We address an important yet challenging problem - modeling high-dimensional dependencies across multivariates such as financial indicators in heterogeneous markets. In reality, a market couples and influences others over time, and the financial variables of a market are also coupled. We make the first attempt to integrate variational sequential neural learning with copula-based dependence modeling to characterize both temporal observable and latent variable-based dependence degrees and structures across non-normal multivariates. Our variational neural network WPVC-VLSTM models variational sequential dependence degrees and structures across multivariate time series by variational long short-term memory networks and regular vine copula. The regular vine copula models nonnormal and long-range distributional couplings across multiple dynamic variables. WPVC-VLSTM is verified in terms of both technical significance and portfolio forecasting performance. It outperforms benchmarks including linear models, stochastic volatility models, deep neural networks, and variational recurrent networks in cross-market portfolio forecasting.
We introduce a HD DCC-HEAVY class of hierarchical-type factor models for high-dimensional covariance matrices, employing the realized measures built from higher-frequency data. The modelling approach features straightforward estimation and forecasting schemes, independent of the cross-sectional dimension of the assets under consideration, and accounts for sophisticated asymmetric dynamics in the covariances. Empirical analyses suggest that the HD DCC-HEAVY models have a better in-sample fit and deliver statistically and economically significant out-of-sample gains relative to the existing hierarchical factor model and standard benchmarks. The results are robust under different frequencies and market conditions.
Dynamic ride-sharing services, including ride-pooling offered by ride-hailing platforms and demand-responsive buses, have become an essential part of urban mobility systems. These services cater to personalized and on-demand mobility requirements while simultaneously improving efficiency and sustainability by accommodating several trip requests within a single ride. However, quantifying the advantages and disadvantages of dynamic ride-sharing, particularly high-capacity ride-sharing, remains a challenge due to the complex dynamics that depend on several factors, including matching algorithms, vehicle capacity, transportation network topology, and spatiotemporal demand and supply distribution. In this study, we conduct extensive experiments on an agent-based simulation platform calibrated by real-world mobility data from Chengdu, Hong Kong, and Manhattan. Our findings reveal a few scaling laws that can effectively measure how key performance metrics such as passenger service rate and vehicle occupancy rate change with a dimensionless system loading factor that reflects the relative magnitude of demand versus supply. Moreover, our results indicate that these scaling laws are universal for different network topologies and supply-demand situations. As a result, these scaling laws offer a means for urban planners, city managers, and ride-hailing platforms to quantify the potential benefits and drawbacks of dynamic ride-sharing under different circumstances and to design better operational and regulatory strategies.
Object SLAM is considered increasingly significant for robot high-level perception and decision-making. Existing studies fall short in terms of data association, object representation, and semantic mapping and frequently rely on additional assumptions, limiting their performance. In this paper, we present a comprehensive object SLAM framework that focuses on object-based perception and object-oriented robot tasks. First, we propose an ensemble data association approach for associating objects in complicated conditions by incorporating parametric and nonparametric statistic testing. In addition, we suggest an outlier-robust centroid and scale estimation algorithm for modeling objects based on the iForest and line alignment. Then a lightweight and object-oriented map is represented by estimated general object models. Taking into consideration the semantic invariance of objects, we convert the object map to a topological map to provide semantic descriptors to enable multi-map matching. Finally, we suggest an object-driven active exploration strategy to achieve autonomous mapping in the grasping scenario. A range of public datasets and real-world results in mapping, augmented reality, scene matching, relocalization, and robotic manipulation have been used to evaluate the proposed object SLAM framework for its efficient performance.
The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium-to-long-run component of economic growth of a high-dimensional time series, available at the monthly frequency. The smooth principal components result from applying a cross-sectional filter distilling the low-pass component of growth in real time. The outcome of the projection is a monthly nowcast of the medium-to-long-run component of GDP growth. After discussing the theoretical properties of the indicator, we deal with the assessment of its reliability and predictive validity with reference to a panel of macroeconomic U.S. time series.
As IoT devices are becoming widely deployed, there exist many threats to IoT-based systems due to their inherent vulnerabilities. One effective approach to improving IoT security is to deploy IoT honeypot systems, which can collect attack information and reveal the methods and strategies used by attackers. However, building high-interaction IoT honeypots is challenging due to the heterogeneity of IoT devices. Vulnerabilities in IoT devices typically depend on specific device types or firmware versions, which encourages attackers to perform pre-attack checks to gather device information before launching attacks. Moreover, conventional honeypots are easily detected because their replying logic differs from that of the IoT devices they try to mimic. To address these problems, we develop an adaptive high-interaction honeypot for IoT devices, called HoneyIoT. We first build a real device based attack trace collection system to learn how attackers interact with IoT devices. We then model the attack behavior through markov decision process and leverage reinforcement learning techniques to learn the best responses to engage attackers based on the attack trace. We also use differential analysis techniques to mutate response values in some fields to generate high-fidelity responses. HoneyIoT has been deployed on the public Internet. Experimental results show that HoneyIoT can effectively bypass the pre-attack checks and mislead the attackers into uploading malware. Furthermore, HoneyIoT is covert against widely used reconnaissance and honeypot detection tools.
