Searcharxiv⌕ Search

arXiv subjects

Wei Xu

Publications and source records attributed to Wei Xu.

At least 595 records · Page 33Linked to original sources

A Scaling Limit for Limit Order Books Driven by Hawkes Processes

In this paper we derive a scaling limit for an infinite dimensional limit order book model driven by Hawkes random measures. The dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator. With our choice of scaling the dynamics converges to a coupled SDE-ODE system where limiting best bid and ask price processes follows a diffusion dynamics, the limiting volume density functions follows an ODE in a Hilbert space and the limiting order arrival and cancellation intensities follow a Volterra-Fredholm integral equation.

q-fin.MF↗

Tracklet Association Tracker: An End-to-End Learning-based Association Approach for Multi-Object Tracking

Traditional multiple object tracking methods divide the task into two parts: affinity learning and data association. The separation of the task requires to define a hand-crafted training goal in affinity learning stage and a hand-crafted cost function of data association stage, which prevents the tracking goals from learning directly from the feature. In this paper, we present a new multiple object tracking (MOT) framework with data-driven association method, named as Tracklet Association Tracker (TAT). The framework aims at gluing feature learning and data association into a unity by a bi-level optimization formulation so that the association results can be directly learned from features. To boost the performance, we also adopt the popular hierarchical association and perform the necessary alignment and selection of raw detection responses. Our model trains over 20X faster than a similar approach, and achieves the state-of-the-art performance on both MOT2016 and MOT2017 benchmarks.

cs.CV↗

BadLink: Combining Graph and Information-Theoretical Features for Online Fraud Group Detection

Frauds severely hurt many kinds of Internet businesses. Group-based fraud detection is a popular methodology to catch fraudsters who unavoidably exhibit synchronized behaviors. We combine both graph-based features (e.g. cluster density) and information-theoretical features (e.g. probability for the similarity) of fraud groups into two intuitive metrics. Based on these metrics, we build an extensible fraud detection framework, BadLink, to support multimodal datasets with different data types and distributions in a scalable way. Experiments on real production workload, as well as extensive comparison with existing solutions demonstrate the state-of-the-art performance of BadLink, even with sophisticated camouflage traffic.

cs.CR↗

Utility-Energy Efficiency Oriented User Association with Power Control in Heterogeneous Networks

This letter investigates optimizing utility-energy efficiency (UEE), defined as the achieved network utility when consuming a unit of power, rather than a typical energy efficiency metric, in a heterogeneous network (HetNet). To tackle the nonconvexity of the problem due to integer constraints and coupled variables, we devise an alternating optimization algorithm. It applies Lagrangian dual analysis with auxiliary variables, which successfully transforms each subproblem to a convex one with efficient solutions. The proposed algorithm is consequently guaranteed to converge to a local optimum with noticeable performance gain via simulation verifications.

cs.IT↗

Learning Oriented Cross-Entropy Approach to User Association in Load-Balanced HetNet

This letter considers optimizing user association in a heterogeneous network via utility maximization, which is a combinatorial optimization problem due to integer constraints. Different from existing solutions based on convex optimization, we alternatively propose a cross-entropy (CE)-based algorithm inspired by a sampling approach developed in machine learning. Adopting a probabilistic model, we first reformulate the original problem as a CE minimization problem which aims to learn the probability distribution of variables in the optimal association. An efficient solution by stochastic sampling is introduced to solve the learning problem. The integer constraint is directly handled by the proposed algorithm, which is robust to network deployment and algorithm parameter choices. Simulations verify that the proposed CE approach achieves near-optimal performance quite efficiently.

cs.IT↗

Hybrid Precoding Architecture for Massive Multiuser MIMO with Dissipation: Sub-Connected or Fully-Connected Structures?

