Skew-t copula models are attractive for the modeling of financial data because they allow for asymmetric and extreme tail dependence. We show that the copula implicit in the skew-t distribution of Azzalini and Capitanio (2003) allows for a higher level of pairwise asymmetric dependence than two popular alternative skew-t copulas. Estimation of this copula in high dimensions is challenging, and we propose a fast and accurate Bayesian variational inference (VI) approach to do so. The method uses a generative representation of the skew-t distribution to define an augmented posterior that can be approximated accurately. A stochastic gradient ascent algorithm is used to solve the variational optimization. The methodology is used to estimate skew-t factor copula models with up to 15 factors for intraday returns from 2017 to 2021 on 93 U.S. equities. The copula captures substantial heterogeneity in asymmetric dependence over equity pairs, in addition to the variability in pairwise correlations. In a moving window study we show that the asymmetric dependencies also vary over time, and that intraday predictive densities from the skew-t copula are more accurate than those from benchmark copula models. Portfolio selection strategies based on the estimated pairwise asymmetric dependencies improve performance relative to the index.
Detecting undesired process behavior is one of the main tasks of process mining and various conformance-checking techniques have been developed to this end. These techniques typically require a normative process model as input, specifically designed for the processes to be analyzed. Such models are rarely available, though, and their creation involves considerable manual effort.However, reference process models serve as best-practice templates for organizational processes in a plethora of domains, containing valuable knowledge about general behavioral relations in well-engineered processes. These general models can thus mitigate the need for dedicated models by providing a basis to check for undesired behavior. Still, finding a perfectly matching reference model for a real-life event log is unrealistic because organizational needs can vary, despite similarities in process execution. Furthermore, event logs may encompass behavior related to different reference models, making traditional conformance checking impractical as it requires aligning process executions to individual models. To still use reference models for conformance checking, we propose a framework for mining declarative best-practice constraints from a reference model collection, automatically selecting constraints that are relevant for a given event log, and checking for best-practice violations. We demonstrate the capability of our framework to detect best-practice violations through an evaluation based on real-world process model collections and event logs.
Semi-supervised learning (SSL) has attracted much attention since it reduces the expensive costs of collecting adequate well-labeled training data, especially for deep learning methods. However, traditional SSL is built upon an assumption that labeled and unlabeled data should be from the same distribution \textit{e.g.,} classes and domains. However, in practical scenarios, unlabeled data would be from unseen classes or unseen domains, and it is still challenging to exploit them by existing SSL methods. Therefore, in this paper, we proposed a unified framework to leverage these unseen unlabeled data for open-scenario semi-supervised medical image classification. We first design a novel scoring mechanism, called dual-path outliers estimation, to identify samples from unseen classes. Meanwhile, to extract unseen-domain samples, we then apply an effective variational autoencoder (VAE) pre-training. After that, we conduct domain adaptation to fully exploit the value of the detected unseen-domain samples to boost semi-supervised training. We evaluated our proposed framework on dermatology and ophthalmology tasks. Extensive experiments demonstrate our model can achieve superior classification performance in various medical SSL scenarios. The code implementations are accessible at: //github.com/PyJulie/USSL4MIC.
End-to-end neural speaker diarization systems are able to address the speaker diarization task while effectively handling speech overlap. This work explores the incorporation of speaker information embeddings into the end-to-end systems to enhance the speaker discriminative capabilities, while maintaining their overlap handling strengths. To achieve this, we propose several methods for incorporating these embeddings along the acoustic features. Furthermore, we delve into an analysis of the correct handling of silence frames, the window length for extracting speaker embeddings and the transformer encoder size. The effectiveness of our proposed approach is thoroughly evaluated on the CallHome dataset for the two-speaker diarization task, with results that demonstrate a significant reduction in diarization error rates achieving a relative improvement of a 10.78% compared to the baseline end-to-end model.
An online non-convex optimization problem is considered where the goal is to minimize the flow time (total delay) of a set of jobs by modulating the number of active servers, but with a switching cost associated with changing the number of active servers over time. Each job can be processed by at most one fixed speed server at any time. Compared to the usual online convex optimization (OCO) problem with switching cost, the objective function considered is non-convex and more importantly, at each time, it depends on all past decisions and not just the present one. Both worst-case and stochastic inputs are considered; for both cases, competitive algorithms are derived.
