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Ping Zhao

Publications and source records attributed to Ping Zhao.

At least 37 records · Page 2Linked to original sources

Spatial-Sign based Maxsum Test for High Dimensional Location Parameters

In this study, we explore a robust testing procedure for the high-dimensional location parameters testing problem. Initially, we introduce a spatial-sign based max-type test statistic, which exhibits excellent performance for sparse alternatives. Subsequently, we demonstrate the asymptotic independence between this max-type test statistic and the spatial-sign based sum-type test statistic (Feng and Sun, 2016). Building on this, we propose a spatial-sign based max-sum type testing procedure, which shows remarkable performance under varying signal sparsity. Our simulation studies underscore the superior performance of the procedures we propose.

stat.ME↗

Robust Mutual Fund Selection with False Discovery Rate Control

In this article, we address the challenge of identifying skilled mutual funds among a large pool of candidates, utilizing the linear factor pricing model. Assuming observable factors with a weak correlation structure for the idiosyncratic error, we propose a spatial-sign based multiple testing procedure (SS-BH). When latent factors are present, we first extract them using the elliptical principle component method (He et al. 2022) and then propose a factor-adjusted spatial-sign based multiple testing procedure (FSS-BH). Simulation studies demonstrate that our proposed FSS-BH procedure performs exceptionally well across various applications and exhibits robustness to variations in the covariance structure and the distribution of the error term. Additionally, real data application further highlights the superiority of the FSS-BH procedure.

stat.ME↗

Adaptive Sphericity Tests for High Dimensional Data

In this paper, we investigate sphericity testing in high-dimensional settings, where existing methods primarily rely on sum-type test procedures that often underperform under sparse alternatives. To address this limitation, we propose two max-type test procedures utilizing the sample covariance matrix and the sample spatial-sign covariance matrix, respectively. Furthermore, we introduce two Cauchy combination test procedures that integrate both sum-type and max-type tests, demonstrating their superiority across a wide range of sparsity levels in the alternative hypothesis. Our simulation studies corroborate these findings, highlighting the enhanced performance of our proposed methodologies in high-dimensional sphericity testi

stat.ME↗

Single-mode Dispersion-engineered Nonlinear Integrated Waveguides for Ultra-broadband Optical Amplification and Wavelength Conversion

Four-wave mixing has extensively been investigated for various applications such as communications, spectroscopy, metrology, quantum computing and bio-imaging. However, there is a clear desire to implement these functionalities in a small footprint nonlinear platform, being capable of efficient operation across a large optical bandwidth. Many such integrated platforms have been explored, but suffer from intrinsic significant performance degradation, because conventional approaches of nonlinear photonic waveguide geometry construction for dispersion engineering focus on waveguide cross section and result in always being multimode as a byproduct. Here we propose and demonstrate a methodology that utilizes not only the impact of the waveguide cross section on the modal and dispersion behavior of the waveguide but also includes the impact of the waveguide bend for cutting off high-order modes. This approach results in simultaneous single-mode operation and dispersion engineering for very broadband operation of four-wave mixing. While we implemented this in silicon nitride waveguides, which has emerged as a promising platform capable of continuous-wave optical parametric amplification, the design approach can be universally used with other platforms as well. By also considering both second- and fourth-order dispersion we achieve unprecedented amplification bandwidths of approximately 300 nm in super-low-loss silicon nitride nonlinear waveguides. In addition, penalty-free all-optical wavelength conversion of 100 Gbit/s data in a single optical carrier over 200 nm is realized, for the first time, without optical amplification of signal or idler waves. These single-mode hyper-dispersion-engineered nonlinear integrated waveguides can become practical building blocks in versatile nonlinear photonic devices and optical networks.

physics.optics↗

Double Robust high dimensional alpha test for linear factor pricing model

In this paper, we investigate alpha testing for high-dimensional linear factor pricing models. We propose a spatial sign-based max-type test to handle sparse alternative cases. Additionally, we prove that this test is asymptotically independent of the spatial-sign-based sum-type test proposed by Liu et al. (2023). Based on this result, we introduce a Cauchy Combination test procedure that combines both the max-type and sum-type tests. Simulation studies and real data applications demonstrate that the new proposed test procedure is robust not only for heavy-tailed distributions but also for the sparsity of the alternative hypothesis.

