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Lixin Wu

Publications and source records attributed to Lixin Wu.

10 recordsLinked to original sources

Measuring Competency, Not Performance: Item-Aware Evaluation Across Medical Benchmarks

Accuracy-based evaluation of Large Language Models (LLMs) measures benchmark-specific performance rather than underlying medical competency: it treats all questions as equally informative, conflates model ability with item characteristics, and thereby produces rankings that vary with benchmark choice. To address this, we introduce MedIRT, a psychometric evaluation framework grounded in Item Response Theory (IRT) that (1) jointly models latent competency and item-level difficulty and discrimination, and (2) includes benchmark integrity validation to ensure items within each topic measure a single, coherent underlying ability. We prospectively evaluate 71 diverse LLMs on a USMLE-aligned benchmark across 11 medical topics. As internal validation, MedIRT correctly predicts held-out LLM responses on unseen questions with 83.3% accuracy. As external validation, IRT-based rankings outperform accuracy-based rankings across 6 independent external medical benchmarks -- including expert preferences, holistic clinical tasks, safety judgments, and open-ended queries -- achieving 4 wins, 0 losses, and 18% lower variance. As a substantive finding, topic-level competency profiles expose striking domain-specific heterogeneity that aggregate accuracy masks. As a diagnostic tool, difficulty-tier analysis reveals two distinct response profiles (difficulty-sensitive responding and difficulty-insensitive responding) that require fundamentally different interventions. These results establish item-aware psychometric evaluation as a more valid and stable foundation for assessing LLMs in medicine, with potential implications for any high-stakes domain where benchmark integrity can be validated, and items vary meaningfully in difficulty and discrimination.

cs.CL

Cracking the Code of Arctic Sea Ice: Why Models Fail to Predict Its Retreat?

Arctic sea ice is rapidly retreating due to global warming, and emerging evidence suggests that the rate of decline may have been underestimated. A key factor contributing to this underestimation is the coarse resolution of current climate models, which fail to accurately represent eddy floe interactions, climate extremes, and other critical small scale processes. Here, we elucidate the roles of these dynamics in accelerating sea ice melt and emphasize the need for higher resolution models to improve projections of Arctic sea ice.

physics.ao-ph

Typhoon Tracks Regulated by Feedbacks of Fine-Scale Clouds to Environment

Accurate tropical cyclone (TC) track prediction is crucial for mitigating the catastrophic impacts of TCs on human life and the environment. Despite decades of research on tropical cyclone (TC) track prediction, large errors known as track forecast busts (TFBs) occur frequently, and their causes remain poorly understood. Here, we examine a few dozens of TCs using a unique TC downscaling strategy that can quantitatively assess the sensitivity of TC track on the strength of feedbacks of fine-scale clouds to environment. We show that as TFBs have a weaker environmental steering that favors scattering cumulonimbus clouds, capturing asymmetric distribution of planetary vorticity advection induced by such fine-scale clouds corrects TFBs by 60 percent. Our clear identification of such important TC track predictability source promises continuous improvement of TC track prediction as finer-scale TC clouds and their interactions with environment are better resolved as model larger-scale behaviors have improved.

physics.ao-ph

Confucius3-Math: A Lightweight High-Performance Reasoning LLM for Chinese K-12 Mathematics Learning

We introduce Confucius3-Math, an open-source large language model with 14B parameters that (1) runs efficiently on a single consumer-grade GPU; (2) achieves SOTA performances on a range of mathematical reasoning tasks, outperforming many models with significantly larger sizes. In particular, as part of our mission to enhancing education and knowledge dissemination with AI, Confucius3-Math is specifically committed to mathematics learning for Chinese K-12 students and educators. Built via post-training with large-scale reinforcement learning (RL), Confucius3-Math aligns with national curriculum and excels at solving main-stream Chinese K-12 mathematical problems with low cost. In this report we share our development recipe, the challenges we encounter and the techniques we develop to overcome them. In particular, we introduce three technical innovations: Targeted Entropy Regularization, Recent Sample Recovery and Policy-Specific Hardness Weighting. These innovations encompass a new entropy regularization, a novel data scheduling policy, and an improved group-relative advantage estimator. Collectively, they significantly stabilize the RL training, improve data efficiency, and boost performance. Our work demonstrates the feasibility of building strong reasoning models in a particular domain at low cost. We open-source our model and code at https://github.com/netease-youdao/Confucius3-Math.

