arXiv subjects

Jun Lu

Publications and source records attributed to Jun Lu.

At least 73 records · Page 4Linked to original sources

arXiv2022

Robust Bayesian Nonnegative Matrix Factorization with Implicit Regularizers

We introduce a probabilistic model with implicit norm regularization for learning nonnegative matrix factorization (NMF) that is commonly used for predicting missing values and finding hidden patterns in the data, in which the matrix factors are latent variables associated with each data dimension. The nonnegativity constraint for the latent factors is handled by choosing priors with support on the nonnegative subspace, e.g., exponential density or distribution based on exponential function. Bayesian inference procedure based on Gibbs sampling is employed. We evaluate the model on several real-world datasets including Genomics of Drug Sensitivity in Cancer (GDSC $IC_{50}$) and Gene body methylation with different sizes and dimensions, and show that the proposed Bayesian NMF GL$_2^2$ and GL$_\infty$ models lead to robust predictions for different data values and avoid overfitting compared with competitive Bayesian NMF approaches.

cs.LG↗

arXiv2022

Subtype-Aware Dynamic Unsupervised Domain Adaptation

Unsupervised domain adaptation (UDA) has been successfully applied to transfer knowledge from a labeled source domain to target domains without their labels. Recently introduced transferable prototypical networks (TPN) further addresses class-wise conditional alignment. In TPN, while the closeness of class centers between source and target domains is explicitly enforced in a latent space, the underlying fine-grained subtype structure and the cross-domain within-class compactness have not been fully investigated. To counter this, we propose a new approach to adaptively perform a fine-grained subtype-aware alignment to improve performance in the target domain without the subtype label in both domains. The insight of our approach is that the unlabeled subtypes in a class have the local proximity within a subtype, while exhibiting disparate characteristics, because of different conditional and label shifts. Specifically, we propose to simultaneously enforce subtype-wise compactness and class-wise separation, by utilizing intermediate pseudo-labels. In addition, we systematically investigate various scenarios with and without prior knowledge of subtype numbers, and propose to exploit the underlying subtype structure. Furthermore, a dynamic queue framework is developed to evolve the subtype cluster centroids steadily using an alternative processing scheme. Experimental results, carried out with multi-view congenital heart disease data and VisDA and DomainNet, show the effectiveness and validity of our subtype-aware UDA, compared with state-of-the-art UDA methods.

cs.CV↗

arXiv2022

Chemical-scissor-mediated structural editing of layered transition metal carbides

Intercalation of non-van der Waals (vdW) layered materials can produce new 2D and 3D materials with unique properties, but it is difficult to achieve. Here, we describe a structural editing protocol for 3D non-vdW layered ternary carbides and nitrides (MAX phases) and their 2D vdW derivatives (MXenes). Gap-opening and species-intercalating stages were mediated by chemical scissors and guest intercalants, creating a large family of layered materials with unconventional elements and structures in MAX phases, as well as MXenes with versatile termination species. Removal of surface terminations by metal scissors and stitching of carbide layers by metal atoms leads to a reverse transformation from MXenes to MAX phases, and metal-intercalated 2D carbides. This scissor-mediated structural editing may enable structural and chemical tailoring of other layered ceramics.

cond-mat.mtrl-sci↗

arXiv2022

A Hybrid Approach on Conditional GAN for Portfolio Analysis

Over the decades, the Markowitz framework has been used extensively in portfolio analysis though it puts too much emphasis on the analysis of the market uncertainty rather than on the trend prediction. While generative adversarial network (GAN), conditional GAN (CGAN), and autoencoding CGAN (ACGAN) have been explored to generate financial time series and extract features that can help portfolio analysis. The limitation of the CGAN or ACGAN framework stands in putting too much emphasis on generating series and finding the internal trends of the series rather than predicting the future trends. In this paper, we introduce a hybrid approach on conditional GAN based on deep generative models that learns the internal trend of historical data while modeling market uncertainty and future trends. We evaluate the model on several real-world datasets from both the US and Europe markets, and show that the proposed HybridCGAN and HybridACGAN models lead to better portfolio allocation compared to the existing Markowitz, CGAN, and ACGAN approaches.

