This paper focuses on testing for the presence of alpha in time-varying factor pricing models, specifically when the number of securities N is larger than the time dimension of the return series T. We introduce a maximum-type test that performs well in scenarios where the alternative hypothesis is sparse. We establish the limit null distribution of the proposed maximum-type test statistic and demonstrate its asymptotic independence from the sum-type test statistics proposed by Ma et al.(2020).Additionally, we propose an adaptive test by combining the maximum-type test and sum-type test, and we show its advantages under various alternative hypotheses through simulation studies and two real data applications.
Electronic Health Record (EHR) data frequently exhibits sparse characteristics, posing challenges for predictive modeling. Current direct imputation such as matrix imputation approaches hinge on referencing analogous rows or columns to complete raw missing data and do not differentiate between imputed and actual values. As a result, models may inadvertently incorporate irrelevant or deceptive information with respect to the prediction objective, thereby compromising the efficacy of downstream performance. While some methods strive to recalibrate or augment EHR embeddings after direct imputation, they often mistakenly prioritize imputed features. This misprioritization can introduce biases or inaccuracies into the model. To tackle these issues, our work resorts to indirect imputation, where we leverage prototype representations from similar patients to obtain a denser embedding. Recognizing the limitation that missing features are typically treated the same as present ones when measuring similar patients, our approach designs a feature confidence learner module. This module is sensitive to the missing feature status, enabling the model to better judge the reliability of each feature. Moreover, we propose a novel patient similarity metric that takes feature confidence into account, ensuring that evaluations are not based merely on potentially inaccurate imputed values. Consequently, our work captures dense prototype patient representations with feature-missing-aware calibration process. Comprehensive experiments demonstrate that designed model surpasses established EHR-focused models with a statistically significant improvement on MIMIC-III and MIMIC-IV datasets in-hospital mortality outcome prediction task. The code is publicly available at \url{//anonymous.4open.science/r/SparseEHR} to assure the reproducibility.
Drift in machine learning refers to the phenomenon where the statistical properties of data or context, in which the model operates, change over time leading to a decrease in its performance. Therefore, maintaining a constant monitoring process for machine learning model performance is crucial in order to proactively prevent any potential performance regression. However, supervised drift detection methods require human annotation and consequently lead to a longer time to detect and mitigate the drift. In our proposed unsupervised drift detection method, we follow a two step process. Our first step involves encoding a sample of production data as the target distribution, and the model training data as the reference distribution. In the second step, we employ a kernel-based statistical test that utilizes the maximum mean discrepancy (MMD) distance metric to compare the reference and target distributions and estimate any potential drift. Our method also identifies the subset of production data that is the root cause of the drift. The models retrained using these identified high drift samples show improved performance on online customer experience quality metrics.
Event-based sensors, distinguished by their high temporal resolution of 1 {\mu}s and a dynamic range of 120 dB, stand out as ideal tools for deployment in fast-paced settings like vehicles and drones. Traditional object detection techniques that utilize Artificial Neural Networks (ANNs) face challenges due to the sparse and asynchronous nature of the events these sensors capture. In contrast, Spiking Neural Networks (SNNs) offer a promising alternative, providing a temporal representation that is inherently aligned with event-based data. This paper explores the unique membrane potential dynamics of SNNs and their ability to modulate sparse events. We introduce an innovative spike-triggered adaptive threshold mechanism designed for stable training. Building on these insights, we present a specialized spiking feature pyramid network (SpikeFPN) optimized for automotive event based object detection. Comprehensive evaluations demonstrate that SpikeFPN surpasses both traditional SNNs and advanced ANNs enhanced with attention mechanisms. Evidently, SpikeFPN achieves a mean Average Precision (mAP) of 0.477 on the GEN1 Automotive Detection (GAD) benchmark dataset, marking a significant increase of 9.7% over the previous best SNN. Moreover, the efficient design of SpikeFPN ensures robust performance while optimizing computational resources, attributed to its innate sparse computation capabilities.
The large-scale simulation of dynamical systems is critical in numerous scientific and engineering disciplines. However, traditional numerical solvers are limited by the choice of step sizes when estimating integration, resulting in a trade-off between accuracy and computational efficiency. To address this challenge, we introduce a deep learning-based corrector called Neural Vector (NeurVec), which can compensate for integration errors and enable larger time step sizes in simulations. Our extensive experiments on a variety of complex dynamical system benchmarks demonstrate that NeurVec exhibits remarkable generalization capability on a continuous phase space, even when trained using limited and discrete data. NeurVec significantly accelerates traditional solvers, achieving speeds tens to hundreds of times faster while maintaining high levels of accuracy and stability. Moreover, NeurVec's simple-yet-effective design, combined with its ease of implementation, has the potential to establish a new paradigm for fast-solving differential equations based on deep learning.