cs.LG

Organization of Historical Oceanic Overturnings on Cross-Sphere Climate Signals

The global ocean meridional overturning circulation (GMOC) is central for ocean transport and climate variations. However, a comprehensive picture of its historical mean state and variability remains vague due to limitations in modelling and observing systems. Incorporating observations into models offers a viable approach to reconstructing climate history, yet achieving coherent estimates of GMOC has proven challenging due to difficulties in harmonizing ocean stratification. Here, we demonstrate that applying multiscale data assimilation scheme that integrates atmospheric and oceanic observations into multiple coupled models in a dynamically consistent way, the global ocean currents and GMOC over the past 80 years are retrieved. While the major historic events are printed in variability of the rebuilt GMOC, the timeseries of multisphere 3-dimensional physical variables representing the realistic historical evolution enable us to advance understanding of mechanisms of climate signal propagation cross spheres and give birth to Artificial Intelligence coupled big models, thus advancing the Earth science.

physics.ao-ph

Kilometer-Level Coupled Modeling Using 40 Million Cores: An Eight-Year Journey of Model Development

With current and future leading systems adopting heterogeneous architectures, adapting existing models for heterogeneous supercomputers is of urgent need for improving model resolution and reducing modeling uncertainty. This paper presents our three-week effort on porting a complex earth system model, CESM 2.2, to a 40-million-core Sunway supercomputer. Taking a non-intrusive approach that tries to minimizes manual code modifications, our project tries to achieve both improvement of performance and consistency of the model code. By using a hierarchical grid system and an OpenMP-based offloading toolkit, our porting and parallelization effort covers over 80% of the code, and achieves a simulation speed of 340 SDPD (simulated days per day) for 5-km atmosphere, 265 SDPD for 3-km ocean, and 222 SDPD for a coupled model, thus making multi-year or even multi-decadal experiments at such high resolution possible.

cs.DC

The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model

This study presents new analytic approximations of the stochastic-alpha-beta-rho (SABR) model. Unlike existing studies that focus on the equivalent Black-Scholes (BS) volatility, we instead derive the equivalent constant-elasticity-of-variance (CEV) volatility. Our approach effectively reduces the approximation error in a way similar to the control variate method because the CEV model is the zero vol-of-vol limit of the SABR model. Moreover, the CEV volatility approximation yields a finite value at a zero strike and thus conveniently leads to a small-time asymptotics for the mass at zero. The numerical results compare favorably with the BS volatility approximations in terms of the approximation accuracy, small-strike volatility asymptotics, and no-arbitrage region.

q-fin.MF

A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics'

Gulisashvili et al. [Quant. Finance, 2018, 18(10), 1753-1765] provide a small-time asymptotics for the mass at zero under the uncorrelated stochastic-alpha-beta-rho (SABR) model by approximating the integrated variance with a moment-matched lognormal distribution. We improve the accuracy of the numerical integration by using the Gauss--Hermite quadrature. We further obtain the option price by integrating the constant elasticity of variance (CEV) option prices in the same manner without resorting to the small-strike volatility smile asymptotics of De Marco et al. [SIAM J. Financ. Math., 2017, 8(1), 709-737]. For the uncorrelated SABR model, the new option pricing method is accurate and arbitrage-free across all strike prices.

q-fin.MF

Inflation-rate Derivatives: From Market Model to Foreign Currency Analogy

In this paper, we establish a market model for the term structure of forward inflation rates based on the risk-neutral dynamics of nominal and real zero-coupon bonds. Under the market model, we can price inflation caplets as well as inflation swaptions with a formula similar to the Black's formula, thus justify the current market practice. We demonstrate how to further extend the market model to cope with volatility smiles. Moreover, we establish a consistency condition on the volatility of real zero-coupon bonds using arbitrage arguments, and with that re-derive the model of Jarrow and Yildirim (2003) with real forward rates based on "foreign currency analogy", and thus interconnect the two modeling paradigms.

q-fin.PR

CVA and FVA to Derivatives Trades Collateralized by Cash

In this article, we combine replication pricing with expectation pricing for derivative trades that are partially collateralized by cash. The derivatives are replicated by underlying assets and cash, using repurchasing agreement (repo) and margining, which incur funding costs. We derive a partial differential equation (PDE) for the derivatives price, obtain and decompose its solution into the risk-free value of the derivative plus credit valuation adjustment (CVA) and funding valuation adjustment (FVA). For most derivatives, as we shall show, CVAs can be evaluated analytically or semi-analytically, while FVAs, as well as the derivatives values, will have to be solved recursively through numerical procedures due to their interdependence. In numerical demonstrations, continuous and discrete margin revisions are considered, respectively, for an equity call option and a vanilla interest-rate swaps.

q-fin.PR