arXiv subjects

Keita Takahashi

Publications and source records attributed to Keita Takahashi.

17 recordsLinked to original sources

arXiv2026

Effectiveness of cardinality-return weighted maximum independent set approach for financial portfolio optimization

The portfolio optimization problem is a critical issue in asset management and has long been studied. Markowitz's mean-variance model has fundamental limitations, such as the assumption of a normal distribution for returns and sensitivity to estimation errors in input parameters. In this research, we propose a novel graph theory-based approach, the cardinality-return weighted maximum independent set (CR-WMIS) model, to overcome these limitations. The CR-WMIS model pursues the optimization of both return and risk characteristics. It integrates the risk diversification effect by selecting the largest number of weakly correlated stocks, a feature of the maximum independent set (MIS) model, with the weighting effect based on expected returns from the weighted maximum independent set (WMIS) model. We validated the effectiveness of the proposed method through a five-year backtesting simulation (April 2019 - March 2024) using real market data from the S&P 500. For this task, we employed a simulated-bifurcation-based solver for finding high-quality solutions to large-scale combinatorial optimization problems. In our evaluation, we conducted a comprehensive risk assessment, which has not been sufficiently explored in previous MIS and WMIS studies. The results demonstrate that the CR-WMIS model exhibits superiority in both return and risk characteristics compared to the conventional MIS and WMIS models, as well as the market index (S&P 500). This study provides a practical portfolio optimization method that overcomes the theoretical limitations of the mean-variance model, contributing to both the advancement of academic theory and the support of practical investment decision-making.

cond-mat.stat-mech↗

arXiv2026

Evaluating the solution performance of the augmented Lagrangian function on Ising machines

We apply the augmented Lagrangian function (ALF) as a formulation for Ising machines and evaluate its performance by time-to-epsilon (\mathrm{TT\varepsilon}). The ALF has been well studied in continuous optimization for its numerical stability and convergence, and its advantage over the penalty function formulation is demonstrated here through the following results. Using the quadratic knapsack problem as a benchmark, we examine the dependence of \mathrm{TT\varepsilon} on the hyperparameters μand λ. The augmented Lagrangian formulation reduces \mathrm{TT\varepsilon} by roughly an order of magnitude compared with the penalty function formulation, keeping μsmall while obtaining feasible solutions and, for representative parameter settings, reaching high-precision solutions earlier in the search. These findings indicate that the augmented Lagrangian function is a promising formulation for improving the solution performance of Ising machines.

cond-mat.stat-mech↗

arXiv2026

Utilizing intermediate states in quantum annealing for multi-objective optimization

We investigate obtaining intermediate quantum states during the quantum annealing process to address the limitation of the linear weighted sum method in multi-objective optimization, which inherently fails to reach non-convex regions of the Pareto front. We validate this approach through physical experiments utilizing quench-based readout and numerical simulations assuming ideal mid-anneal measurements. Both methods consistently demonstrate a clear trade-off where earlier timing enhances diversity of the solutions, whereas later timing ensures convergence to non-dominated solutions. Notably, a practical compromise timing balances both metrics. The qualitative agreement between practical quench and ideal simulation indicates the potential of accessing the intermediate states for comprehensive Pareto front exploration.

quant-ph↗

arXiv2026

Coded-E2LF: Coded Aperture Light Field Imaging from Events

We propose Coded-E2LF (coded event to light field), a computational imaging method for acquiring a 4-D light field using a coded aperture and a stationary event-only camera. In a previous work, an imaging system similar to ours was adopted, but both events and intensity images were captured and used for light field reconstruction. In contrast, our method is purely event-based, which relaxes restrictions for hardware implementation. We also introduce several advancements from the previous work that enable us to theoretically support and practically improve light field reconstruction from events alone. In particular, we clarify the key role of a black pattern in aperture coding patterns. We finally implemented our method on real imaging hardware to demonstrate its effectiveness in capturing real 3-D scenes. To the best of our knowledge, we are the first to demonstrate that a 4-D light field with pixel-level accuracy can be reconstructed from events alone. Our software and supplementary video are available from our project website.

