arXiv subjects

Duan Li

Publications and source records attributed to Duan Li.

At least 19 recordsLinked to original sources

arXiv2026

NCP: Neighborhood-Preserving Non-Uniform Circle Packing for Visualization

Circle packing is widely used in visualization due to its aesthetic appeal and simplicity, particularly in tasks where the spatial arrangement and relationships between data are of interest, such as understanding proximity relationships (e.g., images with categories) or analyzing quantitative data (e.g., housing prices). Many applications require preserving neighborhood relationships while encoding a quantitative attribute using radii for data analysis. To meet these two requirements simultaneously, we present a neighborhood-preserving non-uniform circle packing method, NCP. This method preserves neighborhood relationships between the data represented by non-uniform circles to comprehensively analyze similar data and an attribute of interest. We formulate neighborhood-preserving non-uniform circle packing as a planar graph embedding problem based on the circle packing theorem. This formulation leads to a non-convex optimization problem, which can be solved by the continuation method. We conduct a quantitative evaluation and present two use cases to demonstrate that our NCP method can effectively generate non-uniform circle packing results.

cs.HC↗

arXiv2025

ChartGalaxy: A Dataset for Infographic Chart Understanding and Generation

Infographic charts are a powerful medium for communicating abstract data by combining visual elements (e.g., charts, images) with textual information. However, their visual and structural richness poses challenges for large vision-language models (LVLMs), which are typically trained on plain charts. To bridge this gap, we introduce ChartGalaxy, a million-scale dataset designed to advance the understanding and generation of infographic charts. The dataset is constructed through an inductive process that identifies 75 chart types, 440 chart variations, and 68 layout templates from real infographic charts and uses them to create synthetic ones programmatically. We showcase the utility of this dataset through: 1) improving infographic chart understanding via fine-tuning, 2) benchmarking code generation for infographic charts, and 3) enabling example-based infographic chart generation. By capturing the visual and structural complexity of real design, ChartGalaxy provides a useful resource for enhancing multimodal reasoning and generation in LVLMs.

cs.CV↗

arXiv2025

RouteFlow: Trajectory-Aware Animated Transitions

Animating objects' movements is widely used to facilitate tracking changes and observing both the global trend and local hotspots where objects converge or diverge. Existing methods, however, often obscure critical local hotspots by only considering the start and end positions of objects' trajectories. To address this gap, we propose RouteFlow, a trajectory-aware animated transition method that effectively balances the global trend and local hotspots while minimizing occlusion. RouteFlow is inspired by a real-world bus route analogy: objects are regarded as passengers traveling together, with local hotspots representing bus stops where these passengers get on and off. Based on this analogy, animation paths are generated like bus routes, with the object layout generated similarly to seat allocation according to their destinations. Compared with state-of-the-art methods, RouteFlow better facilitates identifying the global trend and locating local hotspots while performing comparably in tracking objects' movements.

cs.HC↗

arXiv2024

GPI 2.0: Exploring The Impact of Different Readout Modes on the Wavefront Sensor's EMCCD

The Gemini Planet Imager (GPI) is a high contrast imaging instrument that aims to detect and characterize extrasolar planets. GPI is being upgraded to GPI 2.0, with several subsystems receiving a re-design to improve its contrast. To enable observations on fainter targets and increase performance on brighter ones, one of the upgrades is to the adaptive optics system. The current Shack-Hartmann wavefront sensor (WFS) is being replaced by a pyramid WFS with an low-noise electron multiplying CCD (EMCCD). EMCCDs are detectors capable of counting single photon events at high speed and high sensitivity. In this work, we characterize the performance of the HN\"u 240 EMCCD from N\"uv\"u Cameras, which was custom-built for GPI 2.0. Through our performance evaluation we found that the operating mode of the camera had to be changed from inverted-mode (IMO) to non-inverted mode (NIMO) in order to improve charge diffusion features found in the detector's images. Here, we characterize the EMCCD's noise contributors (readout noise, clock-induced charges, dark current) and linearity tests (EM gain, exposure time) before and after the switch to NIMO.

astro-ph.IM↗

arXiv2024

Taming Text-to-Image Synthesis for Novices: User-centric Prompt Generation via Multi-turn Guidance

