arXiv subjects

Ying Ni

Publications and source records attributed to Ying Ni.

8 recordsLinked to original sources

arXiv2026

DecoupleGS: Interactive 3D Gaussian Splatting for End-to-End Autonomous Driving Testing

End-to-end (E2E) autonomous driving algorithms require rigorous closed-loop validation in simulation environments offering high visual fidelity, strong interactivity, and real-time performance. Existing approaches, from game engines to static neural rendering, inherently trade off these requirements and struggle with the dynamic scene composition essential for E2E testing. To bridge this gap, we propose a novel decoupled 3D Gaussian Splatting (3DGS) framework tailored for large-scale E2E evaluation. We fundamentally decompose scenes into a high-fidelity static background and manipulable dynamic agents using an object-centric canonical representation. To resolve resulting representational conflicts, we introduce three targeted modules: (1) asset compression via perceptual pruning and vector quantization for real-time traffic rendering; (2) map-guided geometric registration leveraging semantic topology to strictly align trajectories; and (3) proxy-based relighting transferring ambient illumination for seamless photometric integration. Extensive experiments demonstrate that DecoupleGS achieves a balanced fidelity-efficiency trade-off, improves metric and photometric consistency, and provides a practical closed-loop sensor simulation platform for E2E autonomous driving evaluation.

cs.CV↗

arXiv2026

A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model

We study Bermudan option pricing under the Gatheral Double Mean-Reverting (GDMR) stochastic volatility model. The model features a variance process together with a stochastic long-run mean variance process and allows Constant Elasticity of Variance (CEV)-type exponents in the diffusion coefficients. This model is attractive since it provides a flexible specification for volatility dynamics. However, the pricing of early-exercise derivatives under the GDMR model remains largely unexplored in the literature. To address this challenge, we adapt a Hybrid Least-Squares Monte Carlo-Partial Differential Equation (LSMC-PDE) framework to the GDMR model and provide a detailed model-specific implementation. Conditioning on simulated variance paths, the pricing problem reduces to a one-dimensional problem in the asset price, which is solved by a Fourier-based approach, while the remaining dependence on the variance variables is approximated by least-squares regression. Our numerical experiments demonstrate that the Hybrid LSMC-PDE approach yields accurate pricing estimates and often lower pricing errors than plain LSMC, particularly for low and moderate numbers of simulation paths, showing the benefit of using the model structure in early-exercise option pricing.

q-fin.PR↗

arXiv2025

External Human-Machine Interface based on Intent Recognition: Framework Design and Experimental Validation

Increasing autonomous vehicles (AVs) in transportation systems makes effective interactions between AVs and pedestrians indispensable. External human--machine interface (eHMI), which employs visual or auditory cues to explicitly convey vehicle behaviors can compensate for the loss of human-like interactions and enhance AV--pedestrian cooperation. To facilitate faster intent convergence between pedestrian and AVs, this study incorporates an adaptive interaction mechanism into eHMI based on pedestrian intent recognition, namely IR-eHMI. IR-eHMI dynamically detects and infers the behavioral intentions of both pedestrians and AVs through identifying their cooperation states. The proposed interaction framework is implemented and evaluated on a virtual reality (VR) experimental platform to demonstrate its effectiveness through statistical analysis. Experimental results show that IR-eHMI significantly improves crossing efficiency, reduces gaze distraction while maintaining interaction safety compared to traditional fixed-distance eHMI. This adaptive and explicit interaction mode introduces an innovative procedural paradigm for AV--pedestrian cooperation.

cs.HC↗

arXiv2025

Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing

Recently, an Almost-Exact Simulation (AES) scheme was introduced for the Heston stochastic volatility model and tested for European option pricing. This paper extends this scheme for pricing Bermudan and American options under both Heston and double Heston models. The AES improves Monte Carlo simulation efficiency by using the non-central chi-square distribution for the variance process. We derive the AES scheme for the double Heston model and compare the performance of the AES schemes under both models with the Euler scheme. Our numerical experiments validate the effectiveness of the AES scheme in providing accurate option prices with reduced computational time, highlighting its robustness for both models. In particular, the AES achieves higher accuracy and computational efficiency when the number of simulation steps matches the exercise dates for Bermudan options.

