SearcharxivSearch

arXiv subjects

Yinglin Zhang

Publications and source records attributed to Yinglin Zhang.

5 recordsLinked to original sources

Elongated Physiological Structure Segmentation via Spatial and Scale Uncertainty-aware Network

Robust and accurate segmentation for elongated physiological structures is challenging, especially in the ambiguous region, such as the corneal endothelium microscope image with uneven illumination or the fundus image with disease interference. In this paper, we present a spatial and scale uncertainty-aware network (SSU-Net) that fully uses both spatial and scale uncertainty to highlight ambiguous regions and integrate hierarchical structure contexts. First, we estimate epistemic and aleatoric spatial uncertainty maps using Monte Carlo dropout to approximate Bayesian networks. Based on these spatial uncertainty maps, we propose the gated soft uncertainty-aware (GSUA) module to guide the model to focus on ambiguous regions. Second, we extract the uncertainty under different scales and propose the multi-scale uncertainty-aware (MSUA) fusion module to integrate structure contexts from hierarchical predictions, strengthening the final prediction. Finally, we visualize the uncertainty map of final prediction, providing interpretability for segmentation results. Experiment results show that the SSU-Net performs best on cornea endothelial cell and retinal vessel segmentation tasks. Moreover, compared with counterpart uncertainty-based methods, SSU-Net is more accurate and robust.

eess.IV

Extended Reduced-Form Framework for Non-Life Insurance

In this paper we propose a general framework for modeling an insurance liability cash flow in continuous time, by generalizing the reduced-form framework for credit risk and life insurance. In particular, we assume a nontrivial dependence structure between the reference filtration and the insurance internal filtration. We apply these results for pricing and hedging non-life insurance liabilities in hybrid financial and insurance markets, while taking into account the role of inflation under the benchmarked risk-minimization approach. This framework offers at the same time a general and flexible structure, and an explicit and treatable pricing-hedging formula.

q-fin.MF

A Multi-Branch Hybrid Transformer Networkfor Corneal Endothelial Cell Segmentation

Corneal endothelial cell segmentation plays a vital role inquantifying clinical indicators such as cell density, coefficient of variation,and hexagonality. However, the corneal endothelium's uneven reflectionand the subject's tremor and movement cause blurred cell edges in theimage, which is difficult to segment, and need more details and contextinformation to release this problem. Due to the limited receptive field oflocal convolution and continuous downsampling, the existing deep learn-ing segmentation methods cannot make full use of global context andmiss many details. This paper proposes a Multi-Branch hybrid Trans-former Network (MBT-Net) based on the transformer and body-edgebranch. Firstly, We use the convolutional block to focus on local tex-ture feature extraction and establish long-range dependencies over space,channel, and layer by the transformer and residual connection. Besides,We use the body-edge branch to promote local consistency and to provideedge position information. On the self-collected dataset TM-EM3000 andpublic Alisarine dataset, compared with other State-Of-The-Art (SOTA)methods, the proposed method achieves an improvement.

cs.CV

Reduced-form framework under model uncertainty

In this paper we introduce a sublinear conditional expectation with respect to a family of possibly nondominated probability measures on a progressively enlarged filtration. In this way, we extend the classic reduced-form setting for credit and insurance markets to the case under model uncertainty, when we consider a family of priors possibly mutually singular to each other. Furthermore, we study the superhedging approach in continuous time for payment streams under model uncertainty, and establish several equivalent versions of dynamic robust superhedging duality. These results close the gap between robust framework for financial market, which is recently studied in an intensive way, and the one for credit and insurance markets, which is limited in the present literature only to some very specific cases.

q-fin.MF

Polynomial Diffusion Models for Life Insurance Liabilities

In this paper we study the pricing and hedging problem of a portfolio of life insurance products under the benchmark approach, where the reference market is modelled as driven by a state variable following a polynomial diffusion on a compact state space. Such a model guarantees not only the positivity of the OIS short rate and the mortality intensity, but also the possibility of approximating both pricing formula and hedging strategy of a large class of life insurance products by explicit formulas.

q-fin.MF