stat.ME↗

Adaptive Strategy of Testing Alphas in High Dimensional Linear Factor Pricing Models

In recent years, there has been considerable research on testing alphas in high-dimensional linear factor pricing models. In our study, we introduce a novel max-type test procedure that performs well under sparse alternatives. Furthermore, we demonstrate that this new max-type test procedure is asymptotically independent from the sum-type test procedure proposed by Pesaran and Yamagata (2017). Building on this, we propose a Fisher combination test procedure that exhibits good performance for both dense and sparse alternatives.

stat.ME↗

Spatial-sign based High Dimensional White Noises Test

A spatial-sign based test procedure is proposed for high dimensional white noise test in this paper. We establish the limit null distribution and give the asymptotical relative efficient of our test with respect to the test proposed by Feng et al. (2022) under some special alternative hypothesis. Simulation studies also demonstrate the efficiency and robustness of our test for heavy-tailed distributions.

math.ST↗

Hyperparametric oscillation via bound states in the continuum

Optical hyperparametric oscillation based on the third-order nonlinearity is one of the most significant mechanisms to generate coherent electromagnetic radiation and produce quantum states of light. Advances in dispersion-engineered high-$Q$ microresonators allow for generating signal waves far from the pump and decrease the oscillation power threshold to submilliwatt levels. However, the pump-to-signal conversion efficiency and absolute signal power are low, fundamentally limited by parasitic mode competition and attainable cavity intrinsic $Q$ to coupling $Q$ ratio, i.e., $Q_{\rm i}/Q_{\rm c}$. Here, we use Friedrich-Wintgen bound states in the continuum (BICs) to overcome the physical challenges in an integrated microresonator-waveguide system. As a result, on-chip coherent hyperparametric oscillation is generated in BICs with unprecedented conversion efficiency and absolute signal power. This work not only opens a path to generate high-power and efficient continuous-wave electromagnetic radiation in Kerr nonlinear media but also enhances the understanding of microresonator-waveguide system - an elementary unit of modern photonics.

physics.optics↗

Overcoming the quantum limit of optical amplification in monolithic waveguides

Optical amplifiers are essential in numerous photonic applications. Parametric amplifiers, relying on a nonlinear material to create amplification, are uniquely promising as they can amplify without generating excess noise. Here, we demonstrate amplification based on the 3rd order nonlinearity in a single chip, while in addition reporting a noise figure significantly below the conventional quantum limit when operated in phase-sensitive mode. Our results show the potential of nanophotonics for realizing continuous-wave parametric amplification that can enable applications in optical communications, signal processing and quantum optics across a wide range of frequencies.

physics.optics↗

Interpretable Compositional Convolutional Neural Networks

The reasonable definition of semantic interpretability presents the core challenge in explainable AI. This paper proposes a method to modify a traditional convolutional neural network (CNN) into an interpretable compositional CNN, in order to learn filters that encode meaningful visual patterns in intermediate convolutional layers. In a compositional CNN, each filter is supposed to consistently represent a specific compositional object part or image region with a clear meaning. The compositional CNN learns from image labels for classification without any annotations of parts or regions for supervision. Our method can be broadly applied to different types of CNNs. Experiments have demonstrated the effectiveness of our method.

cs.CV↗

Verifiability and Predictability: Interpreting Utilities of Network Architectures for Point Cloud Processing

In this paper, we diagnose deep neural networks for 3D point cloud processing to explore utilities of different intermediate-layer network architectures. We propose a number of hypotheses on the effects of specific intermediate-layer network architectures on the representation capacity of DNNs. In order to prove the hypotheses, we design five metrics to diagnose various types of DNNs from the following perspectives, information discarding, information concentration, rotation robustness, adversarial robustness, and neighborhood inconsistency. We conduct comparative studies based on such metrics to verify the hypotheses. We further use the verified hypotheses to revise intermediate-layer architectures of existing DNNs and improve their utilities. Experiments demonstrate the effectiveness of our method.

