Searcharxiv⌕ Search

arXiv subjects

Rong Chen

Publications and source records attributed to Rong Chen.

At least 109 records · Page 6Linked to original sources
arXiv2020

On a class of elliptic functions associated with the even Dirichlet characters

We construct a class of companion elliptic functions associated with the even Dirichlet characters. Using the well-known properties of the classical Weierstrass elliptic function $\wp(z|τ)$ as the blueprint, we will derive their representations in terms of $q$-series and partial fractions, explore the significance of the coefficients of their power series expansions and establish the modular properties under the actions of the arithmetic groups $Γ_0(N)$ and $Γ_1(N)$.

math.NT↗
arXiv2020

On Decomposition of $θ_2^{2n}(τ)$ as the Sum of Lambert Series and Cusp forms

Based on the values of the Weierstrass elliptic function $\wp(z|τ)$ at $z=πτ/2$, $(π+πτ)/{2}, (π+πτ)/{4},(π+2πτ)/{4}$ and the theory of modular forms on the arithmetic group $Γ_0(2)$, we decompose $θ_2^{2n}(τ)$ as sum of Eisenstein series and a cusp forms. Using the recurrence relation of $\wp^{(2n)}(z|τ)$, we provide an algorithm to determine the exact form of these cusp forms.

math.NT↗
arXiv2020

Modeling Multivariate Spatial-Temporal Data with Latent Low-Dimensional Dynamics

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies in large data sets. In this paper, we propose a new approach to utilize the correlations in variable, space and time to achieve dimension reduction and to facilitate spatial/temporal predictions in the high-dimensional settings. The multivariate spatial-temporal process is represented as a linear transformation of a lower-dimensional latent factor process. The spatial dependence structure of the factor process is further represented non-parametrically in terms of latent empirical orthogonal functions. The low-dimensional structure is completely unknown in our setting and is learned entirely from data collected irregularly over space but regularly over time. We propose innovative estimation and prediction methods based on the latent low-rank structures. Asymptotic properties of the estimators and predictors are established. Extensive experiments on synthetic and real data sets show that, while the dimensions are reduced significantly, the spatial, temporal and variable-wise covariance structures are largely preserved. The efficacy of our method is further confirmed by the prediction performances on both synthetic and real data sets.

stat.ME↗
arXiv2019

Hybrid Kronecker Product Decomposition and Approximation

Discovering the underlying low dimensional structure of high dimensional data has attracted a significant amount of researches recently and has shown to have a wide range of applications. As an effective dimension reduction tool, singular value decomposition is often used to analyze high dimensional matrices, which are traditionally assumed to have a low rank matrix approximation. In this paper, we propose a new approach. We assume a high dimensional matrix can be approximated by a sum of a small number of Kronecker products of matrices with potentially different configurations, named as a hybird Kronecker outer Product Approximation (hKoPA). It provides an extremely flexible way of dimension reduction compared to the low-rank matrix approximation. Challenges arise in estimating a hKoPA when the configurations of component Kronecker products are different or unknown. We propose an estimation procedure when the set of configurations are given and a joint configuration determination and component estimation procedure when the configurations are unknown. Specifically, a least squares backfitting algorithm is used when the configuration is given. When the configuration is unknown, an iterative greedy algorithm is used. Both simulation and real image examples show that the proposed algorithms have promising performances. The hybrid Kronecker product approximation may have potentially wider applications in low dimensional representation of high dimensional data

stat.ME↗
arXiv2019

Land Cover Change Detection via Semantic Segmentation

This paper presents a change detection method that identifies land cover changes from aerial imagery, using semantic segmentation, a machine learning approach. We present a land cover classification training pipeline with Deeplab v3+, state-of-the-art semantic segmentation technology, including data preparation, model training for seven land cover types, and model exporting modules. In the land cover change detection system, the inputs are images retrieved from Google Earth at the same location but from different times. The system then predicts semantic segmentation results on these images using the trained model and calculates the land cover class percentage for each input image. We see an improvement in the accuracy of the land cover semantic segmentation model, with a mean IoU of 0.756 compared to 0.433, as reported in the DeepGlobe land cover classification challenge. The land cover change detection system that leverages the state-of-the-art semantic segmentation technology is proposed and can be used for deforestation analysis, land management, and urban planning.