The emergence of text-to-image synthesis (TIS) models has significantly influenced digital image creation by producing high-quality visuals from written descriptions. Yet these models are sensitive on textual prompts, posing a challenge for novice users who may not be familiar with TIS prompt writing. Existing solutions relieve this via automatic prompt expansion or generation from a user query. However, this single-turn manner suffers from limited user-centricity in terms of result interpretability and user interactivity. Thus, we propose DialPrompt, a dialogue-based TIS prompt generation model that emphasizes user experience for novice users. DialPrompt is designed to follow a multi-turn workflow, where in each round of dialogue the model guides user to express their preferences on possible optimization dimensions before generating the final TIS prompt. To achieve this, we mined 15 essential dimensions for high-quality prompts from advanced users and curated a multi-turn dataset. Through training on this dataset, DialPrompt improves user-centricity by allowing users to perceive and control the creation process of TIS prompts. Experiments indicate that DialPrompt improves significantly in user-centricity score compared with existing approaches while maintaining a competitive quality of synthesized images. In our user evaluation, DialPrompt is highly rated by 19 human reviewers (especially novices).

cs.AI↗

arXiv2023

GPI 2.0: Performance Evaluation of the Wavefront Sensor's EMCCD

The Gemini Planet Imager (GPI) is a high contrast imaging instrument that aims to detect and characterize extrasolar planets. GPI is being upgraded to GPI 2.0, with several subsystems receiving a re-design to improve the instrument's contrast. To enable observations on fainter targets and increase stability on brighter ones, one of the upgrades is to the adaptive optics system. The current Shack-Hartmann wavefront sensor (WFS) is being replaced by a pyramid WFS with an low-noise electron multiplying CCD (EMCCD). EMCCDs are detectors capable of counting single photon events at high speed and high sensitivity. In this work, we characterize the performance of the HN\"u 240 EMCCD from N\"uv\"u Cameras, which was custom-built for GPI 2.0. The HN\"u 240 EMCCD's characteristics make it well suited for extreme AO: it has low dark current ($<$ 0.01 e-/pix/fr), low readout noise (0.1 e-/pix/fr at a gain of 5000), high quantum efficiency ( 90% at wavelengths from 600-800 nm; 70% from 800-900 nm), and fast readout (up to 3000 fps full frame). Here we present test results on the EMCCD's noise contributors, such as the readout noise, pixel-to-pixel variability and CCD bias. We also tested the linearity and EM gain calibration of the detector. All camera tests were conducted before its integration into the GPI 2.0 PWFS system.

astro-ph.IM↗

arXiv2023

Integrating Different Informations for Portfolio Selection

Following the idea of Bayesian learning via Gaussian mixture model, we organically combine the backward-looking information contained in the historical data and the forward-looking information implied by the market portfolio, which is affected by heterogeneous expectations and noisy trading behavior. The proposed combined estimation adaptively harmonizes these two types of information based on the degree of market efficiency and responds quickly at turning points of the market. Both simulation experiments and a global empirical test confirm that the approach is a flexible and robust forecasting tool and is applicable to various capital markets with different degrees of efficiency.

q-fin.PM↗

arXiv2022

BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability

Traditional sentiment construction in finance relies heavily on the dictionary-based approach, with a few exceptions using simple machine learning techniques such as Naive Bayes classifier. While the current literature has not yet invoked the rapid advancement in the natural language processing, we construct in this research a textual-based sentiment index using a well-known pre-trained model BERT developed by Google, especially for three actively trading individual stocks in Hong Kong market with at the same time the hot discussion on Weibo.com. On the one hand, we demonstrate a significant enhancement of applying BERT in financial sentiment analysis when compared with the existing models. On the other hand, by combining with the other two commonly-used methods when it comes to building the sentiment index in the financial literature, i.e., the option-implied and the market-implied approaches, we propose a more general and comprehensive framework for the financial sentiment analysis, and further provide convincing outcomes for the predictability of individual stock return by combining LSTM (with a feature of a nonlinear mapping). It is significantly distinct with the dominating econometric methods in sentiment influence analysis which are all of a nature of linear regression.

q-fin.ST↗

arXiv2022

Tackling A Class of Hard Subset-Sum Problems: Integration of Lattice Attacks with Disaggregation Techniques

Subset-sum problems belong to the NP class and play an important role in both complexity theory and knapsack-based cryptosystems, which have been proved in the literature to become hardest when the so-called density approaches one. Lattice attacks, which are acknowledged in the literature as the most effective methods, fail occasionally even when the number of unknown variables is of medium size. In this paper we propose a modular disaggregation technique and a simplified lattice formulation based on which two lattice attack algorithms are further designed. We introduce the new concept "jump points" in our disaggregation technique, and derive inequality conditions to identify superior jump points which can more easily cut-off non-desirable short integer solutions. Empirical tests have been conducted to show that integrating the disaggregation technique with lattice attacks can effectively raise success ratios to 100% for randomly generated problems with density one and of dimensions up to 100. Finally, statistical regressions are conducted to test significant features, thus revealing reasonable factors behind the empirical success of our algorithms and techniques proposed in this paper.