cs.CV↗

The specific star formation rate function at different mass scales and quenching: A comparison between cosmological models and SDSS

We present the eddington bias corrected Specific Star Formation Rate Function (sSFRF) at different stellar mass scales from a sub-sample of the Sloan Digital Sky Survey Data Release DR7 (SDSS), which is considered complete both in terms of stellar mass (${\rm M_{\star}}$) and star formation rate (SFR). The above enable us to study qualitatively and quantitatively quenching, the distribution of passive/star-forming galaxies and perform comparisons with the predictions from state-of-the-art cosmological models, within the same ${\rm M_{\star}}$ and SFR limits. We find that at the low mass end (${\rm M_{\star}} = 10^{9.5} - 10^{10} \, {\rm M_{\odot}}$) the sSFRF is mostly dominated by star-forming objects. However, moving to the two more massive bins (${\rm M_{\star}} = 10^{10} - 10^{10.5} \, {\rm M_{\odot}}$ and ${\rm M_{\star}} = 10^{10.5} - 10^{11} \, {\rm M_{\odot}}$) a bi-modality with two peaks emerges. One peak represents the star-forming population, while the other describes a rising passive population. The bi-modal form of the sSFRFs is not reproduced by a range of cosmological simulations (e.g. Illustris, EAGLE, Mufasa, IllustrisTNG) which instead generate mostly the star-forming population, while a bi-modality emerges in others (e.g. L-Galaxies, Shark, Simba). Our findings reflect the need for the employed quenching schemes in state-of-the-art models to be reconsidered, involving prescriptions that allow "quenched galaxies" to retain a small level of SF activity (sSFR $=$ ${\rm 10^{-11} {\rm yr^{-1}}}$-${\rm 10^{-12} {\rm yr^{-1}}}$) and generate an adequate passive population/bi-modality even at intermediate masses (${\rm M_{\star}} = 10^{10} - 10^{10.5} \, {\rm M_{\odot}}$).

astro-ph.GA↗

The intrinsic SFRF and sSFRF of galaxies: comparing SDSS observation with IllustrisTNG simulation

The star formation rate function (SFRF) and specific star formation rate function (sSFRF) from the observation are impacted by the Eddington bias, due to the uncertainties on the estimated SFR. We develop a novel method to correct the Eddington bias and obtained the intrinsic SFRF and sSFRF from the Sloan Digital Sky Survey Data Release 7. The intrinsic SFRF is in good agreement with measurements from previous data in the literature that relied on UV SFRs but its high star-forming end is slightly lower than those IR and radio tracers. We demonstrate that the intrinsic sSFRF from SDSS has a bi-modal form with the one peak found at ${\rm sSFR \sim 10^{-9.7} yr^{-1}}$ representing the star-forming objects while the other peak is found at ${\rm sSFR \sim 10^{-12} yr^{-1}}$ representing the quenched population. Furthermore, we compare our observations with the predictions from the IllustrisTNG and Illustris simulations and show that the ``TNG'' model performs much better than its predecessor. However, we show that the simulated SFRF and cosmic star formation density (CSFRD) of TNG simulations are highly dependent on resolution, reflecting the limitations of the model and today state-of-the-art simulations. We demonstrate that the bi-modal, two peaked sSFRF implied by the SDSS observations does not appear in TNG regardless of the adopted box-size or resolution. This tension reflects the need for inclusion of an additional efficient quenching mechanism to the TNG model.

