arXiv subjects

Hongtao Fan

Publications and source records attributed to Hongtao Fan.

6 recordsLinked to original sources

arXiv2024

Two-person zero-sum stochastic linear quadratic control problems with Markov chains and fractional Brownian motion in infinite horizon

This paper addresses a class of two-person zero-sum stochastic differential equations, which encompass Markov chains and fractional Brownian motion, and satisfy some monotonicity conditions over an infinite time horizon. Within the framework of forward-backward stochastic differential equations (FBSDEs) that describe system evolution, we extend the classical It$\rm\hat{o}$'s formula to accommodate complex scenarios involving Brownian motion, fractional Brownian motion, and Markov chains simultaneously. By applying the Banach fixed-point theorem and approximation methods respectively, we theoretically guarantee the existence and uniqueness of solutions for FBSDEs in infinite horizon. Furthermore, we apply the method for the first time to the optimal control problem in a two-player zero-sum game, deriving the optimal control strategies for both players by solving the FBSDEs system. Finally, we conduct an analysis of the impact of the cross-term $S(\cdot)$ in the cost function on the solution, revealing its crucial role in the optimization process.

math.OC↗

arXiv2022

Low-Rank Tensor Completion Based on Bivariate Equivalent Minimax-Concave Penalty

Low-rank tensor completion (LRTC) is an important problem in computer vision and machine learning. The minimax-concave penalty (MCP) function as a non-convex relaxation has achieved good results in the LRTC problem. To makes all the constant parameters of the MCP function as variables so that futherly improving the adaptability to the change of singular values in the LRTC problem, we propose the bivariate equivalent minimax-concave penalty (BEMCP) theorem. Applying the BEMCP theorem to tensor singular values leads to the bivariate equivalent weighted tensor $Γ$-norm (BEWTGN) theorem, and we analyze and discuss its corresponding properties. Besides, to facilitate the solution of the LRTC problem, we give the proximal operators of the BEMCP theorem and BEWTGN. Meanwhile, we propose a BEMCP model for the LRTC problem, which is optimally solved based on alternating direction multiplier (ADMM). Finally, the proposed method is applied to the data restorations of multispectral image (MSI), magnetic resonance imaging (MRI) and color video (CV) in real-world, and the experimental results demonstrate that it outperforms the state-of-arts methods.

cs.CV↗

arXiv2022

Two New Low Rank Tensor Completion Methods Based on Sum Nuclear Norm

The low rank tensor completion (LRTC) problem has attracted great attention in computer vision and signal processing. How to acquire high quality image recovery effect is still an urgent task to be solved at present. This paper proposes a new tensor $L_{2,1}$ norm minimization model (TLNM) that integrates sum nuclear norm (SNN) method, differing from the classical tensor nuclear norm (TNN)-based tensor completion method, with $L_{2,1}$ norm and Qatar Riyal decomposition for solving the LRTC problem. To improve the utilization rate of the local prior information of the image, a total variation (TV) regularization term is introduced, resulting in a new class of tensor $L_{2,1}$ norm minimization with total variation model (TLNMTV). Both proposed models are convex and therefore have global optimal solutions. Moreover, we adopt the Alternating Direction Multiplier Method (ADMM) to obtain the closed-form solution of each variable, thus ensuring the feasibility of the algorithm. Numerical experiments show that the two proposed algorithms are convergent and outperform compared methods. In particular, our method significantly outperforms the contrastive methods when the sampling rate of hyperspectral images is 2.5\%.

math.NA↗

arXiv2022

Tensor Full Feature Measure and Its Nonconvex Relaxation Applications to Tensor Recovery

Tensor sparse modeling as a promising approach, in the whole of science and engineering has been a huge success. As is known to all, various data in practical application are often generated by multiple factors, so the use of tensors to represent the data containing the internal structure of multiple factors came into being. However, different from the matrix case, constructing reasonable sparse measure of tensor is a relatively difficult and very important task. Therefore, in this paper, we propose a new tensor sparsity measure called Tensor Full Feature Measure (FFM). It can simultaneously describe the feature information of each dimension of the tensor and the related features between two dimensions, and connect the Tucker rank with the tensor tube rank. This measurement method can describe the sparse features of the tensor more comprehensively. On this basis, we establish its non-convex relaxation, and apply FFM to low rank tensor completion (LRTC) and tensor robust principal component analysis (TRPCA). LRTC and TRPCA models based on FFM are proposed, and two efficient Alternating Direction Multiplier Method (ADMM) algorithms are developed to solve the proposed model. A variety of real numerical experiments substantiate the superiority of the proposed methods beyond state-of-the-arts.

cs.CV↗

arXiv2022

Tensor Recovery Based on A Novel Non-convex Function Minimax Logarithmic Concave Penalty Function

Non-convex relaxation methods have been widely used in tensor recovery problems, and compared with convex relaxation methods, can achieve better recovery results. In this paper, a new non-convex function, Minimax Logarithmic Concave Penalty (MLCP) function, is proposed, and some of its intrinsic properties are analyzed, among which it is interesting to find that the Logarithmic function is an upper bound of the MLCP function. The proposed function is generalized to tensor cases, yielding tensor MLCP and weighted tensor $Lγ$-norm. Consider that its explicit solution cannot be obtained when applying it directly to the tensor recovery problem. Therefore, the corresponding equivalence theorems to solve such problem are given, namely, tensor equivalent MLCP theorem and equivalent weighted tensor $Lγ$-norm theorem. In addition, we propose two EMLCP-based models for classic tensor recovery problems, namely low-rank tensor completion (LRTC) and tensor robust principal component analysis (TRPCA), and design proximal alternate linearization minimization (PALM) algorithms to solve them individually. Furthermore, based on the Kurdyka-Łojasiwicz property, it is proved that the solution sequence of the proposed algorithm has finite length and converges to the critical point globally. Finally, Extensive experiments show that proposed algorithm achieve good results, and it is confirmed that the MLCP function is indeed better than the Logarithmic function in the minimization problem, which is consistent with the analysis of theoretical properties.

eess.IV↗

arXiv2021

Deep neural network methods for solving forward and inverse problems of time fractional diffusion equations with conformable derivative

Physics-informed neural networks (PINNs) show great advantages in solving partial differential equations. In this paper, we for the first time propose to study conformable time fractional diffusion equations by using PINNs. By solving the supervise learning task, we design a new spatio-temporal function approximator with high data efficiency. L-BFGS algorithm is used to optimize our loss function, and back propagation algorithm is used to update our parameters to give our numerical solutions. For the forward problem, we can take IC/BCs as the data, and use PINN to solve the corresponding partial differential equation. Three numerical examples are are carried out to demonstrate the effectiveness of our methods. In particular, when the order of the conformable fractional derivative $α$ tends to $1$, a class of weighted PINNs is introduced to overcome the accuracy degradation caused by the singularity of solutions. For the inverse problem, we use the data obtained to train the neural network, and the estimation of parameter $λ$ in the equation is elaborated. Similarly, we give three numerical examples to show that our method can accurately identify the parameters, even if the training data is corrupted with 1\% uncorrelated noise.

math.NA↗