eess.SY↗

arXiv2021

Effective Algorithms for Optimal Portfolio Deleveraging Problem with Cross Impact

We investigate the optimal portfolio deleveraging (OPD) problem with permanent and temporary price impacts, where the objective is to maximize equity while meeting a prescribed debt/equity requirement. We take the real situation with cross impact among different assets into consideration. The resulting problem is, however, a non-convex quadratic program with a quadratic constraint and a box constraint, which is known to be NP-hard. In this paper, we first develop a successive convex optimization (SCO) approach for solving the OPD problem and show that the SCO algorithm converges to a KKT point of its transformed problem. Second, we propose an effective global algorithm for the OPD problem, which integrates the SCO method, simple convex relaxation and a branch-and-bound framework, to identify a global optimal solution to the OPD problem within a pre-specified $ε$-tolerance. We establish the global convergence of our algorithm and estimate its complexity. We also conduct numerical experiments to demonstrate the effectiveness of our proposed algorithms with both the real data and the randomly generated medium- and large-scale OPD problem instances.

math.OC↗

arXiv2020

GPI 2.0 : Optimizing reconstructor performance in simulations and preliminary contrast estimates

During its move from the mountaintop of Cerro Pachon in Chile to the peak of Mauna Kea in Hawaii, the Gemini Planet Imager will make a pit stop to receive various upgrades, including a pyramid wavefront sensor. As a highly non-linear sensor, a standard approach to linearize the response of the pyramid is induce a rapid circular modulation of the beam around the pyramid tip, trading off sensitivity for robustness during high turbulence. Using high temporal resolution Fourier Optics based simulations, we investigate phase reconstruction approaches that attempt to optimize the performance of the sensor with a dynamically adjustable modulation parameter. We have studied the linearity and gain stability of the sensor under different modulation and seeing conditions, and the ability of the sensor to correct non-common-path errors. We will also show performance estimates which includes a comparative analysis of the atmospheric columns above the two mountains, as well as the Error Transfer Functions of the two systems.

astro-ph.IM↗

arXiv2020

Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems

When stochastic control problems do not possess separability and/or monotonicity, the dynamic programming pioneered by Bellman in 1950s fails to work as a time-decomposition solution method. Such cases have posted a great challenge to the control society in both theoretical foundation and solution methodologies for many years. With the help of the progressive hedging algorithm proposed by Rockafellar and Wets in 1991, we develop a novel scenario-decomposition solution framework for stochastic control problems which could be nonseparable and/or non-monotonic, thus extending the reach of stochastic optimal control. We discuss then some of its promising applications, including online quadratic programming problems and dynamic portfolio selection problems with smoothing properties.

math.OC↗

arXiv2019

Revised Progressive-Hedging-Algorithm Based Two-layer Solution Scheme for Bayesian Reinforcement Learning

Stochastic control with both inherent random system noise and lack of knowledge on system parameters constitutes the core and fundamental topic in reinforcement learning (RL), especially under non-episodic situations where online learning is much more demanding. This challenge has been notably addressed in Bayesian RL recently where some approximation techniques have been developed to find suboptimal policies. While existing approaches mainly focus on approximating the value function, or on involving Thompson sampling, we propose a novel two-layer solution scheme in this paper to approximate the optimal policy directly, by combining the time-decomposition based dynamic programming (DP) at the lower layer and the scenario-decomposition based revised progressive hedging algorithm (PHA) at the upper layer, for a type of Bayesian RL problem. The key feature of our approach is to separate reducible system uncertainty from irreducible one at two different layers, thus decomposing and conquering. We demonstrate our solution framework more especially via the linear-quadratic-Gaussian problem with unknown gain, which, although seemingly simple, has been a notorious subject over more than half century in dual control.

eess.SY↗

arXiv2019

A linear-time algorithm for generalized trust region subproblems

In this paper, we provide the first provable linear-time (in the number of non-zero entries of the input) algorithm for approximately solving the generalized trust region subproblem (GTRS) of minimizing a quadratic function over a quadratic constraint under some regular conditions. Our algorithm is motivated by and extends a recent linear-time algorithm for the trust region subproblem by Hazan and Koren [Math. Program., 2016, 158(1-2): 363-381]. However, due to the non-convexity and non-compactness of the feasible region, such an extension is nontrivial. Our main contribution is to demonstrate that under some regular condition, the optimal solution is in a compact and convex set and lower and upper bounds of the optimal value can be computed in linear time. Using these properties, we develop a linear-time algorithm for the GTRS.

