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Truc Le

Publications and source records attributed to Truc Le.

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RED-NET: A Recursive Encoder-Decoder Network for Edge Detection

In this paper, we introduce RED-NET: A Recursive Encoder-Decoder Network with Skip-Connections for edge detection in natural images. The proposed network is a novel integration of a Recursive Neural Network with an Encoder-Decoder architecture. The recursive network enables us to increase the network depth without increasing the number of parameters. Adding skip-connections between encoder and decoder helps the gradients reach all the layers of a network more easily and allows information related to finer details in the early stage of the encoder to be fully utilized in the decoder. Based on our extensive experiments on popular boundary detection datasets including BSDS500 \cite{Arbelaez2011}, NYUD \cite{Silberman2012} and Pascal Context \cite{Mottaghi2014}, RED-NET significantly advances the state-of-the-art on edge detection regarding standard evaluation metrics such as Optimal Dataset Scale (ODS) F-measure, Optimal Image Scale (OIS) F-measure, and Average Precision (AP).

cs.CV

Gap-Measure Tests with Applications to Data Integrity Verification

In this paper we propose and examine gap statistics for assessing uniform distribution hypotheses. We provide examples relevant to data integrity testing for which max-gap statistics provide greater sensitivity than chi-square ($χ^2$), thus allowing the new test to be used in place of or as a complement to $χ^2$ testing for purposes of distinguishing a larger class of deviations from uniformity. We establish that the proposed max-gap test has the same sequential and parallel computational complexity as $χ^2$ and thus is applicable for Big Data analytics and integrity verification.

stat.ME

Intrinsic Prices Of Risk

We review the nature of some well-known phenomena such as volatility smiles, convexity adjustments and parallel derivative markets. We propose that the market is incomplete and postulate the existence of intrinsic risks in every contingent claim as a basis for understanding these phenomena. In a continuous time framework, we bring together the notion of intrinsic risk and the theory of change of measures to derive a probability measure, namely risk-subjective measure, for evaluating contingent claims. This paper is a modest attempt to prove that measure of intrinsic risk is a crucial ingredient for explaining these phenomena, and in consequence proposes a new approach to pricing and hedging financial derivatives. By adapting theoretical knowledge to practical applications, we show that our approach is consistent and robust, compared with the standard risk-neutral approach.

q-fin.PR