arXiv subjects

Yong Chen

Publications and source records attributed to Yong Chen.

At least 217 records · Page 12Linked to original sources

arXiv2022

An Improved Berry-Esseen Bound of Least Squares Estimation for Fractional Ornstein-Uhlenbeck Processes

The aim of this paper is twofold. First, it offers a novel formula to calculate the inner product of the bounded variation function in the Hilbert space $\mathcal{H}$ associated with the fractional Brownian motion with Hurst parameter $H\in (0,\frac12)$. This formula is based on a kind of decomposition of the Lebesgue-Stieljes measure of the bounded variation function and the integration by parts formula of the Lebesgue-Stieljes measure. Second, as an application of the formula, we explore that as $T\to\infty$, the asymptotic line for the square of the norm of the bivariate function $f_T(t,s)=e^{-θ|t-s|}1_{\{0\leq s,t\leq T\}}$ in the symmetric tensor space $\mathcal{H}^{\odot 2}$ (as a function of $T$), and improve the Berry-Esséen type upper bound for the least squares estimation of the drift coefficient of the fractional Ornstein-Uhlenbeck processes with Hurst parameter $H\in (\frac14,\frac12)$. The asymptotic analysis of the present paper is much more subtle than that of Lemma 17 in Hu, Nualart, Zhou(2019) and the improved Berry-Esséen type upper bound is the best improvement of the result of Theorem 1.1 in Chen, Li (2021). As a by-product, a second application of the above asymptotic analysis is given, i.e., we also show the Berry-Esséen type upper bound for the moment estimation of the drift coefficient of the fractional Ornstein-Uhlenbeck processes where the method is obvious different to that of Proposition 4.1 in Sottinen, Viitasaari(2018).

math.PR↗

arXiv2022

Long-time asymptotics for the reverse space-time nonlocal Hirota equation with decaying initial value problem: Without solitons

In this work, we mainly consider the Cauchy problem for the reverse space-time nonlocal Hirota equation with the initial data rapidly decaying in the solitonless sector. Start from the Lax pair, we first construct the basis Riemann-Hilbert problem for the reverse space-time nonlocal Hirota equation. Furthermore, using the approach of Deift-Zhou nonlinear steepest descent, the explicit long-time asymptotics for the reverse space-time nonlocal Hirota is derived. For the reverse space-time nonlocal Hirota equation, since the symmetries of its scattering matrix are different with the local Hirota equation, the $\vartheta(λ_{i})(i=0, 1)$ would like to be imaginary, which results in the $δ_{λ_{i}}^{0}$ contains an increasing $t^{\frac{\pm Im\vartheta(λ_{i})}{2}}$, and then the asymptotic behavior for nonlocal Hirota equation becomes differently.

math.AP↗

arXiv2022

The Einstein Probe Mission

The Einstein Probe (EP) is a mission designed to monitor the sky in the soft X-ray band. It will perform systematic surveys and characterisation of high-energy transients and monitoring of variable objects at unprecedented sensitivity and monitoring cadences. It has a large instantaneous field-of-view (3,600 sq. deg.), that is realised via the lobster-eye micro-pore X-ray focusing optics. EP also carries a conventional X-ray focusing telescope with a larger effective area to perform followup observations and precise positioning of newly-discovered transients. Alerts for transient objects will be issued publicly and timely. The scientific goals of EP are concerned with discovering faint, distant or rare types of high-energy transients and variable sources. Within the confines of a modest-sized mission, EP will cover a wide range of scientific topics, from the nearby to high-redshift Universe. The Einstein Probe is a mission of the Chinese Academy of Sciences, and also an international collaborative project. This paper presents the background, scientific objectives, and the mission design including the micro-pore optics and CMOS technologies adopted, the instruments and their expected performance, and the mission profile. The development status of the project is also presented.

