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Qiang Yao

Publications and source records attributed to Qiang Yao.

At least 19 recordsLinked to original sources

Diffusion Models Bridge Deep Learning and Physics in ENSO Forecasting

Accurate long-range forecasting of the El \Nino-Southern Oscillation (ENSO) is vital for global climate prediction and disaster risk management. Yet, limited understanding of ENSO's physical mechanisms constrains both numerical and deep learning approaches, which often struggle to balance predictive accuracy with physical interpretability. Here, we introduce a data driven model for ENSO prediction based on conditional diffusion model. By constructing a probabilistic mapping from historical to future states using higher-order Markov chain, our model explicitly quantifies intrinsic uncertainty. The approach achieves extending lead times of state-of-the-art methods, resolving early development signals of the spring predictability barrier, and faithfully reproducing the spatiotemporal evolution of historical extreme events. The most striking implication is that our analysis reveals that the reverse diffusion process inherently encodes the classical recharge-discharge mechanism, with its operational dynamics exhibiting remarkable consistency with the governing principles of the van der Pol oscillator equation. These findings establish diffusion models as a new paradigm for ENSO forecasting, offering not only superior probabilistic skill but also a physically grounded theoretical framework that bridges data-driven prediction with deterministic dynamical systems, thereby advancing the study of complex geophysical processes.

physics.geo-ph

Error Analysis of Discrete Flow with Generator Matching

Discrete flow models offer a powerful framework for learning distributions over discrete state spaces and have demonstrated superior performance compared to the discrete diffusion models. However, their convergence properties and error analysis remain largely unexplored. In this work, we develop a unified framework grounded in stochastic calculus theory to systematically investigate the theoretical properties of discrete flow models. Specifically, by leveraging a Girsanov-type theorem for the path measures of two continuous-time Markov chains (CTMCs), we present a comprehensive error analysis that accounts for both transition rate estimation error and early stopping error. In fact, the estimation error of transition rates has received little attention in existing works. Unlike discrete diffusion models, discrete flow incurs no initialization error caused by truncating the time horizon in the noising process. Building on generator matching and uniformization, we establish non-asymptotic error bounds for distribution estimation without the boundedness condition on oracle transition rates. Furthermore, we derive a faster rate of total variation convergence for the estimated distribution with the boundedness condition, yielding a nearly optimal rate in terms of sample size. Our results provide the first error analysis for discrete flow models. We also investigate model performance under different settings based on simulation results.

math.ST

Limit Properties of Record Numbers in Random walks

In this paper, we systematically summarize and enhance the understanding of weak convergence and functional limits of record numbers in discrete-time random walks under Spitzer's condition, and extend these findings to $σ$--record numbers using similar methods. Additionally, we identify a sufficient condition for the existence of functional limits for record numbers in continuous-time random walks. Finally, we derive corresponding results for large deviations, moderate deviations, and laws of the iterated logarithm pertaining to record numbers in discrete-time random walks.

math.PR

An inverse source problem for the stochastic multi-term time-fractional diffusion-wave equation

In this paper, we study both the direct and inverse random source problems associated with the multi-term time-fractional diffusion-wave equation driven by a fractional Brownian motion. Regarding the direct problem, the well-posedness is established and the regularity of the solution is characterized for the equation. In the context of the inverse problem, the uniqueness and instability are investigated on the determination of the random source. Furthermore, a reconstruction formula is provided for the phaseless Fourier modes of the diffusion coefficient in the random source, based on the variance of the boundary data. To reconstruct the time-dependent source function from its phaseless Fourier modes, the PhaseLift method, combined with a spectral cut-off regularization technique, is employed to tackle the phase retrieval problem. The effectiveness of the proposed method is demonstrated through a series of numerical experiments.

math.AP

Large and moderate deviations of weak record numbers in random walks

Record numbers are basic statistics in random walks, whose deviation principles are not very clear so far. In this paper, the asymptotic probabilities of large and moderate deviations for numbers of weak records in right continuous or left continuous random walks are proved.

math.PR

Large and moderate deviations for record numbers in some non-nearest neighbor random walks