cs.CV↗

arXiv2026

Quantitative analysis of the effectiveness of mid-anneal measurement in quantum annealing

Quantum annealing is a promising metaheuristic for solving constrained combinatorial optimization problems. However, parameter tuning difficulties and hardware noise often prevent optimal solutions from being properly encoded as the ground states of the problem Hamiltonian. This study investigates mid-anneal measurement as a mitigation approach for such situations, analyzing its effectiveness and underlying physical mechanisms. We introduce a quantitative metric to evaluate the effectiveness of mid-anneal measurement and apply it to the graph bipartitioning problem and the quadratic knapsack problem. Our findings reveal that mid-anneal measurement is most effective when the energy difference between desired solutions and ground states is small, with effectiveness strongly governed by the energy structure. Furthermore, the effectiveness increases as the Hamming distance between the ground and excited states gets small, highlighting the role of state similarity. Analysis of fully-connected Ising models demonstrates that the effectiveness of mid-anneal measurement persists with increasing system size, indicating its scalability and practical applicability to large-scale quantum annealing.

quant-ph↗

arXiv2026

Events Meet Phase-Shifting Digital Holography: Practical Acquisition, Theory, and Algorithms

We introduce a novel phase-shifting digital holography (PSDH) method leveraging a hybrid event-based vision sensor (EVS). The key idea of our method is the phase shift during a single exposure. The hybrid EVS records a hologram blurred by the phase shift, together with the events corresponding to blur variations. We present analytical and optimization-based methods that theoretically support the reconstruction of full-complex wavefronts from the blurred hologram and events. The experimental results demonstrate that our method achieves a reconstruction quality comparable to that of a conventional PSDH method while enhancing the acquisition efficiency.

cs.IT↗

arXiv2026

Completeness conditions for spacetimes with low-regularity metrics

We extend Beem's three completeness notions -- finite compactness, timelike Cauchy completeness, and Condition A -- originally defined for spacetimes, to Lorentzian length spaces and study their relationships. We prove that finite compactness implies timelike Cauchy completeness and that timelike Cauchy completeness implies Condition A for globally hyperbolic Lorentzian length spaces. Furthermore, for globally hyperbolic $C^{1}$-spacetimes, we establish the equivalence of the three conditions assuming the causally non-branching and non-intertwining conditions, which in fact imply the continuity of the causal exponential map. These results can be regarded as a Hopf-Rinow type theorem for low-regularity Lorentzian geometry. The appendix presents examples of $C^{1}$-spacetimes -- where geodesic uniqueness may fail -- in which causal geodesics nevertheless behave well, illustrating the scope of our results.

math.DG↗

arXiv2025

Quantum-Circuit Framework for Two-Stage Stochastic Programming via QAOA Integrated with a Quantum Generative Neural Network

Two-stage stochastic programming often discretizes uncertainty into scenarios, but scenario enumeration makes expected recourse evaluation scale at least linearly in the scenario count. We propose qGAN-QAOA, a unified quantum-circuit workflow in which a pre-trained quantum generative adversarial network encodes the scenario distribution and QAOA optimizes first-stage decisions by minimizing the full two-stage objective, including expected recourse cost. With the qGAN parameters fixed after training, we evaluate the objective as the expectation value of a problem Hamiltonian and optimize only the QAOA variational parameters. We interpret non-anticipativity as a condition on measurement outcome statistics and prove that the first-stage measurement marginal is independent of the scenario. For uniformly discretized uncertainty, the diagonal operator encoding the uncertainty admits a sparse Pauli-Z expansion via the Walsh--Hadamard transform, yielding polylogarithmic scaling of gate count and circuit depth with the number of scenarios. Numerical experiments on the stochastic unit commitment problem (UCP) with photovoltaic (PV) uncertainty compare the expected cost of the proposed method with classical expected-value and two-stage stochastic programming baselines, demonstrating the effectiveness of qGAN-QAOA as a two-stage decision model.