cs.CV↗
arXiv2019

State Space Emulation and Annealed Sequential Monte Carlo for High Dimensional Optimization

Many high dimensional optimization problems can be reformulated into a problem of finding theoptimal state path under an equivalent state space model setting. In this article, we present a general emulation strategy for developing a state space model whose likelihood function (or posterior distribution) shares the same general landscape as the objective function of the original optimization problem. Then the solution of the optimization problem is the same as the optimal state path that maximizes the likelihood function or the posterior distribution under the emulated system. To find such an optimal path, we adapt a simulated annealing approach by inserting a temperature control into the emulated dynamic system and propose a novel annealed Sequential Monte Carlo (SMC) method that effectively generating Monte Carlo sample paths utilizing samples obtained on the high temperature scale. Compared to the vanilla simulated annealing implementation, annealed SMC is an iterative algorithm for state space model optimization that directly generates state paths from the equilibrium distributions with a decreasing sequence of temperatures through sequential importance sampling which does not require burn-in or mixing iterations to ensure quasi-equilibrium condition. Several applications of state space model emulation and the corresponding annealed SMC results are demonstrated.

stat.ME↗
arXiv2019

Individualized Group Learning

Many massive data are assembled through collections of information of a large number of individuals in a population. The analysis of such data, especially in the aspect of individualized inferences and solutions, has the potential to create significant value for practical applications. Traditionally, inference for an individual in the data set is either solely relying on the information of the individual or from summarizing the information about the whole population. However, with the availability of big data, we have the opportunity, as well as a unique challenge, to make a more effective individualized inference that takes into consideration of both the population information and the individual discrepancy. To deal with the possible heterogeneity within the population while providing effective and credible inferences for individuals in a data set, this article develops a new approach called the individualized group learning (iGroup). The iGroup approach uses local nonparametric techniques to generate an individualized group by pooling other entities in the population which share similar characteristics with the target individual, even when individual estimates are biased due to limited number of observations. Three general cases of iGroup are discussed, and their asymptotic performances are investigated. Both theoretical results and empirical simulations reveal that, by applying iGroup, the performance of statistical inference on the individual level are ensured and can be substantially improved from inference based on either solely individual information or entire population information. The method has a broad range of applications. Two examples in financial statistics and maritime anomaly detection are presented.

stat.ME↗
arXiv2019

Autoregressive Models for Matrix-Valued Time Series

In finance, economics and many other fields, observations in a matrix form are often generated over time. For example, a set of key economic indicators are regularly reported in different countries every quarter. The observations at each quarter neatly form a matrix and are observed over many consecutive quarters. Dynamic transport networks with observations generated on the edges can be formed as a matrix observed over time. Although it is natural to turn the matrix observations into a long vector, and then use the standard vector time series models for analysis, it is often the case that the columns and rows of the matrix represent different types of structures that are closely interplayed. In this paper we follow the autoregressive structure for modeling time series and propose a novel matrix autoregressive model in a bilinear form that maintains and utilizes the matrix structure to achieve a greater dimensional reduction, as well as more interpretable results. Probabilistic properties of the models are investigated. Estimation procedures with their theoretical properties are presented and demonstrated with simulated and real examples.

stat.ME↗
arXiv2019

Threshold factor models for high-dimensional time series

We consider a threshold factor model for high-dimensional time series in which the dynamics of the time series is assumed to switch between different regimes according to the value of a threshold variable. This is an extension of threshold modeling to a high-dimensional time series setting under a factor structure. Specifically, within each threshold regime, the time series is assumed to follow a factor model. The regime switching mechanism creates structural change in the factor loading matrices. It provides flexibility in dealing with situations that the underlying states may be changing over time, as often observed in economic time series and other applications. We develop the procedures for the estimation of the loading spaces, the number of factors and the threshold value, as well as the identification of the threshold variable, which governs the regime change mechanism. The theoretical properties are investigated. Simulated and real data examples are presented to illustrate the performance of the proposed method.

stat.ME↗
arXiv2019

Modeling Dynamic Transport Network with Matrix Factor Models: with an Application to International Trade Flow

