arXiv subjects

Zhou Fan

Publications and source records attributed to Zhou Fan.

At least 55 records · Page 3Linked to original sources

arXiv2024

Triggering the Untriggered: The First Einstein Probe-Detected Gamma-Ray Burst 240219A and Its Implications

The Einstein Probe (EP) achieved its first detection and localization of a bright X-ray flare, EP240219a, on 2024 February 19, during its commissioning phase. Subsequent targeted searches triggered by the EP240219a alert identified a faint, untriggered gamma-ray burst (GRB) in the archived data of Fermi Gamma-ray Burst Monitor (GBM), Swift Burst Alert Telescope (BAT), and Insight-HXMT/HE. The EP Wide-field X-ray Telescope (WXT) light curve reveals a long duration of approximately 160 s with a slow decay, whereas the Fermi/GBM light curve shows a total duration of approximately 70 s. The peak in the Fermi/GBM light curve occurs slightly later with respect to the peak seen in the EP/WXT light curve. Our spectral analysis shows that a single cutoff power-law (PL) model effectively describes the joint EP/WXT--Fermi/GBM spectra in general, indicating coherent broad emission typical of GRBs. The model yielded a photon index of $\sim -1.70 \pm 0.05$ and a peak energy of $\sim 257 \pm 134$ keV. After detection of GRB 240219A, long-term observations identified several candidates in optical and radio wavelengths, none of which was confirmed as the afterglow counterpart during subsequent optical and near-infrared follow-ups. The analysis of GRB 240219A classifies it as an X-ray rich GRB (XRR) with a high peak energy, presenting both challenges and opportunities for studying the physical origins of X-ray flashes, XRRs, and classical GRBs. Furthermore, linking the cutoff PL component to nonthermal synchrotron radiation suggests that the burst is driven by a Poynting flux-dominated outflow.

astro-ph.HE↗

arXiv2024

Einstein Probe discovery of EP240408a: a peculiar X-ray transient with an intermediate timescale

We report the discovery of a peculiar X-ray transient, EP240408a, by Einstein Probe (EP) and follow-up studies made with EP, Swift, NICER, GROND, ATCA and other ground-based multi-wavelength telescopes. The new transient was first detected with Wide-field X-ray Telescope (WXT) on board EP on April 8th, 2024, manifested in an intense yet brief X-ray flare lasting for 12 seconds. The flare reached a peak flux of 3.9x10^(-9) erg/cm2/s in 0.5-4 keV, about 300 times brighter than the underlying X-ray emission detected throughout the observation. Rapid and more precise follow-up observations by EP/FXT, Swift and NICER confirmed the finding of this new transient. Its X-ray spectrum is non-thermal in 0.5-10 keV, with a power-law photon index varying within 1.8-2.5. The X-ray light curve shows a plateau lasting for about 4 days, followed by a steep decay till becoming undetectable about 10 days after the initial detection. Based on its temporal property and constraints from previous EP observations, an unusual timescale in the range of 7-23 days is found for EP240408a, which is intermediate between the commonly found fast and long-term transients. No counterparts have been found in optical and near-infrared, with the earliest observation at 17 hours after the initial X-ray detection, suggestive of intrinsically weak emission in these bands. We demonstrate that the remarkable properties of EP240408a are inconsistent with any of the transient types known so far, by comparison with, in particular, jetted tidal disruption events, gamma-ray bursts, X-ray binaries and fast blue optical transients. The nature of EP240408a thus remains an enigma. We suggest that EP240408a may represent a new type of transients with intermediate timescales of the order of about 10 days. The detection and follow-ups of more of such objects are essential for revealing their origin.

astro-ph.HE↗

arXiv2024

The Stellar Abundances and Galactic Evolution Survey (SAGES) III -- The g/r/i-band Data Release

The Stellar Abundances and Galactic Evolution Survey (SAGES) is a multi-band survey that covers the northern sky area of ~12000 deg2. Nanshan One-meter Wide-field Telescope (NOWT) of Xinjiang Astronomical Observatory (XAO) carried out observations on g/r/i bands. We present here the survey strategy, data processing, catalog construction, and database schema. The observations of NOWT started in 2016 August and was completed in 2018 January, total 17827 frames were obtained and ~4600 deg2 sky areas were covered. In this paper, we released the catalog of the data in the g/r/i bands observed with NOWT. In total, there are 109,197,578 items of the source records. The catalog is the supplement for the SDSS for the bright end, and the combination of our catalog and these catalogs could be helpful for source selections for other surveys and the Milky Way sciences, e.g., white dwarf candidates and stellar flares.