astro-ph.HE↗

arXiv2022

Two-stage Hypothesis Tests for Variable Interactions with FDR Control

In many scenarios such as genome-wide association studies where dependences between variables commonly exist, it is often of interest to infer the interaction effects in the model. However, testing pairwise interactions among millions of variables in complex and high-dimensional data suffers from low statistical power and huge computational cost. To address these challenges, we propose a two-stage testing procedure with false discovery rate (FDR) control, which is known as a less conservative multiple-testing correction. Theoretically, the difficulty in the FDR control dues to the data dependence among test statistics in two stages, and the fact that the number of hypothesis tests conducted in the second stage depends on the screening result in the first stage. By using the Cramér type moderate deviation technique, we show that our procedure controls FDR at the desired level asymptotically in the generalized linear model (GLM), where the model is allowed to be misspecified. In addition, the asymptotic power of the FDR control procedure is rigorously established. We demonstrate via comprehensive simulation studies that our two-stage procedure is computationally more efficient than the classical BH procedure, with a comparable or improved statistical power. Finally, we apply the proposed method to a bladder cancer data from dbGaP where the scientific goal is to identify genetic susceptibility loci for bladder cancer.

stat.ME↗

arXiv2022

An Insight-HXMT view of the mHz quasi-regular modulation phenomenon in the black hole X-ray binary 4U 1630-47

Here we report the spectral-timing results of the black hole X-ray binary 4U 1630-47 during its 2021 outburst using observations from the Hard X-ray Modulation Telescope. Type-C quasi-periodic oscillations (QPOs) in 1.6--4.2 Hz and quasi-regular modulation (QRM) near 60 mHz are detected during the outburst. The mHz QRM has a fractional rms of 10%--16% in the 8--35 keV energy band with a Q factor (frequency/width) of 2--4. Benefiting from the broad energy band of hxmt, we study the energy dependence of the 60 mHz QRM in 1--100 keV for the first time. We find that the fractional rms of the mHz QRM increases with photon energy, while the time lags of the mHz QRM are soft and decrease with photon energy. Fast recurrence of the mHz QRM, in a timescale of less than one hour, has been observed during the outburst. During this period, the corresponding energy spectra moderately change when the source transitions from the QRM state to the non-QRM state. The QRM phenomena also shows a dependence with the accretion rate. We suggest that the QRM could be caused by an unknown accretion instability aroused from the corona.

astro-ph.HE↗

arXiv2022

Kernel representation formula from complex to real Wiener-Ito integrals and vice versa

We clearly characterize the relation between real and complex Wiener-Ito integrals. Given a complex multiple Wiener-Ito integral, we get explicit expressions for two kernels of its real and imaginary parts. Conversely, consider a two-dimensional real Wiener-Ito integral, we obtain the representation formula by a finite sum of complex Wiener-Ito integrals. The main tools are a recursion technique and Malliavin derivative operators. We build a bridge between real and complex Wiener-Ito integrals.

math.PR↗

arXiv2022

High-order soliton solutions and their dynamics in the inhomogeneous variable coefficients Hirota equation

A series of new soliton solutions are presented for the inhomogeneous variable coefficient Hirota equation by using the Riemann Hilbert method and transformation relationship. First, through a standard dressing procedure, the N-soliton matrix associated with the simple zeros in the Riemann Hilbert problem for the Hirota equation is constructed. Then the N-soliton matrix of the inhomogeneous variable coefficient Hirota equation can be obtained by a special transformation relationship from the N-soliton matrix of the Hirota equation. Next, using the generalized Darboux transformation, the high-order soliton solutions corresponding to the elementary high-order zeros in the Riemann Hilbert problem for the Hirota equation can be derived. Similarly, employing the transformation relationship mentioned above can lead to the high-order soliton solutions of the inhomogeneous variable coefficient Hirota equation. In addition, the collision dynamics of Hirota and inhomogeneous variable coefficient Hirota equations are analyzed; the asymptotic behaviors for multi-solitons and long-term asymptotic estimates for the high-order one-soliton of the Hirota equation are concretely calculated. Most notably, by analyzing the dynamics of the multi-solitons and high-order solitons of the inhomogeneous variable coefficient Hirota equation, we discover numerous new waveforms such as heart-shaped periodic wave solutions, O-shaped periodic wave solutions etc. that have never been reported before, which are crucial in theory and practice.

