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Junyi Guo

Publications and source records attributed to Junyi Guo.

At least 19 recordsLinked to original sources

Physics-Integrated Operator Learning via Gaussian Splatting Representations

Neural operators provide efficient surrogates for spatiotemporal PDE systems, but purely data-driven formulations often accumulate substantial errors during long-horizon autoregressive prediction and may fail to exploit available governing-equation structure. Existing approaches incorporate physics primarily through residual-based training objectives or PDE-specific architectural constraints, which can introduce optimization difficulties or limit architectural generality. In this work, we introduce a representation-level approach to physics integration in which a feed-forward Gaussian splatting (FFGS) representation serves as a continuous interface between discretized solution fields and governing operators. The FFGS representation reconstructs the state as a continuous Gaussian field with closed-form spatial derivatives, allowing available physical PDE operators to be integrated directly within the learned evolution map without introducing a physics-residual loss. We evaluate the framework across two- and three-dimensional PDE systems, including advection, diffusion, nonlinear self-advection, and reaction dynamics. Over long-horizon autoregressive rollouts, the proposed framework reduces relative $\ell_2$ error by $1.5\times$--$2.2\times$ compared with the strongest purely data-driven baseline across the benchmark suite, while consistently improving spectral fidelity. The framework also remains effective when the governing equations are partially known, demonstrating robustness to incomplete physics. These results demonstrate that continuous field representations can provide a practical interface for incorporating known physical structure into generic neural-operator surrogates.

cs.LG

Robust Optimal Reinsurance, Investment,and Surplus Allocation for Epstein-Zin Preferences

In this paper, we investigate the robust optimal reinsurance,investment,and internal surplus distribution (i.e., consumption) problem for an insurer with Epstein-Zin recursive preferences in an incomplete market. It is assumed that the insurer can allocate wealth to a financial market consisting of a risk-free asset and a risky asset, where the price process of the risky asset follows a diffusion process with a stochastic drift rate governed by an Ornstein-Uhlenbeck (O-U) process. For both the unit and non-unit elasticity of intertemporal substitution (EIS) cases, by applying the classical dynamic programming approach, we derive explicit solutions for the optimal robust reinsurance, investment,and consumption strategies and also verify that the obtained solutions indeed solve the optimal control problem. Furthermore, we compare the robust solutions with their non-robust counterparts, and the comparative results shown in the figures are consistent with economic intuition. Finally, we contrast the exact solutions with the Campbell-Shiller approximation and assess the accuracy of the approximation method.

math.OC

Generative Reconstruction of Spatiotemporal Wall-Pressure in Turbulent Boundary Layers via Patchwise Latent Diffusion

Wall-pressure fluctuations in turbulent boundary layers drive flow-induced noise, structural vibration, and hydroacoustic disturbances, especially in underwater and aerospace systems. Accurate prediction of their wavenumber-frequency spectra is critical for mitigation and design, yet empirical/analytical models rely on simplifying assumptions and miss the full spatiotemporal complexity, while high-fidelity simulations are prohibitive at high Reynolds numbers. Experimental measurements, though accessible, typically provide only pointwise signals and lack the resolution to recover full spatiotemporal fields. We propose a probabilistic generative framework that couples a patchwise (domain-decomposed) conditional neural field with a latent diffusion model to synthesize spatiotemporal wall-pressure fields under varying pressure-gradient conditions. The model conditions on sparse surface-sensor measurements and a low-cost mean-pressure descriptor, supports zero-shot adaptation to new sensor layouts, and produces ensembles with calibrated uncertainty. Validation against reference data shows accurate recovery of instantaneous fields and key statistics.

physics.flu-dyn

LLM-Driven Completeness and Consistency Evaluation for Cultural Heritage Data Augmentation in Cross-Modal Retrieval

