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Jianfei Shen

Publications and source records attributed to Jianfei Shen.

3 recordsLinked to original sources

Auto-Augmentation Contrastive Learning for Wearable-based Human Activity Recognition

For low-semantic sensor signals from human activity recognition (HAR), contrastive learning (CL) is essential to implement novel applications or generic models without manual annotation, which is a high-performance self-supervised learning (SSL) method. However, CL relies heavily on data augmentation for pairwise comparisons. Especially for low semantic data in the HAR area, conducting good performance augmentation strategies in pretext tasks still rely on manual attempts lacking generalizability and flexibility. To reduce the augmentation burden, we propose an end-to-end auto-augmentation contrastive learning (AutoCL) method for wearable-based HAR. AutoCL is based on a Siamese network architecture that shares the parameters of the backbone and with a generator embedded to learn auto-augmentation. AutoCL trains the generator based on the representation in the latent space to overcome the disturbances caused by noise and redundant information in raw sensor data. The architecture empirical study indicates the effectiveness of this design. Furthermore, we propose a stop-gradient design and correlation reduction strategy in AutoCL to enhance encoder representation learning. Extensive experiments based on four wide-used HAR datasets demonstrate that the proposed AutoCL method significantly improves recognition accuracy compared with other SOTA methods.

cs.LG

Three favorite sites occurs infinitely often for one-dimensional simple random walk

For a one-dimensional simple random walk $(S_t)$, for each time $t$ we say a site $x$ is a favorite site if it has the maximal local time. In this paper, we show that with probability 1 three favorite sites occurs infinitely often. Our work is inspired by Tóth (2001), and disproves a conjecture of Erdös and Révész (1984) and of Tóth (2001).

math.PR

Asymptotic Inference for AR(1) Penal Data

A general asymptotic theory is given for the panel data AR(1) model with time series independent in different cross sections. The theory covers the cases of stationary process, nearly non-stationary process, unit root process, mildly integrated, mildly explosive and explosive processes. It is assumed that the cross-sectional dimension and time-series dimension are respectively $N$ and $T$. The results in this paper illustrate that whichever the process is, with an appropriate regularization, the least squares estimator of the autoregressive coefficient converges to a normal distribution with rate at least $O(N^{-1/3})$. Since the variance is the key to characterize the normal distribution, it is important to discuss the variance of the least squares estimator. We will show that when the autoregressive coefficient $ρ$ satisfies $|ρ|<1$, the variance declines at the rate $O((NT)^{-1/2})$, while the rate changes to $O(N^{-1/2}T^{-1})$ when $ρ=1$ and $O(N^{-1/2}ρ^{-T+2})$ when $|ρ|>1$. $ρ=1$ is the critical point where the convergence rate changes radically. The transition process is studied by assuming $ρ$ depending on $T$ and going to $1$. An interesting phenomenon discovered in this paper is that, in the explosive case, the least squares estimator of the autoregressive coefficient has a standard normal limiting distribution in panel data case while it may not has a limiting distribution in univariate time series case.

stat.AP