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Shuguang Zhang

Publications and source records attributed to Shuguang Zhang.

7 recordsLinked to original sources
arXiv2026

BayesSeg: A Bayesian Optimization Framework for State Segmentation of Electricity Consumption Time Series

In Non-Intrusive Load Monitoring (NILM), adaptive segmentation of electricity consumption time series is critical for appliance recognition. However, prevailing methods face challenges including heuristic parameter tuning, boundary sensitivity, and metric saturation. This paper proposes BayesSeg, a unified framework integrating time-series segmentation, multidimensional evaluation, and automatic parameter optimization. The segmentation layer employs a dual steady-state criterion based on the tail value and mean of preceding subsequences, combined with a sequential extraction and complement-set parsing strategy, to achieve precise unsupervised partitioning of steady-state and transition-state segments. The evaluation layer maps segmentation results to binary state sequences and formulates a composite metric integrating an event-level F1 score (event_F1) with Normalized Mutual Information (NMI). The event_F1 quantifies switching-event precision and recall via tolerance matching, while NMI captures global structural consistency, jointly overcoming the boundary sensitivity and limited discriminability of point-wise metrics. In the optimization layer, the composite score serves as the objective function for Bayesian optimization, which constructs a TPE surrogate model for efficient global parameter-space exploration. Experiments on the SustDataED2 dataset demonstrate that Bayesian optimization requires only ~100 objective evaluations to locate a parameter region within 0.35% deviation of the exhaustive grid-search optimum. The framework achieves a weighted composite score of 0.7149 and an event_F1 of 0.9340 while reducing optimization latency from ~5300 seconds to under 1 second, a speedup exceeding 5700x. BayesSeg automates segmentation configuration and provides a scalable, efficient solution for time-series analysis in NILM and related domains.

cs.AI↗
arXiv2026

GDCNet: Generative Discrepancy Comparison Network for Multimodal Sarcasm Detection

Multimodal sarcasm detection (MSD) aims to identify sarcasm within image-text pairs by modeling semantic incongruities across modalities. Existing methods often exploit cross-modal embedding misalignment to detect inconsistency but struggle when visual and textual content are loosely related or semantically indirect. While recent approaches leverage large language models (LLMs) to generate sarcastic cues, the inherent diversity and subjectivity of these generations often introduce noise. To address these limitations, we propose the Generative Discrepancy Comparison Network (GDCNet). This framework captures cross-modal conflicts by utilizing descriptive, factually grounded image captions generated by Multimodal LLMs (MLLMs) as stable semantic anchors. Specifically, GDCNet computes semantic and sentiment discrepancies between the generated objective description and the original text, alongside measuring visual-textual fidelity. These discrepancy features are then fused with visual and textual representations via a gated module to adaptively balance modality contributions. Extensive experiments on MSD benchmarks demonstrate GDCNet's superior accuracy and robustness, establishing a new state-of-the-art on the MMSD2.0 benchmark.

cs.CV↗
arXiv2020

Time-Varying Gaussian-Cauchy Mixture Models for Financial Risk Management

There are various metrics for financial risk, such as value at risk (VaR), expected shortfall, expected/unexpected loss, etc. When estimating these metrics, it was very common to assume Gaussian distribution for the asset returns, which may underestimate the real risk of the market, especially during the financial crisis. In this paper, we propose a series of time-varying mixture models for risk analysis and management. These mixture models contain two components: one component with Gaussian distribution, and the other one with a fat-tailed Cauchy distribution. We allow the distribution parameters and component weights to change over time to increase the flexibility of the models. Monte Carlo Expectation-Maximization algorithm is utilized to estimate the parameters. To verify the good performance of our models, we conduct some simulation studies, and implement our models to the real stock market. Based on these studies, our models are appropriate under different economic conditions, and the component weights can capture the correct pattern of the market volatility.

stat.AP↗
arXiv2014

Linear Quadratic Stochastic Two-Person Zero-Sum Differential Games in an Infinite Horizon

This paper is concerned with a linear quadratic stochastic two-person zero-sum differential game with constant coefficients in an infinite time horizon. Open-loop and closed-loop saddle points are introduced. The existence of closed-loop saddle points is characterized by the solvability of an algebraic Riccati equation with a certain stabilizing condition. A crucial result makes our approach work is the unique solvability of a class of linear backward stochastic differential equations in an infinite horizon.

math.OC↗
arXiv2013

Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion

In this paper, we consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in [10.11], we can investigate the more general stochastic optimal control problems under G-expectation than that were constructed in [28]. Then we obtain a generalized dynamic programming principle and the value function is proved to be a viscosity solution of a fully nonlinear second-order partial differential equation.

math.PR↗