q-fin.PM↗

arXiv2022

A note on VIX for postprocessing quantitative strategies

In this note, we introduce how to use Volatility Index (VIX) for postprocessing quantitative strategies so as to increase the Sharpe ratio and reduce trading risks. The signal from this procedure is an indicator of trading or not on a daily basis. Finally, we analyze this procedure on SH510300 and SH510050 assets. The strategies are evaluated by measurements of Sharpe ratio, max drawdown, and Calmar ratio. However, there is always a risk of loss in trading. The results from the tests are just examples of how the method works; no claim is made on the suggestion of real market positions.

q-fin.ST↗

arXiv2022

Solid-state Janus nanoprecipitation enables amorphous-like heat conduction in crystalline Mg3Sb2-based thermoelectric materials

Solid-state precipitation can be used to tailor materials properties, ranging from ferromagnets and catalysts to mechanical strengthening and energy storage. Thermoelectric properties can be modified by precipitation to enhance phonon scattering while retaining charge-carrier transmission. Here, we uncover unconventional dual Janus-type nanoprecipitates in Mg3Sb1.5Bi0.5 formed by side-by-side Bi- and Ge-rich appendages, in contrast to separate nanoprecipitate formation. These Janus nanoprecipitates result from local co-melting of Bi and Ge during sintering, enabling an amorphous-like lattice thermal conductivity. A precipitate size effect on phonon scattering is observed due to the balance between alloy-disorder and nanoprecipitate scattering. The thermoelectric figure-of-merit ZT reaches 0.6 near room temperature and 1.6 at 773 K. The Janus nanoprecipitation can be introduced into other materials and may act as a general property-tailoring mechanism.

cond-mat.mtrl-sci↗

arXiv2022

Comparative Study of Inference Methods for Interpolative Decomposition

In this paper, we propose a probabilistic model with automatic relevance determination (ARD) for learning interpolative decomposition (ID), which is commonly used for low-rank approximation, feature selection, and identifying hidden patterns in data, where the matrix factors are latent variables associated with each data dimension. Prior densities with support on the specified subspace are used to address the constraint for the magnitude of the factored component of the observed matrix. Bayesian inference procedure based on Gibbs sampling is employed. We evaluate the model on a variety of real-world datasets including CCLE $EC50$, CCLE $IC50$, Gene Body Methylation, and Promoter Methylation datasets with different sizes, and dimensions, and show that the proposed Bayesian ID algorithms with automatic relevance determination lead to smaller reconstructive errors even compared to vanilla Bayesian ID algorithms with fixed latent dimension set to matrix rank.

cs.LG↗

arXiv2022

Chiral Assemblies of Pinwheel Superlattices on Substrates

The unique topology and physics of chiral superlattices make their self-assembly from nanoparticles a holy grail for (meta)materials. Here we show that tetrahedral gold nanoparticles can spontaneously transform from a perovskite-like low-density phase with corner-to-corner connections into pinwheel assemblies with corner-to-edge connections and denser packing. While the corner-sharing assemblies are achiral, pinwheel superlattices become strongly mirror-asymmetric on solid substrates as demonstrated by chirality measures. Liquid-phase transmission electron microscopy and computational models show that van der Waals and electrostatic interactions between nanoparticles control thermodynamic equilibrium. Variable corner-to-edge connections among tetrahedra enable fine-tuning of chirality. The domains of the bilayer superlattices display strong chiroptical activity identified by photon-induced near-field electron microscopy and finite-difference time-domain simulations. The simplicity and versatility of the substrate-supported chiral superlattices facilitate manufacturing of metastructured coatings with unusual optical, mechanical and electronic characteristics.