In this paper, we study the hybrid precoding structures over limited feedback channels for massive multiuser multiple-input multiple-output (MIMO) systems. We focus on the system performance of hybrid precoding under a more realistic hardware network model, particularly, with inevitable dissipation. The effect of quantized analog and digital precoding is characterized. We investigate the spectral efficiencies of two typical hybrid precoding structures, i.e., the sub-connected structure and the fully-connected structure. It is revealed that increasing signal power can compensate the performance loss incurred by quantized analog precoding. In addition, by capturing the nature of the effective channels for hybrid processing, we employ a channel correlation-based codebook and demonstrate that the codebook shows a great advantage over the conventional random vector quantization (RVQ) codebook. It is also discovered that, if the channel correlation-based codebook is utilized, the sub-connected structure always outperforms the fully-connected structure in either massive MIMO or low signal-to-noise ratio (SNR) scenarios; otherwise, the fully-connected structrue achieves better performance. Simulation results under both Rayleigh fading channels and millimeter wave (mmWave) channels verify the conclusions above.

cs.IT↗

Joint Altitude, Beamwidth, Location and Bandwidth Optimization for UAV-Enabled Communications

This letter investigates an uplink power control problem for unmanned aerial vehicles (UAVs) assisted wireless communications. We jointly optimize the UAV's flying altitude, antenna beamwidth, UAV's location and ground terminals' allocated bandwidth and transmit power to minimize the sum uplink power subject to the minimal rate demand. An iterative algorithm is proposed with low complexity to obtain a suboptimal solution. Numerical results show that the proposed algorithm can achieve good performance in terms of uplink sum power saving.

cs.IT↗

Character-based Neural Networks for Sentence Pair Modeling

Sentence pair modeling is critical for many NLP tasks, such as paraphrase identification, semantic textual similarity, and natural language inference. Most state-of-the-art neural models for these tasks rely on pretrained word embedding and compose sentence-level semantics in varied ways; however, few works have attempted to verify whether we really need pretrained embeddings in these tasks. In this paper, we study how effective subword-level (character and character n-gram) representations are in sentence pair modeling. Though it is well-known that subword models are effective in tasks with single sentence input, including language modeling and machine translation, they have not been systematically studied in sentence pair modeling tasks where the semantic and string similarities between texts matter. Our experiments show that subword models without any pretrained word embedding can achieve new state-of-the-art results on two social media datasets and competitive results on news data for paraphrase identification.

cs.CL↗

DeLS-3D: Deep Localization and Segmentation with a 3D Semantic Map

For applications such as autonomous driving, self-localization/camera pose estimation and scene parsing are crucial technologies. In this paper, we propose a unified framework to tackle these two problems simultaneously. The uniqueness of our design is a sensor fusion scheme which integrates camera videos, motion sensors (GPS/IMU), and a 3D semantic map in order to achieve robustness and efficiency of the system. Specifically, we first have an initial coarse camera pose obtained from consumer-grade GPS/IMU, based on which a label map can be rendered from the 3D semantic map. Then, the rendered label map and the RGB image are jointly fed into a pose CNN, yielding a corrected camera pose. In addition, to incorporate temporal information, a multi-layer recurrent neural network (RNN) is further deployed improve the pose accuracy. Finally, based on the pose from RNN, we render a new label map, which is fed together with the RGB image into a segment CNN which produces per-pixel semantic label. In order to validate our approach, we build a dataset with registered 3D point clouds and video camera images. Both the point clouds and the images are semantically-labeled. Each video frame has ground truth pose from highly accurate motion sensors. We show that practically, pose estimation solely relying on images like PoseNet may fail due to street view confusion, and it is important to fuse multiple sensors. Finally, various ablation studies are performed, which demonstrate the effectiveness of the proposed system. In particular, we show that scene parsing and pose estimation are mutually beneficial to achieve a more robust and accurate system.

cs.CV↗

Distributed and Multi-layer UAV Network for the Next-generation Wireless Communication