astro-ph.GA↗

arXiv2024

Universality of Approximate Message Passing algorithms and tensor networks

Approximate Message Passing (AMP) algorithms provide a valuable tool for studying mean-field approximations and dynamics in a variety of applications. Although these algorithms are often first derived for matrices having independent Gaussian entries or satisfying rotational invariance in law, their state evolution characterizations are expected to hold over larger universality classes of random matrix ensembles. We develop several new results on AMP universality. For AMP algorithms tailored to independent Gaussian entries, we show that their state evolutions hold over broadly defined generalized Wigner and white noise ensembles, including matrices with heavy-tailed entries and heterogeneous entrywise variances that may arise in data applications. For AMP algorithms tailored to rotational invariance in law, we show that their state evolutions hold over delocalized sign-and-permutation-invariant matrix ensembles that have a limit distribution over the diagonal, including sensing matrices composed of subsampled Hadamard or Fourier transforms and diagonal operators. We establish these results via a simplified moment-method proof, reducing AMP universality to the study of products of random matrices and diagonal tensors along a tensor network. As a by-product of our analyses, we show that the aforementioned matrix ensembles satisfy a notion of asymptotic freeness with respect to such tensor networks, which parallels usual definitions of freeness for traces of matrix products.

math.PR↗

arXiv2024

Strategic Liquidity Provision in Uniswap v3

Uniswap v3 is the largest decentralized exchange for digital currencies. A novelty of its design is that it allows a liquidity provider (LP) to allocate liquidity to one or more closed intervals of the price of an asset instead of the full range of possible prices. An LP earns fee rewards proportional to the amount of its liquidity allocation when prices move in this interval. This induces the problem of {\em strategic liquidity provision}: smaller intervals result in higher concentration of liquidity and correspondingly larger fees when the price remains in the interval, but with higher risk as prices may exit the interval leaving the LP with no fee rewards. Although reallocating liquidity to new intervals can mitigate this loss, it comes at a cost, as LPs must expend gas fees to do so. We formalize the dynamic liquidity provision problem and focus on a general class of strategies for which we provide a neural network-based optimization framework for maximizing LP earnings. We model a single LP that faces an exogenous sequence of price changes that arise from arbitrage and non-arbitrage trades in the decentralized exchange. We present experimental results informed by historical price data that demonstrate large improvements in LP earnings over existing allocation strategy baselines. Moreover we provide insight into qualitative differences in optimal LP behaviour in different economic environments.

cs.CR↗

arXiv2024

J-PLUS: Beyond Spectroscopy III. Stellar Parameters and Elemental-abundance Ratios for Five Million Stars from DR3

We present a catalog of stellar parameters (effective temperature $T_{\rm eff}$, surface gravity $\log g$, age, and metallicity [Fe/H]) and elemental-abundance ratios ([C/Fe], [Mg/Fe], and [$α$/Fe]) for some five million stars (4.5 million dwarfs and 0.5 million giants stars) in the Milky Way, based on stellar colors from the Javalambre Photometric Local Universe Survey (J-PLUS) DR3 and \textit{Gaia} EDR3. These estimates are obtained through the construction of a large spectroscopic training set with parameters and abundances adjusted to uniform scales, and trained with a Kernel Principal Component Analysis. Owing to the seven narrow/medium-band filters employed by J-PLUS, we obtain precisions in the abundance estimates that are as good or better than derived from medium-resolution spectroscopy for stars covering a wide range of the parameter space: 0.10-0.20 dex for [Fe/H] and [C/Fe], and 0.05 dex for [Mg/Fe] and [$α$/Fe]. Moreover, systematic errors due to the influence of molecular carbon bands on previous photometric-metallicity estimates (which only included two narrow/medium-band blue filters) have now been removed, resulting in photometric-metallicity estimates down to [Fe/H] $\sim -4.0$, with typical uncertainties of 0.25 dex and 0.40 dex for dwarfs and giants, respectively. This large photometric sample should prove useful for the exploration of the assembly and chemical-evolution history of our Galaxy.