quant-ph↗

arXiv2025

Transport of Event Equation: Phase Retrieval from Defocus Events

To time-efficiently and stably acquire the intensity information for phase retrieval under a coherent illumination, we leverage an event-based vision sensor (EVS) that can detect changes in logarithmic intensity at the pixel level with a wide dynamic range. In our optical system, we translate the EVS along the optical axis, where the EVS records the intensity changes induced by defocus as events. To recover phase distributions, we formulate a partial differential equation, referred to as the transport of event equation, which presents a linear relationship between the defocus events and the phase distribution. We demonstrate through experiments that the EVS is more advantageous than the conventional image sensor for rapidly and stably detecting the intensity information, defocus events, which enables accurate phase retrieval, particularly under low-lighting conditions.

cs.IT↗

arXiv2025

Fast Sign Retrieval via Sub-band Convolution: An Elementary Extension of Binary Classification

To efficiently compress the sign information of images, we address a sign retrieval problem for the block-wise discrete cosine transformation (DCT): reconstruction of the signs of DCT coefficients from their amplitudes. To this end, we propose a fast sign retrieval method on the basis of binary classification machine learning. We first introduce 3D representations of the amplitudes and signs, where we pack amplitudes/signs belonging to the same frequency band into a 2D slice, referred to as the sub-band block. We then retrieve the signs from the 3D amplitudes via binary classification, where each sign is regarded as a binary label. We implement a binary classification algorithm using convolutional neural networks, which are advantageous for efficiently extracting features in the 3D amplitudes. Experimental results demonstrate that our method achieves accurate sign retrieval with an overwhelmingly low computation cost.

cs.IT↗

arXiv2024

An Efficient Compression Method for Sign Information of DCT Coefficients via Sign Retrieval

Compression of the sign information of discrete cosine transform coefficients is an intractable problem in image compression schemes due to the equiprobable occurrence of the sign bits. To overcome this difficulty, we propose an efficient compression method for such sign information based on phase retrieval, which is a classical signal restoration problem attempting to find the phase information of discrete Fourier transform coefficients from their magnitudes. In our compression strategy, the sign bits of all the AC components in the cosine domain are excluded from a bitstream at the encoder and are complemented at the decoder by solving a sign recovery problem, which we call sign retrieval. The experimental results demonstrate that the proposed method outperforms previous techniques for sign compression in terms of a rate-distortion criterion. Our method implemented in Python language is available from https://github.com/ctsutake/sr.

cs.IT↗

arXiv2024

Compressing Sign Information in DCT-based Image Coding via Deep Sign Retrieval

Compressing the sign information of discrete cosine transform (DCT) coefficients is an intractable problem in image coding schemes due to the equiprobable characteristics of the signs. To overcome this difficulty, we propose an efficient compression method for the sign information called "sign retrieval." This method is inspired by phase retrieval, which is a classical signal restoration problem of finding the phase information of discrete Fourier transform coefficients from their magnitudes. The sign information of all DCT coefficients is excluded from a bitstream at the encoder and is complemented at the decoder through our sign retrieval method. We show through experiments that our method outperforms previous ones in terms of the bit amount for the signs and computation cost. Our method, implemented in Python language, is available from https://github.com/ctsutake/dsr.

cs.IT↗

arXiv2024

Holographic Phase Retrieval via Wirtinger Flow: Cartesian Form with Auxiliary Amplitude

We propose a new gradient method for holography, where a phase-only hologram is parameterized by not only the phase but also amplitude. The key idea of our approach is the formulation of a phase-only hologram using an auxiliary amplitude. We optimize the parameters using the so-called Wirtinger flow algorithm in the Cartesian domain, which is a gradient method defined on the basis of the Wirtinger calculus. At the early stage of optimization, each element of the hologram exists inside a complex circle, and it can take a large gradient while diverging from the origin. This characteristic contributes to accelerating the gradient descent. Meanwhile, at the final stage of optimization, each element evolves along a complex circle, similar to previous state-of-the-art gradient methods. The experimental results demonstrate that our method outperforms previous methods, primarily due to the optimization of the amplitude.