Unmanned aerial vehicles (UAVs) for wireless communications has rapidly grown into a research hotspot as the mass production of high-performance, low-cost, intelligent UAVs become more practical and feasible. In the meantime, fifth generation (5G) wireless communications is being standardized and planned for deployment globally. During this process, UAVs are gradually being considered as an important part of 5G and expected to play a critical role in enabling more functional diversity for 5G communications. In this article, we conduct an in-depth investigation of mainstream UAV designs and state-of-the-art UAV enabled wireless communication systems.We propose a hierarchical architecture of UAVs with multi-layer and distributed features to facilitate a smooth integration of different mainstream UAVs into the next-generation wireless communication networks. Furthermore, we unveil the critical comprehensive design tradeoffs, in light of both communication and aerodynamic principles. Empirical models and satellite measurement data are used to conduct numerical analysis of the meteorological impacts of UAV enabled, 5G high bands communications.

eess.SP↗

An Annotated Corpus for Machine Reading of Instructions in Wet Lab Protocols

We describe an effort to annotate a corpus of natural language instructions consisting of 622 wet lab protocols to facilitate automatic or semi-automatic conversion of protocols into a machine-readable format and benefit biological research. Experimental results demonstrate the utility of our corpus for developing machine learning approaches to shallow semantic parsing of instructional texts. We make our annotated Wet Lab Protocol Corpus available to the research community.

cs.CL↗

Interactive Language Acquisition with One-shot Visual Concept Learning through a Conversational Game

Building intelligent agents that can communicate with and learn from humans in natural language is of great value. Supervised language learning is limited by the ability of capturing mainly the statistics of training data, and is hardly adaptive to new scenarios or flexible for acquiring new knowledge without inefficient retraining or catastrophic forgetting. We highlight the perspective that conversational interaction serves as a natural interface both for language learning and for novel knowledge acquisition and propose a joint imitation and reinforcement approach for grounded language learning through an interactive conversational game. The agent trained with this approach is able to actively acquire information by asking questions about novel objects and use the just-learned knowledge in subsequent conversations in a one-shot fashion. Results compared with other methods verified the effectiveness of the proposed approach.

cs.CL↗

Robust Beamforming with Pilot Reuse Scheduling in a Heterogeneous Cloud Radio Access Network

This paper considers a downlink ultra-dense heterogeneous cloud radio access network (H-CRAN) which guarantees seamless coverage and can provide high date rates. In order to reduce channel state information (CSI) feedback overhead, incomplete inter-cluster CSI is considered, i.e., each remote radio head (RRH) or macro base station (MBS) only measures the CSI from user equipments (UEs) in its serving cluster. To reduce pilot consumption, pilot reuse among UEs is assumed, resulting in imperfect intra-cluster CSI. A two-stage optimization problem is then formulated. In the first stage, a pilot scheduling algorithm is proposed to minimize the sum mean square error (MSE) of all channel estimates. Specifically, the minimum number of required pilots along with a feasible pilot allocation solution are first determined by applying the Dsatur algorithm, and adjustments based on the defined level of pilot contamination are then carried out for further improvement. Based on the pilot allocation result obtained in the first stage, the second stage aims to maximize the sum spectral efficiency (SE) of the network by optimizing the beam-vectors. Due to incomplete inter-cluster CSI and imperfect intra-cluster CSI, an explicit expression of each UE's achievable rate is unavailable. Hence, a lower bound on the achievable rate is derived based on Jensen's inequality, and an alternative robust transmission design (RTD) algorithm along with its distributed realization are then proposed to maximize the derived tight lower bound. Simulation results show that compared with existing algorithms, the system performance can be greatly improved by the proposed algorithms in terms of both sum MSE and sum SE.