We present CosmoPower-JAX, a JAX-based implementation of the CosmoPower framework, which accelerates cosmological inference by building neural emulators of cosmological power spectra. We show how, using the automatic differentiation, batch evaluation and just-in-time compilation features of JAX, and running the inference pipeline on graphics processing units (GPUs), parameter estimation can be accelerated by orders of magnitude with advanced gradient-based sampling techniques. These can be used to efficiently explore high-dimensional parameter spaces, such as those needed for the analysis of next-generation cosmological surveys. We showcase the accuracy and computational efficiency of CosmoPower-JAX on two simulated Stage IV configurations. We first consider a single survey performing a cosmic shear analysis totalling 37 model parameters. We validate the contours derived with CosmoPower-JAX and a Hamiltonian Monte Carlo sampler against those derived with a nested sampler and without emulators, obtaining a speed-up factor of $\mathcal{O}(10^3)$. We then consider a combination of three Stage IV surveys, each performing a joint cosmic shear and galaxy clustering (3x2pt) analysis, for a total of 157 model parameters. Even with such a high-dimensional parameter space, CosmoPower-JAX provides converged posterior contours in 3 days, as opposed to the estimated 6 years required by standard methods. CosmoPower-JAX is fully written in Python, and we make it publicly available to help the cosmological community meet the accuracy requirements set by next-generation surveys.
High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since the robust loss functions are usually non-smooth. More recently, computationally fast non-convex approaches via sub-gradient descent are proposed, which, unfortunately, fail to deliver a statistically consistent estimator even under sub-Gaussian noise. In this paper, we introduce a projected sub-gradient descent algorithm for both the sparse linear regression and low-rank linear regression problems. The algorithm is not only computationally efficient with linear convergence but also statistically optimal, be the noise Gaussian or heavy-tailed with a finite 1 + epsilon moment. The convergence theory is established for a general framework and its specific applications to absolute loss, Huber loss and quantile loss are investigated. Compared with existing non-convex methods, ours reveals a surprising phenomenon of two-phase convergence. In phase one, the algorithm behaves as in typical non-smooth optimization that requires gradually decaying stepsizes. However, phase one only delivers a statistically sub-optimal estimator, which is already observed in the existing literature. Interestingly, during phase two, the algorithm converges linearly as if minimizing a smooth and strongly convex objective function, and thus a constant stepsize suffices. Underlying the phase-two convergence is the smoothing effect of random noise to the non-smooth robust losses in an area close but not too close to the truth. Numerical simulations confirm our theoretical discovery and showcase the superiority of our algorithm over prior methods.
Causal discovery in time-series is a fundamental problem in the machine learning community, enabling causal reasoning and decision-making in complex scenarios. Recently, researchers successfully discover causality by combining neural networks with Granger causality, but their performances degrade largely when encountering high-dimensional data because of the highly redundant network design and huge causal graphs. Moreover, the missing entries in the observations further hamper the causal structural learning. To overcome these limitations, We propose CUTS+, which is built on the Granger-causality-based causal discovery method CUTS and raises the scalability by introducing a technique called Coarse-to-fine-discovery (C2FD) and leveraging a message-passing-based graph neural network (MPGNN). Compared to previous methods on simulated, quasi-real, and real datasets, we show that CUTS+ largely improves the causal discovery performance on high-dimensional data with different types of irregular sampling.
Representing human performance at high-fidelity is an essential building block in diverse applications, such as film production, computer games or videoconferencing. To close the gap to production-level quality, we introduce HumanRF, a 4D dynamic neural scene representation that captures full-body appearance in motion from multi-view video input, and enables playback from novel, unseen viewpoints. Our novel representation acts as a dynamic video encoding that captures fine details at high compression rates by factorizing space-time into a temporal matrix-vector decomposition. This allows us to obtain temporally coherent reconstructions of human actors for long sequences, while representing high-resolution details even in the context of challenging motion. While most research focuses on synthesizing at resolutions of 4MP or lower, we address the challenge of operating at 12MP. To this end, we introduce ActorsHQ, a novel multi-view dataset that provides 12MP footage from 160 cameras for 16 sequences with high-fidelity, per-frame mesh reconstructions. We demonstrate challenges that emerge from using such high-resolution data and show that our newly introduced HumanRF effectively leverages this data, making a significant step towards production-level quality novel view synthesis.
