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Hongbo Fu

Publications and source records attributed to Hongbo Fu.

81 records · Page 5Linked to original sources

Weak order in averaging principle for stochastic differential equations with jumps

The present article deals with the averaging principle for a two-time-scale system of jump-diffusion stochastic differential equation. Under suitable conditions, the weak error is expanded in powers of timescale parameter. It is proved that the rate of weak convergence to the averaged dynamics is of order $1$. This reveals the rate of weak convergence is essentially twice that of strong convergence.

math.PR↗

Active Object Reconstruction Using a Guided View Planner

Inspired by the recent advance of image-based object reconstruction using deep learning, we present an active reconstruction model using a guided view planner. We aim to reconstruct a 3D model using images observed from a planned sequence of informative and discriminative views. But where are such informative and discriminative views around an object? To address this we propose a unified model for view planning and object reconstruction, which is utilized to learn a guided information acquisition model and to aggregate information from a sequence of images for reconstruction. Experiments show that our model (1) increases our reconstruction accuracy with an increasing number of views (2) and generally predicts a more informative sequence of views for object reconstruction compared to other alternative methods.

cs.CV↗

Weak order in averaging principle for two-time-scale stochastic partial differential equations

This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval $[0, l]$, where both the fast and slow components are directly perturbed by additive noises. Under some regular conditions on drift coefficients, it is proved that the rate of weak convergence for the slow variable to the averaged dynamics is of order $1-\varepsilon$ for arbitrarily small $\varepsilon>0$. The proof is based on an asymptotic expansion of solutions to Kolmogorov equations associated with the multiple-time-scale system.

math.PR↗

Strong convergence rate in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales

In this article, we investigate averaging principle for stochastic hyperbolic-parabolic equations with two time-scales, in which both the slow and fast components are perturbed by multiplicative noises. Particularly, we prove that the rate of strong convergence for the slow component to the averaged dynamics is of order $1/2$, which significantly improves the order $1/4$ established in our previous work.

math.PR↗

Color Orchestra: Ordering Color Palettes for Interpolation and Prediction

Color theme or color palette can deeply influence the quality and the feeling of a photograph or a graphical design. Although color palettes may come from different sources such as online crowd-sourcing, photographs and graphical designs, in this paper, we consider color palettes extracted from fine art collections, which we believe to be an abundant source of stylistic and unique color themes. We aim to capture color styles embedded in these collections by means of statistical models and to build practical applications upon these models. As artists often use their personal color themes in their paintings, making these palettes appear frequently in the dataset, we employed density estimation to capture the characteristics of palette data. Via density estimation, we carried out various predictions and interpolations on palettes, which led to promising applications such as photo-style exploration, real-time color suggestion, and enriched photo recolorization. It was, however, challenging to apply density estimation to palette data as palettes often come as unordered sets of colors, which make it difficult to use conventional metrics on them. To this end, we developed a divide-and-conquer sorting algorithm to rearrange the colors in the palettes in a coherent order, which allows meaningful interpolation between color palettes. To confirm the performance of our model, we also conducted quantitative experiments on datasets of digitized paintings collected from the Internet and received favorable results.

cs.CV↗

Weak order in averaging principle for stochastic wave equations with a fast oscillation

This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval $[0,L]$, perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. Under suitable conditions, it is proved that the rate of weak convergence to the averaged effective dynamics is of order $1$ via an asymptotic expansion approach.

math.PR↗

Sketch-based Shape Retrieval using Pyramid-of-Parts

We present a multi-scale approach to sketch-based shape retrieval. It is based on a novel multi-scale shape descriptor called Pyramidof- Parts, which encodes the features and spatial relationship of the semantic parts of query sketches. The same descriptor can also be used to represent 2D projected views of 3D shapes, allowing effective matching of query sketches with 3D shapes across multiple scales. Experimental results show that the proposed method outperforms the state-of-the-art method, whether the sketch segmentation information is obtained manually or automatically by considering each stroke as a semantic part.

cs.GR↗

Slow Manifolds for Multi-Time-Scale Stochastic Evolutionary Systems

This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of fast-slow stochastic evolutionary equations. Under suitable conditions, it is proved that an exponentially tracking random invariant manifold exists, eliminating the fast motion for this coupled system. It is further shown that if the scaling parameter tends to zero, the invariant manifold tends to a slow manifold which captures long time dynamics. As examples the results are applied to a few systems of coupled parabolic-hyperbolic partial differential equations, coupled parabolic partial differential-ordinary differential equations, and coupled hyperbolic-hyperbolic partial differential equations.

math.PR↗

Effective dynamicsof a coupled microscopic-macroscopic stochastic system

A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the effective system is shown to approximate the original system, in the sense of a probabilistic convergence.

math.PR↗