Cross-modal retrieval is essential for interpreting cultural heritage data, but its effectiveness is often limited by incomplete or inconsistent textual descriptions, caused by historical data loss and the high cost of expert annotation. While large language models (LLMs) offer a promising solution by enriching textual descriptions, their outputs frequently suffer from hallucinations or miss visually grounded details. To address these challenges, we propose $C^3$, a data augmentation framework that enhances cross-modal retrieval performance by improving the completeness and consistency of LLM-generated descriptions. $C^3$ introduces a completeness evaluation module to assess semantic coverage using both visual cues and language-model outputs. Furthermore, to mitigate factual inconsistencies, we formulate a Markov Decision Process to supervise Chain-of-Thought reasoning, guiding consistency evaluation through adaptive query control. Experiments on the cultural heritage datasets CulTi and TimeTravel, as well as on general benchmarks MSCOCO and Flickr30K, demonstrate that $C^3$ achieves state-of-the-art performance in both fine-tuned and zero-shot settings.

cs.CV

Conditional neural field for spatial dimension reduction of turbulence data: a comparison study

We investigate conditional neural fields (CNFs), mesh-agnostic, coordinate-based decoders conditioned on a low-dimensional latent, for spatial dimensionality reduction of turbulent flows. CNFs are benchmarked against Proper Orthogonal Decomposition and a convolutional autoencoder within a unified encoding-decoding framework and a common evaluation protocol that explicitly separates in-range (interpolative) from out-of-range (strict extrapolative) testing beyond the training horizon, with identical preprocessing, metrics, and fixed splits across all baselines. We examine three conditioning mechanisms: (i) activation-only modulation (often termed FiLM), (ii) low-rank weight and bias modulation (termed FP), and (iii) last-layer inner-product coupling, and introduce a novel domain-decomposed CNF that localizes complexities. Across representative turbulence datasets (WMLES channel inflow, DNS channel inflow, and wall pressure fluctuations over turbulent boundary layers), CNF-FP achieves the lowest training and in-range testing errors, while CNF-FiLM generalizes best for out-of-range scenarios once moderate latent capacity is available. Domain decomposition significantly improves out-of-range accuracy, especially for the more demanding datasets. The study provides a rigorous, physics-aware basis for selecting conditioning, capacity, and domain decomposition when using CNFs for turbulence compression and reconstruction.

physics.flu-dyn

A deep learning-driven iterative scheme for high-dimensional HJB equations in portfolio selection with exogenous and endogenous costs

In this paper, we first conduct a study of the portfolio selection problem, incorporating both exogenous (proportional) and endogenous (resulting from liquidity risk, characterized by a stochastic process) transaction costs through the utility-based approach. We also consider the intrinsic relationship between these two types of costs. To address the associated nonlinear two-dimensional Hamilton-Jacobi-Bellman (HJB) equation, we propose an innovative deep learning-driven policy iteration scheme with three key advantages: i) it has the potential to address the curse of dimensionality; ii) it is adaptable to problems involving high-dimensional control spaces; iii) it eliminates truncation errors. The numerical analysis of the proposed scheme, including convergence analysis in a general setting, is also discussed. To illustrate the impact of these two types of transaction costs on portfolio choice, we conduct through numerical experiments using three typical utility functions.

q-fin.MF

Generative Latent Diffusion Model for Inverse Modeling and Uncertainty Analysis in Geological Carbon Sequestration