math.OC↗

arXiv2018

Novel reformulations and efficient algorithms for the generalized trust region subproblem

We present a new solution framework to solve the generalized trust region subproblem (GTRS) of minimizing a quadratic objective over a quadratic constraint. More specifically, we derive a convex quadratic reformulation (CQR) via minimizing a linear objective over two convex quadratic constraints for the GTRS. We show that an optimal solution of the GTRS can be recovered from an optimal solution of the CQR. We further prove that this CQR is equivalent to minimizing the maximum of the two convex quadratic functions derived from the CQR for the case under our investigation. Although the latter minimax problem is nonsmooth, it is well-structured and convex. We thus develop two steepest descent algorithms corresponding to two different line search rules. We prove for both algorithms their global sublinear convergence rates. We also obtain a local linear convergence rate of the first algorithm by estimating the Kurdyka- Lojasiewicz exponent at any optimal solution under mild conditions. We finally demonstrate the efficiency of our algorithms in our numerical experiments.

math.OC↗

arXiv2017

A Theoretical Analysis of Sparse Recovery Stability of Dantzig Selector and LASSO

Dantzig selector (DS) and LASSO problems have attracted plenty of attention in statistical learning, sparse data recovery and mathematical optimization. In this paper, we provide a theoretical analysis of the sparse recovery stability of these optimization problems in more general settings and from a new perspective. We establish recovery error bounds for these optimization problems under a mild assumption called weak range space property of a transposed design matrix. This assumption is less restrictive than the well known sparse recovery conditions such as restricted isometry property (RIP), null space property (NSP) or mutual coherence. In fact, our analysis indicates that this assumption is tight and cannot be relaxed for the standard DS problems in order to maintain their sparse recovery stability. As a result, a series of new stability results for DS and LASSO have been established under various matrix properties, including the RIP with constant $δ_{2k}< 1/\sqrt{2}$ and the (constant-free) standard NSP of order $k.$ We prove that these matrix properties can yield an identical recovery error bound for DS and LASSO with stability coefficients being measured by the so-called Robinson's constant, instead of the conventional RIP or NSP constant. To our knowledge, this is the first time that the stability results with such a unified feature are established for DS and LASSO problems. Different from the standard analysis in this area of research, our analysis is carried out deterministically, and the key analytic tools used in our analysis include the error bound of linear systems due to Hoffman and Robinson and polytope approximation of symmetric convex bodies due to Barvinok.

math.ST↗

arXiv2017

Second Order Cone Constrained Convex Relaxations for Nonconvex Quadratically Constrained Quadratic Programming

In this paper, we present new convex relaxations for nonconvex quadratically constrained quadratic programming (QCQP) problems. While recent research has focused on strengthening convex relaxations using reformulation-linearization technique (RLT), the state-of-the-art methods lose their effectiveness when dealing with (multiple) nonconvex quadratic constraints in QCQP. In this research, we decompose and relax each nonconvex constraint to two second order cone (SOC) constraints and then linearize the products of the SOC constraints and linear constraints to construct some effective new valid constraints. Moreover, we extend the reach of the RLT-like techniques for almost all different types of constraint-pairs (including valid inequalities by linearizing the product of a pair of SOC constraints, and the the Hadamard product or the Kronecker product of two respective valid linear matrix inequalities), examine dominance relationships among different valid inequalities, and explore almost all possibilities of gaining benefits from generating valid constraints. Especially, we successfully demonstrate that applying RLT-like techniques to additional redundant linear constraints could reduce the relaxation gap. We demonstrate the efficiency of our results with numerical experiments.

math.OC↗

arXiv2017

Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise

We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk management. The linear constraint on both the control and state variables considered in our model destroys the elegant structure of the conventional LQ formulation and has blocked the derivation of an explicit control policy so far in the literature. We successfully derive in this paper the analytical control policy for such a class of problems by utilizing the state separation property induced from its structure. We reveal that the optimal control policy is a piece-wise affine function of the state and can be computed off-line efficiently by solving two coupled Riccati equations. Under some mild conditions, we also obtain the stationary control policy for infinite time horizon. We demonstrate the implementation of our method via some illustrative examples and show how to calibrate our model to solve dynamic constrained portfolio optimization problems.

eess.SY↗