nlin.SI↗

arXiv2022

Long time asymptotic analysis for a nonlocal Hirota equation via the Dbar steepest descent method

In this paper, we mainly focus on the Cauchy problem of an integrable nonlocal Hirota equation with initial value in weighted Sobolev space. Through the spectral analysis of Lax pairs, we successfully transform the Cauchy problem of the nonlocal Hirota equation into a solvable Riemann-Hilbert problem. Furthermore, in the absence of discrete spectrum, the long-time asymptotic behavior of the solution for the nonlocal Hirota equation is obtained through the Dbar steepest descent method. Different from the local Hirota equation, the leading order term on the continuous spectrum and residual error term of $q(x,t)$ are affected by the function $Imν(z_j)$.

math.AP↗

arXiv2022

Federated Learning Algorithms for Generalized Mixed-effects Model (GLMM) on Horizontally Partitioned Data from Distributed Sources

Objectives: This paper develops two algorithms to achieve federated generalized linear mixed effect models (GLMM), and compares the developed model's outcomes with each other, as well as that from the standard R package (`lme4'). Methods: The log-likelihood function of GLMM is approximated by two numerical methods (Laplace approximation and Gaussian Hermite approximation), which supports federated decomposition of GLMM to bring computation to data. Results: Our developed method can handle GLMM to accommodate hierarchical data with multiple non-independent levels of observations in a federated setting. The experiment results demonstrate comparable (Laplace) and superior (Gaussian-Hermite) performances with simulated and real-world data. Conclusion: We developed and compared federated GLMMs with different approximations, which can support researchers in analyzing biomedical data to accommodate mixed effects and address non-independence due to hierarchical structures (i.e., institutes, region, country, etc.).

stat.ML↗

arXiv2022

The Berry-Esséen Upper Bounds of Vasicek Model Estimators

The Berry-Esséen upper bounds of moment estimators and least squares estimators of the mean and drift coefficients in Vasicek models driven by general Gaussian processes are studied. When studying the parameter estimation problem of Ornstein-Uhlenbeck (OU) process driven by fractional Brownian motion, the commonly used methods are mainly given by Kim and Park, they show the upper bound of Kolmogorov distance between the distribution of the ratio of two double Wiener-Itô stochastic integrals and the Normal distribution. The main innovation in this paper is extending the above ratio process, that is to say, the numerator and denominator respectively contain triple Wiener-Itô stochastic integrals at most. As far as we know, the upper bounds between the distribution of above estimators and the Normal distribution are novel.

math.ST↗

arXiv2022

Long-time Asymptotic Behavior of the coupled dispersive AB system in Low Regularity Spaces

In this paper, we mainly investigate the long-time asymptotic behavior of the solution for the coupled dispersive AB system with weighted Sobolev initial data, which allows soliton solutions via the Dbar steepest descent method.Based on the spectral analysis of Lax pair, the Cauchy problem of the coupled dispersive AB system is transformed into a Riemann-Hilbert problem, and its existence and uniqueness of the solution is proved by the vanishing lemma. The stationary phase points play an important role in the long-time asymptotic behavior. We demonstrate that in any fixed time cone $\mathcal{C}\left(x_{1}, x_{2}, v_{1}, v_{2}\right)=\left\{(x, t) \in \mathbb{R}^{2} \mid x=x_{0}+v t, x_{0} \in\left[x_{1}, x_{2}\right], v \in\left[v_{1}, v_{2}\right]\right\}$, the long-time asymptotic behavior of the solution for the coupled dispersive AB system can be expressed by $N(\mathcal{I})$ solitons on the discrete spectrum, the leading order term $\mathcal{O}(t^{-1 / 2})$ on the continuous spectrum and the allowable residual $\mathcal{O}(t^{-3 / 4})$.

math.AP↗

arXiv2022

Quasi-periodic oscillations of the X-ray burst from the magnetar SGR J1935+2154 and associated with the fast radio burst FRB 200428

