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We propose an end-to-end Automatic Speech Recognition (ASR) system that can be trained on transcribed speech data, text-only data, or a mixture of both. The proposed model uses an integrated auxiliary block for text-based training. This block combines a non-autoregressive multi-speaker text-to-mel-spectrogram generator with a GAN-based enhancer to improve the spectrogram quality. The proposed system can generate a mel-spectrogram dynamically during training. It can be used to adapt the ASR model to a new domain by using text-only data from this domain. We demonstrate that the proposed training method significantly improves ASR accuracy compared to the system trained on transcribed speech only. It also surpasses cascade TTS systems with the vocoder in the adaptation quality and training speed.

In the technical report, we provide our solution for OGB-LSC 2022 Graph Regression Task. The target of this task is to predict the quantum chemical property, HOMO-LUMO gap for a given molecule on PCQM4Mv2 dataset. In the competition, we designed two kinds of models: Transformer-M-ViSNet which is an geometry-enhanced graph neural network for fully connected molecular graphs and Pretrained-3D-ViSNet which is a pretrained ViSNet by distilling geomeotric information from optimized structures. With an ensemble of 22 models, ViSNet Team achieved the MAE of 0.0723 eV on the test-challenge set, dramatically reducing the error by 39.75% compared with the best method in the last year competition.

Latitude on the choice of initialisation is a shared feature between one-step extended state-space and multi-step methods. The paper focuses on lattice Boltzmann schemes, which can be interpreted as examples of both previous categories of numerical schemes. We propose a modified equation analysis of the initialisation schemes for lattice Boltzmann methods, determined by the choice of initial data. These modified equations provide guidelines to devise and analyze the initialisation in terms of order of consistency with respect to the target Cauchy problem and time smoothness of the numerical solution. In detail, the larger the number of matched terms between modified equations for initialisation and bulk methods, the smoother the obtained numerical solution. This is particularly manifest for numerical dissipation. Starting from the constraints to achieve time smoothness, which can quickly become prohibitive for they have to take the parasitic modes into consideration, we explain how the distinct lack of observability for certain lattice Boltzmann schemes -- seen as dynamical systems on a commutative ring -- can yield rather simple conditions and be easily studied as far as their initialisation is concerned. This comes from the reduced number of initialisation schemes at the fully discrete level. These theoretical results are successfully assessed on several lattice Boltzmann methods.

Discrete latent space models have recently achieved performance on par with their continuous counterparts in deep variational inference. While they still face various implementation challenges, these models offer the opportunity for a better interpretation of latent spaces, as well as a more direct representation of naturally discrete phenomena. Most recent approaches propose to train separately very high-dimensional prior models on the discrete latent data which is a challenging task on its own. In this paper, we introduce a latent data model where the discrete state is a Markov chain, which allows fast end-to-end training. The performance of our generative model is assessed on a building management dataset and on the publicly available Electricity Transformer Dataset.

In this paper, we introduce a novel numerical approach for approximating the SIR model in epidemiology. Our method enhances the existing linearization procedure by incorporating a suitable relaxation term to tackle the transcendental equation of nonlinear type. Developed within the continuous framework, our relaxation method is explicit and easy to implement, relying on a sequence of linear differential equations. This approach yields accurate approximations in both discrete and analytical forms. Through rigorous analysis, we prove that, with an appropriate choice of the relaxation parameter, our numerical scheme is non-negativity-preserving and globally strongly convergent towards the true solution. These theoretical findings have not received sufficient attention in various existing SIR solvers. We also extend the applicability of our relaxation method to handle some variations of the traditional SIR model. Finally, we present numerical examples using simulated data to demonstrate the effectiveness of our proposed method.