cond-mat.mtrl-sci↗

arXiv2022

Fidelity-Guarantee Entanglement Routing in Quantum Networks

Entanglement routing establishes remote entanglement connection between two arbitrary nodes, which is one of the most important functions in quantum networks. The existing routing mechanisms mainly improve the robustness and throughput facing the failure of entanglement generations, which, however, rarely include the considerations on the most important metric to evaluate the quality of connection, entanglement fidelity. To solve this problem, we propose purification-enabled entanglement routing designs to provide fidelity guarantee for multiple Source-Destination (SD) pairs in quantum networks. In our proposal, we first consider the single S-D pair scenario and design an iterative routing algorithm, Q-PATH, to find the optimal purification decisions along the routing path with minimum entangled pair cost. Further, a low-complexity routing algorithm using an extended Dijkstra algorithm, Q-LEAP, is designed to reduce the computational complexity by using a simple but effective purification decision method. Then we consider the common scenario with multiple S-D pairs and design a greedy-based algorithm considering resource allocation and rerouting process for multiple routing requests. To verify the effectiveness and superiority of the proposed algorithms, extensive simulations are conducted, and the simulation results show that the proposed algorithms not only can provide fidelity-guarantee routing solutions, but also has superior performance in terms of throughput, fidelity of end-to-end entanglement connection, and resource utilization ratio, compared with the existing routing scheme.

quant-ph↗

arXiv2022

Flexible and Hierarchical Prior for Bayesian Nonnegative Matrix Factorization

In this paper, we introduce a probabilistic model for learning nonnegative matrix factorization (NMF) that is commonly used for predicting missing values and finding hidden patterns in the data, in which the matrix factors are latent variables associated with each data dimension. The nonnegativity constraint for the latent factors is handled by choosing priors with support on the nonnegative subspace. Bayesian inference procedure based on Gibbs sampling is employed. We evaluate the model on several real-world datasets including MovieLens 100K and MovieLens 1M with different sizes and dimensions and show that the proposed Bayesian NMF GRRN model leads to better predictions and avoids overfitting compared to existing Bayesian NMF approaches.

cs.LG↗

arXiv2022

Autoencoding Conditional GAN for Portfolio Allocation Diversification

Over the decades, the Markowitz framework has been used extensively in portfolio analysis though it puts too much emphasis on the analysis of the market uncertainty rather than on the trend prediction. While generative adversarial network (GAN) and conditional GAN (CGAN) have been explored to generate financial time series and extract features that can help portfolio analysis. The limitation of the CGAN framework stands in putting too much emphasis on generating series rather than keeping features that can help this generator. In this paper, we introduce an autoencoding CGAN (ACGAN) based on deep generative models that learns the internal trend of historical data while modeling market uncertainty and future trends. We evaluate the model on several real-world datasets from both the US and Europe markets, and show that the proposed ACGAN model leads to better portfolio allocation and generates series that are closer to true data compared to the existing Markowitz and CGAN approaches.

q-fin.PM↗

arXiv2022

Feature screening for multi-response linear models by empirical likelihood

This paper proposes a new feature screening method for the multi-response ultrahigh dimensional linear model by empirical likelihood. Through a multivariate moment condition, the empirical likelihood induced ranking statistics can exploit the joint effect among responses, and thus result in a much better performance than the methods considering responses individually. More importantly, by the use of empirical likelihood, the new method adapts to the heterogeneity in the conditional variance of random error. The sure screening property of the newly proposed method is proved with the model size controlled within a reasonable scale. Additionally, the new screening method is also extended to a conditional version so that it can recover the hidden predictors which are easily missed by the unconditional method. The corresponding theoretical properties are also provided. Finally, both numerical studies and real data analysis are provided to illustrate the effectiveness of the proposed methods.

stat.ME↗

arXiv2022

Bayesian Low-Rank Interpolative Decomposition for Complex Datasets

In this paper, we introduce a probabilistic model for learning interpolative decomposition (ID), which is commonly used for feature selection, low-rank approximation, and identifying hidden patterns in data, where the matrix factors are latent variables associated with each data dimension. Prior densities with support on the specified subspace are used to address the constraint for the magnitude of the factored component of the observed matrix. Bayesian inference procedure based on Gibbs sampling is employed. We evaluate the model on a variety of real-world datasets including CCLE EC50, CCLE IC50, CTRP EC50,and MovieLens 100K datasets with different sizes, and dimensions, and show that the proposed Bayesian ID GBT and GBTN models lead to smaller reconstructive errors compared to existing randomized approaches.