astro-ph.SR↗

arXiv2024

Candidate Members of the VMP/EMP Disk System of the Galaxy from the SkyMapper and SAGES Surveys

Photometric stellar surveys now cover a large fraction of the sky, probe to fainter magnitudes than large-scale spectroscopic surveys, and are relatively free from the target-selection biases often associated with such studies. Photometric-metallicity estimates that include narrow/medium-band filters can achieve comparable accuracy and precision to existing low-resolution spectroscopic surveys such as SDSS/SEGUE and LAMOST. Here we report on an effort to identify likely members of the Galactic disk system among the very metal-poor (VMP; [Fe/H] $\leq$ --2) and extremely metal-poor (EMP; [Fe/H] $\leq$ --3) stars. Our analysis is based on an initial sample of $\sim11.5$ million stars with full space motions selected from the SkyMapper Southern Survey (SMSS) and Stellar Abundance and Galactic Evolution Survey (SAGES). After applying a number of quality cuts to obtain the best available metallicity and dynamical estimates, we analyze a total of $\sim$5.86 million stars in the combined SMSS/SAGES sample. We employ two techniques that, depending on the method, identify between 876 and 1,476 VMP stars (6.9%-11.7% of all VMP stars) and between 40 and 59 EMP stars (12.4%-18.3% of all EMP stars) that appear to be members of the Galactic disk system on highly prograde orbits (v$_ϕ > 150$ km/s). The total number of candidate VMP/EMP disk-like stars is 1,496, the majority of which have low orbital eccentricities, ecc $\le 0.4$; many have ecc $\le 0.2$. The large fractions of VMP/EMP stars associated with the Milky Way disk system strongly suggest the presence of an early forming ``primordial" disk.

astro-ph.GA↗

arXiv2024

Approximate Message Passing for orthogonally invariant ensembles: Multivariate non-linearities and spectral initialization

We study a class of Approximate Message Passing (AMP) algorithms for symmetric and rectangular spiked random matrix models with orthogonally invariant noise. The AMP iterates have fixed dimension $K \geq 1$, a multivariate non-linearity is applied in each AMP iteration, and the algorithm is spectrally initialized with $K$ super-critical sample eigenvectors. We derive the forms of the Onsager debiasing coefficients and corresponding AMP state evolution, which depend on the free cumulants of the noise spectral distribution. This extends previous results for such models with $K=1$ and an independent initialization. Applying this approach to Bayesian principal components analysis, we introduce a Bayes-OAMP algorithm that uses as its non-linearity the posterior mean conditional on all preceding AMP iterates. We describe a practical implementation of this algorithm, where all debiasing and state evolution parameters are estimated from the observed data, and we illustrate the accuracy and stability of this approach in simulations.

math.ST↗

arXiv2024

The replica-symmetric free energy for Ising spin glasses with orthogonally invariant couplings

We study a variant of the Sherrington-Kirkpatrick (S-K) spin glass model with external field, where the random symmetric couplings matrix does not consist of i.i.d. entries but is instead orthogonally invariant in law. For sufficiently high temperature, we prove a replica-symmetric formula for the first-order limit of the model free energy. Our analysis is an adaptation of a conditional second-moment-method argument previously introduced by Bolthausen for studying the high-temperature regime of the S-K model, where one conditions on the iterates of an Approximate Message Passing (AMP) algorithm for solving the TAP equations for the model magnetization. We apply this method using a memory-free version of AMP that is tailored to the orthogonally invariant structure of the model couplings.

math.PR↗

arXiv2024

Searching for short-period variables in M31: method and catalogs

Utilizing high-cadence and continuous g- and r-band data over three nights acquired from the 3.6-meter Canada France Hawaii Telescope (CFHT) aimed to find short-duration microlensing events, we conduct a systematic search for variables, transients, and asteroids across a $\sim1^\circ$ field of view of the Andromeda Galaxy (M 31). We present a catalog of 5859 variable stars, yielding the most extensive compilation of short-period variable sources of M 31. We also detected 19 flares, predominantly associated with foreground M dwarfs in the Milky Way. In addition, we discovered 17 previously unknown asteroid candidates, and we subsequently reported them to the Minor Planet Center. Lastly, we report a microlensing event candidate C-ML-1 and present a preliminary analysis.