q-fin.PR↗

arXiv2025

Towards Quantum Tensor Decomposition in Biomedical Applications

Tensor decomposition has emerged as a powerful framework for feature extraction in multi-modal biomedical data. In this review, we present a comprehensive analysis of tensor decomposition methods such as Tucker, CANDECOMP/PARAFAC, spiked tensor decomposition, etc. and their diverse applications across biomedical domains such as imaging, multi-omics, and spatial transcriptomics. To systematically investigate the literature, we applied a topic modeling-based approach that identifies and groups distinct thematic sub-areas in biomedicine where tensor decomposition has been used, thereby revealing key trends and research directions. We evaluated challenges related to the scalability of latent spaces along with obtaining the optimal rank of the tensor, which often hinder the extraction of meaningful features from increasingly large and complex datasets. Additionally, we discuss recent advances in quantum algorithms for tensor decomposition, exploring how quantum computing can be leveraged to address these challenges. Our study includes a preliminary resource estimation analysis for quantum computing platforms and examines the feasibility of implementing quantum-enhanced tensor decomposition methods on near-term quantum devices. Collectively, this review not only synthesizes current applications and challenges of tensor decomposition in biomedical analyses but also outlines promising quantum computing strategies to enhance its impact on deriving actionable insights from complex biomedical data.

q-bio.QM↗

arXiv2023

Towards Socially Responsive Autonomous Vehicles: A Reinforcement Learning Framework with Driving Priors and Coordination Awareness

The advent of autonomous vehicles (AVs) alongside human-driven vehicles (HVs) has ushered in an era of mixed traffic flow, presenting a significant challenge: the intricate interaction between these entities within complex driving environments. AVs are expected to have human-like driving behavior to seamlessly integrate into human-dominated traffic systems. To address this issue, we propose a reinforcement learning framework that considers driving priors and Social Coordination Awareness (SCA) to optimize the behavior of AVs. The framework integrates a driving prior learning (DPL) model based on a variational autoencoder to infer the driver's driving priors from human drivers' trajectories. A policy network based on a multi-head attention mechanism is designed to effectively capture the interactive dependencies between AVs and other traffic participants to improve decision-making quality. The introduction of SCA into the autonomous driving decision-making system, and the use of Coordination Tendency (CT) to quantify the willingness of AVs to coordinate the traffic system is explored. Simulation results show that the proposed framework can not only improve the decision-making quality of AVs but also motivate them to produce social behaviors, with potential benefits for the safety and traffic efficiency of the entire transportation system.

cs.RO↗

arXiv2023

Human-Like Implicit Intention Expression for Autonomous Driving Motion Planning: A Method Based on Learning Human Intention Priors

One of the key factors determining whether autonomous vehicles (AVs) can be seamlessly integrated into existing traffic systems is their ability to interact smoothly and efficiently with human drivers and communicate their intentions. While many studies have focused on enhancing AVs' human-like interaction and communication capabilities at the behavioral decision-making level, a significant gap remains between the actual motion trajectories of AVs and the psychological expectations of human drivers. This discrepancy can seriously affect the safety and efficiency of AV-HV (Autonomous Vehicle-Human Vehicle) interactions. To address these challenges, we propose a motion planning method for AVs that incorporates implicit intention expression. First, we construct a trajectory space constraint based on human implicit intention priors, compressing and pruning the trajectory space to generate candidate motion trajectories that consider intention expression. We then apply maximum entropy inverse reinforcement learning to learn and estimate human trajectory preferences, constructing a reward function that represents the cognitive characteristics of drivers. Finally, using a Boltzmann distribution, we establish a probabilistic distribution of candidate trajectories based on the reward obtained, selecting human-like trajectory actions. We validated our approach on a real trajectory dataset and compared it with several baseline methods. The results demonstrate that our method excels in human-likeness, intention expression capability, and computational efficiency.

cs.RO↗

arXiv2022

Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives

This contribution deals with an extension to our developed novel cubature methods of degrees 5 on Wiener space. In our previous studies, we have shown that the cubature formula is exact for all multiple Stratonovich integrals up to dimension equal to the degree. In fact, cubature method reduces solving a stochastic differential equation to solving a finite set of ordinary differential equations. Now, we apply the above methods to construct trinomial models and to price different financial derivatives. We will compare our numerical solutions with the Black's and Black--Scholes models' analytical solutions. The constructed model has practical usage in pricing American-style derivatives and can be extended to more sophisticated stochastic market models.

q-fin.MF↗