cs.LG↗

arXiv2022

AdaSmooth: An Adaptive Learning Rate Method based on Effective Ratio

It is well known that we need to choose the hyper-parameters in Momentum, AdaGrad, AdaDelta, and other alternative stochastic optimizers. While in many cases, the hyper-parameters are tuned tediously based on experience becoming more of an art than science. We present a novel per-dimension learning rate method for gradient descent called AdaSmooth. The method is insensitive to hyper-parameters thus it requires no manual tuning of the hyper-parameters like Momentum, AdaGrad, and AdaDelta methods. We show promising results compared to other methods on different convolutional neural networks, multi-layer perceptron, and alternative machine learning tasks. Empirical results demonstrate that AdaSmooth works well in practice and compares favorably to other stochastic optimization methods in neural networks.

cs.LG↗

arXiv2022

Reducing overestimating and underestimating volatility via the augmented blending-ARCH model

SVR-GARCH model tends to "backward eavesdrop" when forecasting the financial time series volatility in which case it tends to simply produce the prediction by deviating the previous volatility. Though the SVR-GARCH model has achieved good performance in terms of various performance measurements, trading opportunities, peak or trough behaviors in the time series are all hampered by underestimating or overestimating the volatility. We propose a blending ARCH (BARCH) and an augmented BARCH (aBARCH) model to overcome this kind of problem and make the prediction towards better peak or trough behaviors. The method is illustrated using real data sets including SH300 and S&P500. The empirical results obtained suggest that the augmented and blending models improve the volatility forecasting ability.

q-fin.ST↗

arXiv2022

Exploring Classic Quantitative Strategies

The goal of this paper is to debunk and dispel the magic behind the black-box quantitative strategies. It aims to build a solid foundation on how and why the techniques work. This manuscript crystallizes this knowledge by deriving from simple intuitions, the mathematics behind the strategies. This tutorial doesn't shy away from addressing both the formal and informal aspects of quantitative strategies. By doing so, it hopes to provide readers with a deeper understanding of these techniques as well as the when, the how and the why of applying these techniques. The strategies are presented in terms of both S\&P500 and SH510300 data sets. However, the results from the tests are just examples of how the methods work; no claim is made on the suggestion of real market positions.

q-fin.GN↗

arXiv2021

On the Column and Row Ranks of a Matrix

Every m by n matrix A with rank r has exactly r independent rows and r independent columns. The fact has become the most fundamental theorem in linear algebra such that we may favor it in an unconscious way. The sole aim of this paper is to give a self-contained introduction to concepts and mathematical tools for the rank of a matrix in order to seamlessly introduce how it works in applied linear algebra. However, we clearly realize our inability to cover all the useful and interesting results concerning this topic and given the paucity of scope to present this discussion, e.g., a proof via the injective linear map. We refer the reader to literature in the field of linear algebra for a more detailed introduction to the related fields.

math.HO↗

arXiv2021

Dual camera snapshot hyperspectral imaging system via physics informed learning

We consider using the system's optical imaging process with convolutional neural networks (CNNs) to solve the snapshot hyperspectral imaging reconstruction problem, which uses a dual-camera system to capture the three-dimensional hyperspectral images (HSIs) in a compressed way. Various methods using CNNs have been developed in recent years to reconstruct HSIs, but most of the supervised deep learning methods aimed to fit a brute-force mapping relationship between the captured compressed image and standard HSIs. Thus, the learned mapping would be invalid when the observation data deviate from the training data. Especially, we usually don't have ground truth in real-life scenarios. In this paper, we present a self-supervised dual-camera equipment with an untrained physics-informed CNNs framework. Extensive simulation and experimental results show that our method without training can be adapted to a wide imaging environment with good performance. Furthermore, compared with the training-based methods, our system can be constantly fine-tuned and self-improved in real-life scenarios.

eess.IV↗