With the advent of depth-to-image diffusion models, text-guided generation, editing, and transfer of realistic textures are no longer difficult. However, due to the limitations of pre-trained diffusion models, they can only create low-resolution, inconsistent textures. To address this issue, we present the High-definition Consistency Texture Model (HCTM), a novel method that can generate high-definition and consistent textures for 3D meshes according to the text prompts. We achieve this by leveraging a pre-trained depth-to-image diffusion model to generate single viewpoint results based on the text prompt and a depth map. We fine-tune the diffusion model with Parameter-Efficient Fine-Tuning to quickly learn the style of the generated result, and apply the multi-diffusion strategy to produce high-resolution and consistent results from different viewpoints. Furthermore, we propose a strategy that prevents the appearance of noise on the textures caused by backpropagation. Our proposed approach has demonstrated promising results in generating high-definition and consistent textures for 3D meshes, as demonstrated through a series of experiments.
Due to the rising threat of deepfakes to security and privacy, it is most important to develop robust and reliable detectors. In this paper, we examine the need for high-quality samples in the training datasets of such detectors. Accordingly, we show that deepfake detectors proven to generalize well on multiple research datasets still struggle in real-world scenarios with well-crafted fakes. First, we propose a novel autoencoder for face swapping alongside an advanced face blending technique, which we utilize to generate 90 high-quality deepfakes. Second, we feed those fakes to a state-of-the-art detector, causing its performance to decrease drastically. Moreover, we fine-tune the detector on our fakes and demonstrate that they contain useful clues for the detection of manipulations. Overall, our results provide insights into the generalization of deepfake detectors and suggest that their training datasets should be complemented by high-quality fakes since training on mere research data is insufficient.
The search for emotional biomarkers within the human voice is a challenging research area. Previous studies focused on predicting affective state from speech; this study explores various tasks on affective vocal bursts. Borrowing the success of self-supervised learning in automatic speech recognition, we extracted acoustic embedding using variants of wav2vec 2.0 for four affective vocal bursts tasks: High, Two, Culture, and Type. Using a similar architecture for all tasks, the evaluation of acoustic embeddings reveals the potential use of wav2vec 2.0 variants over the conventional acoustic features in affective vocal bursts tasks. We evaluated both conventional acoustic features and these acoustic embeddings on the different number of twenty seeds evaluation and reported the maximum and average scores with their standard deviations in the validation set. Three high scores from these validations for all tasks assist the generation of predictions for the test set. We compared the test scores with previous studies and obtained remarkable improvements.
Terrestrial data centers suffer from a growing carbon footprint that could contribute with $14\%$ to global CO2 emissions by 2040. High Altitude Platform (HAP) is a promising airborne technology that can unleash the computing frontier in the stratospheric range by hosting a flying data center. HAP systems can endorse the sustainable green operation of data centers thanks to the naturally low atmospheric temperature that saves cooling energy and its large surface that can host solar panels covering energy requirements. Throughout this article, we define the operation limitations of this innovative solution and study the energy-efficiency-related trade-offs. Then, we shed light on the significance of the scalability of the data center-enabled HAP architecture by investigating potential bottlenecks and proposing different deployment scenarios to avoid network congestion. We also highlight the importance of the management agility of the data center-enabled HAP system by defining effective management techniques that yield high-performing data centers. Our results demonstrate that deploying a single data center-enabled HAP can save $12\%$ of the electricity costs.
To fully leverage the advantages of large-scale pre-trained language models (PLMs) on downstream tasks, it has become a ubiquitous adaptation paradigm to fine-tune the entire parameters of PLMs. However, this paradigm poses issues of inefficient updating and resource over-consuming for fine-tuning in data-scarce and resource-limited scenarios, because of the large scale of parameters in PLMs. To alleviate these concerns, in this paper, we propose a parameter-efficient fine-tuning method HiFi, that is, only the highly informative and strongly correlated attention heads for the specific task are fine-tuned. To search for those significant attention heads, we develop a novel framework to analyze the effectiveness of heads. Specifically, we first model the relationship between heads into a graph from two perspectives of information richness and correlation, and then apply PageRank algorithm to determine the relative importance of each head. Extensive experiments on the GLUE benchmark demonstrate the effectiveness of our method, and show that HiFi obtains state-of-the-art performance over the prior baselines.
Entity relation extraction consists of two sub-tasks: entity recognition and relation extraction. Existing methods either tackle these two tasks separately or unify them with word-by-word interactions. In this paper, we propose HIORE, a new method for unified entity relation extraction. The key insight is to leverage the high-order interactions, i.e., the complex association among word pairs, which contains richer information than the first-order word-by-word interactions. For this purpose, we first devise a W-shape DNN (WNet) to capture coarse-level high-order connections. Then, we build a heuristic high-order graph and further calibrate the representations with a graph neural network (GNN). Experiments on three benchmarks (ACE04, ACE05, SciERC) show that HIORE achieves the state-of-the-art performance on relation extraction and an improvement of 1.1~1.8 F1 points over the prior best unified model.