Sharding is essential for improving blockchain scalability. Existing protocols overlook diverse adversarial attacks, limiting transaction throughput. This paper presents Reticulum, a groundbreaking sharding protocol addressing this issue, boosting blockchain scalability. Reticulum employs a two-phase approach, adapting transaction throughput based on runtime adversarial attacks. It comprises "control" and "process" shards in two layers. Process shards contain at least one trustworthy node, while control shards have a majority of trusted nodes. In the first phase, transactions are written to blocks and voted on by nodes in process shards. Unanimously accepted blocks are confirmed. In the second phase, blocks without unanimous acceptance are voted on by control shards. Blocks are accepted if the majority votes in favor, eliminating first-phase opponents and silent voters. Reticulum uses unanimous voting in the first phase, involving fewer nodes, enabling more parallel process shards. Control shards finalize decisions and resolve disputes. Experiments confirm Reticulum's innovative design, providing high transaction throughput and robustness against various network attacks, outperforming existing sharding protocols for blockchain networks.
Leveraging complementary relationships across modalities has recently drawn a lot of attention in multimodal emotion recognition. Most of the existing approaches explored cross-attention to capture the complementary relationships across the modalities. However, the modalities may also exhibit weak complementary relationships, which may deteriorate the cross-attended features, resulting in poor multimodal feature representations. To address this problem, we propose Inconsistency-Aware Cross-Attention (IACA), which can adaptively select the most relevant features on-the-fly based on the strong or weak complementary relationships across audio and visual modalities. Specifically, we design a two-stage gating mechanism that can adaptively select the appropriate relevant features to deal with weak complementary relationships. Extensive experiments are conducted on the challenging Aff-Wild2 dataset to show the robustness of the proposed model.
The rise of the Internet of Things and edge computing has shifted computing resources closer to end-users, benefiting numerous delay-sensitive, computation-intensive applications. To speed up computation, distributed computing is a promising technique that allows parallel execution of tasks across multiple compute nodes. However, current research predominantly revolves around the master-worker paradigm, limiting resource sharing within one-hop neighborhoods. This limitation can render distributed computing ineffective in scenarios with limited nearby resources or constrained/dynamic connectivity. In this paper, we address this limitation by introducing a new distributed computing framework that extends resource sharing beyond one-hop neighborhoods through exploring layered network structures and multi-hop routing. Our framework involves transforming the network graph into a sink tree and formulating a joint optimization problem based on the layered tree structure for task allocation and scheduling. To solve this problem, we propose two exact methods that find optimal solutions and three heuristic strategies to improve efficiency and scalability. The performances of these methods are analyzed and evaluated through theoretical analyses and comprehensive simulation studies. The results demonstrate their promising performances over the traditional distributed computing and computation offloading strategies.
We argue that the selective inclusion of data points based on latent objectives is common in practical situations, such as music sequences. Since this selection process often distorts statistical analysis, previous work primarily views it as a bias to be corrected and proposes various methods to mitigate its effect. However, while controlling this bias is crucial, selection also offers an opportunity to provide a deeper insight into the hidden generation process, as it is a fundamental mechanism underlying what we observe. In particular, overlooking selection in sequential data can lead to an incomplete or overcomplicated inductive bias in modeling, such as assuming a universal autoregressive structure for all dependencies. Therefore, rather than merely viewing it as a bias, we explore the causal structure of selection in sequential data to delve deeper into the complete causal process. Specifically, we show that selection structure is identifiable without any parametric assumptions or interventional experiments. Moreover, even in cases where selection variables coexist with latent confounders, we still establish the nonparametric identifiability under appropriate structural conditions. Meanwhile, we also propose a provably correct algorithm to detect and identify selection structures as well as other types of dependencies. The framework has been validated empirically on both synthetic data and real-world music.
Consecutive matrix multiplications are commonly used in graph neural networks and sparse linear solvers. These operations frequently access the same matrices for both reading and writing. While reusing these matrices improves data locality, it presents a challenge due to the irregular dependencies between iterations across the two multiplication operations. Existing fusion methods often introduce excessive synchronization overhead or overlapped computations with limited benefits. This paper proposes tile fusion, a runtime approach that fuses tiles of the two matrix-matrix multiplications, where at least one of the involved matrices is sparse. Tile fusion aims to improve data locality while providing sufficient workload for cores in shared-memory multi-core processors. For a pair of matrix-matrix multiplications, tile fusion outperforms unfused baseline and MKL implementations with a geometric mean speedup of 1.97$\times$ 1.64$\times$, respectively, on multi-core CPUs.
The success of AI models relies on the availability of large, diverse, and high-quality datasets, which can be challenging to obtain due to data scarcity, privacy concerns, and high costs. Synthetic data has emerged as a promising solution by generating artificial data that mimics real-world patterns. This paper provides an overview of synthetic data research, discussing its applications, challenges, and future directions. We present empirical evidence from prior art to demonstrate its effectiveness and highlight the importance of ensuring its factuality, fidelity, and unbiasedness. We emphasize the need for responsible use of synthetic data to build more powerful, inclusive, and trustworthy language models.