International trade research plays an important role to inform trade policy and shed light on wider issues relating to poverty, development, migration, productivity, and economy. With recent advances in information technology, global and regional agencies distribute an enormous amount of internationally comparable trading data among a large number of countries over time, providing a goldmine for empirical analysis of international trade. Meanwhile, an array of new statistical methods are recently developed for dynamic network analysis. However, these advanced methods have not been utilized for analyzing such massive dynamic cross-country trading data. International trade data can be viewed as a dynamic transport network because it emphasizes the amount of goods moving across a network. Most literature on dynamic network analysis concentrates on the connectivity network that focuses on link formation or deformation rather than the transport moving across the network. We take a different perspective from the pervasive node-and-edge level modeling: the dynamic transport network is modeled as a time series of relational matrices. We adopt a matrix factor model of \cite{wang2018factor}, with a specific interpretation for the dynamic transport network. Under the model, the observed surface network is assumed to be driven by a latent dynamic transport network with lower dimensions. The proposed method is able to unveil the latent dynamic structure and achieve the objective of dimension reduction. We applied the proposed framework and methodology to a data set of monthly trading volumes among 24 countries and regions from 1982 to 2015. Our findings shed light on trading hubs, centrality, trends and patterns of international trade and show matching change points to trading policies. The dataset also provides a fertile ground for future research on international trade.

econ.EM↗
arXiv2018

Resampling Strategy in Sequential Monte Carlo for Constrained Sampling Problems

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different types of constraints. These constraints can make the problem much more challenging. In this paper, we formulate a general framework of using SMC for constrained sampling problems based on forward and backward pilot resampling strategies. We review some existing methods under the framework and develop several new algorithms. It is noted that all information observed or imposed on the underlying system can be viewed as constraints. Hence the approach outlined in this paper can be useful in many applications.

stat.ME↗
arXiv2018

Bi-GANs-ST for Perceptual Image Super-resolution

Image quality measurement is a critical problem for image super-resolution (SR) algorithms. Usually, they are evaluated by some well-known objective metrics, e.g., PSNR and SSIM, but these indices cannot provide suitable results in accordance with the perception of human being. Recently, a more reasonable perception measurement has been proposed in [1], which is also adopted by the PIRM-SR 2018 challenge. In this paper, motivated by [1], we aim to generate a high-quality SR result which balances between the two indices, i.e., the perception index and root-mean-square error (RMSE). To do so, we design a new deep SR framework, dubbed Bi-GANs-ST, by integrating two complementary generative adversarial networks (GAN) branches. One is memory residual SRGAN (MR-SRGAN), which emphasizes on improving the objective performance, such as reducing the RMSE. The other is weight perception SRGAN (WP-SRGAN), which obtains the result that favors better subjective perception via a two-stage adversarial training mechanism. Then, to produce final result with excellent perception scores and RMSE, we use soft-thresholding method to merge the results generated by the two GANs. Our method performs well on the perceptual image super-resolution task of the PIRM 2018 challenge. Experimental results on five benchmarks show that our proposal achieves highly competent performance compared with other state-of-the-art methods.

cs.CV↗
arXiv2018

SCC-rFMQ Learning in Cooperative Markov Games with Continuous Actions

Although many reinforcement learning methods have been proposed for learning the optimal solutions in single-agent continuous-action domains, multiagent coordination domains with continuous actions have received relatively few investigations. In this paper, we propose an independent learner hierarchical method, named Sample Continuous Coordination with recursive Frequency Maximum Q-Value (SCC-rFMQ), which divides the cooperative problem with continuous actions into two layers. The first layer samples a finite set of actions from the continuous action spaces by a re-sampling mechanism with variable exploratory rates, and the second layer evaluates the actions in the sampled action set and updates the policy using a reinforcement learning cooperative method. By constructing cooperative mechanisms at both levels, SCC-rFMQ can handle cooperative problems in continuous action cooperative Markov games effectively. The effectiveness of SCC-rFMQ is experimentally demonstrated on two well-designed games, i.e., a continuous version of the climbing game and a cooperative version of the boat problem. Experimental results show that SCC-rFMQ outperforms other reinforcement learning algorithms.

cs.AI↗
arXiv2018

A Data-Driven Approach to Extract Connectivity Structures from Diffusion Tensor Imaging Data

