.

cs.LG

A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options

In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes to address the challenges traditionally associated with GPR. These challenges include its diminished reliability in high-dimensional scenarios and the excessive computational costs associated with processing extensive numbers of simulated paths Our findings indicate that the proposed method surpasses the performance of the least squares Monte Carlo method in high-dimensional scenarios, particularly when the underlying assets are modeled by Merton's jump diffusion model. Moreover, our approach does not exhibit a significant increase in computational time as the number of dimensions grows. Consequently, this method emerges as a potential tool for alleviating the challenges posed by the curse of dimensionality.

q-fin.CP

An Efficient 1 Iteration Learning Algorithm for Gaussian Mixture Model And Gaussian Mixture Embedding For Neural Network

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves the accuracy and only take 1 iteration for learning. We theoretically proof that this new algorithm is guarantee to converge regardless the parameters initialisation. We compare our GMM expansion method with classic probability layers in neural network leads to demonstrably better capability to overcome data uncertainty and inverse problem. Finally, we test GMM based generator which shows a potential to build further application that able to utilized distribution random sampling for stochastic variation as well as variation control.

cs.LG

Domain Recurrence and Probabilistic Analysis of Residence Time of Stochastic Systems and Domain Aiming Control

The problem of domain aiming control is formulated for controlled stochastic nonlinear systems. This issue involves regularity of the solution to the resulting closed-loop stochastic system. To begin with, an extended existence and uniqueness theorem for stochastic differential equation with local Lipschitz coefficients is proven by using a Lyapunov-type function. A Lyapunov-based sufficient condition is also given under which there is no regularity of the solution for a class of stochastic differential equations. The notions of domain recurrence and residence time for stochastic nonlinear systems are introduced, and various criteria for the recurrence and non-recurrence relative to a bounded open domain or an unbounded domain are provided. Furthermore, upper bounds of either the expectation or the moment-generating function of the residence time are derived. In particular, a connection between the mean residence time and a Dirichlet problem is investigated and illustrated with a numerical example. Finally, the problem of domain aiming control is considered for certain types of nonlinear and linear stochastic systems. Several examples are provided to illustrate the theoretical results.

math.OC