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This paper introduces a unified factor overnight GARCH-It\^o model for large volatility matrix estimation and prediction. To account for whole-day market dynamics, the proposed model has two different instantaneous factor volatility processes for the open-to-close and close-to-open periods, while each embeds the discrete-time multivariate GARCH model structure. To estimate latent factor volatility, we assume the low rank plus sparse structure and employ nonparametric estimation procedures. Then, based on the connection between the discrete-time model structure and the continuous-time diffusion process, we propose a weighted least squares estimation procedure with the non-parametric factor volatility estimator and establish its asymptotic theorems.

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We present the first algorithm to efficiently compute certifiably optimal solutions to range-aided simultaneous localization and mapping (RA-SLAM) problems. Robotic navigation systems increasingly incorporate point-to-point ranging sensors, leading to state estimation problems in the form of RA-SLAM. However, the RA-SLAM problem is significantly more difficult to solve than traditional pose-graph SLAM: ranging sensor models introduce non-convexity and single range measurements do not uniquely determine the transform between the involved sensors. As a result, RA-SLAM inference is sensitive to initial estimates yet lacks reliable initialization techniques. Our approach, certifiably correct RA-SLAM (CORA), leverages a novel quadratically constrained quadratic programming (QCQP) formulation of RA-SLAM to relax the RA-SLAM problem to a semidefinite program (SDP). CORA solves the SDP efficiently using the Riemannian Staircase methodology; the SDP solution provides both (i) a lower bound on the RA-SLAM problem's optimal value, and (ii) an approximate solution of the RA-SLAM problem, which can be subsequently refined using local optimization. CORA applies to problems with arbitrary pose-pose, pose-landmark, and ranging measurements and, due to using convex relaxation, is insensitive to initialization. We evaluate CORA on several real-world problems. In contrast to state-of-the-art approaches, CORA is able to obtain high-quality solutions on all problems despite being initialized with random values. Additionally, we study the tightness of the SDP relaxation with respect to important problem parameters: the number of (i) robots, (ii) landmarks, and (iii) range measurements. These experiments demonstrate that the SDP relaxation is often tight and reveal relationships between graph rigidity and the tightness of the SDP relaxation.

This paper proposes a Time-Frequency Space Transformation (TFST) to derive non-orthogonal bases for modulation techniques over the delay-doppler plane. A family of Overloaded Delay-Doppler Modulation (ODDM) techniques is proposed based on the TFST, which enhances flexibility and efficiency by expressing modulated signals as a linear combination of basis signals. A Non-Orthogonal Time-Frequency Space (NOTFS) digital modulation is derived for the proposed ODDM techniques, and simulations show that they offer high-mobility communication systems with improved spectral efficiency and low latency, particularly in challenging scenarios such as high overloading factors and Additive White Gaussian Noise (AWGN) channels. A modified sphere decoding algorithm is also presented to efficiently decode the received signal. The proposed modulation and decoding techniques contribute to the advancement of non-orthogonal approaches in the next-generation of mobile communication systems, delivering superior spectral efficiency and low latency, and offering a promising solution towards the development of efficient high-mobility communication systems.

Cross-lingual entity alignment is the task of finding the same semantic entities from different language knowledge graphs. In this paper, we propose a simple and novel unsupervised method for cross-language entity alignment. We utilize the deep learning multi-language encoder combined with a machine translator to encode knowledge graph text, which reduces the reliance on label data. Unlike traditional methods that only emphasize global or local alignment, our method simultaneously considers both alignment strategies. We first view the alignment task as a bipartite matching problem and then adopt the re-exchanging idea to accomplish alignment. Compared with the traditional bipartite matching algorithm that only gives one optimal solution, our algorithm generates ranked matching results which enabled many potentials downstream tasks. Additionally, our method can adapt two different types of optimization (minimal and maximal) in the bipartite matching process, which provides more flexibility. Our evaluation shows, we each scored 0.966, 0.990, and 0.996 Hits@1 rates on the DBP15K dataset in Chinese, Japanese, and French to English alignment tasks. We outperformed the state-of-the-art method in unsupervised and semi-supervised categories. Compared with the state-of-the-art supervised method, our method outperforms 2.6% and 0.4% in Ja-En and Fr-En alignment tasks while marginally lower by 0.2% in the Zh-En alignment task.

Community detection becomes an important problem with the booming of social networks. The Medoid-Shift algorithm preserves the benefits of Mean-Shift and can be applied to problems based on distance matrix, such as community detection. One drawback of the Medoid-Shift algorithm is that there may be no data points within the neighborhood region defined by a distance parameter. To deal with the community detection problem better, a new algorithm called Revised Medoid-Shift (RMS) in this work is thus proposed. During the process of finding the next medoid, the RMS algorithm is based on a neighborhood defined by KNN, while the original Medoid-Shift is based on a neighborhood defined by a distance parameter. Since the neighborhood defined by KNN is more stable than the one defined by the distance parameter in terms of the number of data points within the neighborhood, the RMS algorithm may converge more smoothly. In the RMS method, each of the data points is shifted towards a medoid within the neighborhood defined by KNN. After the iterative process of shifting, each of the data point converges into a cluster center, and the data points converging into the same center are grouped into the same cluster. The RMS algorithm is tested on two kinds of datasets including community datasets with known ground truth partition and community datasets without ground truth partition respectively. The experiment results show sthat the proposed RMS algorithm generally produces betster results than Medoid-Shift and some state-of-the-art together with most classic community detection algorithms on different kinds of community detection datasets.