Diffusion Tensor Imaging (DTI) is an effective tool for the analysis of structural brain connectivity in normal development and in a broad range of brain disorders. However efforts to derive inherent characteristics of structural brain networks have been hampered by the very high dimensionality of the data, relatively small sample sizes, and the lack of widely acceptable connectivity-based regions of interests (ROIs). Typical approaches have focused either on regions defined by standard anatomical atlases that do not incorporate anatomical connectivity, or have been based on voxel-wise analysis, which results in loss of statistical power relative to structure-wise connectivity analysis. In this work, we propose a novel, computationally efficient iterative clustering method to generate connectivity-based whole-brain parcellations that converge to a stable parcellation in a few iterations. Our algorithm is based on a sparse representation of the whole brain connectivity matrix, which reduces the number of edges from around a half billion to a few million while incorporating the necessary spatial constraints. We show that the resulting regions in a sense capture the inherent connectivity information present in the data, and are stable with respect to initialization and the randomization scheme within the algorithm. These parcellations provide consistent structural regions across the subjects of population samples that are homogeneous with respect to anatomic connectivity. Our method also derives connectivity structures that can be used to distinguish between population samples with known different structural connectivity. In particular, new results in structural differences for different population samples such as Females vs Males, Normal Controls vs Schizophrenia, and different age groups in Normal Controls are also shown.

cs.CE↗
arXiv2018

Biased graphs with no two vertex-disjoint unbalanced cycles

Lovász has completely characterised the structure of graphs with no two vertex-disjoint cycles, while Slilaty has given a structural characterisation of graphs with no two vertex-disjoint odd cycles; his result is in fact more general, describing signed graphs with no two vertex-disjoint negative cycles. A biased graph is a graph with a distinguished set of cycles (called balanced) with the property that any theta subgraph does not contain exactly two balanced cycles. In this paper we characterise the structure of biased graphs with no two vertex-disjoint unbalanced cycles, answering a question by Zaslavsky and generalising the results of Lovász and Slilaty.

math.CO↗
arXiv2017

Multivariate Spatial-temporal Prediction on Latent Low-dimensional Functional Structure with Non-stationarity

Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable dependencies simultaneously. In this paper, we propose a new approach to represent non-parametrically the linear dependence structure of a multivariate spatio-temporal process in terms of latent common factors. The matrix structure of observations from the multivariate spatio-temporal process is well reserved through the matrix factor model configuration. The spatial loading functions are estimated non-parametrically by sieve approximation and the variable loading matrix is estimated via an eigen-analysis of a symmetric non-negative definite matrix. Though factor decomposition along the space mode is similar to the low-rank approximation methods in spatial statistics, the fundamental difference is that the low-dimensional structure is completely unknown in our setting. Additionally, our method accommodates non-stationarity over space. The estimated loading functions facilitate spatial prediction. For temporal forecasting, we preserve the matrix structure of observations at each time point by utilizing the matrix autoregressive model of order one MAR(1). Asymptotic properties of the proposed methods are established. Performance of the proposed method is investigated on both synthetic and real datasets

stat.ME↗
arXiv2017

Factor Models for High-Dimensional Dynamic Networks: with Application to International Trade Flow Time Series 1981-2015

Dynamic network analysis has found an increasing interest in the literature because of the importance of different kinds of dynamic social networks, biological networks, and economic networks. Most available probability and statistical models for dynamic network data are deduced from random graph theory where the networks are characterized on the node and edge level. They are often very restrictive for applications and unscalable to high-dimensional dynamic network data which is very common nowadays. In this paper, we take a different perspective: The evolving sequence of networks are treated as a time series of network matrices. We adopt a matrix factor model where the observed surface dynamic network is assumed to be driven by a latent dynamic network with lower dimensions. The linear relationship between the surface network and the latent network is characterized by unknown but deterministic loading matrices. The latent network and the corresponding loadings are estimated via an eigenanalysis of a positive definite matrix constructed from the auto-cross-covariances of the network times series, thus capturing the dynamics presenting in the network. The proposed method is able to unveil the latent dynamic structure and achieve the objective of dimension reduction. Different from other dynamic network analytical methods that build on latent variables, our approach imposes neither any distributional assumptions on the underlying network nor any parametric forms on its covariance function. The latent network is learned directly from the data with little subjective input. We applied the proposed method to the monthly international trade flow data from 1981 to 2015. The results unveil an interesting evolution of the latent trading network and the relations between the latent entities and the countries.

stat.ME↗