The deviation principles of record numbers in random walk models have not been completely investigated, especially for the non-nearest neighbor cases. In this paper, we derive the asymptotic probabilities of large and moderate deviations for the number of "weak records"(or "ladder points") in two kinds of one-dimensional non-nearest neighbor random walks. The proofs depend only on the direct analysis of random walks. We illustrate that the traditional method of analyzing the local time of Brownian motions, which is often adopted for the simple random walks, would lead to wrong conjectures for our cases.

math.PR

The Construction of Two Kinds of Bijections in Simple Random Walk Paths

It is known that for the 2n-step symmetric simple random walk on Z, two events have the same probability if and only if their sets of paths have the same cardinality. In this article, we construct two kinds of bijections between sets of paths with the same cardinality. The construction is natural and simple. It can be easily realized through programming. More importantly, this construction opens a door to prove that two events in the 2n-step symmetric simple random walk on Z have the same probability and some further related results.

math.CO

Deformation measurement by single spherical near-field intensity measurement for large reflector antenna

This paper presents a new method to obtain the deformation distribution on the main reflector of an antenna only by measuring the electric intensity on a spherical surface with the focal point as the center of the sphere, regardless of phase. Combining the differential geometry theory with geometric optics method, this paper has derived a deformation-intensity equation to relate the surface deformation to the intensity distribution of a spherical near-field directly. Based on the Finite difference method (FDM) and Gauss-Seidel iteration, deformation has been calculated from intensity simulated by GO and PO method, respectively, with relatively small errors, which prove the effectiveness of the equation proposed in this paper. By means of this method , it is possible to measure the deformation only by scanning the electric intensity of a single hemispherical near-field whose area is only about $1/15$ of the aperture. And the measurement only needs a plane wave at any frequency as the incident wave, which means that both the signals from the outer space satellite and the far-field artificial beacon could be used as the sources. The scanning can be realized no matter what attitude and elevation angle the antenna is in because the size and angle of the hemisphere are changeable.

astro-ph.IM

A new method for computing the expected hitting time between arbitrary different configurations of the multiple-urn Ehrenfest model

We study a multiple-urn version of the Ehrenfest model. In this setting, we denote the n urns by Urn 1 to Urn n, where n>=2. Initially, M balls are randomly placed in the n urns. At each subsequent step, a ball is selected and put into the other n-1 urns with equal probability. The expected hitting time leading to a change of the M balls' status is computed using the method of stopping times. As a corollary, we obtain the expected hitting time of moving all the M balls from Urn 1 to Urn 2. This proves a conjecture which was recently made in Chen et al.(2017).

math.PR

How to Investigate the Historical Roots and Evolution of Research Fields in China? A Case Study on iMetrics Using RootCite

This paper aimed to provide an approach to investigate the historical roots and evolution of research fields in China by extending the reference publication year spectroscopy (RPYS). RootCite, an open source software accepts raw data from both the Web of Science and the China Social Science Citation Index (CSSCI), was developed using python. We took iMetrics in China as the research case. 5,141 Chinese iMetrics related publications with 73,376 non-distinct cited references (CR) collected from the CSSCI were analyzed using RootCite. The results showed that the first CR in the field can be dated back to 1882 and written in English; but the majority (64.2%) of the CR in the field were Chinese publications. 17 peaks referring to 18 seminal works (13 in English and 5 in Chinese) were located during the period from 1900 to 2017. The field shared the same roots with that in the English world but has its own characteristics, and it was then shaped by contributions from both the English world and China. The five Chinese works have played irreplaceable and positive roles in the historical evolutionary path of the field, which should not be ignored, especially for the evolution of the field. This research demonstrated how RootCite aided the task of identifying the origin and evolution of research fields in China, which could be valuable for extending RPYS for countries with other languages.

cs.DL

Risk Minimization, Regret Minimization and Progressive Hedging Algorithms

This paper begins with a study on the dual representations of risk and regret measures and their impact on modeling multistage decision making under uncertainty. A relationship between risk envelopes and regret envelopes is established by using the Lagrangian duality theory. Such a relationship opens a door to a decomposition scheme, called progressive hedging, for solving multistage risk minimization and regret minimization problems. In particular, the classical progressive hedging algorithm is modified in order to handle a new class of linkage constraints that arises from reformulations and other applications of risk and regret minimization problems. Numerical results are provided to show the efficiency of the progressive hedging algorithms.

