arXiv subjects
Publications and source records attributed to Xiaochun Liu.
This paper concerns a class of non-divergence nonlinear elliptic equations driven by the cone degenerate Laplacian, which is motivated by cone calculus. We establish the existence of viscosity solutions by proving the Alexandrov-Bakelman-Pucci and Hölder estimates. Furthermore, we obtain the existence of weak solutions by proving the equivalence between weak solutions and viscosity solutions.
We introduce a semiparametric approach for forecasting Value-at-Risk (VaR) and Expected Shortfall (ES) by modeling the conditional scale of financial returns, defined as the difference between two specified quantiles, via restricted quantile regression. Focusing on downside risk, VaR is derived from the left-tail quantile of rescaled returns, and ES is approximated by averaging quantiles below the VaR level. The method delivers robust, distribution-free estimates of extreme losses and captures skewness, heavy tails, and leverage effects. Simulation experiments and empirical analysis show that it often outperforms established models, including GARCH and joint VaR-ES conditional-quantile approaches. An application to daily returns on major international stock indices, spanning the COVID-19 period, highlights its effectiveness in capturing risk dynamics.
Non-line-of-Sight (NLOS) imaging systems collect light at a diffuse relay surface and input this measurement into computational algorithms that output a 3D volumetric reconstruction. These algorithms utilize the Fast Fourier Transform (FFT) to accelerate the reconstruction process but require both input and output to be sampled spatially with uniform grids. However, the geometry of NLOS imaging inherently results in non-uniform sampling on the relay surface when using multi-pixel detector arrays, even though such arrays significantly reduce acquisition times. Furthermore, using these arrays increases the data rate required for sensor readout, posing challenges for real-world deployment. In this work, we utilize the phasor field framework to demonstrate that existing NLOS imaging setups typically oversample the relay surface spatially, explaining why the measurement can be compressed without significantly sacrificing reconstruction quality. This enables us to utilize the Non-Uniform Fast Fourier Transform (NUFFT) to reconstruct from sparse measurements acquired from irregularly sampled relay surfaces of arbitrary shapes. Furthermore, we utilize the NUFFT to reconstruct at arbitrary locations in the hidden volume, ensuring flexible sampling schemes for both the input and output. Finally, we utilize the Scaled Fast Fourier Transform (SFFT) to reconstruct larger volumes without increasing the number of samples stored in memory. All algorithms introduced in this paper preserve the computational complexity of FFT-based methods, ensuring scalability for practical NLOS imaging applications.
In this paper, we study the cone degenerate p-Laplace equation. We provide the existence of the viscosity solutions by proving Alexandrov-Bakelman-Pucci and Hölder estimates. Further more, we give the comparison principle by an equivalent transformation. Finally, we obtain the existence of weak solutions by analyzing the relationship between weak solutions and viscosity solutions.
Twin boundaries have been exploited to stabilize ultrafine grains and improve the mechanical properties of nanomaterials. The production of twin boundaries and nanotwins is however prohibitively challenging in carbide ceramics. Using scanning transmission electron microscopes as a unique platform for atomic-scale structure engineering, we demonstrate that twin platelets could be produced in carbides by engineering antisite defects. Antisite defects at metal sites in various layered ternary carbides are collectively and controllably generated and the metal elements are homogenized by electron irradiation, which transforms the twin-like lamellae into nanotwin platelets. Accompanying the chemical homogenization, α-Ti3AlC2 transforms to unconventional \b{eta}-Ti3AlC2. The chemical homogeneity and the width of the twin platelets can be tuned by the dose and energy of bombarding electrons. Chemically homogenized nanotwins can boost the hardness by ~45%. Our results provide a new way to produce ultrathin (<5 nm) nanotwin platelets in scientifically and technologically important carbide materials and showcase the feasibility of defect engineering by an angstrom-sized electron probe.
Computational approach to imaging around the corner, or non-line-of-sight (NLOS) imaging, is becoming a reality thanks to major advances in imaging hardware and reconstruction algorithms. A recent development towards practical NLOS imaging, Nam et al. demonstrated a high-speed non-confocal imaging system that operates at 5Hz, 100x faster than the prior art. This enormous gain in acquisition rate, however, necessitates numerous approximations in light transport, breaking many existing NLOS reconstruction methods that assume an idealized image formation model. To bridge the gap, we present a novel deep model that incorporates the complementary physics priors of wave propagation and volume rendering into a neural network for high-quality and robust NLOS reconstruction. This orchestrated design regularizes the solution space by relaxing the image formation model, resulting in a deep model that generalizes well on real captures despite being exclusively trained on synthetic data. Further, we devise a unified learning framework that enables our model to be flexibly trained using diverse supervision signals, including target intensity images or even raw NLOS transient measurements. Once trained, our model renders both intensity and depth images at inference time in a single forward pass, capable of processing more than 5 captures per second on a high-end GPU. Through extensive qualitative and quantitative experiments, we show that our method outperforms prior physics and learning based approaches on both synthetic and real measurements. We anticipate that our method along with the fast capturing system will accelerate future development of NLOS imaging for real world applications that require high-speed imaging.
