arXiv subjects

Shuo Gong

Publications and source records attributed to Shuo Gong.

3 recordsLinked to original sources

arXiv2025

A Complex-valued SAR Foundation Model Based on Physically Inspired Representation Learning

Vision foundation models in remote sensing have been extensively studied due to their superior generalization on various downstream tasks. Synthetic Aperture Radar (SAR) offers all-day, all-weather imaging capabilities, providing significant advantages for Earth observation. However, establishing a foundation model for SAR image interpretation inevitably encounters the challenges of insufficient information utilization and poor interpretability. In this paper, we propose a remote sensing foundation model based on complex-valued SAR data, which simulates the polarimetric decomposition process for pre-training, i.e., characterizing pixel scattering intensity as a weighted combination of scattering bases and scattering coefficients, thereby endowing the foundation model with physical interpretability. Specifically, we construct a series of scattering queries, each representing an independent and meaningful scattering basis, which interact with SAR features in the scattering query decoder and output the corresponding scattering coefficient. To guide the pre-training process, polarimetric decomposition loss and power self-supervision loss are constructed. The former aligns the predicted coefficients with Yamaguchi coefficients, while the latter reconstructs power from the predicted coefficients and compares it to the input image's power. The performance of our foundation model is validated on six typical downstream tasks, achieving state-of-the-art results. Notably, the foundation model can extract stable feature representations and exhibits strong generalization, even in data-scarce conditions.

cs.CV↗

arXiv2022

On evaluation of joint risk for non-negative multivariate risks under dependence uncertainty

In this paper, we propose a novel axiomatic approach to evaluating the joint risk of multiple insurance risks under dependence uncertainty. Motivated by both the theory of expected utility and the Cobb-Dauglas utility function, we establish a joint risk measure for non-negative multivariate risks, which we refer to as a scalar distortion joint risk measure. After having studied its fundamental properties, we provide an axiomatic characterization of it by proposing a set of new axioms. The most novel axiom is the component-wise positive homogeneity. Then, based on the resulting distortion joint risk measures, we also propose a new class of vector-valued distortion joint risk measures for non-negative multivariate risks. Finally, we make comparisons with some vector-valued multivariate risk measures known in the literature, such as multivariate lower-orthant value at risk, multivariate upper-orthant conditional-tail-expectation, multivariate tail conditional expectation and multivariate tail distortion risk measures. It turns out that those vector-valued multivariate risk measures have forms of vector-valued distortion joint risk measures, respectively. This paper mainly gives some theoretical results about the evaluation of joint risk under dependence uncertainty, and it is expected to be helpful for measuring joint risk.

q-fin.RM↗

arXiv2022

On conditional distortion risk measures under uncertainty

Model uncertainty has been one prominent issue both in the theory of risk measures and in practice such as financial risk management and regulation. Motivated by this observation, in this paper, we take a new perspective to describe the model uncertainty, and thus propose a new class of risk measures under model uncertainty. More precisely, we use an auxiliary random variable to describe the model uncertainty. We first establish a conditional distortion risk measure under an auxiliary random variable. Then we axiomatically characterize it by proposing a set of new axioms. Moreover, its coherence and dual representation are investigated. Finally, we make comparisons with some known risk measures such as weighted value at risk (WVaR), range value at risk (RVaR) and $\sQ-$ mixture of ES. One advantage of our modeling is in its flexibility, as the auxiliary random variable can describe various contexts including model uncertainty. To illustrate the proposed framework, we also deduce new risk measures in the presence of background risk.This paper provides some theoretical results about risk measures under model uncertainty, being expected to make meaningful complement to the study of risk measures under model uncertainty.

econ.TH↗