astro-ph.GA↗

X-ray Scattering from Random Rough Surfaces

This paper presents a new method to model X-ray scattering on random rough surfaces. It combines the approaches we presented in two previous papers -- \zs\cite{zhao03} \& \pz\cite{zhao15}. An actual rough surface is (incompletely) described by its Power Spectral Density (PSD). For a given PSD, model surfaces with the same roughness as the actual surface are constructed by preserving the PSD amplitudes and assigning a random phase to each spectral component. Rays representing the incident wave are reflected from the model surface and projected onto a flat plane, which is the first order approximation of the model surface, as outgoing rays and corrected for phase delays. The projected outgoing rays are then corrected for wave densities and redistributed onto an uniform grid where the model surface is constructed. The scattering is then calculated using the Fourier Transform of the resulting distribution. This method provides the exact solutions for scattering in all directions, without small angle approximation. It is generally applicable to any wave scatterings on random rough surfaces and is not limited to small scattering angles. Examples are given for the Chandra X-ray Observatory optics. This method is also useful for the future generation X-ray astronomy missions.

physics.class-ph↗

The smallest one-realization of a given set IV

Let $S$ be a finite set of positive integers. A mixed hypergraph ${\cal H}$ is a one-realization of $S$ if its feasible set is $S$ and each entry of its chromatic spectrum is either 0 or 1. In [P. Zhao, K. Diao, Y. Chang and K. Wang, The smallest one-realization of a given set \uppercase\expandafter{\romannumeral2}, Discrete Math. 312 (2012) 2946--2951], we determined the minimum number of vertices of a 3-uniform bi-hypergraph which is a one-realization of $S$. In this paper, we generalize this result to $r$-uniform bi-hypergraphs.

math.CO↗

The smallest one-realization of a given set

In [The smallest one-realization of a given set, Electronic J. Combin. 19 (2012), $\sharp$P19], we determined the minimum number of vertices of one-realizations of a given finite set $S$, and constructed the corresponding mixed hypergraphs. In this paper, by finding some of their spanning sub-hypergraphs, we determine the minimum number of ${\cal D}$-deges (resp. ${\cal C}$-edges) of one-realizations of $S$. As a result, we partially solve an open problem proposed by Tuza and Voloshin in 2008.

math.CO↗

The ChaMPlane bright X-ray sources - Galactic longitudes l = 2-358 deg

The Chandra Multiwavelength Plane (ChaMPlane) Survey aims to constrain the Galactic population of mainly accretion-powered, but also coronal, low-luminosity X-ray sources (Lx <~ 1e33 erg/s). To investigate the X-ray source content in the plane at fluxes Fx >~ 3e-14 erg/s/cm^2, we study 21 of the brightest ChaMPlane sources, viz. those with >250 net counts (0.3-8 keV). By excluding the heavily obscured central part of the plane, our optical/near-infrared follow-up puts useful constraints on their nature. We have discovered two likely accreting white-dwarf binaries. CXOPS J154305.5-522709 (CBS 7) is a cataclysmic variable showing periodic X-ray flux modulations on 1.2 hr and 2.4 hr; given its hard spectrum the system is likely magnetic. We identify CXOPS J175900.8-334548 (CBS 17) with a late-type giant; if the X-rays are indeed accretion-powered, it belongs to the small but growing class of symbiotic binaries lacking strong optical nebular emission lines. CXOPS J171340.5-395213 (CBS 14) is an X-ray transient that brightened >~100 times. We tentatively classify it as a very late-type (>M7) dwarf, of which few have been detected in X-rays. The remaining sources are (candidate) active galaxies, normal stars and active binaries, and a plausible young T Tauri star. The derived cumulative number density versus flux (log N - log S) relation for the Galactic sources appears flatter than expected for an isotropic distribution, indicating that we are seeing a non-local sample of mostly coronal sources. Our findings define source templates that we can use, in part, to classify the >1e4 fainter sources in ChaMPlane.

astro-ph.HE↗

The smallest 3-uniform bi-hypergraphs which are one-realization of a given set

For any set $S$ of positive integers, a mixed hypergraph ${\cal H}$ is a one-realization of $S$ if its feasible set is $S$ and each entry of its chromatic spectrum is either 0 or 1. In this paper, we determine the minimum size of 3-uniform bi-hypergraphs which are one-realizations of a given set $S$. As a result, we partially solve an open problem proposed by Bujt$\acute{\rm a}$s and Tuza in 2008.

math.CO↗