The origin(s) and mechanism(s) of fast radio bursts (FRBs), which are short radio pulses from cosmological distances, have remained a major puzzle since their discovery. We report a strong Quasi-Periodic Oscillation(QPO) of 40 Hz in the X-ray burst from the magnetar SGR J1935+2154 and associated with FRB 200428, significantly detected with the Hard X-ray Modulation Telescope (Insight-HXMT) and also hinted by the Konus-Wind data. QPOs from magnetar bursts have only been rarely detected; our 3.4 sigma (p-value is 2.9e-4) detection of the QPO reported here reveals the strongest QPO signal observed from magnetars (except in some very rare giant flares), making this X-ray burst unique among magnetar bursts. The two X-ray spikes coinciding with the two FRB pulses are also among the peaks of the QPO. Our results suggest that at least some FRBs are related to strong oscillation processes of neutron stars. We also show that we may overestimate the significance of the QPO signal and underestimate the errors of QPO parameters if QPO exists only in a fraction of the time series of a X-ray burst which we use to calculate the Leahy-normalized periodogram.

astro-ph.HE↗

arXiv2022

Double and Triple-Pole Solutions for the Third-Order Flow Equation of the Kaup-Newell System with Zero/Nonzero Boundary Conditions

In this work, the double and triple-pole solutions for the third-order flow equation of Kaup-Newell system (TOFKN) with zero boundary conditions (ZBCs) and non-zero boundary conditions (NZBCs) are investigated by means of the Riemann-Hilbert (RH) approach stemming from the inverse scattering transformation. Starting from spectral problem of the TOFKN, the analyticity, symmetries, asymptotic behavior of the Jost function and scattering matrix, the matrix RH problem with ZBCs and NZBCs are constructed. Then the obtained RH problem with ZBCs and NZBCs can be solved in the case of scattering coefficients with double or triple zeros, and the reconstruction formula of potential, trace formula as well as theta condition are also derived correspondingly. Specifically, the general formulas of $N$-double and $N$-triple poles solutions with ZBCs and NZBCs are derived systematically by means of determinants. The vivid plots and dynamics analysis for double and triple-pole soliton solutions with the ZBCs as well as double and triple-pole interaction solutions with the NZBCs are exhibited in details. Compared with the most classical second-order flow Kaup-Newell system, we find the third-order dispersion and quintic nonlinear term of the Kaup-Newell system change the trajectory and velocity of solutions. Furthermore, the asymptotic states of the 1-double poles soliton solution and the 1-triple poles soliton solution are analyzed when $t$ tends to infinity.

nlin.SI↗

arXiv2022

DV-QKD Coexistence With 1.6 Tbps Classical Channels Over Hollow Core Fibre

The feasibility of coexisting a quantum channel with carrier-grade classical optical channels over Hollow Core Nested Antiresonant Nodeless Fibre (HC-NANF) is experimentally explored for the first time in terms of achievable quantum bit error rate (QBER), secret key rate (SKR) as well as classical signal bit error rates (BER). A coexistence transmission of 1.6 Tbps is achieved for the classical channels simultaneously with a quantum channel over a 2 km-long HC-NANF with a total coexistence power of 0 dBm. To find the best and worst wavelength position for the classical channels, we simulated different classical channels bands with different spacing between the quantum and classical channels considering the crosstalk generated from both Raman scattering and four-wave-mixing (FWM) on the quantum channel. Following our simulation, we numerically estimate the best (Raman spectrum dip) and worst locations (Raman spectrum peak) of the classical channel with respect to its impact on the performance on the quantum channel in terms of SKR and QBER. We further implemented a testbed to experimentally test both single mode fibre (SMF) and HC-NANF in the best and worst-case scenarios. In the best-case scenario, the spacing between quantum and classical is 200 GHz (1.6 nm) with 50 GHz (0.4 nm) spacing between each classical channel. The SKR was preserved without any noticeable changes when coexisting the quantum channel with eight classical channels at 0 dBm total coexistence power in HC-NANF compared to a significant drop of 73% when using SMF at -24 dBm total coexistence power which is 250 times lower than the power used in HC-NANF. In the worst-case scenario using the same powers, and with 1 THz (8 nm) spacing between quantum and classical channels, the SKR dropped 10% using the HC-NANF, whereas in the SMF the SKR plummeted to zero.