cs.IT↗

Robust Transmission Design for Multi-Cell D2D Underlaid Cellular Networks

This paper investigates the robust transmission design (RTD) of a multi-cell device-to-device (D2D) underlaid cellular network with imperfect channel state information (CSI). The bounded model is adopted to characterize the CSI impairment and the aim is to maximize the worst-case sum rate of the system. To protect cellular communications, it is assumed that the interference from all D2D transmitters to each base station (BS) is power-limited. It is first shown that the worst-case signal-to-interference-plus-noise ratio (SINR) of each D2D link can be obtained directly, while that of cellular links cannot be similarly found since the channel estimation error vectors of cellular links are coupled in the SINR expressions. To solve the nonconvex problem, the objective function of the original problem is replaced with its lower bound, and the resulted problem is decomposed into multiple semidefinite programming (SDP) subproblems which are convex and have computationally efficient solutions. An iterative RTD algorithm is then proposed to obtain a suboptimal solution. Simulation results show that D2D communication can significantly increase the performance of the conventional cellular systems while causing tolerable interference to cellular users. In addition, the proposed RTD algorithm outperforms the conventional non-robust transmission design greatly in terms of network spectral efficiency.

cs.IT↗

Occlusion Aware Unsupervised Learning of Optical Flow

It has been recently shown that a convolutional neural network can learn optical flow estimation with unsupervised learning. However, the performance of the unsupervised methods still has a relatively large gap compared to its supervised counterpart. Occlusion and large motion are some of the major factors that limit the current unsupervised learning of optical flow methods. In this work we introduce a new method which models occlusion explicitly and a new warping way that facilitates the learning of large motion. Our method shows promising results on Flying Chairs, MPI-Sintel and KITTI benchmark datasets. Especially on KITTI dataset where abundant unlabeled samples exist, our unsupervised method outperforms its counterpart trained with supervised learning.

cs.CV↗

Efficient Sparse Code Multiple Access Decoder Based on Deterministic Message Passing Algorithm

Being an effective non-orthogonal multiple access (NOMA) technique, sparse code multiple access (SCMA) is promising for future wireless communication. Compared with orthogonal techniques, SCMA enjoys higher overloading tolerance and lower complexity because of its sparsity. In this paper, based on deterministic message passing algorithm (DMPA), algorithmic simplifications such as domain changing and probability approximation are applied for SCMA decoding. Early termination, adaptive decoding, and initial noise reduction are also employed for faster convergence and better performance. Numerical results show that the proposed optimizations benefit both decoding complexity and speed. Furthermore, efficient hardware architectures based on folding and retiming are proposed. VLSI implementation is also given in this paper. Comparison with the state-of-the-art have shown the proposed decoder's advantages in both latency and throughput (multi-Gbps).

cs.IT↗

LEGO: Learning Edge with Geometry all at Once by Watching Videos

Learning to estimate 3D geometry in a single image by watching unlabeled videos via deep convolutional network is attracting significant attention. In this paper, we introduce a "3D as-smooth-as-possible (3D-ASAP)" prior inside the pipeline, which enables joint estimation of edges and 3D scene, yielding results with significant improvement in accuracy for fine detailed structures. Specifically, we define the 3D-ASAP prior by requiring that any two points recovered in 3D from an image should lie on an existing planar surface if no other cues provided. We design an unsupervised framework that Learns Edges and Geometry (depth, normal) all at Once (LEGO). The predicted edges are embedded into depth and surface normal smoothness terms, where pixels without edges in-between are constrained to satisfy the prior. In our framework, the predicted depths, normals and edges are forced to be consistent all the time. We conduct experiments on KITTI to evaluate our estimated geometry and CityScapes to perform edge evaluation. We show that in all of the tasks, i.e.depth, normal and edge, our algorithm vastly outperforms other state-of-the-art (SOTA) algorithms, demonstrating the benefits of our approach.

cs.CV↗

Cellular and WiFi Co-design for 5G User Equipment

Motivated by providing solutions to design challenges of coexisting cellular and WiFi for future 5G application scenarios, this paper, first, conducts an in-depth investigation of current technological trends of 5G from user equipment (UE) design perspective, and then presents a cost-effective cellular-WiFi design methodology based on the new distributed phased array MIMO (DPA-MIMO) architecture for practical 5G UE devices as an example. Furthermore, additional 5G cellular-WiFi application scenarios and co-operation details within 5G heterogeneous networks are unveiled on top of the said cellular-WiFi co-enabled 5G UE design.

eess.SP↗