astro-ph.SR↗

arXiv2024

Astronomical Test with CMOS on the 60-cm Telescope at the Xinglong Observatory, NAOC

This work shows details of an evaluation of an observational system comprising a CMOS detector, 60-cm telescope, and filter complement. The system's photometric precision and differential photometric precision, and extinction coefficients were assessed through observations of Supersky flat fields, open clusters, standard stars, and exoplanets. Photometry was precision achieved at the 0.02 mag level, while differential photometry of 0.004 mag precision. Extinction was found to be agreed with previous studies conducted at Xinglong Observatory. Ultimately, the results demonstrate this observing system is capable of precision scientific observations with CCD across the optical wavelengths.

astro-ph.IM↗

arXiv2024

Nonlinear spiked covariance matrices and signal propagation in deep neural networks

Many recent works have studied the eigenvalue spectrum of the Conjugate Kernel (CK) defined by the nonlinear feature map of a feedforward neural network. However, existing results only establish weak convergence of the empirical eigenvalue distribution, and fall short of providing precise quantitative characterizations of the ''spike'' eigenvalues and eigenvectors that often capture the low-dimensional signal structure of the learning problem. In this work, we characterize these signal eigenvalues and eigenvectors for a nonlinear version of the spiked covariance model, including the CK as a special case. Using this general result, we give a quantitative description of how spiked eigenstructure in the input data propagates through the hidden layers of a neural network with random weights. As a second application, we study a simple regime of representation learning where the weight matrix develops a rank-one signal component over training and characterize the alignment of the target function with the spike eigenvector of the CK on test data.

stat.ML↗

arXiv2024

Optimal Automated Market Makers: Differentiable Economics and Strong Duality

The role of a market maker is to simultaneously offer to buy and sell quantities of goods, often a financial asset such as a share, at specified prices. An automated market maker (AMM) is a mechanism that offers to trade according to some predetermined schedule; the best choice of this schedule depends on the market maker's goals. The literature on the design of AMMs has mainly focused on prediction markets with the goal of information elicitation. More recent work motivated by DeFi has focused instead on the goal of profit maximization, but considering only a single type of good (traded with a numeraire), including under adverse selection (Milionis et al. 2022). Optimal market making in the presence of multiple goods, including the possibility of complex bundling behavior, is not well understood. In this paper, we show that finding an optimal market maker is dual to an optimal transport problem, with specific geometric constraints on the transport plan in the dual. We show that optimal mechanisms for multiple goods and under adverse selection can take advantage of bundling, both improved prices for bundled purchases and sales as well as sometimes accepting payment "in kind." We present conjectures of optimal mechanisms in additional settings which show further complex behavior. From a methodological perspective, we make essential use of the tools of differentiable economics to generate conjectures of optimal mechanisms, and give a proof-of-concept for the use of such tools in guiding theoretical investigations.

cs.GT↗

arXiv2024

Transfer Learning for Bayesian Optimization on Heterogeneous Search Spaces

Bayesian optimization (BO) is a popular black-box function optimization method, which makes sequential decisions based on a Bayesian model, typically a Gaussian process (GP), of the function. To ensure the quality of the model, transfer learning approaches have been developed to automatically design GP priors by learning from observations on "training" functions. These training functions are typically required to have the same domain as the "test" function (black-box function to be optimized). In this paper, we introduce MPHD, a model pre-training method on heterogeneous domains, which uses a neural net mapping from domain-specific contexts to specifications of hierarchical GPs. MPHD can be seamlessly integrated with BO to transfer knowledge across heterogeneous search spaces. Our theoretical and empirical results demonstrate the validity of MPHD and its superior performance on challenging black-box function optimization tasks.

cs.LG↗

arXiv2024

A spectral data release for 104 Type II Supernovae from the Tsinghua Supernova Group