MRI and PET are crucial diagnostic tools for brain diseases, as they provide complementary information on brain structure and function. However, PET scanning is costly and involves radioactive exposure, resulting in a lack of PET. Moreover, simultaneous PET and MRI at ultra-high-field are currently hardly infeasible. Ultra-high-field imaging has unquestionably proven valuable in both clinical and academic settings, especially in the field of cognitive neuroimaging. These motivate us to propose a method for synthetic PET from high-filed MRI and ultra-high-field MRI. From a statistical perspective, the joint probability distribution (JPD) is the most direct and fundamental means of portraying the correlation between PET and MRI. This paper proposes a novel joint diffusion attention model which has the joint probability distribution and attention strategy, named JDAM. JDAM has a diffusion process and a sampling process. The diffusion process involves the gradual diffusion of PET to Gaussian noise by adding Gaussian noise, while MRI remains fixed. JPD of MRI and noise-added PET was learned in the diffusion process. The sampling process is a predictor-corrector. PET images were generated from MRI by JPD of MRI and noise-added PET. The predictor is a reverse diffusion process and the corrector is Langevin dynamics. Experimental results on the public Alzheimer's Disease Neuroimaging Initiative (ADNI) dataset demonstrate that the proposed method outperforms state-of-the-art CycleGAN for high-field MRI (3T MRI). Finally, synthetic PET images from the ultra-high-field (5T MRI and 7T MRI) be attempted, providing a possibility for ultra-high-field PET-MRI imaging.
Most existing studies on linear bandits focus on the one-dimensional characterization of the overall system. While being representative, this formulation may fail to model applications with high-dimensional but favorable structures, such as the low-rank tensor representation for recommender systems. To address this limitation, this work studies a general tensor bandits model, where actions and system parameters are represented by tensors as opposed to vectors, and we particularly focus on the case that the unknown system tensor is low-rank. A novel bandit algorithm, coined TOFU (Tensor Optimism in the Face of Uncertainty), is developed. TOFU first leverages flexible tensor regression techniques to estimate low-dimensional subspaces associated with the system tensor. These estimates are then utilized to convert the original problem to a new one with norm constraints on its system parameters. Lastly, a norm-constrained bandit subroutine is adopted by TOFU, which utilizes these constraints to avoid exploring the entire high-dimensional parameter space. Theoretical analyses show that TOFU improves the best-known regret upper bound by a multiplicative factor that grows exponentially in the system order. A novel performance lower bound is also established, which further corroborates the efficiency of TOFU.
We study the problem of overcoming exponential sample complexity in differential entropy estimation under Gaussian convolutions. Specifically, we consider the estimation of the differential entropy $h(X+Z)$ via $n$ independently and identically distributed samples of $X$, where $X$ and $Z$ are independent $D$-dimensional random variables with $X$ sub-Gaussian with bounded second moment and $Z\sim\mathcal{N}(0,\sigma^2I_D)$. Under the absolute-error loss, the above problem has a parametric estimation rate of $\frac{c^D}{\sqrt{n}}$, which is exponential in data dimension $D$ and often problematic for applications. We overcome this exponential sample complexity by projecting $X$ to a low-dimensional space via principal component analysis (PCA) before the entropy estimation, and show that the asymptotic error overhead vanishes as the unexplained variance of the PCA vanishes. This implies near-optimal performance for inherently low-dimensional structures embedded in high-dimensional spaces, including hidden-layer outputs of deep neural networks (DNN), which can be used to estimate mutual information (MI) in DNNs. We provide numerical results verifying the performance of our PCA approach on Gaussian and spiral data. We also apply our method to analysis of information flow through neural network layers (c.f. information bottleneck), with results measuring mutual information in a noisy fully connected network and a noisy convolutional neural network (CNN) for MNIST classification.
Learning semantically meaningful representations from scientific documents can facilitate academic literature search and improve performance of recommendation systems. Pre-trained language models have been shown to learn rich textual representations, yet they cannot provide powerful document-level representations for scientific articles. We propose MIReAD, a simple method that learns high-quality representations of scientific papers by fine-tuning transformer model to predict the target journal class based on the abstract. We train MIReAD on more than 500,000 PubMed and arXiv abstracts across over 2,000 journal classes. We show that MIReAD produces representations that can be used for similar papers retrieval, topic categorization and literature search. Our proposed approach outperforms six existing models for representation learning on scientific documents across four evaluation standards.