We provide a non-unit disk framework to solve combinatorial optimization problems such as Maximum Cut (Max-Cut) and Maximum Independent Set (MIS) on a Rydberg quantum annealer. Our setup consists of a many-body interacting Rydberg system where locally controllable light shifts are applied to individual qubits in order to map the graph problem onto the Ising spin model. Exploiting the flexibility that optical tweezers offer in terms of spatial arrangement, our numerical simulations implement the local-detuning protocol while globally driving the Rydberg annealer to the desired many-body ground state, which is also the solution to the optimization problem. Using optimal control methods, these solutions are obtained for prototype graphs with varying sizes at time scales well within the system lifetime and with approximation ratios close to one. The non-blockade approach facilitates the encoding of graph problems with specific topologies that can be realized in two-dimensional Rydberg configurations and is applicable to both unweighted as well as weighted graphs. A comparative analysis with fast simulated annealing is provided which highlights the advantages of our scheme in terms of system size, hardness of the graph, and the number of iterations required to converge to the solution.

Matrices are built and designed by applying procedures from lower order matrices. Matrix tensor products, direct sums or multiplication of matrices are such procedures and a matrix built from these is said to be a {\em separable} matrix. A {\em non-separable} matrix is a matrix which is not separable and is often referred to as {\em an entangled matrix}. The matrices built may retain properties of the lower order matrices or may also acquire new desired properties not inherent in the constituents. Here design methods for non-separable matrices of required types are derived. These can retain properties of lower order matrices or have new desirable properties. Infinite series of required non-separable matrices are constructible by the general methods. Non-separable matrices are required for applications and other uses; they can capture the structure in a unique way and thus perform much better than separable matrices. General new methods are developed with which to construct {\em multidimensional entangled paraunitary matrices}; these have applications for wavelet and filter bank design. The constructions are in addition used to design new systems of non-separable unitary matrices; these have applications in quantum information theory. Some consequences include the design of full diversity constellations of unitary matrices, which are used in MIMO systems, and methods to design infinite series of special types of Hadamard matrices.

This paper addresses the problem of providing robust estimators under a functional logistic regression model. Logistic regression is a popular tool in classification problems with two populations. As in functional linear regression, regularization tools are needed to compute estimators for the functional slope. The traditional methods are based on dimension reduction or penalization combined with maximum likelihood or quasi--likelihood techniques and for that reason, they may be affected by misclassified points especially if they are associated to functional covariates with atypical behaviour. The proposal given in this paper adapts some of the best practices used when the covariates are finite--dimensional to provide reliable estimations. Under regularity conditions, consistency of the resulting estimators and rates of convergence for the predictions are derived. A numerical study illustrates the finite sample performance of the proposed method and reveals its stability under different contamination scenarios. A real data example is also presented.

In this work, we present a novel method for hierarchically variable clustering using singular value decomposition. Our proposed approach provides a non-parametric solution to identify block diagonal patterns in covariance (correlation) matrices, thereby grouping variables according to their dissimilarity. We explain the methodology and outline the incorporation of linkage functions to assess dissimilarities between clusters. To validate the efficiency of our method, we perform both a simulation study and an analysis of real-world data. Our findings show the approach's robustness. We conclude by discussing potential extensions and future directions for research in this field. Supplementary materials for this article can be accessed online.

In this paper, we study the problem of estimating the autocovariance sequence resulting from a reversible Markov chain. A motivating application for studying this problem is the estimation of the asymptotic variance in central limit theorems for Markov chains. We propose a novel shape-constrained estimator of the autocovariance sequence, which is based on the key observation that the representability of the autocovariance sequence as a moment sequence imposes certain shape constraints. We examine the theoretical properties of the proposed estimator and provide strong consistency guarantees for our estimator. In particular, for geometrically ergodic reversible Markov chains, we show that our estimator is strongly consistent for the true autocovariance sequence with respect to an $\ell_2$ distance, and that our estimator leads to strongly consistent estimates of the asymptotic variance. Finally, we perform empirical studies to illustrate the theoretical properties of the proposed estimator as well as to demonstrate the effectiveness of our estimator in comparison with other current state-of-the-art methods for Markov chain Monte Carlo variance estimation, including batch means, spectral variance estimators, and the initial convex sequence estimator.