Geological Carbon Sequestration (GCS) has emerged as a promising strategy for mitigating global warming, yet its effectiveness heavily depends on accurately characterizing subsurface flow dynamics. The inherent geological uncertainty, stemming from limited observations and reservoir heterogeneity, poses significant challenges to predictive modeling. Existing methods for inverse modeling and uncertainty quantification are computationally intensive and lack generalizability, restricting their practical utility. Here, we introduce a Conditional Neural Field Latent Diffusion (CoNFiLD-geo) model, a generative framework for efficient and uncertainty-aware forward and inverse modeling of GCS processes. CoNFiLD-geo synergistically combines conditional neural field encoding with Bayesian conditional latent-space diffusion models, enabling zero-shot conditional generation of geomodels and reservoir responses across complex geometries and grid structures. The model is pretrained unconditionally in a self-supervised manner, followed by a Bayesian posterior sampling process, allowing for data assimilation for unseen/unobserved states without task-specific retraining. Comprehensive validation across synthetic and real-world GCS scenarios demonstrates CoNFiLD-geo's superior efficiency, generalization, scalability, and robustness. By enabling effective data assimilation, uncertainty quantification, and reliable forward modeling, CoNFiLD-geo significantly advances intelligent decision-making in geo-energy systems, supporting the transition toward a sustainable, net-zero carbon future.

physics.geo-ph

EditGarment: An Instruction-Based Garment Editing Dataset Constructed with Automated MLLM Synthesis and Semantic-Aware Evaluation

Instruction-based garment editing enables precise image modifications via natural language, with broad applications in fashion design and customization. Unlike general editing tasks, it requires understanding garment-specific semantics and attribute dependencies. However, progress is limited by the scarcity of high-quality instruction-image pairs, as manual annotation is costly and hard to scale. While MLLMs have shown promise in automated data synthesis, their application to garment editing is constrained by imprecise instruction modeling and a lack of fashion-specific supervisory signals. To address these challenges, we present an automated pipeline for constructing a garment editing dataset. We first define six editing instruction categories aligned with real-world fashion workflows to guide the generation of balanced and diverse instruction-image triplets. Second, we introduce Fashion Edit Score, a semantic-aware evaluation metric that captures semantic dependencies between garment attributes and provides reliable supervision during construction. Using this pipeline, we construct a total of 52,257 candidate triplets and retain 20,596 high-quality triplets to build EditGarment, the first instruction-based dataset tailored to standalone garment editing. The project page is https://yindq99.github.io/EditGarment-project/.

cs.CV

HiGarment: Cross-modal Harmony Based Diffusion Model for Flat Sketch to Realistic Garment Image

Diffusion-based garment synthesis tasks primarily focus on the design phase in the fashion domain, while the garment production process remains largely underexplored. To bridge this gap, we introduce a new task: Flat Sketch to Realistic Garment Image (FS2RG), which generates realistic garment images by integrating flat sketches and textual guidance. FS2RG presents two key challenges: 1) fabric characteristics are solely guided by textual prompts, providing insufficient visual supervision for diffusion-based models, which limits their ability to capture fine-grained fabric details; 2) flat sketches and textual guidance may provide conflicting information, requiring the model to selectively preserve or modify garment attributes while maintaining structural coherence. To tackle this task, we propose HiGarment, a novel framework that comprises two core components: i) a multi-modal semantic enhancement mechanism that enhances fabric representation across textual and visual modalities, and ii) a harmonized cross-attention mechanism that dynamically balances information from flat sketches and text prompts, allowing controllable synthesis by generating either sketch-aligned (image-biased) or text-guided (text-biased) outputs. Furthermore, we collect Multi-modal Detailed Garment, the largest open-source dataset for garment generation. Experimental results and user studies demonstrate the effectiveness of HiGarment in garment synthesis. The code and dataset are available at https://github.com/Maple498/HiGarment.

cs.CV

Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework

This paper investigates the dynamic reinsurance design problem under the mean-variance criterion, incorporating heterogeneous beliefs between the insurer and the reinsurer, and introducing an incentive compatibility constraint to address moral hazard. The insurer's surplus process is modeled using the classical Cram\'er-Lundberg risk model, with the option to invest in a risk-free asset. To solve the extended Hamilton-Jacobi-Bellman (HJB) system, we apply the partitioned domain optimization technique, transforming the infinite-dimensional optimization problem into a finite-dimensional one determined by several key parameters. The resulting optimal reinsurance contracts are more complex than the standard proportional and excess-of-loss contracts commonly studied in the mean-variance literature with homogeneous beliefs. By further assuming specific forms of belief heterogeneity, we derive the parametric solutions and obtain a clear optimal equilibrium solution. Finally, we compare our results with models where the insurer and reinsurer share identical beliefs or where the incentive compatibility constraint is relaxed. Numerical examples are provided to illustrate the impact of belief heterogeneity on optimal reinsurance strategies.