quant-ph↗

arXiv2022

Multiple-high-order pole solutions for the NLS equation with quartic terms

The aim of this article is to investigate the multiple-high-order pole solutions to the focusing NLS equation with quartic terms(QNLS) under the non-vanishing boundary conditions(NVBC) via the Riemann-Hilbert(RH) method. The determinant formula of multiple-high-order pole soliton solutions for NVBC is given. Further the double 1nd-order, mixed 2nd- and 1nd-order pole solutions are obtained.

nlin.SI↗

arXiv2022

Data-driven vector localized waves and parameters discovery for Manakov system using deep learning approach

An improved physics-informed neural network (IPINN) algorithm with four output functions and four physics constraints, which possesses neuron-wise locally adaptive activation function and slope recovery term, is appropriately proposed to obtain the data-driven vector localized waves, including vector solitons, breathers and rogue waves (RWs) for the Manakov system with initial and boundary conditions, as well as data-driven parameters discovery for Manakov system with unknown parameters. The data-driven vector RWs which also contain interaction waves of RWs and bright-dark solitons, interaction waves of RWs and breathers, as well as RWs evolved from bright-dark solitons are learned to verify the capability of the IPINN algorithm in training complex localized wave. In the process of parameter discovery, routine IPINN can not accurately train unknown parameters whether using clean data or noisy data. Thus we introduce parameter regularization strategy with adjustable weight coefficients into IPINN to effectively and accurately train prediction parameters, then find that once setting the appropriate weight coefficients, the training effect is better as using noisy data. Numerical results show that IPINN with parameter regularization shows superior noise immunity in parameters discovery problem.

nlin.PS↗

arXiv2021

Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter $H\in (0,\frac12)$

In Chen and Zhou 2021, they consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\, s)=\mathbb{E}[G_t G_s]$ can be decomposed into two parts, one of which coincides with that of fractional Brownian motion and the other is bounded by $(ts)^{H-1}$ with $H\in (\frac12,\,1)$, up to a constant factor. In this paper, we investigate the same problem but with the assumption of $H\in (0,\,\frac12)$. It is well known that there is a significant difference between the Hilbert space associated with the fractional Gaussian processes in the case of $H\in (\frac12, 1)$ and that of $H\in (0, \frac12)$. The starting point of this paper is a new relationship between the inner product of $\mathfrak{H}$ associated with the Gaussian process $(G_t)_{t\ge 0}$ and that of the Hilbert space $\mathfrak{H}_1$ associated with the fractional Brownian motion $(B^{H}_t)_{t\ge 0}$. Then we prove the strong consistency with $H\in (0, \frac12)$, and the asymptotic normality and the Berry-Esséen bounds with $H\in (0,\frac38)$ for both the least squares estimator and the moment estimator of the drift parameter constructed from the continuous observations. A good many inequality estimates are involved in and we also make use of the estimation of the inner product based on the results of $\mathfrak{H}_1$ in Hu, Nualart and Zhou 2019.

math.ST↗

arXiv2021

Data-driven forward-inverse problems for Yajima-Oikawa system using deep learning with parameter regularization

We investigate data-driven forward-inverse problems for Yajima-Oikawa (YO) system by employing two technologies which improve the performance of neural network in deep physics-informed neural network (PINN), namely neuron-wise locally adaptive activation functions and $L^2$ norm parameter regularization. Indeed, we not only recover three different forms of vector rogue waves (RWs) by means of three distinct initial-boundary value conditions in the forward problem of YO system, including bright-bright RWs, intermediate-bright RWs and dark-bright RWs, but also study the inverse problem of YO system by using training data with different noise intensity. In order to deal with the problem that the capacity of learning unknown parameters is not ideal when the PINN with only locally adaptive activation functions utilizes training data with noise interference in the inverse problem of YO system, thus we introduce $L^2$ norm regularization, which can drive the weights closer to origin, into PINN with locally adaptive activation functions, then find that the PINN model with two strategies shows amazing training effect by using training data with noise interference to investigate the inverse problem of YO system.

math.NA↗