q-fin.MF

Phase Transition for the Contact Process in a Random Environment on Zd*Z+

We review the results in Chen & Yao(2009,2012) which concern the contact process in a static random environment on the half space Z^d*Z^+ and make some addition to them. Furthermore, we explain why our methods cannot apply to the whole space case and compare our results with some related works.

math.PR

On the distribution of the hitting time for the N-urn Ehrenfest model

In this paper, we consider the N-urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hitting time from a single state to a set A of states where A satisfies some symmetric properties. After obtaining the Laplace transform, we are able to compute the high-order moments(especially, variance) for the hitting time.

math.PR

Optical control of a single spin-valley in charged WSe$_2$ quantum dots

Control and manipulation of single charges and their internal degrees of freedom, such as spins, is a fundamental goal of nanoscience with promising technological applications. Recently, atomically thin semiconductors such as WSe$_2$ have emerged as a platform for valleytronics, offering rich possibilities for optical, magnetic and electrical control of the valley index. While progress has been made in controlling valley index of ensemble of charge carriers, valley control of individual charges, crucial for valleytronics, remains unexplored. Here, we provide unambiguous evidence for localized holes with net spin in optically active WSe$_2$ quantum dots (QDs) and control their spin-valley state with the helicity of the excitation laser under small magnetic field. We estimate a lower bound on the valley lifetime of a single charge in QD from recombination time to be $\sim$ nanoseconds. Remarkably, neutral QDs do not exhibit such a control, demonstrating the role of excess charge in prolonging the valley lifetime. Our work extends the field of 2D valleytronics to the level of single spin-valley, relevant for quantum information and sensing applications

cond-mat.mes-hall

Entanglement of single-photons and chiral phonons in atomically thin WSe$_2$

Quantum entanglement is a fundamental phenomenon which, on the one hand, reveals deep connections between quantum mechanics, gravity and the space-time; on the other hand, has practical applications as a key resource in quantum information processing. While it is routinely achieved in photon-atom ensembles, entanglement involving the solid-state or macroscopic objects remains challenging albeit promising for both fundamental physics and technological applications. Here, we report entanglement between collective, chiral vibrations in two-dimensional (2D) WSe$_2$ host --- chiral phonons (CPs) --- and single-photons emitted from quantum dots (QDs) present in it. CPs which carry angular momentum were recently observed in WSe$_2$ and are a distinguishing feature of the underlying honeycomb lattice. The entanglement results from a "which-way" scattering process, involving an optical excitation in a QD and doubly-degenerate CPs, which takes place via two indistinguishable paths. Our unveiling of entanglement involving a macroscopic, collective excitation together with strong interaction between CPs and QDs in 2D materials opens up ways for phonon-driven entanglement of QDs and engineering chiral or non-reciprocal interactions at the single-photon level.

cond-mat.mes-hall

On coherency and other properties of MAXVAR

This paper is concerned with the MAXVAR risk measure on L^2 space. We present an elementary and direct proof of its coherency and averseness. Based on the observation that the MAXVAR measure is a continuous convex combination of the CVaR measure, we provide an explicit formula for the risk envelope of MAXVAR.

q-fin.MF

An Optimized Union-Find Algorithm for Connected Components Labeling Using GPUs

In this paper, we report an optimized union-find (UF) algorithm that can label the connected components on a 2D image efficiently by employing the GPU architecture. The proposed method contains three phases: UF-based local merge, boundary analysis, and link. The coarse labeling in local merge reduces the number atomic operations, while the boundary analysis only manages the pixels on the boundary of each block. Evaluation results showed that the proposed algorithm speed up the average running time by more than 1.3X.

cs.CV

On the Dual Representation of Coherent Risk Measures

A classical result in risk measure theory states that every coherent risk measure has a dual representation as the supremum of certain expected value over a risk envelope. We study this topic in more detail. The related issues include: 1. Set operations of risk envelopes and how they change the risk measures, 2. The structure of risk envelopes of popular risk measures, 3. Aversity of risk measures and its impact to risk envelopes, and 4. A connection between risk measures in stochastic optimization and uncertainty sets in robust optimization.

math.OC