arXiv subjects

Jun Fan

Publications and source records attributed to Jun Fan.

44 records · Page 3Linked to original sources

arXiv2020

Long Short-Term Memory Neuron Equalizer

In this work we propose a neuromorphic hardware based signal equalizer by based on the deep learning implementation. The proposed neural equalizer is plasticity trainable equalizer which is different from traditional model designed based DFE. A trainable Long Short-Term memory neural network based DFE architecture is proposed for signal recovering and digital implementation is evaluated through FPGA implementation. Constructing with modelling based equalization methods, the proposed approach is compatible to multiple frequency signal equalization instead of single type signal equalization. We shows quantitatively that the neuronmorphic equalizer which is amenable both analog and digital implementation outperforms in different metrics in comparison with benchmarks approaches. The proposed method is adaptable both for general neuromorphic computing or ASIC instruments.

eess.SP↗

arXiv2020

Doubly robust estimation of average treatment effect revisited

The research described herewith is to re-visit the classical doubly robust estimation of average treatment effect by conducting a systematic study on the comparisons, in the sense of asymptotic efficiency, among all possible combinations of the estimated propensity score and outcome regression. To this end, we consider all nine combinations under, respectively, parametric, nonparametric and semiparametric structures. The comparisons provide useful information on when and how to efficiently utilize the model structures in practice. Further, when there is model-misspecification, either propensity score or outcome regression, we also give the corresponding comparisons. Three phenomena are observed. Firstly, when all models are correctly specified, any combination can achieve the same semiparametric efficiency bound, which coincides with the existing results of some combinations. Secondly, when the propensity score is correctly modeled and estimated, but the outcome regression is misspecified parametrically or semiparametrically, the asymptotic variance is always larger than or equal to the semiparametric efficiency bound. Thirdly, in contrast, when the propensity score is misspecified parametrically or semiparametrically, while the outcome regression is correctly modeled and estimated, the asymptotic variance is not necessarily larger than the semiparametric efficiency bound. In some cases, the "super-efficiency" phenomenon occurs. We also conduct a small numerical study.

math.ST↗

arXiv2020

A Statistical Learning Approach to Modal Regression

This paper studies the nonparametric modal regression problem systematically from a statistical learning view. Originally motivated by pursuing a theoretical understanding of the maximum correntropy criterion based regression (MCCR), our study reveals that MCCR with a tending-to-zero scale parameter is essentially modal regression. We show that nonparametric modal regression problem can be approached via the classical empirical risk minimization. Some efforts are then made to develop a framework for analyzing and implementing modal regression. For instance, the modal regression function is described, the modal regression risk is defined explicitly and its \textit{Bayes} rule is characterized; for the sake of computational tractability, the surrogate modal regression risk, which is termed as the generalization risk in our study, is introduced. On the theoretical side, the excess modal regression risk, the excess generalization risk, the function estimation error, and the relations among the above three quantities are studied rigorously. It turns out that under mild conditions, function estimation consistency and convergence may be pursued in modal regression as in vanilla regression protocols, such as mean regression, median regression, and quantile regression. However, it outperforms these regression models in terms of robustness as shown in our study from a re-descending M-estimation view. This coincides with and in return explains the merits of MCCR on robustness. On the practical side, the implementation issues of modal regression including the computational algorithm and the tuning parameters selection are discussed. Numerical assessments on modal regression are also conducted to verify our findings empirically.

stat.ML↗

arXiv2019

Comparison theorems on large-margin learning

This paper studies binary classification problem associated with a family of loss functions called large-margin unified machines (LUM), which offers a natural bridge between distribution-based likelihood approaches and margin-based approaches. It also can overcome the so-called data piling issue of support vector machine in the high-dimension and low-sample size setting. In this paper we establish some new comparison theorems for all LUM loss functions which play a key role in the further error analysis of large-margin learning algorithms.

stat.ML↗

arXiv2019

An Improved Dipole Extraction Method From Magnitude-Only Electromagnetic-Field Data

Infinitesimal electric and magnetic dipoles are widely used as an equivalent radiating source model. In this paper, an improved method for dipole extraction from magnitude-only electromagnetic-field data based on genetic algorithm and back-and-forth iteration algorithm [1] is proposed. Compared with conventional back-and-forth iteration algorithm, this method offers an automatic flow to extract the equivalent dipoles without prior decision of the type, position, orientation and number of dipoles. It can be easily applied to electromagnetic-field data on arbitrarily shaped surfaces and minimize the number of required dipoles. The extracted dipoles can be close to original radiating structure, thus being physical. Compared with conventional genetic algorithm based method, this method reduces the optimization time and will not easily get trapped into local minima during optimization, thus being more robust. This method is validated by both simulation data and measurement data and its advantages are proved. The potential application of this method in phase retrieval is also discussed.

eess.SP↗

arXiv2018

Solving Poisson's Equation using Deep Learning in Particle Simulation of PN Junction

Simulating the dynamic characteristics of a PN junction at the microscopic level requires solving the Poisson's equation at every time step. Solving at every time step is a necessary but time-consuming process when using the traditional finite difference (FDM) approach. Deep learning is a powerful technique to fit complex functions. In this work, deep learning is utilized to accelerate solving Poisson's equation in a PN junction. The role of the boundary condition is emphasized in the loss function to ensure a better fitting. The resulting I-V curve for the PN junction, using the deep learning solver presented in this work, shows a perfect match to the I-V curve obtained using the finite difference method, with the advantage of being 10 times faster at every time step.

physics.comp-ph↗

arXiv2014

Consistency Analysis of an Empirical Minimum Error Entropy Algorithm

In this paper we study the consistency of an empirical minimum error entropy (MEE) algorithm in a regression setting. We introduce two types of consistency. The error entropy consistency, which requires the error entropy of the learned function to approximate the minimum error entropy, is shown to be always true if the bandwidth parameter tends to 0 at an appropriate rate. The regression consistency, which requires the learned function to approximate the regression function, however, is a complicated issue. We prove that the error entropy consistency implies the regression consistency for homoskedastic models where the noise is independent of the input variable. But for heteroskedastic models, a counterexample is used to show that the two types of consistency do not coincide. A surprising result is that the regression consistency is always true, provided that the bandwidth parameter tends to infinity at an appropriate rate. Regression consistency of two classes of special models is shown to hold with fixed bandwidth parameter, which further illustrates the complexity of regression consistency of MEE. Fourier transform plays crucial roles in our analysis.

cs.LG↗

arXiv2013

Learning Theory Approach to Minimum Error Entropy Criterion

We consider the minimum error entropy (MEE) criterion and an empirical risk minimization learning algorithm in a regression setting. A learning theory approach is presented for this MEE algorithm and explicit error bounds are provided in terms of the approximation ability and capacity of the involved hypothesis space when the MEE scaling parameter is large. Novel asymptotic analysis is conducted for the generalization error associated with Renyi's entropy and a Parzen window function, to overcome technical difficulties arisen from the essential differences between the classical least squares problems and the MEE setting. A semi-norm and the involved symmetrized least squares error are introduced, which is related to some ranking algorithms.

cs.LG↗