We present 206 unpublished optical spectra of 104 type II supernovae obtained by the Xinglong 2.16m telescope and Lijiang 2.4m telescope during the period from 2011 to 2018, spanning the phases from about 1 to 200 days after the SN explosion. The spectral line identifications, evolution of line velocities and pseudo equivalent widths, as well as correlations between some important spectral parameters are presented. Our sample displays a large range in expansion velocities. For instance, the Fe~{\sc ii} $5169$ velocities measured from spectra at $t\sim 50$ days after the explosion vary from ${\rm 2000\ km\ s^{-1}}$ to ${\rm 5500\ km\ s^{-1}}$, with an average value of ${\rm 3872 \pm 949\ km\ s^{-1}}$. Power-law functions can be used to fit the velocity evolution, with the power-law exponent quantifying the velocity decline rate. We found an anticorrelation existing between H$β$ velocity at mid-plateau phase and its velocity decay exponent, SNe II with higher velocities tending to have smaller velocity decay rate. Moreover, we noticed that the velocity decay rate inferred from the Balmer lines (i.e., H$α$ and H$β$) have moderate correlations with the ratio of absorption to emission for H$α$ (a/e). In our sample, two objects show possibly flash-ionized features at early phases. Besides, we noticed that multiple high-velocity components may exist on the blue side of hydrogen lines of SN 2013ab, possibly suggesting that these features arise from complex line forming region. All our spectra can be found in WISeREP and Zenodo.

astro-ph.HE↗

arXiv2023

Mean-field variational inference with the TAP free energy: Geometric and statistical properties in linear models

We study mean-field variational inference in a Bayesian linear model when the sample size n is comparable to the dimension p. In high dimensions, the common approach of minimizing a Kullback-Leibler divergence from the posterior distribution, or maximizing an evidence lower bound, may deviate from the true posterior mean and underestimate posterior uncertainty. We study instead minimization of the TAP free energy, showing in a high-dimensional asymptotic framework that it has a local minimizer which provides a consistent estimate of the posterior marginals and may be used for correctly calibrated posterior inference. Geometrically, we show that the landscape of the TAP free energy is strongly convex in an extensive neighborhood of this local minimizer, which under certain general conditions can be found by an Approximate Message Passing (AMP) algorithm. We then exhibit an efficient algorithm that linearly converges to the minimizer within this local neighborhood. In settings where it is conjectured that no efficient algorithm can find this local neighborhood, we prove analogous geometric properties for a local minimizer of the TAP free energy reachable by AMP, and show that posterior inference based on this minimizer remains correctly calibrated.

math.ST↗

arXiv2023

HyperBO+: Pre-training a universal prior for Bayesian optimization with hierarchical Gaussian processes

Bayesian optimization (BO), while proved highly effective for many black-box function optimization tasks, requires practitioners to carefully select priors that well model their functions of interest. Rather than specifying by hand, researchers have investigated transfer learning based methods to automatically learn the priors, e.g. multi-task BO (Swersky et al., 2013), few-shot BO (Wistuba and Grabocka, 2021) and HyperBO (Wang et al., 2022). However, those prior learning methods typically assume that the input domains are the same for all tasks, weakening their ability to use observations on functions with different domains or generalize the learned priors to BO on different search spaces. In this work, we present HyperBO+: a pre-training approach for hierarchical Gaussian processes that enables the same prior to work universally for Bayesian optimization on functions with different domains. We propose a two-step pre-training method and analyze its appealing asymptotic properties and benefits to BO both theoretically and empirically. On real-world hyperparameter tuning tasks that involve multiple search spaces, we demonstrate that HyperBO+ is able to generalize to unseen search spaces and achieves lower regrets than competitive baselines.

cs.LG↗

arXiv2023

Rates of estimation for high-dimensional multi-reference alignment

We study the continuous multi-reference alignment model of estimating a periodic function on the circle from noisy and circularly-rotated observations. Motivated by analogous high-dimensional problems that arise in cryo-electron microscopy, we establish minimax rates for estimating generic signals that are explicit in the dimension $K$. In a high-noise regime with noise variance $σ^2 \gtrsim K$, for signals with Fourier coefficients of roughly uniform magnitude, the rate scales as $σ^6$ and has no further dependence on the dimension. This rate is achieved by a bispectrum inversion procedure, and our analyses provide new stability bounds for bispectrum inversion that may be of independent interest. In a low-noise regime where $σ^2 \lesssim K/\log K$, the rate scales instead as $Kσ^2$, and we establish this rate by a sharp analysis of the maximum likelihood estimator that marginalizes over latent rotations. A complementary lower bound that interpolates between these two regimes is obtained using Assouad's hypercube lemma. We extend these analyses also to signals whose Fourier coefficients have a slow power law decay.

math.ST↗