The structure learning problem consists of fitting data generated by a Directed Acyclic Graph (DAG) to correctly reconstruct its arcs. In this context, differentiable approaches constrain or regularize the optimization problem using a continuous relaxation of the acyclicity property. The computational cost of evaluating graph acyclicity is cubic on the number of nodes and significantly affects scalability. In this paper we introduce COSMO, a constraint-free continuous optimization scheme for acyclic structure learning. At the core of our method, we define a differentiable approximation of an orientation matrix parameterized by a single priority vector. Differently from previous work, our parameterization fits a smooth orientation matrix and the resulting acyclic adjacency matrix without evaluating acyclicity at any step. Despite the absence of explicit constraints, we prove that COSMO always converges to an acyclic solution. In addition to being asymptotically faster, our empirical analysis highlights how COSMO performance on graph reconstruction compares favorably with competing structure learning methods.

Many real-world dynamical systems can be described as State-Space Models (SSMs). In this formulation, each observation is emitted by a latent state, which follows first-order Markovian dynamics. A Probabilistic Deep SSM (ProDSSM) generalizes this framework to dynamical systems of unknown parametric form, where the transition and emission models are described by neural networks with uncertain weights. In this work, we propose the first deterministic inference algorithm for models of this type. Our framework allows efficient approximations for training and testing. We demonstrate in our experiments that our new method can be employed for a variety of tasks and enjoys a superior balance between predictive performance and computational budget.

Knowledge graph (KG) embeddings learn low-dimensional representations of entities and relations to predict missing facts. KGs often exhibit hierarchical and logical patterns which must be preserved in the embedding space. For hierarchical data, hyperbolic embedding methods have shown promise for high-fidelity and parsimonious representations. However, existing hyperbolic embedding methods do not account for the rich logical patterns in KGs. In this work, we introduce a class of hyperbolic KG embedding models that simultaneously capture hierarchical and logical patterns. Our approach combines hyperbolic reflections and rotations with attention to model complex relational patterns. Experimental results on standard KG benchmarks show that our method improves over previous Euclidean- and hyperbolic-based efforts by up to 6.1% in mean reciprocal rank (MRR) in low dimensions. Furthermore, we observe that different geometric transformations capture different types of relations while attention-based transformations generalize to multiple relations. In high dimensions, our approach yields new state-of-the-art MRRs of 49.6% on WN18RR and 57.7% on YAGO3-10.

Knowledge graphs (KGs) serve as useful resources for various natural language processing applications. Previous KG completion approaches require a large number of training instances (i.e., head-tail entity pairs) for every relation. The real case is that for most of the relations, very few entity pairs are available. Existing work of one-shot learning limits method generalizability for few-shot scenarios and does not fully use the supervisory information; however, few-shot KG completion has not been well studied yet. In this work, we propose a novel few-shot relation learning model (FSRL) that aims at discovering facts of new relations with few-shot references. FSRL can effectively capture knowledge from heterogeneous graph structure, aggregate representations of few-shot references, and match similar entity pairs of reference set for every relation. Extensive experiments on two public datasets demonstrate that FSRL outperforms the state-of-the-art.

This paper presents a new multi-objective deep reinforcement learning (MODRL) framework based on deep Q-networks. We propose the use of linear and non-linear methods to develop the MODRL framework that includes both single-policy and multi-policy strategies. The experimental results on two benchmark problems including the two-objective deep sea treasure environment and the three-objective mountain car problem indicate that the proposed framework is able to converge to the optimal Pareto solutions effectively. The proposed framework is generic, which allows implementation of different deep reinforcement learning algorithms in different complex environments. This therefore overcomes many difficulties involved with standard multi-objective reinforcement learning (MORL) methods existing in the current literature. The framework creates a platform as a testbed environment to develop methods for solving various problems associated with the current MORL. Details of the framework implementation can be referred to //www.deakin.edu.au/~thanhthi/drl.htm.

The potential of graph convolutional neural networks for the task of zero-shot learning has been demonstrated recently. These models are highly sample efficient as related concepts in the graph structure share statistical strength allowing generalization to new classes when faced with a lack of data. However, knowledge from distant nodes can get diluted when propagating through intermediate nodes, because current approaches to zero-shot learning use graph propagation schemes that perform Laplacian smoothing at each layer. We show that extensive smoothing does not help the task of regressing classifier weights in zero-shot learning. In order to still incorporate information from distant nodes and utilize the graph structure, we propose an Attentive Dense Graph Propagation Module (ADGPM). ADGPM allows us to exploit the hierarchical graph structure of the knowledge graph through additional connections. These connections are added based on a node's relationship to its ancestors and descendants and an attention scheme is further used to weigh their contribution depending on the distance to the node. Finally, we illustrate that finetuning of the feature representation after training the ADGPM leads to considerable improvements. Our method achieves competitive results, outperforming previous zero-shot learning approaches.

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