math.OC

A non-zero-sum game with reinforcement learning under mean-variance framework

In this paper, we investigate a competitive market involving two agents who consider both their own wealth and the wealth gap with their opponent. Both agents can invest in a financial market consisting of a risk-free asset and a risky asset, under conditions where model parameters are partially or completely unknown. This setup gives rise to a non-zero-sum differential game within the framework of reinforcement learning (RL). Each agent aims to maximize his own Choquet-regularized, time-inconsistent mean-variance objective. Adopting the dynamic programming approach, we derive a time-consistent Nash equilibrium strategy in a general incomplete market setting. Under the additional assumption of a Gaussian mean return model, we obtain an explicit analytical solution, which facilitates the development of a practical RL algorithm. Notably, the proposed algorithm achieves uniform convergence, even though the conventional policy improvement theorem does not apply to the equilibrium policy. Numerical experiments demonstrate the robustness and effectiveness of the algorithm, underscoring its potential for practical implementation.

math.OC

Neural equilibria for long-term prediction of nonlinear conservation laws

Nonlinear conservation laws govern a broad class of important physical systems in science and industry and are central to scientific machine learning (SciML). Large general-purpose models offer speed, but replacing the numerical and physical structure of solvers often compromises stability, accuracy, and physical faithfulness. Here, we aim to balance the general inductive bias of conservation with the flexibility and speed of neural networks through a conservation-aware SciML backbone, which we call Neural Discrete Equilibrium (NeurDE). NeurDE places machine learning inside a kinetic solver by learning the local equilibrium closure of a Boltzmann formulation. The kinetic solver still performs transport, relaxation, moment recovery, and conservation; the neural network provides only the nonlinear equilibrium target. We test NeurDE on $6$ conserved systems, including three very challenging subsonic, transonic, and supersonic shock systems. NeurDE outperforms state-of-the-art SciML methods, including neural operators and pretrained SciML foundation models that are $10^4$ and $10^6$ times larger, respectively. Most notably, NeurDE improves upon the numerical method from which it is derived. NeurDE therefore provides a compact target for scientific machine learning in conservative simulation: learn the equilibrium law toward which the system relaxes, not the evolution law itself.

cs.LG

Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model

This paper explores an optimal investment and reinsurance problem involving both ordinary and catastrophe insurance businesses. The catastrophic events are modeled as following a compound Poisson process, impacting the ordinary insurance business. The claim intensity for the ordinary insurance business is described using a Cox process with a shot-noise intensity, the jump of which is proportional to the size of the catastrophe event. This intensity increases when a catastrophe occurs and then decays over time. The insurer's objective is to maximize their terminal wealth under the Monotone Mean-Variance (MMV) criterion. In contrast to the classical Mean-Variance (MV) criterion, the MMV criterion is monotonic across its entire domain, aligning better with fundamental economic principles. We first formulate the original MMV optimization problem as an auxiliary zero-sum game. Through solving the Hamilton-Jacobi-Bellman-Isaacs (HJBI) equation, explicit forms of the value function and optimal strategies are obtained. Additionally, we provides the efficient frontier within the MMV criterion. Several numerical examples are presented to demonstrate the practical implications of the results.