With the advent of powerful quantum computers, the quest for more efficient quantum algorithms becomes crucial in attaining quantum supremacy over classical counterparts in the noisy intermediate-scale quantum era. While Grover's search algorithm and its generalization, quantum amplitude amplification, offer quadratic speedup in solving various important scientific problems, their exponential time complexity limits scalability as the quantum circuit depths grow exponentially with the number of qubits. To overcome this challenge, we propose Variational Quantum Search (VQS), a novel algorithm based on variational quantum algorithms and parameterized quantum circuits. We show that a depth-10 Ansatz can amplify the total probability of $k$ ($k \geq 1$) good elements, out of $2^n$ elements represented by $n$+1 qubits, from $k/2^n$ to nearly 1, as verified for $n$ up to 26, and that the maximum depth of quantum circuits in the VQS increases linearly with the number of qubits. Our experimental results have validated the efficacy of VQS and its exponential advantage over Grover's algorithm in circuit depth for up to 26 qubits. We demonstrate that a depth-56 circuit in VQS can replace a depth-270,989 circuit in Grover's algorithm. Envisioning its potential, VQS holds promise to accelerate solutions to critical problems.
In surgical computer vision applications, obtaining labeled training data is challenging due to data-privacy concerns and the need for expert annotation. Unpaired image-to-image translation techniques have been explored to automatically generate large annotated datasets by translating synthetic images to the realistic domain. However, preserving the structure and semantic consistency between the input and translated images presents significant challenges, mainly when there is a distributional mismatch in the semantic characteristics of the domains. This study empirically investigates unpaired image translation methods for generating suitable data in surgical applications, explicitly focusing on semantic consistency. We extensively evaluate various state-of-the-art image translation models on two challenging surgical datasets and downstream semantic segmentation tasks. We find that a simple combination of structural-similarity loss and contrastive learning yields the most promising results. Quantitatively, we show that the data generated with this approach yields higher semantic consistency and can be used more effectively as training data.
This study presents a novel multimodal fusion model for three-dimensional mineral prospectivity mapping (3D MPM), effectively integrating structural and fluid information through a deep network architecture. Leveraging Convolutional Neural Networks (CNN) and Multilayer Perceptrons (MLP), the model employs canonical correlation analysis (CCA) to align and fuse multimodal features. Rigorous evaluation on the Jiaojia gold deposit dataset demonstrates the model's superior performance in distinguishing ore-bearing instances and predicting mineral prospectivity, outperforming other models in result analyses. Ablation studies further reveal the benefits of joint feature utilization and CCA incorporation. This research not only advances mineral prospectivity modeling but also highlights the pivotal role of data integration and feature alignment for enhanced exploration decision-making.
We investigate the equational theory of Kleene algebra terms with variable complements -- (language) complement where it applies only to variables -- w.r.t. languages. While the equational theory w.r.t. languages coincides with the language equivalence (under the standard language valuation) for Kleene algebra terms, this coincidence is broken if we extend the terms with complements. In this paper, we prove the decidability of some fragments of the equational theory: the universality problem is coNP-complete, and the inequational theory t <= s is coNP-complete when t does not contain Kleene-star. To this end, we introduce words-to-letters valuations; they are sufficient valuations for the equational theory and ease us in investigating the equational theory w.r.t. languages. Additionally, we prove that for words with variable complements, the equational theory coincides with the word equivalence.
Modern deep learning heavily relies on large labeled datasets, which often comse with high costs in terms of both manual labeling and computational resources. To mitigate these challenges, researchers have explored the use of informative subset selection techniques, including coreset selection and active learning. Specifically, coreset selection involves sampling data with both input ($\bx$) and output ($\by$), active learning focuses solely on the input data ($\bx$). In this study, we present a theoretically optimal solution for addressing both coreset selection and active learning within the context of linear softmax regression. Our proposed method, COPS (unCertainty based OPtimal Sub-sampling), is designed to minimize the expected loss of a model trained on subsampled data. Unlike existing approaches that rely on explicit calculations of the inverse covariance matrix, which are not easily applicable to deep learning scenarios, COPS leverages the model's logits to estimate the sampling ratio. This sampling ratio is closely associated with model uncertainty and can be effectively applied to deep learning tasks. Furthermore, we address the challenge of model sensitivity to misspecification by incorporating a down-weighting approach for low-density samples, drawing inspiration from previous works. To assess the effectiveness of our proposed method, we conducted extensive empirical experiments using deep neural networks on benchmark datasets. The results consistently showcase the superior performance of COPS compared to baseline methods, reaffirming its efficacy.
Mapping two modalities, speech and text, into a shared representation space, is a research topic of using text-only data to improve end-to-end automatic speech recognition (ASR) performance in new domains. However, the length of speech representation and text representation is inconsistent. Although the previous method up-samples the text representation to align with acoustic modality, it may not match the expected actual duration. In this paper, we proposed novel representations match strategy through down-sampling acoustic representation to align with text modality. By introducing a continuous integrate-and-fire (CIF) module generating acoustic representations consistent with token length, our ASR model can learn unified representations from both modalities better, allowing for domain adaptation using text-only data of the target domain. Experiment results of new domain data demonstrate the effectiveness of the proposed method.