The light transport matrix (LTM) is an instrumental tool in line-of-sight (LOS) imaging, describing how light interacts with the scene and enabling applications such as relighting or separation of illumination components. We introduce a framework to estimate the LTM of non-line-of-sight (NLOS) scenarios, coupling recent virtual forward light propagation models for NLOS imaging with the LOS light transport equation. We design computational projector-camera setups, and use these virtual imaging systems to estimate the transport matrix of hidden scenes. We introduce the specific illumination functions to compute the different elements of the matrix, overcoming the challenging wide-aperture conditions of NLOS setups. Our NLOS light transport matrix allows us to (re)illuminate specific locations of a hidden scene, and separate direct, first-order indirect, and higher-order indirect illumination of complex cluttered hidden scenes, similar to existing LOS techniques.
Non-Line-of-Sight (NLOS) imaging aims at recovering the 3D geometry of objects that are hidden from the direct line of sight. In the past, this method has suffered from the weak available multibounce signal limiting scene size, capture speed, and reconstruction quality. While algorithms capable of reconstructing scenes at several frames per second have been demonstrated, real-time NLOS video has only been demonstrated for retro-reflective objects where the NLOS signal strength is enhanced by 4 orders of magnitude or more. Furthermore, it has also been noted that the signal-to-noise ratio of reconstructions in NLOS methods drops quickly with distance and past reconstructions, therefore, have been limited to small scenes with depths of few meters. Actual models of noise and resolution in the scene have been simplistic, ignoring many of the complexities of the problem. We show that SPAD (Single-Photon Avalanche Diode) array detectors with a total of just 28 pixels combined with a specifically extended Phasor Field reconstruction algorithm can reconstruct live real-time videos of non-retro-reflective NLOS scenes. We provide an analysis of the Signal-to-Noise-Ratio (SNR) of our reconstructions and show that for our method it is possible to reconstruct the scene such that SNR, motion blur, angular resolution, and depth resolution are all independent of scene size suggesting that reconstruction of very large scenes may be possible. In the future, the light efficiency for NLOS imaging systems can be improved further by adding more pixels to the sensor array.
We propose forecast encompassing tests for the Expected Shortfall (ES) jointly with the Value at Risk (VaR) based on flexible link (or combination) functions. Our setup allows testing encompassing for convex forecast combinations and for link functions which preclude crossings of the combined VaR and ES forecasts. As the tests based on these link functions involve parameters which are on the boundary of the parameter space under the null hypothesis, we derive and base our tests on nonstandard asymptotic theory on the boundary. Our simulation study shows that the encompassing tests based on our new link functions outperform tests based on unrestricted linear link functions for one-step and multi-step forecasts. We further illustrate the potential of the proposed tests in a real data analysis for forecasting VaR and ES of the S&P 500 index.
Industrial sponsored search system (SSS) can be logically divided into three modules: keywords matching, ad retrieving, and ranking. During ad retrieving, the ad candidates grow exponentially. A query with high commercial value might retrieve a great deal of ad candidates such that the ranking module could not afford. Due to limited latency and computing resources, the candidates have to be pruned earlier. Suppose we set a pruning line to cut SSS into two parts: upstream and downstream. The problem we are going to address is: how to pick out the best $K$ items from $N$ candidates provided by the upstream to maximize the total system's revenue. Since the industrial downstream is very complicated and updated quickly, a crucial restriction in this problem is that the selection scheme should get adapted to the downstream. In this paper, we propose a novel model-free reinforcement learning approach to fixing this problem. Our approach considers downstream as a black-box environment, and the agent sequentially selects items and finally feeds into the downstream, where revenue would be estimated and used as a reward to improve the selection policy. To the best of our knowledge, this is first time to consider the system optimization from a downstream adaption view. It is also the first time to use reinforcement learning techniques to tackle this problem. The idea has been successfully realized in Baidu's sponsored search system, and online long time A/B test shows remarkable improvements on revenue.
In this paper, we deal with a singular quasilinear critical elliptic equation of Lichnerowicz type involving the p-Laplacian operator. With the help of the subcritical approach from variational method, we obtain the non-existence, existence, and multiplicity results under some given assumptions.