math.OC

Exploratory mean-variance portfolio selection with Choquet regularizers

In this paper, we study a continuous-time exploratory mean-variance (EMV) problem under the framework of reinforcement learning (RL), and the Choquet regularizers are used to measure the level of exploration. By applying the classical Bellman principle of optimality, the Hamilton-Jacobi-Bellman equation of the EMV problem is derived and solved explicitly via maximizing statically a mean-variance constrained Choquet regularizer. In particular, the optimal distributions form a location-scale family, whose shape depends on the choices of the Choquet regularizer. We further reformulate the continuous-time Choquet-regularized EMV problem using a variant of the Choquet regularizer. Several examples are given under specific Choquet regularizers that generate broadly used exploratory samplers such as exponential, uniform and Gaussian. Finally, we design a RL algorithm to simulate and compare results under the two different forms of regularizers.

math.OC

SuperBench: A Super-Resolution Benchmark Dataset for Scientific Machine Learning

Super-resolution (SR) techniques aim to enhance data resolution, enabling the retrieval of finer details, and improving the overall quality and fidelity of the data representation. There is growing interest in applying SR methods to complex spatiotemporal systems within the Scientific Machine Learning (SciML) community, with the hope of accelerating numerical simulations and/or improving forecasts in weather, climate, and related areas. However, the lack of standardized benchmark datasets for comparing and validating SR methods hinders progress and adoption in SciML. To address this, we introduce SuperBench, the first benchmark dataset featuring high-resolution datasets, including data from fluid flows, cosmology, and weather. Here, we focus on validating spatial SR performance from data-centric and physics-preserved perspectives, as well as assessing robustness to data degradation tasks. While deep learning-based SR methods (developed in the computer vision community) excel on certain tasks, despite relatively limited prior physics information, we identify limitations of these methods in accurately capturing intricate fine-scale features and preserving fundamental physical properties and constraints in scientific data. These shortcomings highlight the importance and subtlety of incorporating domain knowledge into ML models. We anticipate that SuperBench will help to advance SR methods for science.

cs.CV

Optimal investment and reinsurance policies for the Cram{\'e}r-Lundberg risk model under monotone mean-variance preference

In this paper, an optimization problem for the monotone mean-variance(MMV) criterion is considered in the perspective of the insurance company. The MMV criterion is an amended version of the classical mean-variance(MV) criterion which guarantees the monotonicity of the utility function. With this criterion we study the optimal investment and reinsurance problem which is formulated as a zero-sum game between the insurance company and an imaginary player. We apply the dynamic programming principle to obtain the corresponding Hamilton-Jacobi-Bellman-Isaacs(HJBI) equation. As the main conclusion of this paper, by solving the HJBI equation explicitly, the closed forms of the optimal strategy and the value function are obtained. Moreover, the MMV efficient frontier is also provided. At the end of the paper, a numerical example is presented.

math.OC

MedPerf: Open Benchmarking Platform for Medical Artificial Intelligence using Federated Evaluation

Medical AI has tremendous potential to advance healthcare by supporting the evidence-based practice of medicine, personalizing patient treatment, reducing costs, and improving provider and patient experience. We argue that unlocking this potential requires a systematic way to measure the performance of medical AI models on large-scale heterogeneous data. To meet this need, we are building MedPerf, an open framework for benchmarking machine learning in the medical domain. MedPerf will enable federated evaluation in which models are securely distributed to different facilities for evaluation, thereby empowering healthcare organizations to assess and verify the performance of AI models in an efficient and human-supervised process, while prioritizing privacy. We describe the current challenges healthcare and AI communities face, the need for an open platform, the design philosophy of MedPerf, its current implementation status, and our roadmap. We call for researchers and organizations to join us in creating the MedPerf open benchmarking platform.

cs.LG

Exponential bounds of ruin probabilities for non-homogeneous risk models

Lundberg-type inequalities for ruin probabilities of non-homogeneous risk models are presented in this paper. By employing martingale method, the upper bounds of ruin probabilities are obtained for the general risk models under weak assumptions. In addition, several risk models, including the newly defined united risk model and quasi-periodic risk model with interest rate, are studied.

math.PR