cs.IT↗

arXiv2024

Time-Efficient Light-Field Acquisition Using Coded Aperture and Events

We propose a computational imaging method for time-efficient light-field acquisition that combines a coded aperture with an event-based camera. Different from the conventional coded-aperture imaging method, our method applies a sequence of coding patterns during a single exposure for an image frame. The parallax information, which is related to the differences in coding patterns, is recorded as events. The image frame and events, all of which are measured in a single exposure, are jointly used to computationally reconstruct a light field. We also designed an algorithm pipeline for our method that is end-to-end trainable on the basis of deep optics and compatible with real camera hardware. We experimentally showed that our method can achieve more accurate reconstruction than several other imaging methods with a single exposure. We also developed a hardware prototype with the potential to complete the measurement on the camera within 22 msec and demonstrated that light fields from real 3-D scenes can be obtained with convincing visual quality. Our software and supplementary video are available from our project website.

cs.CV↗

arXiv2023

Reconstructing Continuous Light Field From Single Coded Image

We propose a method for reconstructing a continuous light field of a target scene from a single observed image. Our method takes the best of two worlds: joint aperture-exposure coding for compressive light-field acquisition, and a neural radiance field (NeRF) for view synthesis. Joint aperture-exposure coding implemented in a camera enables effective embedding of 3-D scene information into an observed image, but in previous works, it was used only for reconstructing discretized light-field views. NeRF-based neural rendering enables high quality view synthesis of a 3-D scene from continuous viewpoints, but when only a single image is given as the input, it struggles to achieve satisfactory quality. Our method integrates these two techniques into an efficient and end-to-end trainable pipeline. Trained on a wide variety of scenes, our method can reconstruct continuous light fields accurately and efficiently without any test time optimization. To our knowledge, this is the first work to bridge two worlds: camera design for efficiently acquiring 3-D information and neural rendering.

cs.CV↗

arXiv2022

Acquiring a Dynamic Light Field through a Single-Shot Coded Image

We propose a method for compressively acquiring a dynamic light field (a 5-D volume) through a single-shot coded image (a 2-D measurement). We designed an imaging model that synchronously applies aperture coding and pixel-wise exposure coding within a single exposure time. This coding scheme enables us to effectively embed the original information into a single observed image. The observed image is then fed to a convolutional neural network (CNN) for light-field reconstruction, which is jointly trained with the camera-side coding patterns. We also developed a hardware prototype to capture a real 3-D scene moving over time. We succeeded in acquiring a dynamic light field with 5x5 viewpoints over 4 temporal sub-frames (100 views in total) from a single observed image. Repeating capture and reconstruction processes over time, we can acquire a dynamic light field at 4x the frame rate of the camera. To our knowledge, our method is the first to achieve a finer temporal resolution than the camera itself in compressive light-field acquisition. Our software is available from our project webpage

eess.IV↗

arXiv2020

Adversarial Patch Attacks on Monocular Depth Estimation Networks

Thanks to the excellent learning capability of deep convolutional neural networks (CNN), monocular depth estimation using CNNs has achieved great success in recent years. However, depth estimation from a monocular image alone is essentially an ill-posed problem, and thus, it seems that this approach would have inherent vulnerabilities. To reveal this limitation, we propose a method of adversarial patch attack on monocular depth estimation. More specifically, we generate artificial patterns (adversarial patches) that can fool the target methods into estimating an incorrect depth for the regions where the patterns are placed. Our method can be implemented in the real world by physically placing the printed patterns in real scenes. We also analyze the behavior of monocular depth estimation under attacks by visualizing the activation levels of the intermediate layers and the regions potentially affected by the adversarial attack.

cs.CV↗