Non-Line-of-Sight (NLOS) imaging allows to observe objects partially or fully occluded from direct view, by analyzing indirect diffuse reflections off a secondary, relay surface. Despite its many potential applications, existing methods lack practical usability due to several shared limitations, including the assumption of single scattering only, lack of occlusions, and Lambertian reflectance. We lift these limitations by transforming the NLOS problem into a virtual Line-Of-Sight (LOS) one. Since imaging information cannot be recovered from the irradiance arriving at the relay surface, we introduce the concept of the phasor field, a mathematical construct representing a fast variation in irradiance. We show that NLOS light transport can be modeled as the propagation of a phasor field wave, which can be solved accurately by the Rayleigh-Sommerfeld diffraction integral. We demonstrate for the first time NLOS reconstruction of complex scenes with strong multiply scattered and ambient light, arbitrary materials, large depth range, and occlusions. Our method handles these challenging cases without explicitly developing a light transport model. By leveraging existing fast algorithms, we outperform existing methods in terms of execution speed, computational complexity, and memory use. We believe that our approach will help unlock the potential of NLOS imaging, and the development of novel applications not restricted to lab conditions. For example, we demonstrate both refocusing and transient NLOS videos of real-world, complex scenes with large depth.
This paper proposes a flexible broadband linear polarization converter based on metasurface operating at microwave band. In order to achieve bandwidth extension property, long and short metallic arc wires, as well as the metallic disks placed over a ground plane, are combined into the polarizer, which can generate three neighboring resonances. Due to the combination of the first two resonances and optimized size and thickness of the unit cell, the polarization converter can have a weak incident angle dependence. Both simulated and measured results confirm that the average polarization conversion ratio is over 85% from 11.3 to 20.2 GHz within a broad incident angle from 0° to 45°. Moreover, the proposed polarization converter based on flexible substrates can be applied for conformal design. The simulation and experiment results demonstrate that our designed polarizer still keeps high polarization conversion efficiency even when it adheres on convex cylindrical surfaces. The periodic metallic structure of the designed polarizer has great potential application values in the microwave, terahertz and optic regimes.
In this paper, we present a generative retrieval method for sponsored search engine, which uses neural machine translation (NMT) to generate keywords directly from query. This method is completely end-to-end, which skips query rewriting and relevance judging phases in traditional retrieval systems. Different from standard machine translation, the target space in the retrieval setting is a constrained closed set, where only committed keywords should be generated. We present a Trie-based pruning technique in beam search to address this problem. The biggest challenge in deploying this method into a real industrial environment is the latency impact of running the decoder. Self-normalized training coupled with Trie-based dynamic pruning dramatically reduces the inference time, yielding a speedup of more than 20 times. We also devise an mixed online-offline serving architecture to reduce the latency and CPU consumption. To encourage the NMT to generate new keywords uncovered by the existing system, training data is carefully selected. This model has been successfully applied in Baidu's commercial search engine as a supplementary retrieval branch, which has brought a remarkable revenue improvement of more than 10 percents.
In this paper we deal with the multiplicity of positive solutions to the fractional Laplacian equation \begin{equation*} (-Δ)^{\fracα{2}} u=λf(x)|u|^{q-2}u+|u|^{2^{*}_α-2}u, \quad\text{in}\,\,Ω, u=0,\text{on}\,\,\partialΩ, \end{equation*} where $Ω\subset \mathbb{R}^{N}(N\geq 2)$ is a bounded domain with smooth boundary, $0<α<2$, $(-Δ)^{\fracα{2}}$ stands for the fractional Laplacian operator, $f\in C(Ω\times\mathbb{R},\mathbb{R})$ may be sign changing and $λ$ is a positive parameter. We will prove that there exists $λ_{*}>0$ such that the problem has at least two positive solutions for each $λ\in (0\,,\,λ_{*})$. In addition, the concentration behavior of the solutions are investigated.
We establish the existence and multiplicity of positive solutions to the problems involving the fractional Laplacian: \begin{equation*} \left\{\begin{array}{lll} &(-Δ)^{s}u=λu^{p}+f(u),\,\,u>0 \quad &\mbox{in}\,\,Ω,\\ &u=0\quad &\mbox{in}\,\,\mathbb{R}^{N}\setminusΩ,\\ \end{array}\right. \end{equation*} where $Ω\subset \mathbb{R}^{N}$ $(N\geq 2)$ is a bounded smooth domain, $s\in (0,1)$, $p>0$, $λ\in \mathbb{R}$ and $(-Δ)^{s}$ stands for the fractional Laplacian. When $f$ oscillates near the origin or at infinity, via the variational argument we prove that the problem has arbitrarily many positive solutions and the number of solutions to problem is strongly influenced by $u^{p}$ and $λ$. Moreover, various properties of the solutions are also described in $L^{\infty}$- and $X^{s}_{0}(Ω)$-norms.
This paper is devoted to prove the existence and nonexistence of positive solutions for a class of fractional Schrodinger equation in RN of the We apply a new methods to obtain the existence of positive solutions when f(u) is asymptotically linear with respect to u at infinity.